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UNITED STATES |
SECURITIES AND EXCHANGE COMMISSION |
Washington, DC 20549 |
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FORM N-Q |
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QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED
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Investment Company Act file number File No. 811-09301
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TIAA-CREF FUNDS |
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730 Third Avenue, New York, New York 10017-3206 |
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Stewart P. Greene, Esq. |
c/o TIAA-CREF |
730 Third Avenue |
New York, New York 10017-3206 |
Registrants telephone number, including area code: 212-490-9000
Date of fiscal year end: March 31
Date of reporting period: December 31, 2012
Item 1. Schedule of Investments.
TIAA-CREF FUNDS - Real Estate Securities Fund
TIAA-CREF FUNDS
REAL ESTATE SECURITIES FUND
SCHEDULE OF INVESTMENTS (unaudited)
December 31, 2012
1
TIAA-CREF FUNDS - Real Estate Securities Fund
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PRINCIPAL |
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ISSUER |
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RATE |
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MATURITY
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SHORT-TERM INVESTMENTS - 1.7% |
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TREASURY DEBT - 1.7% |
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$ |
22,000,000 |
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United States Treasury Bill |
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0.014 |
% |
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01/17/13 |
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21,999,853 |
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21,999,853 |
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TOTAL SHORT-TERM INVESTMENTS |
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21,999,853 |
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(Cost $21,999,853) |
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2
TIAA-CREF FUNDS - Real Estate Securities Fund
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SHARES |
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COMPANY |
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VALUE |
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TOTAL INVESTMENTS - 98.9% |
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$ |
1,256,239,211 |
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(Cost $1,076,107,177) |
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OTHER ASSETS & LIABILITIES, NET - 1.1% |
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14,442,110 |
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NET ASSETS - 100.0% |
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$ |
1,270,681,321 |
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Abbreviation(s): |
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REIT |
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Real Estate Investment Trust |
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* |
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Non-income producing. |
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a |
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Affiliated Holding. |
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b |
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In bankruptcy. |
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g |
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Security is exempt from registration under Rule 144(A) of the Securities Act of 1933 and may be resold in transactions exempt from registration to qualified institutional buyers. At 12/31/2012, the aggregate value of these securities amounted to $0 or 0.0% of net assets. |
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m |
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Indicates a security that has been deemed illiquid. |
3
TIAA-CREF FUNDS - Bond Fund
TIAA-CREF FUNDS
BOND FUND
SCHEDULE OF INVESTMENTS (unaudited)
December 31, 2012
4
TIAA-CREF FUNDS - Bond Fund
5
TIAA-CREF FUNDS - Bond Fund
6
TIAA-CREF FUNDS - Bond Fund
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PRINCIPAL |
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ISSUER |
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RATE |
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MATURITY
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VALUE |
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$ |
2,300,000 |
g |
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BBVA Bancomer S.A. |
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6.750 |
% |
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09/30/22 |
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$ |
2,587,500 |
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1,925,000 |
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Berkshire Hathaway, Inc |
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1.900 |
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01/31/17 |
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1,989,915 |
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1,125,000 |
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BlackRock, Inc |
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3.500 |
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12/10/14 |
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1,188,129 |
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1,400,000 |
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BlackRock, Inc |
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4.250 |
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05/24/21 |
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1,579,199 |
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1,175,000 |
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BlackRock, Inc |
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3.375 |
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06/01/22 |
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1,247,944 |
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890,000 |
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Capital One Bank USA NA |
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8.800 |
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07/15/19 |
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1,205,146 |
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600,000 |
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Capital One Financial Corp |
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3.150 |
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07/15/16 |
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637,012 |
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4,600,000 |
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Capital One Financial Corp |
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4.750 |
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07/15/21 |
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5,304,545 |
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1,050,000 |
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Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
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3.375 |
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01/19/17 |
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1,128,000 |
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1,750,000 |
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Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
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3.875 |
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02/08/22 |
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1,883,217 |
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375,000 |
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Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
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3.950 |
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11/09/22 |
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384,013 |
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1,500,000 |
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Credit Suisse |
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5.000 |
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05/15/13 |
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1,524,695 |
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1,420,000 |
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Credit Suisse |
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5.500 |
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05/01/14 |
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1,510,870 |
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1,600,000 |
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Ford Motor Credit Co LLC |
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4.250 |
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02/03/17 |
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1,714,066 |
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2,500,000 |
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Ford Motor Credit Co LLC |
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3.000 |
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06/12/17 |
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2,568,563 |
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800,000 |
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Ford Motor Credit Co LLC |
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6.625 |
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08/15/17 |
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934,773 |
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525,000 |
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Ford Motor Credit Co LLC |
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4.250 |
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09/20/22 |
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555,127 |
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465,000 |
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General Electric Capital Corp |
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2.800 |
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01/08/13 |
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465,132 |
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3,865,000 |
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General Electric Capital Corp |
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1.875 |
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09/16/13 |
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3,903,117 |
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1,450,000 |
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General Electric Capital Corp |
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2.300 |
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04/27/17 |
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1,503,477 |
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15,000,000 |
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General Electric Capital Corp |
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1.600 |
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11/20/17 |
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15,009,735 |
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7,775,000 |
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General Electric Capital Corp |
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4.650 |
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10/17/21 |
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8,871,555 |
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810,000 |
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General Electric Capital Corp |
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6.875 |
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01/10/39 |
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1,101,032 |
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3,960,000 |
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Goldman Sachs Group, Inc |
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3.300 |
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05/03/15 |
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4,127,338 |
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135,000 |
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Goldman Sachs Group, Inc |
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6.450 |
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05/01/36 |
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148,073 |
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335,000 |
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Goldman Sachs Group, Inc |
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6.750 |
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10/01/37 |
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379,665 |
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1,500,000 |
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Goldman Sachs Group, Inc |
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6.250 |
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02/01/41 |
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1,840,382 |
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3,875,000 |
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HSBC Finance Corp |
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4.750 |
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07/15/13 |
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3,955,871 |
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448,000 |
g |
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Hyundai Capital America, Inc |
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3.750 |
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04/06/16 |
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472,805 |
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600,000 |
g |
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Hyundai Capital Services, Inc |
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4.375 |
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07/27/16 |
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645,249 |
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400,000 |
g |
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Hyundai Capital Services, Inc |
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3.500 |
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09/13/17 |
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422,404 |
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575,000 |
g |
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International Lease Finance Corp |
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6.500 |
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09/01/14 |
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613,812 |
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4,850,000 |
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International Lease Finance Corp |
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5.875 |
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08/15/22 |
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5,137,178 |
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400,000 |
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Jefferies Group, Inc |
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6.250 |
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01/15/36 |
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414,000 |
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3,725,000 |
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John Deere Capital Corp |
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0.875 |
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04/17/15 |
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3,741,379 |
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1,250,000 |
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John Deere Capital Corp |
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0.950 |
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06/29/15 |
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1,256,932 |
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2,000,000 |
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John Deere Capital Corp |
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1.400 |
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03/15/17 |
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2,019,118 |
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7,550,000 |
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John Deere Capital Corp |
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2.750 |
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03/15/22 |
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7,694,137 |
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1,975,000 |
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Landwirtschaftliche Rentenbank |
|
5.125 |
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02/01/17 |
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2,316,359 |
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1,000,000 |
g |
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Lukoil International Finance BV |
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6.125 |
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11/09/20 |
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1,156,250 |
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|
802,000 |
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MBNA Corp |
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6.125 |
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03/01/13 |
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|
808,741 |
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1,235,000 |
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Merrill Lynch & Co, Inc |
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5.450 |
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02/05/13 |
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1,240,361 |
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1,565,000 |
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Merrill Lynch & Co, Inc |
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6.400 |
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08/28/17 |
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1,837,866 |
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1,175,000 |
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Merrill Lynch & Co, Inc |
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6.875 |
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04/25/18 |
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1,416,408 |
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3,000,000 |
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Morgan Stanley |
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2.875 |
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01/24/14 |
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|
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3,050,412 |
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2,000,000 |
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Morgan Stanley |
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6.375 |
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07/24/42 |
|
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2,344,610 |
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|
445,000 |
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NASDAQ OMX Group, Inc |
|
5.550 |
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01/15/20 |
|
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|
484,754 |
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1,065,000 |
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National Rural Utilities Cooperative Finance Corp |
|
5.500 |
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07/01/13 |
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1,091,759 |
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|
565,000 |
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National Rural Utilities Cooperative Finance Corp |
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10.375 |
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11/01/18 |
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835,193 |
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3,550,000 |
g |
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NongHyup Bank |
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2.250 |
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09/19/17 |
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3,547,419 |
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1,850,000 |
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Northern Trust Corp |
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4.625 |
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05/01/14 |
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1,949,558 |
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1,385,000 |
g |
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Odebrecht Finance Ltd |
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5.125 |
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06/26/22 |
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1,502,725 |
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7
TIAA-CREF FUNDS - Bond Fund
8
TIAA-CREF FUNDS - Bond Fund
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PRINCIPAL |
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ISSUER |
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RATE |
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MATURITY
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VALUE |
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$ |
1,295,000 |
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Hess Corp |
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5.600 |
% |
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02/15/41 |
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$ |
1,531,568 |
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1,200,000 |
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Marathon Petroleum Corp |
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3.500 |
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03/01/16 |
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1,277,411 |
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1,200,000 |
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Newfield Exploration Co |
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5.750 |
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01/30/22 |
|
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1,320,000 |
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|
400,000 |
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Newfield Exploration Co |
|
5.625 |
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07/01/24 |
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|
432,000 |
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|
500,000 |
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Noble Holding International Ltd |
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3.450 |
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08/01/15 |
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|
526,888 |
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|
1,320,000 |
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Noble Holding International Ltd |
|
4.900 |
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08/01/20 |
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|
1,484,650 |
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|
1,800,000 |
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Noble Holding International Ltd |
|
3.950 |
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03/15/22 |
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|
1,894,162 |
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|
1,800,000 |
g |
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Novatek OAO via Novatek Finance Ltd |
|
4.422 |
|
|
12/13/22 |
|
|
|
1,811,250 |
|
|
|
365,000 |
|
|
Pemex Project Funding Master Trust |
|
5.750 |
|
|
03/01/18 |
|
|
|
426,138 |
|
|
|
400,000 |
|
|
Pemex Project Funding Master Trust |
|
6.625 |
|
|
06/15/35 |
|
|
|
508,000 |
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|
|
250,000 |
|
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Pemex Project Funding Master Trust |
|
6.625 |
|
|
06/15/38 |
|
|
|
316,875 |
|
|
|
1,775,000 |
g |
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Pertamina Persero PT |
|
4.875 |
|
|
05/03/22 |
|
|
|
1,939,188 |
|
|
|
1,800,000 |
g |
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Pertamina Persero PT |
|
6.000 |
|
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05/03/42 |
|
|
|
2,031,750 |
|
|
|
1,500,000 |
g |
|
Pertamina PT |
|
5.250 |
|
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05/23/21 |
|
|
|
1,672,500 |
|
|
|
1,640,000 |
|
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Petrobras International Finance Co |
|
3.875 |
|
|
01/27/16 |
|
|
|
1,730,205 |
|
|
|
1,800,000 |
|
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Petrobras International Finance Co |
|
3.500 |
|
|
02/06/17 |
|
|
|
1,887,745 |
|
|
|
1,210,000 |
|
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Petrobras International Finance Co |
|
7.875 |
|
|
03/15/19 |
|
|
|
1,511,382 |
|
|
|
1,048,000 |
|
|
Petrobras International Finance Co |
|
6.875 |
|
|
01/20/40 |
|
|
|
1,331,343 |
|
|
|
925,000 |
|
|
Petroleos Mexicanos |
|
4.875 |
|
|
03/15/15 |
|
|
|
996,688 |
|
|
|
170,000 |
|
|
Petroleos Mexicanos |
|
8.000 |
|
|
05/03/19 |
|
|
|
222,275 |
|
|
|
925,000 |
|
|
Petroleos Mexicanos |
|
6.000 |
|
|
03/05/20 |
|
|
|
1,105,375 |
|
|
|
735,000 |
|
|
Petroleos Mexicanos |
|
5.500 |
|
|
01/21/21 |
|
|
|
858,847 |
|
|
|
1,000,000 |
|
|
Petroleos Mexicanos |
|
4.875 |
|
|
01/24/22 |
|
|
|
1,128,500 |
|
|
|
1,175,000 |
|
|
Petroleos Mexicanos |
|
5.500 |
|
|
06/27/44 |
|
|
|
1,292,500 |
|
|
|
1,315,000 |
g |
|
Petroleum Co of Trinidad & Tobago Ltd |
|
9.750 |
|
|
08/14/19 |
|
|
|
1,747,635 |
|
|
|
1,425,000 |
g |
|
Petronas Capital Ltd |
|
5.250 |
|
|
08/12/19 |
|
|
|
1,691,307 |
|
|
|
1,400,000 |
g |
|
Phillips 66 |
|
1.950 |
|
|
03/05/15 |
|
|
|
1,428,470 |
|
|
|
1,200,000 |
g |
|
Phillips 66 |
|
4.300 |
|
|
04/01/22 |
|
|
|
1,340,903 |
|
|
|
1,825,000 |
|
|
Plains All American Pipeline LP |
|
2.850 |
|
|
01/31/23 |
|
|
|
1,808,157 |
|
|
|
625,000 |
|
|
Precision Drilling Corp |
|
6.500 |
|
|
12/15/21 |
|
|
|
665,625 |
|
|
|
675,000 |
g |
|
PTTEP Canada International Finance Ltd |
|
5.692 |
|
|
04/05/21 |
|
|
|
780,461 |
|
|
|
957,000 |
|
|
Ras Laffan Liquefied Natural Gas Co Ltd |
|
5.298 |
|
|
09/30/20 |
|
|
|
1,074,233 |
|
|
|
1,600,000 |
g |
|
Rosneft Oil Co via Rosneft International Finance Ltd |
|
3.149 |
|
|
03/06/17 |
|
|
|
1,624,000 |
|
|
|
2,000,000 |
g |
|
Rosneft Oil Co via Rosneft International Finance Ltd |
|
4.199 |
|
|
03/06/22 |
|
|
|
2,035,000 |
|
|
|
1,870,000 |
g |
|
SandRidge Energy, Inc |
|
8.000 |
|
|
06/01/18 |
|
|
|
1,982,200 |
|
|
|
1,325,000 |
g |
|
Schlumberger Investment S.A. |
|
2.400 |
|
|
08/01/22 |
|
|
|
1,313,666 |
|
|
|
4,500,000 |
|
|
Southwestern Energy Co |
|
7.500 |
|
|
02/01/18 |
|
|
|
5,514,552 |
|
|
|
415,000 |
|
|
Statoil ASA |
|
2.900 |
|
|
10/15/14 |
|
|
|
431,887 |
|
|
|
675,000 |
|
|
Statoil ASA |
|
1.200 |
|
|
01/17/18 |
|
|
|
675,125 |
|
|
|
1,700,000 |
|
|
Statoil ASA |
|
2.450 |
|
|
01/17/23 |
|
|
|
1,696,019 |
|
|
|
2,000,000 |
|
|
Total Capital International S.A. |
|
1.500 |
|
|
02/17/17 |
|
|
|
2,015,500 |
|
|
|
150,000 |
|
|
TransCanada Pipelines Ltd |
|
4.000 |
|
|
06/15/13 |
|
|
|
152,418 |
|
|
|
1,915,000 |
|
|
TransCanada Pipelines Ltd |
|
7.690 |
|
|
06/30/16 |
|
|
|
2,326,556 |
|
|
|
660,000 |
|
|
TransCanada Pipelines Ltd |
|
5.850 |
|
|
03/15/36 |
|
|
|
833,290 |
|
|
|
235,000 |
|
|
Vale Overseas Ltd |
|
5.625 |
|
|
09/15/19 |
|
|
|
267,197 |
|
|
|
6,950,000 |
|
|
Vale Overseas Ltd |
|
4.375 |
|
|
01/11/22 |
|
|
|
7,419,174 |
|
|
|
480,000 |
|
|
Vale Overseas Ltd |
|
6.875 |
|
|
11/21/36 |
|
|
|
594,998 |
|
|
|
515,000 |
|
|
Valero Energy Corp |
|
4.500 |
|
|
02/01/15 |
|
|
|
550,857 |
|
|
|
1,500,000 |
|
|
WPX Energy, Inc |
|
6.000 |
|
|
01/15/22 |
|
|
|
1,616,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL ENERGY |
|
|
|
|
|
|
|
|
118,409,744 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9
TIAA-CREF FUNDS - Bond Fund
10
TIAA-CREF FUNDS - Bond Fund
11
TIAA-CREF FUNDS - Bond Fund
12
TIAA-CREF FUNDS - Bond Fund
13
TIAA-CREF FUNDS - Bond Fund
14
TIAA-CREF FUNDS - Bond Fund
15
TIAA-CREF FUNDS - Bond Fund
16
TIAA-CREF FUNDS - Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
555,000 |
|
|
Integrys Energy Group, Inc |
|
4.170 |
% |
|
11/01/20 |
|
|
$ |
618,586 |
|
|
|
1,150,000 |
g |
|
Israel Electric Corp Ltd |
|
6.700 |
|
|
02/10/17 |
|
|
|
1,242,000 |
|
|
|
2,000,000 |
g |
|
Israel Electric Corp Ltd |
|
7.250 |
|
|
01/15/19 |
|
|
|
2,173,000 |
|
|
|
195,000 |
g |
|
Kansas Gas & Electric |
|
6.700 |
|
|
06/15/19 |
|
|
|
248,222 |
|
|
|
1,000,000 |
|
|
Kinder Morgan Energy Partners LP |
|
3.500 |
|
|
03/01/16 |
|
|
|
1,068,999 |
|
|
|
775,000 |
|
|
Kinder Morgan Energy Partners LP |
|
9.000 |
|
|
02/01/19 |
|
|
|
1,044,583 |
|
|
|
1,955,000 |
g |
|
Korea Hydro & Nuclear Power Co Ltd |
|
3.125 |
|
|
09/16/15 |
|
|
|
2,041,407 |
|
|
|
1,710,000 |
g |
|
Korea Hydro & Nuclear Power Co Ltd |
|
4.750 |
|
|
07/13/21 |
|
|
|
1,934,231 |
|
|
|
2,085,000 |
g |
|
Korea Hydro & Nuclear Power Co Ltd |
|
3.000 |
|
|
09/19/22 |
|
|
|
2,051,052 |
|
|
|
4,030,000 |
|
|
LG&E and KU Energy LLC |
|
3.750 |
|
|
11/15/20 |
|
|
|
4,255,926 |
|
|
|
1,500,000 |
g |
|
Majapahit Holding BV |
|
7.750 |
|
|
01/20/20 |
|
|
|
1,886,250 |
|
|
|
1,160,000 |
|
|
Midamerican Energy Holdings Co |
|
5.950 |
|
|
05/15/37 |
|
|
|
1,432,257 |
|
|
|
185,000 |
|
|
National Fuel Gas Co |
|
5.250 |
|
|
03/01/13 |
|
|
|
186,370 |
|
|
|
630,000 |
|
|
Nevada Power Co |
|
6.500 |
|
|
08/01/18 |
|
|
|
791,561 |
|
|
|
1,335,000 |
|
|
NiSource Finance Corp |
|
5.400 |
|
|
07/15/14 |
|
|
|
1,422,652 |
|
|
|
1,975,000 |
|
|
Northern States Power Co |
|
5.350 |
|
|
11/01/39 |
|
|
|
2,470,046 |
|
|
|
150,000 |
|
|
Oncor Electric Delivery Co LLC |
|
7.250 |
|
|
01/15/33 |
|
|
|
196,401 |
|
|
|
1,000,000 |
|
|
Oncor Electric Delivery Co LLC |
|
4.550 |
|
|
12/01/41 |
|
|
|
1,012,224 |
|
|
|
950,000 |
|
|
ONEOK Partners LP |
|
3.375 |
|
|
10/01/22 |
|
|
|
968,093 |
|
|
|
695,000 |
|
|
Pacific Gas & Electric Co |
|
8.250 |
|
|
10/15/18 |
|
|
|
946,264 |
|
|
|
500,000 |
|
|
PacifiCorp |
|
6.000 |
|
|
01/15/39 |
|
|
|
663,385 |
|
|
|
885,000 |
|
|
Pepco Holdings, Inc |
|
2.700 |
|
|
10/01/15 |
|
|
|
916,078 |
|
|
|
2,700,000 |
g |
|
Perusahaan Listrik Negara PT |
|
5.500 |
|
|
11/22/21 |
|
|
|
3,051,000 |
|
|
|
1,425,000 |
g |
|
Perusahaan Listrik Negara PT |
|
5.250 |
|
|
10/24/42 |
|
|
|
1,467,750 |
|
|
|
1,450,000 |
|
|
PG&E Corp |
|
5.750 |
|
|
04/01/14 |
|
|
|
1,536,791 |
|
|
|
135,000 |
|
|
Potomac Electric Power Co |
|
7.900 |
|
|
12/15/38 |
|
|
|
218,786 |
|
|
|
3,875,000 |
|
|
PPL Capital Funding, Inc |
|
4.200 |
|
|
06/15/22 |
|
|
|
4,167,183 |
|
|
|
1,000,000 |
|
|
PPL Electric Utilities Corp |
|
3.000 |
|
|
09/15/21 |
|
|
|
1,059,266 |
|
|
|
565,000 |
|
|
Progress Energy, Inc |
|
7.050 |
|
|
03/15/19 |
|
|
|
710,072 |
|
|
|
1,780,000 |
|
|
Public Service Co of Oklahoma |
|
5.150 |
|
|
12/01/19 |
|
|
|
2,078,138 |
|
|
|
440,000 |
|
|
Public Service Electric & Gas Co |
|
5.300 |
|
|
05/01/18 |
|
|
|
528,144 |
|
|
|
1,190,000 |
|
|
Public Service Electric & Gas Co |
|
5.375 |
|
|
11/01/39 |
|
|
|
1,493,233 |
|
|
|
1,500,000 |
|
|
QEP Resources, Inc |
|
5.375 |
|
|
10/01/22 |
|
|
|
1,608,750 |
|
|
|
468,000 |
|
|
Questar Market Resources, Inc |
|
6.875 |
|
|
03/01/21 |
|
|
|
539,370 |
|
|
|
970,000 |
|
|
San Diego Gas & Electric Co |
|
3.950 |
|
|
11/15/41 |
|
|
|
999,827 |
|
|
|
630,000 |
|
|
Sempra Energy |
|
6.000 |
|
|
10/15/39 |
|
|
|
796,493 |
|
|
|
450,000 |
|
|
Tampa Electric Co |
|
4.100 |
|
|
06/15/42 |
|
|
|
471,826 |
|
|
|
430,000 |
|
|
Veolia Environnement |
|
5.250 |
|
|
06/03/13 |
|
|
|
436,669 |
|
|
|
850,000 |
|
|
Virginia Electric and Power Co |
|
4.750 |
|
|
03/01/13 |
|
|
|
856,017 |
|
|
|
845,000 |
|
|
Virginia Electric and Power Co |
|
2.950 |
|
|
01/15/22 |
|
|
|
889,848 |
|
|
|
480,000 |
|
|
Williams Partners LP |
|
3.800 |
|
|
02/15/15 |
|
|
|
507,546 |
|
|
|
850,000 |
|
|
Williams Partners LP |
|
4.000 |
|
|
11/15/21 |
|
|
|
909,157 |
|
|
|
950,000 |
|
|
Williams Partners LP |
|
3.350 |
|
|
08/15/22 |
|
|
|
965,952 |
|
|
|
940,000 |
|
|
Williams Partners LP |
|
6.300 |
|
|
04/15/40 |
|
|
|
1,149,183 |
|
|
|
650,000 |
|
|
Xcel Energy, Inc |
|
4.800 |
|
|
09/15/41 |
|
|
|
729,391 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL UTILITIES |
|
|
|
|
|
|
|
|
99,255,076 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL CORPORATE BONDS |
|
|
|
|
|
|
|
|
1,078,832,332 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $1,016,744,224) |
|
|
|
|
|
|
|
|
|
|
17
TIAA-CREF FUNDS - Bond Fund
18
TIAA-CREF FUNDS - Bond Fund
19
TIAA-CREF FUNDS - Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
718,234 |
|
|
FGLMC |
|
4.500 |
% |
|
05/01/19 |
|
|
$ |
765,552 |
|
|
|
211,784 |
|
|
FGLMC |
|
4.500 |
|
|
01/01/20 |
|
|
|
225,736 |
|
|
|
377,060 |
|
|
FGLMC |
|
5.000 |
|
|
05/01/20 |
|
|
|
407,792 |
|
|
|
88,294 |
|
|
FGLMC |
|
4.500 |
|
|
07/01/20 |
|
|
|
95,932 |
|
|
|
13,697 |
|
|
FGLMC |
|
7.000 |
|
|
10/01/20 |
|
|
|
15,958 |
|
|
|
1,963,743 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/21 |
|
|
|
2,096,183 |
|
|
|
1,085,141 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/21 |
|
|
|
1,158,326 |
|
|
|
850,235 |
|
|
FGLMC |
|
4.000 |
|
|
07/01/24 |
|
|
|
899,141 |
|
|
|
263,886 |
|
|
FGLMC |
|
4.500 |
|
|
09/01/24 |
|
|
|
280,776 |
|
|
|
3,000,000 |
h |
|
FGLMC |
|
5.000 |
|
|
01/15/28 |
|
|
|
3,213,516 |
|
|
|
716 |
|
|
FGLMC |
|
6.500 |
|
|
10/01/28 |
|
|
|
818 |
|
|
|
16,121 |
|
|
FGLMC |
|
6.500 |
|
|
01/01/29 |
|
|
|
18,368 |
|
|
|
3,986 |
|
|
FGLMC |
|
6.500 |
|
|
03/01/29 |
|
|
|
4,685 |
|
|
|
35,271 |
|
|
FGLMC |
|
6.500 |
|
|
07/01/29 |
|
|
|
41,297 |
|
|
|
2,846 |
|
|
FGLMC |
|
8.000 |
|
|
01/01/31 |
|
|
|
3,491 |
|
|
|
26,356 |
|
|
FGLMC |
|
6.500 |
|
|
09/01/31 |
|
|
|
30,574 |
|
|
|
46,468 |
|
|
FGLMC |
|
8.000 |
|
|
09/01/31 |
|
|
|
57,630 |
|
|
|
273,999 |
|
|
FGLMC |
|
7.000 |
|
|
12/01/31 |
|
|
|
324,722 |
|
|
|
405,567 |
|
|
FGLMC |
|
6.000 |
|
|
03/01/33 |
|
|
|
450,990 |
|
|
|
423,834 |
|
|
FGLMC |
|
4.500 |
|
|
07/01/33 |
|
|
|
456,137 |
|
|
|
1,092,072 |
|
|
FGLMC |
|
5.000 |
|
|
09/01/33 |
|
|
|
1,216,197 |
|
|
|
360,472 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/33 |
|
|
|
404,167 |
|
|
|
474,473 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/33 |
|
|
|
531,988 |
|
|
|
478,224 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/33 |
|
|
|
539,480 |
|
|
|
681,648 |
|
|
FGLMC |
|
5.500 |
|
|
10/01/33 |
|
|
|
764,275 |
|
|
|
1,269,670 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/33 |
|
|
|
1,383,105 |
|
|
|
2,017,443 |
|
|
FGLMC |
|
7.000 |
|
|
12/01/33 |
|
|
|
2,390,921 |
|
|
|
631,916 |
|
|
FGLMC |
|
5.000 |
|
|
01/01/34 |
|
|
|
686,299 |
|
|
|
705,970 |
|
|
FGLMC |
|
5.000 |
|
|
05/01/34 |
|
|
|
763,196 |
|
|
|
452,984 |
|
|
FGLMC |
|
6.000 |
|
|
09/01/34 |
|
|
|
498,338 |
|
|
|
1,878,885 |
|
|
FGLMC |
|
5.000 |
|
|
12/01/34 |
|
|
|
2,031,188 |
|
|
|
183,242 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/34 |
|
|
|
202,877 |
|
|
|
1,028,513 |
|
|
FGLMC |
|
4.500 |
|
|
04/01/35 |
|
|
|
1,106,260 |
|
|
|
815,301 |
|
|
FGLMC |
|
6.000 |
|
|
05/01/35 |
|
|
|
896,931 |
|
|
|
837,210 |
|
|
FGLMC |
|
7.000 |
|
|
05/01/35 |
|
|
|
992,198 |
|
|
|
158,873 |
|
|
FGLMC |
|
6.000 |
|
|
07/01/35 |
|
|
|
173,985 |
|
|
|
93,307 |
|
|
FGLMC |
|
5.500 |
|
|
08/01/35 |
|
|
|
101,352 |
|
|
|
138,370 |
|
|
FGLMC |
|
5.000 |
|
|
10/01/35 |
|
|
|
149,413 |
|
|
|
211,552 |
|
|
FGLMC |
|
5.000 |
|
|
02/01/36 |
|
|
|
228,436 |
|
|
|
52,575 |
|
|
FGLMC |
|
6.500 |
|
|
05/01/36 |
|
|
|
59,798 |
|
|
|
365,340 |
|
|
FGLMC |
|
6.500 |
|
|
10/01/36 |
|
|
|
415,533 |
|
|
|
959,213 |
|
|
FGLMC |
|
5.500 |
|
|
04/01/37 |
|
|
|
1,036,218 |
|
|
|
740,424 |
|
|
FGLMC |
|
6.000 |
|
|
08/01/37 |
|
|
|
814,557 |
|
|
|
312,124 |
|
|
FGLMC |
|
6.000 |
|
|
09/01/37 |
|
|
|
343,375 |
|
|
|
60,393 |
|
|
FGLMC |
|
6.500 |
|
|
11/01/37 |
|
|
|
68,733 |
|
|
|
870,590 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/38 |
|
|
|
958,355 |
|
|
|
1,882,961 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/39 |
|
|
|
2,020,590 |
|
|
|
379,317 |
|
|
FGLMC |
|
4.000 |
|
|
06/01/39 |
|
|
|
405,061 |
|
|
|
666,038 |
|
|
FGLMC |
|
5.000 |
|
|
07/01/39 |
|
|
|
716,697 |
|
|
|
4,387,085 |
|
|
FGLMC |
|
4.500 |
|
|
11/01/40 |
|
|
|
4,924,358 |
|
|
|
4,956,263 |
|
|
FGLMC |
|
4.500 |
|
|
12/01/40 |
|
|
|
5,541,557 |
|
|
|
5,000,000 |
h |
|
FGLMC |
|
4.000 |
|
|
01/15/43 |
|
|
|
5,337,500 |
|
20
TIAA-CREF FUNDS - Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
1,262 |
|
|
Federal National Mortgage Association (FNMA) |
|
5.000 |
% |
|
06/01/13 |
|
|
$ |
1,304 |
|
|
|
1,162,046 |
|
|
FNMA |
|
4.440 |
|
|
07/01/13 |
|
|
|
1,161,644 |
|
|
|
722 |
|
|
FNMA |
|
6.000 |
|
|
09/01/13 |
|
|
|
724 |
|
|
|
945,795 |
|
|
FNMA |
|
4.764 |
|
|
10/01/13 |
|
|
|
965,833 |
|
|
|
706 |
|
|
FNMA |
|
6.500 |
|
|
12/01/13 |
|
|
|
720 |
|
|
|
800,272 |
|
|
FNMA |
|
4.801 |
|
|
02/01/14 |
|
|
|
819,214 |
|
|
|
3,424,999 |
|
|
FNMA |
|
4.640 |
|
|
11/01/14 |
|
|
|
3,605,318 |
|
|
|
8,346 |
|
|
FNMA |
|
6.500 |
|
|
10/01/16 |
|
|
|
8,929 |
|
|
|
76,528 |
|
|
FNMA |
|
6.500 |
|
|
11/01/16 |
|
|
|
81,874 |
|
|
|
48,741 |
|
|
FNMA |
|
6.500 |
|
|
04/01/17 |
|
|
|
52,845 |
|
|
|
153,904 |
|
|
FNMA |
|
5.000 |
|
|
12/01/17 |
|
|
|
167,253 |
|
|
|
68,376 |
|
|
FNMA |
|
5.500 |
|
|
04/01/18 |
|
|
|
73,617 |
|
|
|
728,913 |
|
|
FNMA |
|
5.500 |
|
|
04/01/18 |
|
|
|
789,690 |
|
|
|
44,243 |
|
|
FNMA |
|
5.500 |
|
|
05/01/18 |
|
|
|
47,634 |
|
|
|
274,657 |
|
|
FNMA |
|
4.500 |
|
|
10/01/18 |
|
|
|
296,206 |
|
|
|
738,838 |
|
|
FNMA |
|
5.000 |
|
|
11/01/18 |
|
|
|
802,924 |
|
|
|
38,285 |
|
|
FNMA |
|
6.000 |
|
|
01/01/19 |
|
|
|
41,820 |
|
|
|
87,227 |
|
|
FNMA |
|
4.500 |
|
|
05/01/19 |
|
|
|
94,071 |
|
|
|
221,481 |
|
|
FNMA |
|
4.500 |
|
|
06/01/19 |
|
|
|
238,858 |
|
|
|
158,616 |
|
|
FNMA |
|
5.000 |
|
|
03/01/20 |
|
|
|
172,375 |
|
|
|
113,412 |
|
|
FNMA |
|
4.500 |
|
|
11/01/20 |
|
|
|
122,310 |
|
|
|
291,757 |
|
|
FNMA |
|
5.000 |
|
|
12/01/20 |
|
|
|
317,064 |
|
|
|
254,404 |
|
|
FNMA |
|
5.000 |
|
|
03/01/21 |
|
|
|
276,470 |
|
|
|
199,960 |
|
|
FNMA |
|
5.500 |
|
|
08/01/21 |
|
|
|
216,632 |
|
|
|
181,950 |
|
|
FNMA |
|
4.500 |
|
|
06/01/23 |
|
|
|
195,828 |
|
|
|
455,202 |
|
|
FNMA |
|
5.000 |
|
|
07/01/23 |
|
|
|
492,908 |
|
|
|
320,181 |
|
|
FNMA |
|
5.000 |
|
|
07/01/23 |
|
|
|
346,703 |
|
|
|
144,886 |
|
|
FNMA |
|
5.000 |
|
|
11/01/23 |
|
|
|
159,211 |
|
|
|
128,704 |
|
|
FNMA |
|
5.500 |
|
|
02/01/24 |
|
|
|
141,128 |
|
|
|
210,720 |
|
|
FNMA |
|
4.000 |
|
|
05/01/24 |
|
|
|
225,771 |
|
|
|
73,175 |
|
|
FNMA |
|
5.500 |
|
|
07/01/24 |
|
|
|
80,239 |
|
|
|
1,235 |
|
|
FNMA |
|
8.000 |
|
|
07/01/24 |
|
|
|
1,477 |
|
|
|
200,399 |
|
|
FNMA |
|
4.500 |
|
|
08/01/24 |
|
|
|
215,652 |
|
|
|
1,688,103 |
|
|
FNMA |
|
4.000 |
|
|
09/01/24 |
|
|
|
1,808,679 |
|
|
|
843,724 |
|
|
FNMA |
|
5.000 |
|
|
03/01/25 |
|
|
|
925,036 |
|
|
|
1,826,602 |
|
|
FNMA |
|
5.000 |
|
|
10/01/25 |
|
|
|
2,002,637 |
|
|
|
944,523 |
|
|
FNMA |
|
3.000 |
|
|
05/01/27 |
|
|
|
1,014,801 |
|
|
|
12,000,000 |
h |
|
FNMA |
|
2.500 |
|
|
01/25/28 |
|
|
|
12,547,500 |
|
|
|
11,000,000 |
h |
|
FNMA |
|
3.000 |
|
|
01/25/28 |
|
|
|
11,610,157 |
|
|
|
11,000,000 |
h |
|
FNMA |
|
4.000 |
|
|
01/25/28 |
|
|
|
11,778,593 |
|
|
|
4,000,000 |
h |
|
FNMA |
|
4.500 |
|
|
01/25/28 |
|
|
|
4,302,500 |
|
|
|
1,110 |
|
|
FNMA |
|
7.500 |
|
|
01/01/29 |
|
|
|
1,334 |
|
|
|
2,875 |
|
|
FNMA |
|
6.500 |
|
|
04/01/29 |
|
|
|
3,325 |
|
|
|
11,878 |
|
|
FNMA |
|
7.500 |
|
|
07/01/29 |
|
|
|
12,379 |
|
|
|
849 |
|
|
FNMA |
|
7.500 |
|
|
07/01/29 |
|
|
|
851 |
|
|
|
587 |
|
|
FNMA |
|
7.500 |
|
|
02/01/31 |
|
|
|
624 |
|
|
|
4,674 |
|
|
FNMA |
|
7.500 |
|
|
03/01/31 |
|
|
|
5,707 |
|
|
|
2,663 |
|
|
FNMA |
|
7.500 |
|
|
05/01/31 |
|
|
|
2,919 |
|
|
|
2,014 |
|
|
FNMA |
|
6.500 |
|
|
09/01/31 |
|
|
|
2,380 |
|
|
|
24,647 |
|
|
FNMA |
|
6.500 |
|
|
11/01/31 |
|
|
|
28,209 |
|
|
|
52,945 |
|
|
FNMA |
|
6.000 |
|
|
01/01/32 |
|
|
|
59,294 |
|
|
|
423,776 |
|
|
FNMA |
|
6.500 |
|
|
07/01/32 |
|
|
|
482,723 |
|
21
TIAA-CREF FUNDS - Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
176,471 |
|
|
FNMA |
|
5.500 |
% |
|
01/01/33 |
|
|
$ |
193,947 |
|
|
|
72,529 |
|
|
FNMA |
|
5.000 |
|
|
02/01/33 |
|
|
|
79,020 |
|
|
|
555,123 |
|
|
FNMA |
|
4.500 |
|
|
03/25/33 |
|
|
|
576,309 |
|
|
|
254,514 |
|
|
FNMA |
|
5.000 |
|
|
08/01/33 |
|
|
|
277,292 |
|
|
|
191,753 |
|
|
FNMA |
|
5.000 |
|
|
10/01/33 |
|
|
|
208,915 |
|
|
|
300,747 |
|
|
FNMA |
|
5.000 |
|
|
10/01/33 |
|
|
|
327,663 |
|
|
|
71,502 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
77,901 |
|
|
|
113,915 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
124,111 |
|
|
|
241,235 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
262,825 |
|
|
|
85,698 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
93,368 |
|
|
|
696,227 |
|
|
FNMA |
|
5.000 |
|
|
04/01/34 |
|
|
|
756,798 |
|
|
|
1,996,835 |
|
|
FNMA |
|
5.000 |
|
|
08/01/34 |
|
|
|
2,170,147 |
|
|
|
342,347 |
|
|
FNMA |
|
6.000 |
|
|
11/01/34 |
|
|
|
379,820 |
|
|
|
106,896 |
|
|
FNMA |
|
6.000 |
|
|
12/01/34 |
|
|
|
119,369 |
|
|
|
647,021 |
|
|
FNMA |
|
6.000 |
|
|
05/01/35 |
|
|
|
720,942 |
|
|
|
16,571 |
|
|
FNMA |
|
7.500 |
|
|
06/01/35 |
|
|
|
18,441 |
|
|
|
70,826 |
|
|
FNMA |
|
5.500 |
|
|
10/01/35 |
|
|
|
80,142 |
|
|
|
89,346 |
|
|
FNMA |
|
5.000 |
|
|
11/01/35 |
|
|
|
96,365 |
|
|
|
647,950 |
i |
|
FNMA |
|
2.705 |
|
|
02/01/36 |
|
|
|
687,217 |
|
|
|
158,342 |
|
|
FNMA |
|
5.000 |
|
|
02/01/36 |
|
|
|
169,693 |
|
|
|
1,307 |
|
|
FNMA |
|
5.000 |
|
|
02/01/36 |
|
|
|
1,401 |
|
|
|
415,948 |
|
|
FNMA |
|
6.500 |
|
|
02/01/36 |
|
|
|
469,408 |
|
|
|
395,737 |
i |
|
FNMA |
|
2.760 |
|
|
07/01/36 |
|
|
|
423,215 |
|
|
|
370,671 |
|
|
FNMA |
|
6.500 |
|
|
09/01/36 |
|
|
|
417,041 |
|
|
|
108,025 |
|
|
FNMA |
|
7.000 |
|
|
02/01/37 |
|
|
|
128,574 |
|
|
|
273,157 |
|
|
FNMA |
|
6.500 |
|
|
03/01/37 |
|
|
|
306,993 |
|
|
|
645,017 |
|
|
FNMA |
|
7.000 |
|
|
04/01/37 |
|
|
|
767,719 |
|
|
|
857,669 |
|
|
FNMA |
|
6.500 |
|
|
08/01/37 |
|
|
|
963,777 |
|
|
|
230,103 |
|
|
FNMA |
|
6.500 |
|
|
08/01/37 |
|
|
|
258,786 |
|
|
|
549,015 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
626,974 |
|
|
|
389,077 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
436,400 |
|
|
|
718,479 |
|
|
FNMA |
|
6.500 |
|
|
09/01/37 |
|
|
|
807,367 |
|
|
|
1,102,446 |
i |
|
FNMA |
|
2.481 |
|
|
10/01/37 |
|
|
|
1,184,592 |
|
|
|
187,972 |
|
|
FNMA |
|
7.000 |
|
|
11/01/37 |
|
|
|
223,730 |
|
|
|
105,940 |
|
|
FNMA |
|
6.500 |
|
|
01/01/38 |
|
|
|
124,823 |
|
|
|
16,695 |
|
|
FNMA |
|
6.500 |
|
|
03/01/38 |
|
|
|
18,757 |
|
|
|
256,527 |
i |
|
FNMA |
|
4.917 |
|
|
10/01/38 |
|
|
|
274,944 |
|
|
|
2,129,899 |
|
|
FNMA |
|
5.500 |
|
|
08/01/39 |
|
|
|
2,363,731 |
|
|
|
57,734,299 |
|
|
FNMA |
|
4.000 |
|
|
12/01/39 |
|
|
|
61,896,112 |
|
|
|
5,000,000 |
|
|
FNMA |
|
4.000 |
|
|
02/25/40 |
|
|
|
5,414,085 |
|
|
|
4,362,624 |
|
|
FNMA |
|
4.500 |
|
|
03/01/40 |
|
|
|
4,843,613 |
|
|
|
4,215,733 |
|
|
FNMA |
|
4.500 |
|
|
09/01/40 |
|
|
|
4,568,546 |
|
|
|
7,782,634 |
|
|
FNMA |
|
4.500 |
|
|
09/01/40 |
|
|
|
8,433,960 |
|
|
|
679,512 |
|
|
FNMA |
|
4.000 |
|
|
11/01/40 |
|
|
|
729,156 |
|
|
|
4,049,674 |
|
|
FNMA |
|
4.500 |
|
|
11/01/40 |
|
|
|
4,446,804 |
|
|
|
29,225,741 |
|
|
FNMA |
|
4.500 |
|
|
04/01/41 |
|
|
|
31,726,430 |
|
|
|
11,701,332 |
|
|
FNMA |
|
3.500 |
|
|
02/01/42 |
|
|
|
12,704,657 |
|
|
|
6,755,568 |
|
|
FNMA |
|
3.500 |
|
|
07/01/42 |
|
|
|
7,288,377 |
|
|
|
10,961,474 |
|
|
FNMA |
|
3.500 |
|
|
09/01/42 |
|
|
|
11,901,360 |
|
|
|
3,983,621 |
|
|
FNMA |
|
3.500 |
|
|
10/01/42 |
|
|
|
4,305,276 |
|
|
|
19,052,692 |
|
|
FNMA |
|
3.500 |
|
|
11/01/42 |
|
|
|
20,686,357 |
|
|
|
10,115,369 |
|
|
FNMA |
|
3.500 |
|
|
11/01/42 |
|
|
|
10,913,164 |
|
22
TIAA-CREF FUNDS - Bond Fund
23
TIAA-CREF FUNDS - Bond Fund
24
TIAA-CREF FUNDS - Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
11,440,000 |
|
|
Ford Credit Auto Owner Trust |
|
2.930 |
% |
|
10/15/18 |
|
|
$ |
11,777,915 |
|
|
|
|
|
|
Series - 2012 B (Class D) |
|
|
|
|
|
|
|
|
|
|
|
|
7,800,000 |
|
|
Ford Credit Auto Owner Trust |
|
2.430 |
|
|
01/15/19 |
|
|
|
7,899,356 |
|
|
|
|
|
|
Series - 2012 C (Class D) |
|
|
|
|
|
|
|
|
|
|
|
|
2,800,000 |
g |
|
Ford Credit Floorplan Master Owner Trust |
|
2.960 |
|
|
02/15/16 |
|
|
|
2,833,177 |
|
|
|
|
|
|
Series - 2011 1 (Class D) |
|
|
|
|
|
|
|
|
|
|
|
|
5,900,000 |
g |
|
Hertz Vehicle Financing LLC |
|
4.170 |
|
|
03/25/16 |
|
|
|
6,132,501 |
|
|
|
|
|
|
Series - 2011 1A (Class B1) |
|
|
|
|
|
|
|
|
|
|
|
|
9,285,000 |
g |
|
Hertz Vehicle Financing LLC |
|
5.930 |
|
|
03/25/16 |
|
|
|
9,933,854 |
|
|
|
|
|
|
Series - 0 2A (Class B2) |
|
|
|
|
|
|
|
|
|
|
|
|
3,207,159 |
|
|
Lehman XS Trust |
|
6.500 |
|
|
06/25/46 |
|
|
|
1,986,293 |
|
|
|
|
|
|
Series - 2006 13 (Class 2A1) |
|
|
|
|
|
|
|
|
|
|
|
|
324,659 |
i |
|
Long Beach Mortgage Loan Trust |
|
0.960 |
|
|
02/25/35 |
|
|
|
321,218 |
|
|
|
|
|
|
Series - 2005 1 (Class M1) |
|
|
|
|
|
|
|
|
|
|
|
|
430,010 |
i |
|
Park Place Securities, Inc |
|
1.155 |
|
|
09/25/34 |
|
|
|
427,790 |
|
|
|
|
|
|
Series - 2004 WHQ1 (Class M1) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
g |
|
Rental Car Finance Corp |
|
4.380 |
|
|
02/25/16 |
|
|
|
1,048,082 |
|
|
|
|
|
|
Series - 2011 1A (Class B1) |
|
|
|
|
|
|
|
|
|
|
|
|
93,519 |
i |
|
Residential Asset Securities Corp |
|
6.489 |
|
|
10/25/30 |
|
|
|
91,145 |
|
|
|
|
|
|
Series - 2001 KS2 (Class AI6) |
|
|
|
|
|
|
|
|
|
|
|
|
351,014 |
i |
|
Residential Asset Securities Corp |
|
0.640 |
|
|
04/25/35 |
|
|
|
343,224 |
|
|
|
|
|
|
Series - 2005 KS3 (Class M3) |
|
|
|
|
|
|
|
|
|
|
|
|
1,281,190 |
|
|
Residential Funding Mortgage Securities II, Inc |
|
5.500 |
|
|
08/25/25 |
|
|
|
1,275,483 |
|
|
|
|
|
|
Series - 2006 HI5 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
745,167 |
|
|
Residential Funding Mortgage Securities II, Inc |
|
5.960 |
|
|
02/25/36 |
|
|
|
768,705 |
|
|
|
|
|
|
Series - 2006 HI3 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
185,000 |
i |
|
Residential Funding Mortgage Securities II, Inc |
|
6.060 |
|
|
02/25/36 |
|
|
|
184,063 |
|
|
|
|
|
|
Series - 2006 HI1 (Class M2) |
|
|
|
|
|
|
|
|
|
|
|
|
695,350 |
i |
|
Securitized Asset Backed Receivables LLC |
|
0.510 |
|
|
10/25/35 |
|
|
|
668,892 |
|
|
|
|
|
|
Series - 2006 OP1 (Class A2C) |
|
|
|
|
|
|
|
|
|
|
|
|
2,161,506 |
g |
|
Sierra Receivables Funding Co LLC |
|
3.350 |
|
|
04/20/26 |
|
|
|
2,241,049 |
|
|
|
|
|
|
Series - 2011 1A (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
1,803,579 |
g |
|
Sierra Receivables Funding Co LLC |
|
4.230 |
|
|
04/20/26 |
|
|
|
1,845,884 |
|
|
|
|
|
|
Series - 2011 1A (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
1,572,113 |
g |
|
Sierra Receivables Funding Co LLC |
|
4.250 |
|
|
05/20/28 |
|
|
|
1,596,638 |
|
|
|
|
|
|
Series - 2011 2A (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
1,090,806 |
g,m |
|
Sierra Receivables Funding Co LLC |
|
4.360 |
|
|
07/20/28 |
|
|
|
1,123,313 |
|
|
|
|
|
|
Series - 2011 3A (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
5,313,554 |
g |
|
Sierra Receivables Funding Co LLC |
|
3.420 |
|
|
03/20/29 |
|
|
|
5,444,066 |
|
|
|
|
|
|
Series - 2012 2A (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
4,715,000 |
g |
|
SLM Student Loan Trust |
|
4.370 |
|
|
04/17/28 |
|
|
|
5,203,238 |
|
|
|
|
|
|
Series - 2011 A (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
1,480,000 |
g |
|
SLM Student Loan Trust |
|
3.740 |
|
|
02/15/29 |
|
|
|
1,604,333 |
|
|
|
|
|
|
Series - 2011 B (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
5,213,000 |
g |
|
SLM Student Loan Trust |
|
4.540 |
|
|
10/17/44 |
|
|
|
5,824,120 |
|
|
|
|
|
|
Series - 2011 C (Class A2B) |
|
|
|
|
|
|
|
|
|
|
|
|
4,233,000 |
g |
|
SLM Student Loan Trust |
|
3.830 |
|
|
01/17/45 |
|
|
|
4,571,890 |
|
|
|
|
|
|
Series - 2012 A (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
832,039 |
i |
|
Soundview Home Equity Loan Trust |
|
0.510 |
|
|
11/25/35 |
|
|
|
805,883 |
|
|
|
|
|
|
Series - 2005 OPT3 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
299,222 |
i |
|
Structured Asset Investment Loan Trust |
|
0.610 |
|
|
05/25/35 |
|
|
|
296,945 |
|
|
|
|
|
|
Series - 2005 4 (Class M1) |
|
|
|
|
|
|
|
|
|
|
25
TIAA-CREF FUNDS - Bond Fund
26
TIAA-CREF FUNDS - Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
1,170,000 |
g,i |
|
GS Mortgage Securities Corp II |
|
5.227 |
% |
|
12/10/43 |
|
|
$ |
1,361,851 |
|
|
|
|
|
|
Series - 2010 C2 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
999,642 |
g,i |
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
0.584 |
|
|
07/15/19 |
|
|
|
973,567 |
|
|
|
|
|
|
Series - 2007 FL1A (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
5,360,000 |
|
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.440 |
|
|
05/15/45 |
|
|
|
6,021,579 |
|
|
|
|
|
|
Series - 2006 LDP8 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
1,010,000 |
g,i |
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.252 |
|
|
07/15/46 |
|
|
|
1,112,649 |
|
|
|
|
|
|
Series - 2011 C4 (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
88,822 |
i |
|
JP Morgan Mortgage Trust |
|
4.295 |
|
|
04/25/35 |
|
|
|
89,966 |
|
|
|
|
|
|
Series - 2005 A2 (Class 5A1) |
|
|
|
|
|
|
|
|
|
|
|
|
155,429 |
|
|
MASTER Asset Securitization Trust |
|
5.000 |
|
|
05/25/35 |
|
|
|
155,598 |
|
|
|
|
|
|
Series - 2005 1 (Class 2A5) |
|
|
|
|
|
|
|
|
|
|
|
|
571,063 |
i |
|
Merrill Lynch Mortgage Trust |
|
5.107 |
|
|
07/12/38 |
|
|
|
622,862 |
|
|
|
|
|
|
Series - 2005 CIP1 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
2,675,000 |
g,i |
|
Morgan Stanley Capital I |
|
5.254 |
|
|
09/15/47 |
|
|
|
3,001,342 |
|
|
|
|
|
|
Series - 2011 C1 (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
550,000 |
g,i |
|
Morgan Stanley Capital I |
|
5.254 |
|
|
09/15/47 |
|
|
|
585,723 |
|
|
|
|
|
|
Series - 2011 C1 (Class D) |
|
|
|
|
|
|
|
|
|
|
|
|
415,000 |
i |
|
Morgan Stanley Capital I |
|
5.544 |
|
|
11/12/49 |
|
|
|
452,194 |
|
|
|
|
|
|
Series - 2007 T25 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
1,419,530 |
|
|
Residential Accredit Loans, Inc |
|
4.350 |
|
|
03/25/34 |
|
|
|
1,456,507 |
|
|
|
|
|
|
Series - 2004 QS4 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
2,657,055 |
i |
|
Residential Accredit Loans, Inc |
|
0.400 |
|
|
05/25/46 |
|
|
|
1,770,773 |
|
|
|
|
|
|
Series - 2006 QO5 (Class 2A1) |
|
|
|
|
|
|
|
|
|
|
|
|
1,982,814 |
g,i |
|
Springleaf Mortgage Loan Trust |
|
2.667 |
|
|
09/25/57 |
|
|
|
2,006,183 |
|
|
|
|
|
|
Series - 2012 1A (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
911,839 |
g,i |
|
Springleaf Mortgage Loan Trust |
|
2.220 |
|
|
10/25/57 |
|
|
|
939,285 |
|
|
|
|
|
|
Series - 0 2A (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
65,592 |
i |
|
Structured Adjustable Rate Mortgage Loan Trust |
|
0.970 |
|
|
03/25/35 |
|
|
|
65,551 |
|
|
|
|
|
|
Series - 2005 6XS (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
20,165,000 |
|
|
Wachovia Bank Commercial Mortgage Trust |
|
5.342 |
|
|
12/15/43 |
|
|
|
23,103,928 |
|
|
|
|
|
|
Series - 2007 C30 (Class A5) |
|
|
|
|
|
|
|
|
|
|
|
|
21,325,000 |
|
|
Wachovia Bank Commercial Mortgage Trust |
|
5.383 |
|
|
12/15/43 |
|
|
|
22,748,337 |
|
|
|
|
|
|
Series - 2007 C30 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
4,857,000 |
i |
|
Wachovia Bank Commercial Mortgage Trust |
|
5.968 |
|
|
06/15/45 |
|
|
|
5,485,564 |
|
|
|
|
|
|
Series - 2006 C26 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
1,200,000 |
|
|
Wachovia Bank Commercial Mortgage Trust |
|
5.500 |
|
|
04/15/47 |
|
|
|
1,385,684 |
|
|
|
|
|
|
Series - 2007 C31 (Class A5) |
|
|
|
|
|
|
|
|
|
|
|
|
1,765,000 |
|
|
Wachovia Bank Commercial Mortgage Trust |
|
5.339 |
|
|
11/15/48 |
|
|
|
1,979,483 |
|
|
|
|
|
|
Series - 2006 C29 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
45,992 |
|
|
Wells Fargo Mortgage Backed Securities Trust |
|
5.500 |
|
|
04/25/35 |
|
|
|
45,932 |
|
|
|
|
|
|
Series - 2005 2 (Class 1A1) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL OTHER MORTGAGE BACKED |
|
|
|
|
|
|
|
|
133,161,834 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL STRUCTURED ASSETS |
|
|
|
|
|
|
|
|
304,334,479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $294,249,182) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL BONDS |
|
|
|
|
|
|
|
|
2,165,075,299 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $2,069,869,790) |
|
|
|
|
|
|
|
|
|
|
27
TIAA-CREF FUNDS - Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
SHORT-TERM INVESTMENTS - 18.1% |
|
|
|
|
|
|
|
|
|
|
|||||
|
|||||||||||||||
GOVERNMENT AGENCY DEBT - 0.1% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
2,500,000 |
|
|
Federal Home Loan Bank (FHLB) |
|
0.060 |
% |
|
02/05/13 |
|
|
$ |
2,499,854 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL GOVERNMENT AGENCY DEBT |
|
|
|
|
|
|
|
|
2,499,854 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TREASURY DEBT - 18.0% |
|
|
|
|
|
|
|
|
|
|
|||||
|
8,700,000 |
|
|
United States Treasury Bill |
|
0.025 |
|
|
01/10/13 |
|
|
|
8,699,946 |
|
|
|
84,400,000 |
d |
|
United States Treasury Bill |
|
0.024-0.100 |
|
|
01/17/13 |
|
|
|
84,396,996 |
|
|
|
30,000,000 |
d |
|
United States Treasury Bill |
|
0.117 |
|
|
02/07/13 |
|
|
|
29,996,393 |
|
|
|
25,000,000 |
d |
|
United States Treasury Bill |
|
0.038-0.090 |
|
|
03/07/13 |
|
|
|
24,998,550 |
|
|
|
30,000,000 |
|
|
United States Treasury Bill |
|
0.045 |
|
|
03/14/13 |
|
|
|
29,997,930 |
|
|
|
49,000,000 |
d |
|
United States Treasury Bill |
|
0.080 |
|
|
03/28/13 |
|
|
|
48,995,933 |
|
|
|
50,000,000 |
d |
|
United States Treasury Bill |
|
0.100 |
|
|
04/04/13 |
|
|
|
49,992,000 |
|
|
|
81,000,000 |
|
|
United States Treasury Bill |
|
0.080 |
|
|
05/02/13 |
|
|
|
80,977,077 |
|
|
|
50,000,000 |
d |
|
United States Treasury Bill |
|
0.076 |
|
|
06/06/13 |
|
|
|
49,977,949 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL TREASURY DEBT |
|
|
|
|
|
|
|
|
408,032,774 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL SHORT-TERM INVESTMENTS |
|
|
|
|
|
|
|
|
410,532,628 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $410,526,679) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS - 113.8% |
|
|
|
|
|
|
|
|
2,575,607,927 |
|
|
|
|
|
|
(Cost $2,480,396,469) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTHER ASSETS & LIABILITIES, NET - (13.8)% |
|
|
|
|
|
|
|
|
(312,999,977 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
NET ASSETS - 100.0% |
|
|
|
|
|
|
|
$ |
2,262,607,950 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Abbreviation(s): |
|
|
REIT |
|
|
Real Estate Investment Trust |
|
|
|
|
|
|
|
|
d |
|
|
All or a portion of these securities have been segregated by the custodian to cover collateral requirements on mortgage dollar rolls. |
|
|
g |
|
|
Security is exempt from registration under Rule 144(A) of the Securities Act of 1933 and may be resold in transactions exempt from registration to qualified institutional buyers. At 12/31/2012, the aggregate value of these securities amounted to $499,149,347 or 22.1% of net assets. |
|
|
h |
|
|
All or a portion of these securities were purchased on a delayed delivery basis. |
|
|
i |
|
|
Floating or variable rate security. Coupon reflects the rate at period end. |
|
|
l |
|
|
All or a portion of these securities have been segregated by the custodian to cover collateral requirements on swap agreements. |
|
|
m |
|
|
Indicates a security that has been deemed illiquid. |
28
TIAA-CREF FUNDS - Bond Index Fund
TIAA-CREF FUNDS
BOND INDEX FUND
SCHEDULE OF INVESTMENTS (unaudited)
December 31, 2012
29
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
1,396,000 |
|
|
Citigroup, Inc |
|
6.000 |
% |
|
12/13/13 |
|
|
$ |
1,462,817 |
|
|
|
528,000 |
|
|
Citigroup, Inc |
|
5.500 |
|
|
10/15/14 |
|
|
|
566,460 |
|
|
|
350,000 |
|
|
Citigroup, Inc |
|
2.650 |
|
|
03/02/15 |
|
|
|
360,418 |
|
|
|
1,750,000 |
|
|
Citigroup, Inc |
|
3.953 |
|
|
06/15/16 |
|
|
|
1,883,632 |
|
|
|
200,000 |
|
|
Citigroup, Inc |
|
4.450 |
|
|
01/10/17 |
|
|
|
221,560 |
|
|
|
11,000 |
|
|
Citigroup, Inc |
|
6.000 |
|
|
08/15/17 |
|
|
|
12,960 |
|
|
|
915,000 |
|
|
Citigroup, Inc |
|
6.125 |
|
|
11/21/17 |
|
|
|
1,088,994 |
|
|
|
407,000 |
|
|
Citigroup, Inc |
|
6.125 |
|
|
05/15/18 |
|
|
|
487,753 |
|
|
|
2,810,000 |
|
|
Citigroup, Inc |
|
5.375 |
|
|
08/09/20 |
|
|
|
3,311,439 |
|
|
|
3,900,000 |
|
|
Citigroup, Inc |
|
4.500 |
|
|
01/14/22 |
|
|
|
4,351,246 |
|
|
|
1,070,000 |
|
|
Citigroup, Inc |
|
6.875 |
|
|
03/05/38 |
|
|
|
1,408,609 |
|
|
|
200,000 |
|
|
Citigroup, Inc |
|
5.875 |
|
|
01/30/42 |
|
|
|
246,829 |
|
|
|
250,000 |
|
|
Comerica Bank |
|
5.750 |
|
|
11/21/16 |
|
|
|
289,255 |
|
|
|
50,000 |
|
|
Comerica Bank |
|
5.200 |
|
|
08/22/17 |
|
|
|
57,900 |
|
|
|
200,000 |
|
|
Compass Bank |
|
5.500 |
|
|
04/01/20 |
|
|
|
198,264 |
|
|
|
700,000 |
|
|
Deutsche Bank AG |
|
3.875 |
|
|
08/18/14 |
|
|
|
734,783 |
|
|
|
900,000 |
|
|
Deutsche Bank AG |
|
3.450 |
|
|
03/30/15 |
|
|
|
948,913 |
|
|
|
600,000 |
|
|
Deutsche Bank AG |
|
3.250 |
|
|
01/11/16 |
|
|
|
634,920 |
|
|
|
215,000 |
|
|
Discover Bank |
|
7.000 |
|
|
04/15/20 |
|
|
|
266,965 |
|
|
|
450,000 |
|
|
Fifth Third Bancorp |
|
3.625 |
|
|
01/25/16 |
|
|
|
480,791 |
|
|
|
200,000 |
|
|
Fifth Third Bancorp |
|
3.500 |
|
|
03/15/22 |
|
|
|
209,615 |
|
|
|
140,000 |
|
|
Fifth Third Bancorp |
|
8.250 |
|
|
03/01/38 |
|
|
|
200,196 |
|
|
|
250,000 |
|
|
Fifth Third Bank |
|
4.750 |
|
|
02/01/15 |
|
|
|
268,151 |
|
|
|
100,000 |
|
|
First Horizon National Corp |
|
5.375 |
|
|
12/15/15 |
|
|
|
109,317 |
|
|
|
200,000 |
|
|
First Niagara Financial Group, Inc |
|
7.250 |
|
|
12/15/21 |
|
|
|
238,584 |
|
|
|
600,000 |
|
|
HSBC Bank USA NA |
|
4.625 |
|
|
04/01/14 |
|
|
|
626,816 |
|
|
|
750,000 |
|
|
HSBC Bank USA NA |
|
4.875 |
|
|
08/24/20 |
|
|
|
835,829 |
|
|
|
266,000 |
|
|
HSBC Bank USA NA |
|
5.875 |
|
|
11/01/34 |
|
|
|
312,224 |
|
|
|
33,000 |
|
|
HSBC Bank USA NA |
|
7.000 |
|
|
01/15/39 |
|
|
|
44,612 |
|
|
|
150,000 |
|
|
HSBC Holdings plc |
|
4.875 |
|
|
01/14/22 |
|
|
|
174,085 |
|
|
|
1,925,000 |
|
|
HSBC Holdings plc |
|
6.500 |
|
|
09/15/37 |
|
|
|
2,402,764 |
|
|
|
550,000 |
|
|
HSBC Holdings plc |
|
6.100 |
|
|
01/14/42 |
|
|
|
731,812 |
|
|
|
700,000 |
|
|
HSBC USA, Inc |
|
2.375 |
|
|
02/13/15 |
|
|
|
720,038 |
|
|
|
500,000 |
|
|
HSBC USA, Inc |
|
1.625 |
|
|
01/16/18 |
|
|
|
500,454 |
|
|
|
2,475,000 |
|
|
JPMorgan Chase & Co |
|
2.050 |
|
|
01/24/14 |
|
|
|
2,513,724 |
|
|
|
634,000 |
|
|
JPMorgan Chase & Co |
|
5.125 |
|
|
09/15/14 |
|
|
|
674,287 |
|
|
|
225,000 |
|
|
JPMorgan Chase & Co |
|
3.700 |
|
|
01/20/15 |
|
|
|
236,898 |
|
|
|
800,000 |
|
|
JPMorgan Chase & Co |
|
1.875 |
|
|
03/20/15 |
|
|
|
814,383 |
|
|
|
1,610,000 |
|
|
JPMorgan Chase & Co |
|
3.400 |
|
|
06/24/15 |
|
|
|
1,698,642 |
|
|
|
700,000 |
|
|
JPMorgan Chase & Co |
|
5.150 |
|
|
10/01/15 |
|
|
|
769,403 |
|
|
|
500,000 |
|
|
JPMorgan Chase & Co |
|
1.100 |
|
|
10/15/15 |
|
|
|
499,985 |
|
|
|
1,250,000 |
|
|
JPMorgan Chase & Co |
|
3.450 |
|
|
03/01/16 |
|
|
|
1,327,514 |
|
|
|
300,000 |
|
|
JPMorgan Chase & Co |
|
3.150 |
|
|
07/05/16 |
|
|
|
317,835 |
|
|
|
850,000 |
|
|
JPMorgan Chase & Co |
|
2.000 |
|
|
08/15/17 |
|
|
|
868,272 |
|
|
|
335,000 |
|
|
JPMorgan Chase & Co |
|
6.000 |
|
|
01/15/18 |
|
|
|
401,058 |
|
|
|
180,000 |
|
|
JPMorgan Chase & Co |
|
4.950 |
|
|
03/25/20 |
|
|
|
208,782 |
|
|
|
700,000 |
|
|
JPMorgan Chase & Co |
|
4.400 |
|
|
07/22/20 |
|
|
|
790,191 |
|
|
|
1,820,000 |
|
|
JPMorgan Chase & Co |
|
4.250 |
|
|
10/15/20 |
|
|
|
2,024,071 |
|
|
|
750,000 |
|
|
JPMorgan Chase & Co |
|
4.625 |
|
|
05/10/21 |
|
|
|
855,127 |
|
|
|
1,950,000 |
|
|
JPMorgan Chase & Co |
|
4.350 |
|
|
08/15/21 |
|
|
|
2,180,562 |
|
|
|
1,000,000 |
|
|
JPMorgan Chase & Co |
|
4.500 |
|
|
01/24/22 |
|
|
|
1,131,237 |
|
|
|
2,150,000 |
|
|
JPMorgan Chase & Co |
|
3.250 |
|
|
09/23/22 |
|
|
|
2,214,029 |
|
30
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
958,000 |
|
|
JPMorgan Chase & Co |
|
5.500 |
% |
|
10/15/40 |
|
|
$ |
1,171,112 |
|
|
|
200,000 |
|
|
JPMorgan Chase & Co |
|
5.400 |
|
|
01/06/42 |
|
|
|
241,021 |
|
|
|
50,000 |
|
|
KeyBank NA |
|
5.800 |
|
|
07/01/14 |
|
|
|
53,558 |
|
|
|
600,000 |
|
|
KeyCorp |
|
3.750 |
|
|
08/13/15 |
|
|
|
642,079 |
|
|
|
150,000 |
|
|
KeyCorp |
|
5.100 |
|
|
03/24/21 |
|
|
|
174,751 |
|
|
|
280,000 |
i |
|
Manufacturers & Traders Trust Co |
|
5.629 |
|
|
12/01/21 |
|
|
|
288,107 |
|
|
|
250,000 |
|
|
National Australia Bank |
|
2.000 |
|
|
03/09/15 |
|
|
|
255,980 |
|
|
|
250,000 |
|
|
National Australia Bank |
|
2.750 |
|
|
03/09/17 |
|
|
|
262,976 |
|
|
|
250,000 |
|
|
National Australia Bank Ltd |
|
1.600 |
|
|
08/07/15 |
|
|
|
253,755 |
|
|
|
250,000 |
|
|
National Bank of Canada |
|
1.500 |
|
|
06/26/15 |
|
|
|
254,283 |
|
|
|
500,000 |
|
|
National Bank of Canada |
|
1.450 |
|
|
11/07/17 |
|
|
|
500,557 |
|
|
|
600,000 |
|
|
Nordic Investment Bank |
|
3.625 |
|
|
06/17/13 |
|
|
|
609,312 |
|
|
|
500,000 |
|
|
Nordic Investment Bank |
|
2.250 |
|
|
03/15/16 |
|
|
|
527,350 |
|
|
|
500,000 |
|
|
Nordic Investment Bank |
|
0.750 |
|
|
01/17/18 |
|
|
|
497,250 |
|
|
|
350,000 |
|
|
Northern Trust Corp |
|
2.375 |
|
|
08/02/22 |
|
|
|
345,818 |
|
|
|
100,000 |
|
|
Peoples United Financial, Inc |
|
3.650 |
|
|
12/06/22 |
|
|
|
100,520 |
|
|
|
750,000 |
|
|
PNC Bank NA |
|
2.700 |
|
|
11/01/22 |
|
|
|
750,238 |
|
|
|
150,000 |
i |
|
PNC Financial Services Group, Inc |
|
2.854 |
|
|
11/09/22 |
|
|
|
150,873 |
|
|
|
580,000 |
|
|
PNC Funding Corp |
|
5.400 |
|
|
06/10/14 |
|
|
|
618,613 |
|
|
|
700,000 |
|
|
PNC Funding Corp |
|
2.700 |
|
|
09/19/16 |
|
|
|
739,567 |
|
|
|
645,000 |
|
|
PNC Funding Corp |
|
5.125 |
|
|
02/08/20 |
|
|
|
767,115 |
|
|
|
50,000 |
|
|
PNC Funding Corp |
|
4.375 |
|
|
08/11/20 |
|
|
|
57,028 |
|
|
|
400,000 |
|
|
PNC Funding Corp |
|
3.300 |
|
|
03/08/22 |
|
|
|
421,686 |
|
|
|
740,000 |
|
|
Rabobank Nederland NV |
|
2.125 |
|
|
10/13/15 |
|
|
|
763,756 |
|
|
|
250,000 |
|
|
Regions Financial Corp |
|
7.750 |
|
|
11/10/14 |
|
|
|
277,200 |
|
|
|
1,250,000 |
|
|
Royal Bank of Scotland Group plc |
|
2.550 |
|
|
09/18/15 |
|
|
|
1,279,262 |
|
|
|
250,000 |
|
|
Royal Bank of Scotland Group plc |
|
6.400 |
|
|
10/21/19 |
|
|
|
295,410 |
|
|
|
150,000 |
|
|
Santander Holdings USA, Inc |
|
3.000 |
|
|
09/24/15 |
|
|
|
152,751 |
|
|
|
250,000 |
|
|
Sovereign Bank |
|
8.750 |
|
|
05/30/18 |
|
|
|
294,370 |
|
|
|
250,000 |
|
|
Sumitomo Mitsui Banking Corp |
|
1.800 |
|
|
07/18/17 |
|
|
|
254,762 |
|
|
|
250,000 |
|
|
Sumitomo Mitsui Banking Corp |
|
3.200 |
|
|
07/18/22 |
|
|
|
256,294 |
|
|
|
100,000 |
|
|
SunTrust Banks, Inc |
|
3.600 |
|
|
04/15/16 |
|
|
|
106,815 |
|
|
|
150,000 |
|
|
SunTrust Banks, Inc |
|
3.500 |
|
|
01/20/17 |
|
|
|
161,088 |
|
|
|
100,000 |
|
|
SunTrust Banks, Inc |
|
6.000 |
|
|
09/11/17 |
|
|
|
118,162 |
|
|
|
300,000 |
|
|
SunTrust Banks, Inc |
|
7.250 |
|
|
03/15/18 |
|
|
|
367,163 |
|
|
|
50,000 |
|
|
SVB Financial Group |
|
5.375 |
|
|
09/15/20 |
|
|
|
56,112 |
|
|
|
200,000 |
|
|
Svenska Handelsbanken AB |
|
3.125 |
|
|
07/12/16 |
|
|
|
212,220 |
|
|
|
300,000 |
|
|
Svenska Handelsbanken AB |
|
2.875 |
|
|
04/04/17 |
|
|
|
316,980 |
|
|
|
300,000 |
|
|
Toronto-Dominion Bank |
|
2.500 |
|
|
07/14/16 |
|
|
|
315,614 |
|
|
|
650,000 |
|
|
Toronto-Dominion Bank |
|
2.375 |
|
|
10/19/16 |
|
|
|
683,042 |
|
|
|
315,000 |
|
|
Union Bank of California NA |
|
5.950 |
|
|
05/11/16 |
|
|
|
358,799 |
|
|
|
60,000 |
|
|
UnionBanCal Corp |
|
5.250 |
|
|
12/16/13 |
|
|
|
62,365 |
|
|
|
225,000 |
|
|
UnionBanCal Corp |
|
3.500 |
|
|
06/18/22 |
|
|
|
237,316 |
|
|
|
300,000 |
|
|
US Bancorp |
|
2.200 |
|
|
11/15/16 |
|
|
|
312,572 |
|
|
|
940,000 |
|
|
US Bancorp |
|
1.650 |
|
|
05/15/17 |
|
|
|
957,766 |
|
|
|
325,000 |
|
|
US Bancorp |
|
3.000 |
|
|
03/15/22 |
|
|
|
338,009 |
|
|
|
200,000 |
|
|
US Bancorp |
|
2.950 |
|
|
07/15/22 |
|
|
|
202,045 |
|
|
|
970,000 |
|
|
US Bank NA |
|
6.300 |
|
|
02/04/14 |
|
|
|
1,028,653 |
|
|
|
250,000 |
i |
|
US Bank NA |
|
3.778 |
|
|
04/29/20 |
|
|
|
265,064 |
|
|
|
692,000 |
|
|
Wachovia Bank NA |
|
4.800 |
|
|
11/01/14 |
|
|
|
742,761 |
|
|
|
1,110,000 |
|
|
Wachovia Bank NA |
|
5.850 |
|
|
02/01/37 |
|
|
|
1,377,189 |
|
|
|
2,600,000 |
|
|
Wells Fargo & Co |
|
1.250 |
|
|
02/13/15 |
|
|
|
2,624,383 |
|
31
TIAA-CREF FUNDS - Bond Index Fund
32
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
350,000 |
|
|
CRH America, Inc |
|
6.000 |
% |
|
09/30/16 |
|
|
$ |
393,269 |
|
|
|
450,000 |
|
|
Danaher Corp |
|
5.625 |
|
|
01/15/18 |
|
|
|
541,215 |
|
|
|
150,000 |
|
|
Deere & Co |
|
2.600 |
|
|
06/08/22 |
|
|
|
151,890 |
|
|
|
218,000 |
|
|
Deere & Co |
|
5.375 |
|
|
10/16/29 |
|
|
|
279,067 |
|
|
|
150,000 |
|
|
Deere & Co |
|
3.900 |
|
|
06/09/42 |
|
|
|
153,307 |
|
|
|
200,000 |
|
|
Dover Corp |
|
4.875 |
|
|
10/15/15 |
|
|
|
222,381 |
|
|
|
150,000 |
|
|
Dover Corp |
|
5.450 |
|
|
03/15/18 |
|
|
|
177,828 |
|
|
|
100,000 |
|
|
Dover Corp |
|
5.375 |
|
|
03/01/41 |
|
|
|
126,799 |
|
|
|
200,000 |
|
|
Eaton Corp |
|
5.600 |
|
|
05/15/18 |
|
|
|
236,617 |
|
|
|
300,000 |
|
|
Emerson Electric Co |
|
5.250 |
|
|
10/15/18 |
|
|
|
362,904 |
|
|
|
400,000 |
|
|
Emerson Electric Co |
|
4.875 |
|
|
10/15/19 |
|
|
|
478,879 |
|
|
|
100,000 |
|
|
Energizer Holdings, Inc |
|
4.700 |
|
|
05/19/21 |
|
|
|
107,173 |
|
|
|
100,000 |
|
|
Energizer Holdings, Inc |
|
4.700 |
|
|
05/24/22 |
|
|
|
107,082 |
|
|
|
150,000 |
|
|
Flowserve Corp |
|
3.500 |
|
|
09/15/22 |
|
|
|
150,647 |
|
|
|
100,000 |
|
|
FMC Technologies, Inc |
|
2.000 |
|
|
10/01/17 |
|
|
|
100,923 |
|
|
|
100,000 |
|
|
FMC Technologies, Inc |
|
3.450 |
|
|
10/01/22 |
|
|
|
102,064 |
|
|
|
300,000 |
|
|
General Dynamics Corp |
|
2.250 |
|
|
07/15/16 |
|
|
|
314,417 |
|
|
|
600,000 |
|
|
General Dynamics Corp |
|
1.000 |
|
|
11/15/17 |
|
|
|
596,710 |
|
|
|
600,000 |
|
|
General Dynamics Corp |
|
2.250 |
|
|
11/15/22 |
|
|
|
587,151 |
|
|
|
225,000 |
|
|
General Dynamics Corp |
|
3.600 |
|
|
11/15/42 |
|
|
|
216,450 |
|
|
|
265,000 |
|
|
Goodrich Corp |
|
6.125 |
|
|
03/01/19 |
|
|
|
327,609 |
|
|
|
185,000 |
|
|
Harsco Corp |
|
5.125 |
|
|
09/15/13 |
|
|
|
189,385 |
|
|
|
100,000 |
|
|
IDEX Corp |
|
4.500 |
|
|
12/15/20 |
|
|
|
106,557 |
|
|
|
200,000 |
|
|
IDEX Corp |
|
4.200 |
|
|
12/15/21 |
|
|
|
208,960 |
|
|
|
100,000 |
|
|
Illinois Tool Works, Inc |
|
6.250 |
|
|
04/01/19 |
|
|
|
124,522 |
|
|
|
200,000 |
|
|
Illinois Tool Works, Inc |
|
4.875 |
|
|
09/15/41 |
|
|
|
234,485 |
|
|
|
500,000 |
|
|
Illinois Tool Works, Inc |
|
3.900 |
|
|
09/01/42 |
|
|
|
513,749 |
|
|
|
170,000 |
|
|
Ingersoll-Rand Global Holding Co Ltd |
|
6.875 |
|
|
08/15/18 |
|
|
|
207,585 |
|
|
|
695,000 |
|
|
John Deere Capital Corp |
|
2.950 |
|
|
03/09/15 |
|
|
|
728,339 |
|
|
|
800,000 |
|
|
John Deere Capital Corp |
|
5.500 |
|
|
04/13/17 |
|
|
|
940,594 |
|
|
|
250,000 |
|
|
John Deere Capital Corp |
|
1.200 |
|
|
10/10/17 |
|
|
|
250,391 |
|
|
|
200,000 |
|
|
John Deere Capital Corp |
|
3.150 |
|
|
10/15/21 |
|
|
|
210,901 |
|
|
|
200,000 |
|
|
John Deere Capital Corp |
|
2.800 |
|
|
01/27/23 |
|
|
|
204,662 |
|
|
|
100,000 |
|
|
Joy Global, Inc |
|
5.125 |
|
|
10/15/21 |
|
|
|
110,235 |
|
|
|
200,000 |
|
|
Kennametal, Inc |
|
2.650 |
|
|
11/01/19 |
|
|
|
200,294 |
|
|
|
150,000 |
|
|
Kennametal, Inc |
|
3.875 |
|
|
02/15/22 |
|
|
|
156,631 |
|
|
|
100,000 |
|
|
KLA-Tencor Corp |
|
6.900 |
|
|
05/01/18 |
|
|
|
120,124 |
|
|
|
100,000 |
|
|
Legrand France S.A. |
|
8.500 |
|
|
02/15/25 |
|
|
|
132,637 |
|
|
|
400,000 |
|
|
Lockheed Martin Corp |
|
7.650 |
|
|
05/01/16 |
|
|
|
484,405 |
|
|
|
200,000 |
|
|
Lockheed Martin Corp |
|
3.350 |
|
|
09/15/21 |
|
|
|
211,351 |
|
|
|
350,000 |
|
|
Lockheed Martin Corp |
|
4.850 |
|
|
09/15/41 |
|
|
|
386,221 |
|
|
|
258,120 |
g |
|
Lockheed Martin Corp |
|
4.070 |
|
|
12/15/42 |
|
|
|
253,674 |
|
|
|
100,000 |
|
|
Mosaic Co |
|
4.875 |
|
|
11/15/41 |
|
|
|
108,164 |
|
|
|
100,000 |
|
|
National Oilwell Varco, Inc |
|
1.350 |
|
|
12/01/17 |
|
|
|
100,636 |
|
|
|
300,000 |
|
|
National Oilwell Varco, Inc |
|
2.600 |
|
|
12/01/22 |
|
|
|
304,211 |
|
|
|
300,000 |
|
|
National Oilwell Varco, Inc |
|
3.950 |
|
|
12/01/42 |
|
|
|
303,967 |
|
|
|
250,000 |
|
|
Parker Hannifin Corp |
|
3.500 |
|
|
09/15/22 |
|
|
|
271,499 |
|
|
|
275,000 |
g |
|
Pentair Finance S.A. |
|
1.350 |
|
|
12/01/15 |
|
|
|
274,756 |
|
|
|
225,000 |
g |
|
Pentair Finance S.A. |
|
2.650 |
|
|
12/01/19 |
|
|
|
222,651 |
|
|
|
50,000 |
|
|
Raytheon Co |
|
4.400 |
|
|
02/15/20 |
|
|
|
57,223 |
|
|
|
450,000 |
|
|
Raytheon Co |
|
3.125 |
|
|
10/15/20 |
|
|
|
478,755 |
|
|
|
500,000 |
|
|
Raytheon Co |
|
2.500 |
|
|
12/15/22 |
|
|
|
493,211 |
|
33
TIAA-CREF FUNDS - Bond Index Fund
34
TIAA-CREF FUNDS - Bond Index Fund
35
TIAA-CREF FUNDS - Bond Index Fund
36
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
250,000 |
|
|
African Development Bank |
|
1.250 |
% |
|
09/02/16 |
|
|
$ |
255,925 |
|
|
|
700,000 |
|
|
African Development Bank |
|
1.125 |
|
|
03/15/17 |
|
|
|
712,390 |
|
|
|
20,000 |
|
|
Ahold Finance USA LLC |
|
6.875 |
|
|
05/01/29 |
|
|
|
25,520 |
|
|
|
600,000 |
|
|
American Express Centurion Bank |
|
0.875 |
|
|
11/13/15 |
|
|
|
599,559 |
|
|
|
400,000 |
|
|
American Express Co |
|
6.150 |
|
|
08/28/17 |
|
|
|
481,989 |
|
|
|
190,000 |
|
|
American Express Co |
|
7.000 |
|
|
03/19/18 |
|
|
|
240,052 |
|
|
|
293,000 |
g |
|
American Express Co |
|
2.650 |
|
|
12/02/22 |
|
|
|
291,833 |
|
|
|
329,400 |
g |
|
American Express Co |
|
4.050 |
|
|
12/03/42 |
|
|
|
330,879 |
|
|
|
200,000 |
|
|
American Express Credit Corp |
|
1.750 |
|
|
06/12/15 |
|
|
|
204,189 |
|
|
|
1,750,000 |
|
|
American Express Credit Corp |
|
2.750 |
|
|
09/15/15 |
|
|
|
1,834,669 |
|
|
|
1,600,000 |
|
|
American Express Credit Corp |
|
2.800 |
|
|
09/19/16 |
|
|
|
1,692,872 |
|
|
|
400,000 |
|
|
American Express Credit Corp |
|
2.375 |
|
|
03/24/17 |
|
|
|
418,527 |
|
|
|
295,000 |
|
|
Ameriprise Financial, Inc |
|
5.300 |
|
|
03/15/20 |
|
|
|
349,192 |
|
|
|
250,000 |
|
|
Australia & New Zealand Banking Group Ltd |
|
1.875 |
|
|
10/06/17 |
|
|
|
254,877 |
|
|
|
4,220,000 |
|
|
Bank of America Corp |
|
4.500 |
|
|
04/01/15 |
|
|
|
4,498,208 |
|
|
|
2,045,000 |
|
|
Bank of America Corp |
|
3.700 |
|
|
09/01/15 |
|
|
|
2,161,849 |
|
|
|
550,000 |
|
|
Bank of America Corp |
|
3.625 |
|
|
03/17/16 |
|
|
|
582,778 |
|
|
|
1,200,000 |
|
|
Bank of America Corp |
|
6.500 |
|
|
08/01/16 |
|
|
|
1,385,711 |
|
|
|
585,000 |
|
|
Bank of America Corp |
|
5.300 |
|
|
03/15/17 |
|
|
|
657,955 |
|
|
|
1,000,000 |
|
|
Bank of America Corp |
|
3.875 |
|
|
03/22/17 |
|
|
|
1,084,521 |
|
|
|
575,000 |
|
|
Bank of America Corp |
|
6.000 |
|
|
09/01/17 |
|
|
|
673,334 |
|
|
|
590,000 |
|
|
Bank of America Corp |
|
5.750 |
|
|
12/01/17 |
|
|
|
687,701 |
|
|
|
320,000 |
|
|
Bank of America Corp |
|
5.650 |
|
|
05/01/18 |
|
|
|
372,302 |
|
|
|
600,000 |
|
|
Bank of America Corp |
|
5.490 |
|
|
03/15/19 |
|
|
|
666,491 |
|
|
|
2,300,000 |
|
|
Bank of America Corp |
|
5.875 |
|
|
01/05/21 |
|
|
|
2,753,746 |
|
|
|
500,000 |
|
|
Bank of America Corp |
|
5.700 |
|
|
01/24/22 |
|
|
|
601,274 |
|
|
|
700,000 |
|
|
Bank of America Corp |
|
5.875 |
|
|
02/07/42 |
|
|
|
873,312 |
|
|
|
400,000 |
|
|
Bank of Montreal |
|
0.800 |
|
|
11/06/15 |
|
|
|
399,428 |
|
|
|
450,000 |
|
|
Bank of Montreal |
|
2.500 |
|
|
01/11/17 |
|
|
|
471,707 |
|
|
|
200,000 |
|
|
Bank of Montreal |
|
1.400 |
|
|
09/11/17 |
|
|
|
200,760 |
|
|
|
400,000 |
|
|
Bank of Montreal |
|
2.550 |
|
|
11/06/22 |
|
|
|
395,999 |
|
|
|
100,000 |
|
|
Bank of New York Mellon Corp |
|
1.500 |
|
|
01/31/14 |
|
|
|
101,170 |
|
|
|
530,000 |
|
|
Bank of New York Mellon Corp |
|
4.300 |
|
|
05/15/14 |
|
|
|
557,013 |
|
|
|
300,000 |
|
|
Bank of New York Mellon Corp |
|
1.700 |
|
|
11/24/14 |
|
|
|
306,806 |
|
|
|
1,150,000 |
|
|
Bank of New York Mellon Corp |
|
2.300 |
|
|
07/28/16 |
|
|
|
1,202,042 |
|
|
|
100,000 |
i |
|
Bank of New York Mellon Corp |
|
1.969 |
|
|
06/20/17 |
|
|
|
103,130 |
|
|
|
500,000 |
|
|
Bank of New York Mellon Corp |
|
1.300 |
|
|
01/25/18 |
|
|
|
498,380 |
|
|
|
500,000 |
|
|
Bank of New York Mellon Corp |
|
3.550 |
|
|
09/23/21 |
|
|
|
544,778 |
|
|
|
40,000 |
|
|
Bank of Nova Scotia |
|
2.250 |
|
|
01/22/13 |
|
|
|
40,044 |
|
|
|
220,000 |
|
|
Bank of Nova Scotia |
|
2.375 |
|
|
12/17/13 |
|
|
|
224,180 |
|
|
|
900,000 |
|
|
Bank of Nova Scotia |
|
3.400 |
|
|
01/22/15 |
|
|
|
948,850 |
|
|
|
100,000 |
|
|
Bank of Nova Scotia |
|
2.050 |
|
|
10/07/15 |
|
|
|
103,348 |
|
|
|
200,000 |
|
|
Bank of Nova Scotia |
|
0.750 |
|
|
10/09/15 |
|
|
|
198,904 |
|
|
|
500,000 |
|
|
Bank of Nova Scotia |
|
2.900 |
|
|
03/29/16 |
|
|
|
529,934 |
|
|
|
150,000 |
|
|
Bank of Nova Scotia |
|
2.550 |
|
|
01/12/17 |
|
|
|
157,837 |
|
|
|
400,000 |
|
|
Bank of Nova Scotia |
|
1.375 |
|
|
12/18/17 |
|
|
|
400,554 |
|
|
|
200,000 |
|
|
Bank of Nova Scotia |
|
4.375 |
|
|
01/13/21 |
|
|
|
231,595 |
|
|
|
510,000 |
|
|
Barclays Bank plc |
|
5.200 |
|
|
07/10/14 |
|
|
|
542,649 |
|
|
|
500,000 |
|
|
Barclays Bank plc |
|
2.750 |
|
|
02/23/15 |
|
|
|
517,917 |
|
|
|
1,900,000 |
|
|
Barclays Bank plc |
|
5.000 |
|
|
09/22/16 |
|
|
|
2,129,685 |
|
|
|
80,000 |
|
|
Bear Stearns Cos LLC |
|
5.300 |
|
|
10/30/15 |
|
|
|
88,655 |
|
|
|
116,000 |
|
|
Bear Stearns Cos LLC |
|
5.550 |
|
|
01/22/17 |
|
|
|
130,814 |
|
37
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
50,000 |
|
|
Berkshire Hathaway, Inc |
|
3.200 |
% |
|
02/11/15 |
|
|
$ |
52,639 |
|
|
|
700,000 |
|
|
Berkshire Hathaway, Inc |
|
1.900 |
|
|
01/31/17 |
|
|
|
723,605 |
|
|
|
200,000 |
|
|
Berkshire Hathaway, Inc |
|
3.750 |
|
|
08/15/21 |
|
|
|
220,311 |
|
|
|
275,000 |
|
|
BlackRock, Inc |
|
3.500 |
|
|
12/10/14 |
|
|
|
290,432 |
|
|
|
210,000 |
|
|
BlackRock, Inc |
|
6.250 |
|
|
09/15/17 |
|
|
|
256,638 |
|
|
|
390,000 |
|
|
BlackRock, Inc |
|
5.000 |
|
|
12/10/19 |
|
|
|
466,647 |
|
|
|
125,000 |
|
|
BlackRock, Inc |
|
3.375 |
|
|
06/01/22 |
|
|
|
132,760 |
|
|
|
100,000 |
|
|
Block Financial LLC |
|
5.125 |
|
|
10/30/14 |
|
|
|
105,291 |
|
|
|
200,000 |
|
|
Block Financial LLC |
|
5.500 |
|
|
11/01/22 |
|
|
|
205,772 |
|
|
|
480,000 |
|
|
BNP Paribas |
|
3.250 |
|
|
03/11/15 |
|
|
|
500,967 |
|
|
|
800,000 |
|
|
BNP Paribas |
|
3.600 |
|
|
02/23/16 |
|
|
|
846,758 |
|
|
|
700,000 |
|
|
BNP Paribas |
|
5.000 |
|
|
01/15/21 |
|
|
|
786,202 |
|
|
|
500,000 |
|
|
BNP Paribas S.A. |
|
2.375 |
|
|
09/14/17 |
|
|
|
507,173 |
|
|
|
400,000 |
|
|
Canadian Imperial Bank of Commerce |
|
0.900 |
|
|
10/01/15 |
|
|
|
401,724 |
|
|
|
425,000 |
|
|
Canadian Imperial Bank of Commerce |
|
2.350 |
|
|
12/11/15 |
|
|
|
445,985 |
|
|
|
810,000 |
|
|
Capital One Bank USA NA |
|
8.800 |
|
|
07/15/19 |
|
|
|
1,096,819 |
|
|
|
700,000 |
|
|
Capital One Financial Corp |
|
7.375 |
|
|
05/23/14 |
|
|
|
761,480 |
|
|
|
300,000 |
|
|
Capital One Financial Corp |
|
2.150 |
|
|
03/23/15 |
|
|
|
306,222 |
|
|
|
600,000 |
|
|
Capital One Financial Corp |
|
1.000 |
|
|
11/06/15 |
|
|
|
597,973 |
|
|
|
250,000 |
|
|
Capital One Financial Corp |
|
3.150 |
|
|
07/15/16 |
|
|
|
265,421 |
|
|
|
250,000 |
|
|
Capital One Financial Corp |
|
4.750 |
|
|
07/15/21 |
|
|
|
288,290 |
|
|
|
146,875 |
|
|
Carobao Leasing LLC |
|
1.829 |
|
|
09/07/24 |
|
|
|
149,200 |
|
|
|
200,000 |
|
|
Charles Schwab Corp |
|
0.850 |
|
|
12/04/15 |
|
|
|
200,455 |
|
|
|
100,000 |
|
|
Charles Schwab Corp |
|
4.450 |
|
|
07/22/20 |
|
|
|
113,006 |
|
|
|
200,000 |
g |
|
Charles Schwab Corp |
|
3.225 |
|
|
09/01/22 |
|
|
|
202,971 |
|
|
|
120,000 |
|
|
CME Group, Inc |
|
5.750 |
|
|
02/15/14 |
|
|
|
126,726 |
|
|
|
350,000 |
|
|
CME Group, Inc |
|
3.000 |
|
|
09/15/22 |
|
|
|
355,126 |
|
|
|
400,000 |
|
|
Commonwealth Bank of Australia |
|
1.950 |
|
|
03/16/15 |
|
|
|
410,456 |
|
|
|
250,000 |
|
|
Commonwealth Bank of Australia |
|
1.250 |
|
|
09/18/15 |
|
|
|
252,731 |
|
|
|
250,000 |
|
|
Commonwealth Bank of Australia |
|
1.900 |
|
|
09/18/17 |
|
|
|
255,606 |
|
|
|
400,000 |
|
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
|
3.375 |
|
|
01/19/17 |
|
|
|
429,714 |
|
|
|
600,000 |
|
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
|
3.875 |
|
|
02/08/22 |
|
|
|
645,674 |
|
|
|
375,000 |
|
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
|
3.950 |
|
|
11/09/22 |
|
|
|
384,013 |
|
|
|
2,080,000 |
|
|
Credit Suisse |
|
5.500 |
|
|
05/01/14 |
|
|
|
2,213,105 |
|
|
|
2,250,000 |
|
|
Credit Suisse |
|
5.400 |
|
|
01/14/20 |
|
|
|
2,529,878 |
|
|
|
250,000 |
|
|
Diageo Investment Corp |
|
2.875 |
|
|
05/11/22 |
|
|
|
258,069 |
|
|
|
100,000 |
|
|
Diageo Investment Corp |
|
4.250 |
|
|
05/11/42 |
|
|
|
106,555 |
|
|
|
155,000 |
|
|
Digital Realty Trust LP |
|
4.500 |
|
|
07/15/15 |
|
|
|
164,921 |
|
|
|
300,000 |
|
|
Digital Realty Trust LP |
|
3.625 |
|
|
10/01/22 |
|
|
|
294,639 |
|
|
|
100,000 |
|
|
Discover Financial Services |
|
5.200 |
|
|
04/27/22 |
|
|
|
113,871 |
|
|
|
90,000 |
|
|
Eaton Vance Corp |
|
6.500 |
|
|
10/02/17 |
|
|
|
108,587 |
|
|
|
500,000 |
|
|
Excalibur One 77B LLC |
|
1.491 |
|
|
01/01/25 |
|
|
|
496,256 |
|
|
|
750,000 |
|
|
FMS Wertmanagement AoeR |
|
1.000 |
|
|
11/21/17 |
|
|
|
749,025 |
|
|
|
3,000,000 |
|
|
Ford Motor Credit Co LLC |
|
2.750 |
|
|
05/15/15 |
|
|
|
3,061,710 |
|
|
|
300,000 |
|
|
Ford Motor Credit Co LLC |
|
2.500 |
|
|
01/15/16 |
|
|
|
303,697 |
|
|
|
800,000 |
|
|
Ford Motor Credit Co LLC |
|
3.000 |
|
|
06/12/17 |
|
|
|
821,940 |
|
|
|
1,000,000 |
|
|
Ford Motor Credit Co LLC |
|
5.000 |
|
|
05/15/18 |
|
|
|
1,103,436 |
|
|
|
1,000,000 |
|
|
Ford Motor Credit Co LLC |
|
5.875 |
|
|
08/02/21 |
|
|
|
1,164,538 |
|
|
|
450,000 |
|
|
Ford Motor Credit Co LLC |
|
4.250 |
|
|
09/20/22 |
|
|
|
475,823 |
|
|
|
125,000 |
|
|
Franklin Resources, Inc |
|
3.125 |
|
|
05/20/15 |
|
|
|
131,532 |
|
|
|
150,000 |
|
|
Franklin Resources, Inc |
|
2.800 |
|
|
09/15/22 |
|
|
|
151,834 |
|
|
|
2,335,000 |
|
|
General Electric Capital Corp |
|
5.500 |
|
|
06/04/14 |
|
|
|
2,492,634 |
|
38
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
200,000 |
|
|
General Electric Capital Corp |
|
2.150 |
% |
|
01/09/15 |
|
|
$ |
205,427 |
|
|
|
1,605,000 |
|
|
General Electric Capital Corp |
|
3.500 |
|
|
06/29/15 |
|
|
|
1,705,508 |
|
|
|
350,000 |
|
|
General Electric Capital Corp |
|
1.625 |
|
|
07/02/15 |
|
|
|
355,808 |
|
|
|
400,000 |
|
|
General Electric Capital Corp |
|
2.250 |
|
|
11/09/15 |
|
|
|
413,086 |
|
|
|
750,000 |
|
|
General Electric Capital Corp |
|
1.000 |
|
|
12/11/15 |
|
|
|
753,018 |
|
|
|
1,050,000 |
|
|
General Electric Capital Corp |
|
2.950 |
|
|
05/09/16 |
|
|
|
1,106,036 |
|
|
|
200,000 |
|
|
General Electric Capital Corp |
|
2.900 |
|
|
01/09/17 |
|
|
|
211,468 |
|
|
|
800,000 |
|
|
General Electric Capital Corp |
|
2.300 |
|
|
04/27/17 |
|
|
|
829,505 |
|
|
|
1,625,000 |
|
|
General Electric Capital Corp |
|
5.625 |
|
|
09/15/17 |
|
|
|
1,917,048 |
|
|
|
500,000 |
|
|
General Electric Capital Corp |
|
1.600 |
|
|
11/20/17 |
|
|
|
500,325 |
|
|
|
200,000 |
|
|
General Electric Capital Corp |
|
2.100 |
|
|
12/11/19 |
|
|
|
200,565 |
|
|
|
630,000 |
|
|
General Electric Capital Corp |
|
5.500 |
|
|
01/08/20 |
|
|
|
745,738 |
|
|
|
1,855,000 |
|
|
General Electric Capital Corp |
|
4.375 |
|
|
09/16/20 |
|
|
|
2,070,265 |
|
|
|
250,000 |
|
|
General Electric Capital Corp |
|
4.625 |
|
|
01/07/21 |
|
|
|
283,574 |
|
|
|
300,000 |
|
|
General Electric Capital Corp |
|
5.300 |
|
|
02/11/21 |
|
|
|
348,235 |
|
|
|
200,000 |
|
|
General Electric Capital Corp |
|
4.650 |
|
|
10/17/21 |
|
|
|
228,207 |
|
|
|
1,900,000 |
|
|
General Electric Capital Corp |
|
3.150 |
|
|
09/07/22 |
|
|
|
1,941,217 |
|
|
|
2,025,000 |
|
|
General Electric Capital Corp |
|
6.750 |
|
|
03/15/32 |
|
|
|
2,629,936 |
|
|
|
1,200,000 |
|
|
General Electric Capital Corp |
|
5.875 |
|
|
01/14/38 |
|
|
|
1,447,502 |
|
|
|
927,000 |
|
|
General Electric Capital Corp |
|
6.875 |
|
|
01/10/39 |
|
|
|
1,260,070 |
|
|
|
340,000 |
i |
|
Goldman Sachs Capital II |
|
4.000 |
|
|
06/01/43 |
|
|
|
265,567 |
|
|
|
1,250,000 |
|
|
Goldman Sachs Group, Inc |
|
3.300 |
|
|
05/03/15 |
|
|
|
1,302,821 |
|
|
|
1,630,000 |
|
|
Goldman Sachs Group, Inc |
|
3.700 |
|
|
08/01/15 |
|
|
|
1,720,286 |
|
|
|
500,000 |
|
|
Goldman Sachs Group, Inc |
|
1.600 |
|
|
11/23/15 |
|
|
|
503,513 |
|
|
|
1,875,000 |
|
|
Goldman Sachs Group, Inc |
|
3.625 |
|
|
02/07/16 |
|
|
|
1,984,731 |
|
|
|
550,000 |
|
|
Goldman Sachs Group, Inc |
|
5.950 |
|
|
01/18/18 |
|
|
|
640,031 |
|
|
|
60,000 |
|
|
Goldman Sachs Group, Inc |
|
6.150 |
|
|
04/01/18 |
|
|
|
70,486 |
|
|
|
1,195,000 |
|
|
Goldman Sachs Group, Inc |
|
7.500 |
|
|
02/15/19 |
|
|
|
1,503,615 |
|
|
|
2,505,000 |
|
|
Goldman Sachs Group, Inc |
|
5.375 |
|
|
03/15/20 |
|
|
|
2,870,805 |
|
|
|
1,150,000 |
|
|
Goldman Sachs Group, Inc |
|
6.000 |
|
|
06/15/20 |
|
|
|
1,366,444 |
|
|
|
1,300,000 |
|
|
Goldman Sachs Group, Inc |
|
5.250 |
|
|
07/27/21 |
|
|
|
1,481,969 |
|
|
|
2,325,000 |
|
|
Goldman Sachs Group, Inc |
|
5.750 |
|
|
01/24/22 |
|
|
|
2,748,643 |
|
|
|
65,000 |
|
|
Goldman Sachs Group, Inc |
|
6.450 |
|
|
05/01/36 |
|
|
|
71,294 |
|
|
|
1,850,000 |
|
|
Goldman Sachs Group, Inc |
|
6.250 |
|
|
02/01/41 |
|
|
|
2,269,804 |
|
|
|
1,200,000 |
|
|
HSBC Finance Corp |
|
5.500 |
|
|
01/19/16 |
|
|
|
1,340,946 |
|
|
|
782,000 |
|
|
HSBC Finance Corp |
|
6.676 |
|
|
01/15/21 |
|
|
|
927,742 |
|
|
|
150,000 |
g |
|
ING (US) FINANCE |
|
5.500 |
|
|
07/15/22 |
|
|
|
162,781 |
|
|
|
125,000 |
|
|
Invesco Finance plc |
|
3.125 |
|
|
11/30/22 |
|
|
|
126,261 |
|
|
|
130,000 |
|
|
Jefferies Group, Inc |
|
3.875 |
|
|
11/09/15 |
|
|
|
134,225 |
|
|
|
425,000 |
|
|
Jefferies Group, Inc |
|
8.500 |
|
|
07/15/19 |
|
|
|
507,875 |
|
|
|
500,000 |
|
|
Jefferies Group, Inc |
|
6.875 |
|
|
04/15/21 |
|
|
|
560,000 |
|
|
|
100,000 |
|
|
Jefferies Group, Inc |
|
6.450 |
|
|
06/08/27 |
|
|
|
106,500 |
|
|
|
125,000 |
|
|
John Deere Capital Corp |
|
0.875 |
|
|
04/17/15 |
|
|
|
125,550 |
|
|
|
100,000 |
|
|
John Deere Capital Corp |
|
2.000 |
|
|
01/13/17 |
|
|
|
103,472 |
|
|
|
300,000 |
|
|
John Deere Capital Corp |
|
1.400 |
|
|
03/15/17 |
|
|
|
302,868 |
|
|
|
350,000 |
|
|
John Deere Capital Corp |
|
1.700 |
|
|
01/15/20 |
|
|
|
346,415 |
|
|
|
1,500,000 |
|
|
KFW |
|
3.250 |
|
|
03/15/13 |
|
|
|
1,508,850 |
|
|
|
600,000 |
|
|
KFW |
|
0.625 |
|
|
04/24/15 |
|
|
|
604,191 |
|
|
|
1,500,000 |
|
|
KFW |
|
1.250 |
|
|
02/15/17 |
|
|
|
1,530,615 |
|
|
|
600,000 |
|
|
KFW |
|
2.625 |
|
|
01/25/22 |
|
|
|
635,222 |
|
|
|
750,000 |
|
|
KFW |
|
2.000 |
|
|
10/04/22 |
|
|
|
751,607 |
|
|
|
100,000 |
|
|
Korea Finance Corp |
|
3.250 |
|
|
09/20/16 |
|
|
|
104,942 |
|
39
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
700,000 |
|
|
Korea Finance Corp |
|
2.250 |
% |
|
08/07/17 |
|
|
$ |
708,687 |
|
|
|
635,000 |
|
|
Kreditanstalt fuer Wiederaufbau |
|
3.500 |
|
|
05/16/13 |
|
|
|
642,405 |
|
|
|
1,750,000 |
|
|
Kreditanstalt fuer Wiederaufbau |
|
4.000 |
|
|
10/15/13 |
|
|
|
1,800,557 |
|
|
|
1,000,000 |
|
|
Kreditanstalt fuer Wiederaufbau |
|
1.375 |
|
|
01/13/14 |
|
|
|
1,010,880 |
|
|
|
3,000,000 |
|
|
Kreditanstalt fuer Wiederaufbau |
|
1.250 |
|
|
10/26/15 |
|
|
|
3,058,566 |
|
|
|
1,350,000 |
|
|
Kreditanstalt fuer Wiederaufbau |
|
4.875 |
|
|
01/17/17 |
|
|
|
1,568,835 |
|
|
|
1,105,000 |
|
|
Kreditanstalt fuer Wiederaufbau |
|
4.500 |
|
|
07/16/18 |
|
|
|
1,303,679 |
|
|
|
6,925,000 |
|
|
Kreditanstalt fuer Wiederaufbau |
|
4.000 |
|
|
01/27/20 |
|
|
|
8,056,427 |
|
|
|
1,125,000 |
|
|
Landwirtschaftliche Rentenbank |
|
4.125 |
|
|
07/15/13 |
|
|
|
1,147,882 |
|
|
|
1,025,000 |
|
|
Landwirtschaftliche Rentenbank |
|
5.125 |
|
|
02/01/17 |
|
|
|
1,202,161 |
|
|
|
1,000,000 |
|
|
Landwirtschaftliche Rentenbank |
|
1.375 |
|
|
10/23/19 |
|
|
|
997,800 |
|
|
|
203,000 |
|
|
Lazard Group LLC |
|
7.125 |
|
|
05/15/15 |
|
|
|
225,672 |
|
|
|
700,000 |
|
|
Lloyds TSB Bank plc |
|
4.200 |
|
|
03/28/17 |
|
|
|
776,048 |
|
|
|
1,260,000 |
|
|
Merrill Lynch & Co, Inc |
|
6.400 |
|
|
08/28/17 |
|
|
|
1,479,687 |
|
|
|
1,050,000 |
|
|
Merrill Lynch & Co, Inc |
|
6.875 |
|
|
04/25/18 |
|
|
|
1,265,727 |
|
|
|
1,000,000 |
|
|
Merrill Lynch & Co, Inc |
|
6.110 |
|
|
01/29/37 |
|
|
|
1,091,550 |
|
|
|
300,000 |
|
|
Morgan Stanley |
|
4.750 |
|
|
04/01/14 |
|
|
|
310,643 |
|
|
|
3,300,000 |
|
|
Morgan Stanley |
|
6.000 |
|
|
05/13/14 |
|
|
|
3,494,601 |
|
|
|
100,000 |
|
|
Morgan Stanley |
|
2.875 |
|
|
07/28/14 |
|
|
|
102,201 |
|
|
|
720,000 |
|
|
Morgan Stanley |
|
6.000 |
|
|
04/28/15 |
|
|
|
784,230 |
|
|
|
200,000 |
|
|
Morgan Stanley |
|
3.800 |
|
|
04/29/16 |
|
|
|
209,957 |
|
|
|
970,000 |
|
|
Morgan Stanley |
|
5.450 |
|
|
01/09/17 |
|
|
|
1,073,384 |
|
|
|
300,000 |
|
|
Morgan Stanley |
|
4.750 |
|
|
03/22/17 |
|
|
|
327,288 |
|
|
|
550,000 |
|
|
Morgan Stanley |
|
5.550 |
|
|
04/27/17 |
|
|
|
609,749 |
|
|
|
245,000 |
|
|
Morgan Stanley |
|
5.950 |
|
|
12/28/17 |
|
|
|
277,439 |
|
|
|
796,000 |
|
|
Morgan Stanley |
|
7.300 |
|
|
05/13/19 |
|
|
|
967,315 |
|
|
|
300,000 |
|
|
Morgan Stanley |
|
5.625 |
|
|
09/23/19 |
|
|
|
339,294 |
|
|
|
590,000 |
|
|
Morgan Stanley |
|
5.500 |
|
|
01/26/20 |
|
|
|
661,858 |
|
|
|
200,000 |
|
|
Morgan Stanley |
|
5.750 |
|
|
01/25/21 |
|
|
|
228,407 |
|
|
|
1,200,000 |
|
|
Morgan Stanley |
|
5.500 |
|
|
07/28/21 |
|
|
|
1,362,449 |
|
|
|
2,500,000 |
|
|
Morgan Stanley |
|
4.875 |
|
|
11/01/22 |
|
|
|
2,588,485 |
|
|
|
600,000 |
|
|
Morgan Stanley |
|
7.250 |
|
|
04/01/32 |
|
|
|
754,852 |
|
|
|
500,000 |
|
|
Morgan Stanley |
|
6.375 |
|
|
07/24/42 |
|
|
|
586,153 |
|
|
|
400,000 |
i |
|
Murray Street Investment Trust |
|
4.647 |
|
|
03/09/17 |
|
|
|
432,659 |
|
|
|
220,000 |
|
|
NASDAQ OMX Group, Inc |
|
5.550 |
|
|
01/15/20 |
|
|
|
239,653 |
|
|
|
150,000 |
|
|
National Rural Utilities Cooperative Finance Corp |
|
3.875 |
|
|
09/16/15 |
|
|
|
161,883 |
|
|
|
735,000 |
|
|
National Rural Utilities Cooperative Finance Corp |
|
10.375 |
|
|
11/01/18 |
|
|
|
1,086,490 |
|
|
|
350,000 |
|
|
National Rural Utilities Cooperative Finance Corp |
|
3.050 |
|
|
02/15/22 |
|
|
|
367,176 |
|
|
|
250,000 |
|
|
Nomura Holdings, Inc |
|
5.000 |
|
|
03/04/15 |
|
|
|
265,065 |
|
|
|
260,000 |
|
|
Nomura Holdings, Inc |
|
4.125 |
|
|
01/19/16 |
|
|
|
271,380 |
|
|
|
430,000 |
|
|
Nomura Holdings, Inc |
|
6.700 |
|
|
03/04/20 |
|
|
|
501,833 |
|
|
|
400,000 |
|
|
Northern Trust Corp |
|
4.625 |
|
|
05/01/14 |
|
|
|
421,526 |
|
|
|
300,000 |
|
|
NYSE Euronext |
|
2.000 |
|
|
10/05/17 |
|
|
|
304,974 |
|
|
|
150,000 |
|
|
Oesterreichische Kontrollbank AG. |
|
3.625 |
|
|
06/17/13 |
|
|
|
152,180 |
|
|
|
1,000,000 |
|
|
Oesterreichische Kontrollbank AG. |
|
1.375 |
|
|
01/21/14 |
|
|
|
1,010,110 |
|
|
|
800,000 |
|
|
Oesterreichische Kontrollbank AG. |
|
5.000 |
|
|
04/25/17 |
|
|
|
929,600 |
|
|
|
600,000 |
|
|
ORIX Corp |
|
5.000 |
|
|
01/12/16 |
|
|
|
649,890 |
|
|
|
200,000 |
|
|
ORIX Corp |
|
3.750 |
|
|
03/09/17 |
|
|
|
211,121 |
|
|
|
500,000 |
|
|
PACCAR Financial Corp |
|
0.700 |
|
|
11/16/15 |
|
|
|
499,277 |
|
|
|
300,000 |
|
|
PACCAR Financial Corp |
|
1.600 |
|
|
03/15/17 |
|
|
|
304,701 |
|
|
|
200,000 |
|
|
Principal Life Income Funding Trusts |
|
5.550 |
|
|
04/27/15 |
|
|
|
221,023 |
|
|
|
500,000 |
|
|
Rabobank Nederland NV |
|
4.500 |
|
|
01/11/21 |
|
|
|
561,991 |
|
40
TIAA-CREF FUNDS - Bond Index Fund
41
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
275,000 |
|
|
Apache Corp |
|
3.250 |
% |
|
04/15/22 |
|
|
$ |
291,447 |
|
|
|
300,000 |
|
|
Apache Corp |
|
2.625 |
|
|
01/15/23 |
|
|
|
299,437 |
|
|
|
480,000 |
|
|
Apache Corp |
|
5.100 |
|
|
09/01/40 |
|
|
|
545,636 |
|
|
|
300,000 |
|
|
Apache Corp |
|
5.250 |
|
|
02/01/42 |
|
|
|
347,362 |
|
|
|
350,000 |
|
|
Apache Corp |
|
4.750 |
|
|
04/15/43 |
|
|
|
381,012 |
|
|
|
300,000 |
|
|
Apache Corp |
|
4.250 |
|
|
01/15/44 |
|
|
|
306,503 |
|
|
|
200,000 |
|
|
Baker Hughes, Inc |
|
7.500 |
|
|
11/15/18 |
|
|
|
264,950 |
|
|
|
450,000 |
|
|
Baker Hughes, Inc |
|
3.200 |
|
|
08/15/21 |
|
|
|
479,747 |
|
|
|
215,000 |
|
|
Baker Hughes, Inc |
|
5.125 |
|
|
09/15/40 |
|
|
|
258,776 |
|
|
|
200,000 |
|
|
Boardwalk Pipelines LP |
|
5.750 |
|
|
09/15/19 |
|
|
|
226,071 |
|
|
|
250,000 |
|
|
BP Capital Markets plc |
|
5.250 |
|
|
11/07/13 |
|
|
|
260,152 |
|
|
|
100,000 |
|
|
BP Capital Markets plc |
|
1.700 |
|
|
12/05/14 |
|
|
|
102,078 |
|
|
|
395,000 |
|
|
BP Capital Markets plc |
|
3.875 |
|
|
03/10/15 |
|
|
|
420,813 |
|
|
|
590,000 |
|
|
BP Capital Markets plc |
|
3.125 |
|
|
10/01/15 |
|
|
|
626,313 |
|
|
|
700,000 |
|
|
BP Capital Markets plc |
|
0.700 |
|
|
11/06/15 |
|
|
|
698,997 |
|
|
|
1,000,000 |
|
|
BP Capital Markets plc |
|
3.200 |
|
|
03/11/16 |
|
|
|
1,066,723 |
|
|
|
200,000 |
|
|
BP Capital Markets plc |
|
1.846 |
|
|
05/05/17 |
|
|
|
204,455 |
|
|
|
850,000 |
|
|
BP Capital Markets plc |
|
1.375 |
|
|
11/06/17 |
|
|
|
850,750 |
|
|
|
300,000 |
|
|
BP Capital Markets plc |
|
4.500 |
|
|
10/01/20 |
|
|
|
345,738 |
|
|
|
150,000 |
|
|
BP Capital Markets plc |
|
4.742 |
|
|
03/11/21 |
|
|
|
175,655 |
|
|
|
650,000 |
|
|
BP Capital Markets plc |
|
3.561 |
|
|
11/01/21 |
|
|
|
702,384 |
|
|
|
200,000 |
|
|
BP Capital Markets plc |
|
3.245 |
|
|
05/06/22 |
|
|
|
210,701 |
|
|
|
850,000 |
|
|
BP Capital Markets plc |
|
2.500 |
|
|
11/06/22 |
|
|
|
842,208 |
|
|
|
100,000 |
|
|
Buckeye Partners LP |
|
5.300 |
|
|
10/15/14 |
|
|
|
106,567 |
|
|
|
200,000 |
|
|
Buckeye Partners LP |
|
4.875 |
|
|
02/01/21 |
|
|
|
207,136 |
|
|
|
575,000 |
|
|
Burlington Resources Finance Co |
|
7.200 |
|
|
08/15/31 |
|
|
|
807,926 |
|
|
|
200,000 |
|
|
Burlington Resources Finance Co |
|
7.400 |
|
|
12/01/31 |
|
|
|
285,115 |
|
|
|
600,000 |
|
|
Canadian Natural Resources Ltd |
|
5.700 |
|
|
05/15/17 |
|
|
|
706,784 |
|
|
|
850,000 |
|
|
Canadian Natural Resources Ltd |
|
6.250 |
|
|
03/15/38 |
|
|
|
1,095,057 |
|
|
|
45,000 |
|
|
Cenovus Energy, Inc |
|
4.500 |
|
|
09/15/14 |
|
|
|
47,741 |
|
|
|
340,000 |
|
|
Cenovus Energy, Inc |
|
5.700 |
|
|
10/15/19 |
|
|
|
412,303 |
|
|
|
125,000 |
|
|
Cenovus Energy, Inc |
|
3.000 |
|
|
08/15/22 |
|
|
|
127,665 |
|
|
|
200,000 |
|
|
Cenovus Energy, Inc |
|
6.750 |
|
|
11/15/39 |
|
|
|
270,738 |
|
|
|
200,000 |
|
|
Cenovus Energy, Inc |
|
4.450 |
|
|
09/15/42 |
|
|
|
207,938 |
|
|
|
500,000 |
|
|
Chevron Corp |
|
1.104 |
|
|
12/05/17 |
|
|
|
503,491 |
|
|
|
200,000 |
|
|
Chevron Corp |
|
4.950 |
|
|
03/03/19 |
|
|
|
238,594 |
|
|
|
300,000 |
|
|
Chevron Corp |
|
2.355 |
|
|
12/05/22 |
|
|
|
300,492 |
|
|
|
1,005,000 |
|
|
ConocoPhillips |
|
4.600 |
|
|
01/15/15 |
|
|
|
1,086,099 |
|
|
|
600,000 |
|
|
ConocoPhillips |
|
5.750 |
|
|
02/01/19 |
|
|
|
737,953 |
|
|
|
785,000 |
|
|
ConocoPhillips |
|
6.500 |
|
|
02/01/39 |
|
|
|
1,113,239 |
|
|
|
200,000 |
|
|
ConocoPhillips Co |
|
1.050 |
|
|
12/15/17 |
|
|
|
199,366 |
|
|
|
400,000 |
|
|
ConocoPhillips Co |
|
2.400 |
|
|
12/15/22 |
|
|
|
398,730 |
|
|
|
500,000 |
|
|
ConocoPhillips Holding Co |
|
6.950 |
|
|
04/15/29 |
|
|
|
697,086 |
|
|
|
300,000 |
|
|
DCP Midstream Operating LP |
|
2.500 |
|
|
12/01/17 |
|
|
|
298,402 |
|
|
|
200,000 |
|
|
DCP Midstream Operating LP |
|
4.950 |
|
|
04/01/22 |
|
|
|
212,231 |
|
|
|
150,000 |
|
|
Devon Energy Corp |
|
1.875 |
|
|
05/15/17 |
|
|
|
152,914 |
|
|
|
350,000 |
|
|
Devon Energy Corp |
|
6.300 |
|
|
01/15/19 |
|
|
|
434,325 |
|
|
|
525,000 |
|
|
Devon Energy Corp |
|
3.250 |
|
|
05/15/22 |
|
|
|
547,938 |
|
|
|
600,000 |
|
|
Devon Energy Corp |
|
7.950 |
|
|
04/15/32 |
|
|
|
887,675 |
|
|
|
200,000 |
|
|
Devon Energy Corp |
|
4.750 |
|
|
05/15/42 |
|
|
|
213,963 |
|
|
|
300,000 |
|
|
Diamond Offshore Drilling, Inc |
|
5.875 |
|
|
05/01/19 |
|
|
|
370,250 |
|
|
|
100,000 |
|
|
Diamond Offshore Drilling, Inc |
|
5.700 |
|
|
10/15/39 |
|
|
|
128,287 |
|
42
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
250,000 |
|
|
Ecopetrol S.A. |
|
7.625 |
% |
|
07/23/19 |
|
|
$ |
323,125 |
|
|
|
400,000 |
|
|
El Paso Pipeline Partners Operating Co LLC |
|
4.700 |
|
|
11/01/42 |
|
|
|
392,179 |
|
|
|
495,000 |
|
|
Enbridge Energy Partners LP |
|
5.200 |
|
|
03/15/20 |
|
|
|
558,327 |
|
|
|
300,000 |
|
|
Enbridge Energy Partners LP |
|
5.500 |
|
|
09/15/40 |
|
|
|
332,756 |
|
|
|
300,000 |
|
|
EnCana Corp |
|
3.900 |
|
|
11/15/21 |
|
|
|
325,843 |
|
|
|
220,000 |
|
|
EnCana Corp |
|
6.500 |
|
|
05/15/19 |
|
|
|
271,549 |
|
|
|
515,000 |
|
|
EnCana Corp |
|
6.625 |
|
|
08/15/37 |
|
|
|
656,545 |
|
|
|
150,000 |
|
|
EnCana Corp |
|
5.150 |
|
|
11/15/41 |
|
|
|
161,242 |
|
|
|
400,000 |
|
|
EnCana Holdings Finance Corp |
|
5.800 |
|
|
05/01/14 |
|
|
|
425,195 |
|
|
|
400,000 |
|
|
Ensco plc |
|
3.250 |
|
|
03/15/16 |
|
|
|
424,158 |
|
|
|
700,000 |
|
|
Ensco plc |
|
4.700 |
|
|
03/15/21 |
|
|
|
787,750 |
|
|
|
40,000 |
|
|
Enterprise Products Operating LLC |
|
5.600 |
|
|
10/15/14 |
|
|
|
43,302 |
|
|
|
145,000 |
|
|
Enterprise Products Operating LLC |
|
5.000 |
|
|
03/01/15 |
|
|
|
156,877 |
|
|
|
200,000 |
|
|
Enterprise Products Operating LLC |
|
1.250 |
|
|
08/13/15 |
|
|
|
201,228 |
|
|
|
735,000 |
|
|
Enterprise Products Operating LLC |
|
6.300 |
|
|
09/15/17 |
|
|
|
889,079 |
|
|
|
130,000 |
|
|
Enterprise Products Operating LLC |
|
6.500 |
|
|
01/31/19 |
|
|
|
162,917 |
|
|
|
600,000 |
|
|
Enterprise Products Operating LLC |
|
5.200 |
|
|
09/01/20 |
|
|
|
716,168 |
|
|
|
400,000 |
|
|
Enterprise Products Operating LLC |
|
4.050 |
|
|
02/15/22 |
|
|
|
442,145 |
|
|
|
480,000 |
|
|
Enterprise Products Operating LLC |
|
6.125 |
|
|
10/15/39 |
|
|
|
579,885 |
|
|
|
300,000 |
|
|
Enterprise Products Operating LLC |
|
4.850 |
|
|
08/15/42 |
|
|
|
322,006 |
|
|
|
100,000 |
|
|
Enterprise Products Operating LLC |
|
4.450 |
|
|
02/15/43 |
|
|
|
101,251 |
|
|
|
300,000 |
|
|
EOG Resources, Inc |
|
6.125 |
|
|
10/01/13 |
|
|
|
312,479 |
|
|
|
100,000 |
|
|
EOG Resources, Inc |
|
2.500 |
|
|
02/01/16 |
|
|
|
104,578 |
|
|
|
440,000 |
|
|
EOG Resources, Inc |
|
4.100 |
|
|
02/01/21 |
|
|
|
501,695 |
|
|
|
600,000 |
|
|
EOG Resources, Inc |
|
2.625 |
|
|
03/15/23 |
|
|
|
604,222 |
|
|
|
50,000 |
|
|
EQT Corp |
|
6.500 |
|
|
04/01/18 |
|
|
|
58,125 |
|
|
|
350,000 |
|
|
EQT Corp |
|
8.125 |
|
|
06/01/19 |
|
|
|
433,239 |
|
|
|
200,000 |
g |
|
Gulf South Pipeline Co LP |
|
4.000 |
|
|
06/15/22 |
|
|
|
211,099 |
|
|
|
400,000 |
|
|
Halliburton Co |
|
6.150 |
|
|
09/15/19 |
|
|
|
503,707 |
|
|
|
400,000 |
|
|
Halliburton Co |
|
7.450 |
|
|
09/15/39 |
|
|
|
608,846 |
|
|
|
250,000 |
|
|
Halliburton Co |
|
4.500 |
|
|
11/15/41 |
|
|
|
279,093 |
|
|
|
425,000 |
|
|
Hess Corp |
|
8.125 |
|
|
02/15/19 |
|
|
|
559,345 |
|
|
|
200,000 |
|
|
Hess Corp |
|
7.875 |
|
|
10/01/29 |
|
|
|
278,079 |
|
|
|
740,000 |
|
|
Hess Corp |
|
5.600 |
|
|
02/15/41 |
|
|
|
875,182 |
|
|
|
300,000 |
|
|
Husky Energy, Inc |
|
5.900 |
|
|
06/15/14 |
|
|
|
321,554 |
|
|
|
30,000 |
|
|
Husky Energy, Inc |
|
7.250 |
|
|
12/15/19 |
|
|
|
38,959 |
|
|
|
200,000 |
|
|
Husky Energy, Inc |
|
3.950 |
|
|
04/15/22 |
|
|
|
214,852 |
|
|
|
130,000 |
|
|
Husky Energy, Inc |
|
6.800 |
|
|
09/15/37 |
|
|
|
171,920 |
|
|
|
200,000 |
|
|
Magellan Midstream Partners LP |
|
6.550 |
|
|
07/15/19 |
|
|
|
247,243 |
|
|
|
125,000 |
|
|
Magellan Midstream Partners LP |
|
4.250 |
|
|
02/01/21 |
|
|
|
138,058 |
|
|
|
500,000 |
|
|
Magellan Midstream Partners LP |
|
4.200 |
|
|
12/01/42 |
|
|
|
481,483 |
|
|
|
200,000 |
|
|
Marathon Oil Corp |
|
0.900 |
|
|
11/01/15 |
|
|
|
200,161 |
|
|
|
400,000 |
|
|
Marathon Oil Corp |
|
6.000 |
|
|
10/01/17 |
|
|
|
480,782 |
|
|
|
350,000 |
|
|
Marathon Oil Corp |
|
2.800 |
|
|
11/01/22 |
|
|
|
352,169 |
|
|
|
255,000 |
|
|
Marathon Oil Corp |
|
6.600 |
|
|
10/01/37 |
|
|
|
340,738 |
|
|
|
200,000 |
|
|
Marathon Petroleum Corp |
|
3.500 |
|
|
03/01/16 |
|
|
|
212,902 |
|
|
|
250,000 |
|
|
Marathon Petroleum Corp |
|
5.125 |
|
|
03/01/21 |
|
|
|
294,210 |
|
|
|
350,000 |
|
|
Marathon Petroleum Corp |
|
6.500 |
|
|
03/01/41 |
|
|
|
443,470 |
|
|
|
125,000 |
|
|
Murphy Oil Corp |
|
2.500 |
|
|
12/01/17 |
|
|
|
125,771 |
|
|
|
200,000 |
|
|
Murphy Oil Corp |
|
4.000 |
|
|
06/01/22 |
|
|
|
201,591 |
|
|
|
200,000 |
|
|
Murphy Oil Corp |
|
3.700 |
|
|
12/01/22 |
|
|
|
199,239 |
|
|
|
200,000 |
|
|
Murphy Oil Corp |
|
5.125 |
|
|
12/01/42 |
|
|
|
194,650 |
|
43
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
125,000 |
|
|
Nabors Industries, Inc |
|
6.150 |
% |
|
02/15/18 |
|
|
$ |
147,005 |
|
|
|
424,000 |
|
|
Nabors Industries, Inc |
|
9.250 |
|
|
01/15/19 |
|
|
|
560,549 |
|
|
|
350,000 |
|
|
Nabors Industries, Inc |
|
4.625 |
|
|
09/15/21 |
|
|
|
376,684 |
|
|
|
935,000 |
|
|
Nexen, Inc |
|
6.400 |
|
|
05/15/37 |
|
|
|
1,208,770 |
|
|
|
150,000 |
|
|
Noble Energy, Inc |
|
8.250 |
|
|
03/01/19 |
|
|
|
196,594 |
|
|
|
350,000 |
|
|
Noble Energy, Inc |
|
4.150 |
|
|
12/15/21 |
|
|
|
386,379 |
|
|
|
200,000 |
|
|
Noble Energy, Inc |
|
6.000 |
|
|
03/01/41 |
|
|
|
240,921 |
|
|
|
100,000 |
|
|
Noble Holding International Ltd |
|
3.450 |
|
|
08/01/15 |
|
|
|
105,377 |
|
|
|
100,000 |
|
|
Noble Holding International Ltd |
|
2.500 |
|
|
03/15/17 |
|
|
|
103,204 |
|
|
|
305,000 |
|
|
Noble Holding International Ltd |
|
4.900 |
|
|
08/01/20 |
|
|
|
343,044 |
|
|
|
100,000 |
|
|
Noble Holding International Ltd |
|
6.200 |
|
|
08/01/40 |
|
|
|
118,285 |
|
|
|
400,000 |
|
|
Noble Holding International Ltd |
|
5.250 |
|
|
03/15/42 |
|
|
|
426,512 |
|
|
|
350,000 |
|
|
Occidental Petroleum Corp |
|
2.500 |
|
|
02/01/16 |
|
|
|
367,659 |
|
|
|
350,000 |
|
|
Occidental Petroleum Corp |
|
1.750 |
|
|
02/15/17 |
|
|
|
358,903 |
|
|
|
250,000 |
|
|
Occidental Petroleum Corp |
|
1.500 |
|
|
02/15/18 |
|
|
|
253,210 |
|
|
|
250,000 |
|
|
Occidental Petroleum Corp |
|
3.125 |
|
|
02/15/22 |
|
|
|
265,922 |
|
|
|
350,000 |
|
|
Occidental Petroleum Corp |
|
2.700 |
|
|
02/15/23 |
|
|
|
357,131 |
|
|
|
406,000 |
|
|
Panhandle Eastern Pipeline Co LP |
|
7.000 |
|
|
06/15/18 |
|
|
|
494,700 |
|
|
|
185,000 |
|
|
Pemex Project Funding Master Trust |
|
5.750 |
|
|
03/01/18 |
|
|
|
215,988 |
|
|
|
350,000 |
|
|
Petrobras International Finance Co |
|
3.875 |
|
|
01/27/16 |
|
|
|
369,251 |
|
|
|
47,000 |
|
|
Petrobras International Finance Co |
|
6.125 |
|
|
10/06/16 |
|
|
|
53,117 |
|
|
|
625,000 |
|
|
Petrobras International Finance Co |
|
3.500 |
|
|
02/06/17 |
|
|
|
655,467 |
|
|
|
1,125,000 |
|
|
Petrobras International Finance Co |
|
7.875 |
|
|
03/15/19 |
|
|
|
1,405,210 |
|
|
|
100,000 |
|
|
Petrobras International Finance Co |
|
5.750 |
|
|
01/20/20 |
|
|
|
113,836 |
|
|
|
850,000 |
|
|
Petrobras International Finance Co |
|
5.375 |
|
|
01/27/21 |
|
|
|
956,947 |
|
|
|
875,000 |
|
|
Petrobras International Finance Co |
|
6.875 |
|
|
01/20/40 |
|
|
|
1,111,569 |
|
|
|
600,000 |
|
|
Petrobras International Finance Co-Pifco |
|
9.125 |
|
|
07/02/13 |
|
|
|
621,750 |
|
|
|
500,000 |
|
|
Petrobras International Finance Co-Pifco |
|
2.875 |
|
|
02/06/15 |
|
|
|
513,048 |
|
|
|
300,000 |
|
|
Petrobras International Finance Co-Pifco |
|
6.750 |
|
|
01/27/41 |
|
|
|
380,126 |
|
|
|
75,000 |
|
|
Petro-Canada |
|
6.800 |
|
|
05/15/38 |
|
|
|
102,284 |
|
|
|
700,000 |
|
|
Petrohawk Energy Corp |
|
7.250 |
|
|
08/15/18 |
|
|
|
790,263 |
|
|
|
505,000 |
|
|
Petroleos Mexicanos |
|
4.875 |
|
|
03/15/15 |
|
|
|
544,137 |
|
|
|
80,000 |
|
|
Petroleos Mexicanos |
|
8.000 |
|
|
05/03/19 |
|
|
|
104,600 |
|
|
|
775,000 |
|
|
Petroleos Mexicanos |
|
6.000 |
|
|
03/05/20 |
|
|
|
926,125 |
|
|
|
800,000 |
|
|
Petroleos Mexicanos |
|
5.500 |
|
|
01/21/21 |
|
|
|
934,800 |
|
|
|
240,000 |
|
|
Petroleos Mexicanos |
|
4.875 |
|
|
01/24/22 |
|
|
|
270,840 |
|
|
|
300,000 |
|
|
Petroleos Mexicanos |
|
1.700 |
|
|
12/20/22 |
|
|
|
302,263 |
|
|
|
300,000 |
|
|
Petroleos Mexicanos |
|
2.000 |
|
|
12/20/22 |
|
|
|
306,757 |
|
|
|
940,000 |
|
|
Petroleos Mexicanos |
|
6.500 |
|
|
06/02/41 |
|
|
|
1,179,700 |
|
|
|
800,000 |
g |
|
Petroleos Mexicanos |
|
5.500 |
|
|
06/27/44 |
|
|
|
880,000 |
|
|
|
250,000 |
|
|
Petroleos Mexicanos |
|
5.500 |
|
|
06/27/44 |
|
|
|
275,000 |
|
|
|
150,000 |
g |
|
Phillips 66 |
|
4.300 |
|
|
04/01/22 |
|
|
|
167,613 |
|
|
|
300,000 |
|
|
Pioneer Natural Resources Co |
|
6.650 |
|
|
03/15/17 |
|
|
|
353,450 |
|
|
|
375,000 |
|
|
Pioneer Natural Resources Co |
|
3.950 |
|
|
07/15/22 |
|
|
|
392,953 |
|
|
|
200,000 |
|
|
Plains All American Pipeline LP |
|
6.125 |
|
|
01/15/17 |
|
|
|
235,846 |
|
|
|
700,000 |
|
|
Plains All American Pipeline LP |
|
5.000 |
|
|
02/01/21 |
|
|
|
810,848 |
|
|
|
200,000 |
|
|
Plains All American Pipeline LP |
|
2.850 |
|
|
01/31/23 |
|
|
|
198,154 |
|
|
|
100,000 |
|
|
Plains All American Pipeline LP |
|
6.650 |
|
|
01/15/37 |
|
|
|
130,955 |
|
|
|
250,000 |
|
|
Plains All American Pipeline LP |
|
5.150 |
|
|
06/01/42 |
|
|
|
281,647 |
|
|
|
100,000 |
|
|
Rowan Cos, Inc |
|
5.000 |
|
|
09/01/17 |
|
|
|
111,090 |
|
|
|
250,000 |
|
|
Rowan Cos, Inc |
|
4.875 |
|
|
06/01/22 |
|
|
|
271,517 |
|
|
|
100,000 |
|
|
Rowan Cos, Inc |
|
5.400 |
|
|
12/01/42 |
|
|
|
101,270 |
|
44
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
440,000 |
|
|
Shell International Finance BV |
|
3.100 |
% |
|
06/28/15 |
|
|
$ |
466,119 |
|
|
|
300,000 |
|
|
Shell International Finance BV |
|
0.625 |
|
|
12/04/15 |
|
|
|
301,077 |
|
|
|
200,000 |
|
|
Shell International Finance BV |
|
1.125 |
|
|
08/21/17 |
|
|
|
200,938 |
|
|
|
805,000 |
|
|
Shell International Finance BV |
|
4.300 |
|
|
09/22/19 |
|
|
|
932,588 |
|
|
|
1,130,000 |
|
|
Shell International Finance BV |
|
4.375 |
|
|
03/25/20 |
|
|
|
1,310,743 |
|
|
|
200,000 |
|
|
Shell International Finance BV |
|
2.375 |
|
|
08/21/22 |
|
|
|
200,936 |
|
|
|
500,000 |
|
|
Shell International Finance BV |
|
2.250 |
|
|
01/06/23 |
|
|
|
493,967 |
|
|
|
421,000 |
|
|
Shell International Finance BV |
|
6.375 |
|
|
12/15/38 |
|
|
|
591,491 |
|
|
|
200,000 |
|
|
Shell International Finance BV |
|
3.625 |
|
|
08/21/42 |
|
|
|
198,233 |
|
|
|
200,000 |
|
|
Southwestern Energy Co |
|
7.500 |
|
|
02/01/18 |
|
|
|
245,091 |
|
|
|
125,000 |
|
|
Southwestern Energy Co |
|
4.100 |
|
|
03/15/22 |
|
|
|
134,457 |
|
|
|
210,000 |
|
|
Statoil ASA |
|
2.900 |
|
|
10/15/14 |
|
|
|
218,545 |
|
|
|
350,000 |
|
|
Statoil ASA |
|
3.125 |
|
|
08/17/17 |
|
|
|
380,928 |
|
|
|
375,000 |
|
|
Statoil ASA |
|
1.200 |
|
|
01/17/18 |
|
|
|
375,069 |
|
|
|
450,000 |
|
|
Statoil ASA |
|
5.250 |
|
|
04/15/19 |
|
|
|
539,583 |
|
|
|
250,000 |
|
|
Statoil ASA |
|
3.150 |
|
|
01/23/22 |
|
|
|
264,216 |
|
|
|
375,000 |
|
|
Statoil ASA |
|
2.450 |
|
|
01/17/23 |
|
|
|
374,122 |
|
|
|
200,000 |
|
|
Statoil ASA |
|
5.100 |
|
|
08/17/40 |
|
|
|
240,969 |
|
|
|
400,000 |
|
|
Statoil ASA |
|
4.250 |
|
|
11/23/41 |
|
|
|
430,361 |
|
|
|
550,000 |
|
|
Suncor Energy, Inc |
|
6.100 |
|
|
06/01/18 |
|
|
|
670,900 |
|
|
|
900,000 |
|
|
Suncor Energy, Inc |
|
6.500 |
|
|
06/15/38 |
|
|
|
1,200,415 |
|
|
|
100,000 |
|
|
Sunoco Logistics Partners Operations LP |
|
6.100 |
|
|
02/15/42 |
|
|
|
115,009 |
|
|
|
25,000 |
|
|
Talisman Energy, Inc |
|
7.750 |
|
|
06/01/19 |
|
|
|
32,222 |
|
|
|
250,000 |
|
|
Talisman Energy, Inc |
|
3.750 |
|
|
02/01/21 |
|
|
|
268,257 |
|
|
|
300,000 |
|
|
Talisman Energy, Inc |
|
5.850 |
|
|
02/01/37 |
|
|
|
337,543 |
|
|
|
200,000 |
|
|
Talisman Energy, Inc |
|
5.500 |
|
|
05/15/42 |
|
|
|
220,430 |
|
|
|
400,000 |
|
|
Total Capital International S.A. |
|
0.750 |
|
|
01/25/16 |
|
|
|
398,481 |
|
|
|
400,000 |
|
|
Total Capital International S.A. |
|
1.550 |
|
|
06/28/17 |
|
|
|
406,167 |
|
|
|
500,000 |
|
|
Total Capital International S.A. |
|
2.875 |
|
|
02/17/22 |
|
|
|
521,911 |
|
|
|
400,000 |
|
|
Total Capital International S.A. |
|
2.700 |
|
|
01/25/23 |
|
|
|
407,491 |
|
|
|
320,000 |
|
|
TransCanada Pipelines Ltd |
|
4.000 |
|
|
06/15/13 |
|
|
|
325,157 |
|
|
|
340,000 |
|
|
TransCanada Pipelines Ltd |
|
5.850 |
|
|
03/15/36 |
|
|
|
429,271 |
|
|
|
469,000 |
|
|
TransCanada Pipelines Ltd |
|
7.625 |
|
|
01/15/39 |
|
|
|
705,543 |
|
|
|
300,000 |
i |
|
TransCanada Pipelines Ltd |
|
6.350 |
|
|
05/15/67 |
|
|
|
321,564 |
|
|
|
300,000 |
|
|
TransCanada PipeLines Ltd |
|
0.875 |
|
|
03/02/15 |
|
|
|
301,699 |
|
|
|
600,000 |
|
|
TransCanada PipeLines Ltd |
|
3.800 |
|
|
10/01/20 |
|
|
|
669,539 |
|
|
|
300,000 |
|
|
TransCanada PipeLines Ltd |
|
2.500 |
|
|
08/01/22 |
|
|
|
300,607 |
|
|
|
200,000 |
|
|
TransCanada PipeLines Ltd |
|
6.100 |
|
|
06/01/40 |
|
|
|
266,525 |
|
|
|
200,000 |
|
|
Transocean, Inc |
|
2.500 |
|
|
10/15/17 |
|
|
|
202,104 |
|
|
|
443,000 |
|
|
Transocean, Inc |
|
6.000 |
|
|
03/15/18 |
|
|
|
513,787 |
|
|
|
700,000 |
|
|
Transocean, Inc |
|
6.500 |
|
|
11/15/20 |
|
|
|
847,786 |
|
|
|
150,000 |
|
|
Transocean, Inc |
|
6.375 |
|
|
12/15/21 |
|
|
|
182,296 |
|
|
|
550,000 |
|
|
Transocean, Inc |
|
3.800 |
|
|
10/15/22 |
|
|
|
563,713 |
|
|
|
200,000 |
|
|
Transocean, Inc |
|
6.800 |
|
|
03/15/38 |
|
|
|
244,834 |
|
|
|
165,000 |
|
|
Vale Overseas Ltd |
|
6.250 |
|
|
01/23/17 |
|
|
|
189,848 |
|
|
|
1,045,000 |
|
|
Vale Overseas Ltd |
|
4.625 |
|
|
09/15/20 |
|
|
|
1,129,124 |
|
|
|
742,000 |
|
|
Vale Overseas Ltd |
|
4.375 |
|
|
01/11/22 |
|
|
|
792,090 |
|
|
|
150,000 |
|
|
Vale Overseas Ltd |
|
8.250 |
|
|
01/17/34 |
|
|
|
205,140 |
|
|
|
864,000 |
|
|
Vale Overseas Ltd |
|
6.875 |
|
|
11/21/36 |
|
|
|
1,070,997 |
|
|
|
680,000 |
|
|
Valero Energy Corp |
|
6.125 |
|
|
02/01/20 |
|
|
|
826,870 |
|
|
|
330,000 |
|
|
Valero Energy Corp |
|
7.500 |
|
|
04/15/32 |
|
|
|
423,391 |
|
|
|
200,000 |
|
|
Valero Energy Corp |
|
6.625 |
|
|
06/15/37 |
|
|
|
246,408 |
|
45
TIAA-CREF FUNDS - Bond Index Fund
46
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
1,390,000 |
|
|
Anheuser-Busch InBev Worldwide, Inc |
|
5.000 |
% |
|
04/15/20 |
|
|
$ |
1,663,371 |
|
|
|
1,750,000 |
|
|
Anheuser-Busch InBev Worldwide, Inc |
|
2.500 |
|
|
07/15/22 |
|
|
|
1,760,955 |
|
|
|
485,000 |
|
|
Anheuser-Busch InBev Worldwide, Inc |
|
6.375 |
|
|
01/15/40 |
|
|
|
673,845 |
|
|
|
100,000 |
|
|
Anheuser-Busch InBev Worldwide, Inc |
|
3.750 |
|
|
07/15/42 |
|
|
|
100,462 |
|
|
|
100,000 |
|
|
Archer-Daniels-Midland Co |
|
5.450 |
|
|
03/15/18 |
|
|
|
119,708 |
|
|
|
740,000 |
g |
|
Archer-Daniels-Midland Co |
|
4.016 |
|
|
04/16/43 |
|
|
|
707,702 |
|
|
|
200,000 |
|
|
Beam, Inc |
|
3.250 |
|
|
05/15/22 |
|
|
|
207,426 |
|
|
|
520,000 |
|
|
Bottling Group LLC |
|
6.950 |
|
|
03/15/14 |
|
|
|
559,148 |
|
|
|
450,000 |
|
|
Bottling Group LLC |
|
5.125 |
|
|
01/15/19 |
|
|
|
531,342 |
|
|
|
200,000 |
|
|
Brown-Forman Corp |
|
1.000 |
|
|
01/15/18 |
|
|
|
198,867 |
|
|
|
200,000 |
|
|
Brown-Forman Corp |
|
2.250 |
|
|
01/15/23 |
|
|
|
197,405 |
|
|
|
400,000 |
|
|
Bunge Ltd |
|
4.100 |
|
|
03/15/16 |
|
|
|
429,690 |
|
|
|
100,000 |
|
|
Bunge Ltd |
|
3.200 |
|
|
06/15/17 |
|
|
|
104,363 |
|
|
|
100,000 |
|
|
Bunge Ltd |
|
8.500 |
|
|
06/15/19 |
|
|
|
128,669 |
|
|
|
325,000 |
|
|
Campbell Soup Co |
|
3.050 |
|
|
07/15/17 |
|
|
|
351,361 |
|
|
|
100,000 |
|
|
Campbell Soup Co |
|
4.250 |
|
|
04/15/21 |
|
|
|
113,129 |
|
|
|
150,000 |
|
|
Campbell Soup Co |
|
2.500 |
|
|
08/02/22 |
|
|
|
148,658 |
|
|
|
150,000 |
|
|
Campbell Soup Co |
|
3.800 |
|
|
08/02/42 |
|
|
|
146,244 |
|
|
|
325,000 |
|
|
Coca-Cola Co |
|
1.500 |
|
|
11/15/15 |
|
|
|
332,823 |
|
|
|
1,835,000 |
|
|
Coca-Cola Co |
|
1.800 |
|
|
09/01/16 |
|
|
|
1,895,280 |
|
|
|
500,000 |
|
|
Coca-Cola Co |
|
1.650 |
|
|
03/14/18 |
|
|
|
512,166 |
|
|
|
410,000 |
|
|
Coca-Cola Co |
|
3.150 |
|
|
11/15/20 |
|
|
|
446,152 |
|
|
|
150,000 |
|
|
Coca-Cola Enterprises, Inc |
|
2.125 |
|
|
09/15/15 |
|
|
|
154,886 |
|
|
|
100,000 |
|
|
Coca-Cola Enterprises, Inc |
|
3.500 |
|
|
09/15/20 |
|
|
|
106,270 |
|
|
|
100,000 |
|
|
Coca-Cola Enterprises, Inc |
|
3.250 |
|
|
08/19/21 |
|
|
|
103,749 |
|
|
|
100,000 |
|
|
Coca-Cola Femsa SAB de C.V. |
|
4.625 |
|
|
02/15/20 |
|
|
|
112,758 |
|
|
|
100,000 |
|
|
Coca-Cola HBC Finance BV |
|
5.500 |
|
|
09/17/15 |
|
|
|
109,222 |
|
|
|
200,000 |
|
|
ConAgra Foods, Inc |
|
2.100 |
|
|
03/15/18 |
|
|
|
200,331 |
|
|
|
325,000 |
|
|
ConAgra Foods, Inc |
|
7.000 |
|
|
04/15/19 |
|
|
|
400,053 |
|
|
|
200,000 |
|
|
ConAgra Foods, Inc |
|
3.250 |
|
|
09/15/22 |
|
|
|
200,888 |
|
|
|
100,000 |
|
|
ConAgra Foods, Inc |
|
7.000 |
|
|
10/01/28 |
|
|
|
125,711 |
|
|
|
100,000 |
|
|
Corn Products International, Inc |
|
4.625 |
|
|
11/01/20 |
|
|
|
111,657 |
|
|
|
350,000 |
|
|
Diageo Capital plc |
|
5.500 |
|
|
09/30/16 |
|
|
|
406,770 |
|
|
|
1,000,000 |
|
|
Diageo Capital plc |
|
1.500 |
|
|
05/11/17 |
|
|
|
1,014,140 |
|
|
|
325,000 |
|
|
Diageo Capital plc |
|
5.750 |
|
|
10/23/17 |
|
|
|
391,549 |
|
|
|
200,000 |
|
|
Diageo Capital plc |
|
5.875 |
|
|
09/30/36 |
|
|
|
256,257 |
|
|
|
100,000 |
|
|
Dr Pepper Snapple Group, Inc |
|
2.900 |
|
|
01/15/16 |
|
|
|
105,367 |
|
|
|
350,000 |
|
|
Dr Pepper Snapple Group, Inc |
|
2.600 |
|
|
01/15/19 |
|
|
|
360,931 |
|
|
|
150,000 |
|
|
Dr Pepper Snapple Group, Inc |
|
2.000 |
|
|
01/15/20 |
|
|
|
149,546 |
|
|
|
150,000 |
|
|
Dr Pepper Snapple Group, Inc |
|
2.700 |
|
|
11/15/22 |
|
|
|
149,020 |
|
|
|
150,000 |
|
|
Flowers Foods, Inc |
|
4.375 |
|
|
04/01/22 |
|
|
|
153,766 |
|
|
|
342,000 |
|
|
Fortune Brands, Inc |
|
5.375 |
|
|
01/15/16 |
|
|
|
382,060 |
|
|
|
725,000 |
|
|
General Mills, Inc |
|
5.200 |
|
|
03/17/15 |
|
|
|
796,255 |
|
|
|
210,000 |
|
|
General Mills, Inc |
|
5.650 |
|
|
02/15/19 |
|
|
|
255,322 |
|
|
|
200,000 |
|
|
General Mills, Inc |
|
3.150 |
|
|
12/15/21 |
|
|
|
209,058 |
|
|
|
150,000 |
|
|
General Mills, Inc |
|
5.400 |
|
|
06/15/40 |
|
|
|
184,106 |
|
|
|
100,000 |
|
|
Hershey Co |
|
1.500 |
|
|
11/01/16 |
|
|
|
102,002 |
|
|
|
150,000 |
|
|
Hershey Co |
|
4.125 |
|
|
12/01/20 |
|
|
|
171,726 |
|
|
|
50,000 |
|
|
HJ Heinz Co |
|
5.350 |
|
|
07/15/13 |
|
|
|
51,274 |
|
|
|
100,000 |
|
|
HJ Heinz Co |
|
2.000 |
|
|
09/12/16 |
|
|
|
103,188 |
|
|
|
325,000 |
|
|
HJ Heinz Co |
|
2.850 |
|
|
03/01/22 |
|
|
|
331,010 |
|
|
|
100,000 |
|
|
HJ Heinz Finance Co |
|
6.750 |
|
|
03/15/32 |
|
|
|
127,600 |
|
47
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
250,000 |
|
|
Ingredion, Inc |
|
1.800 |
% |
|
09/25/17 |
|
|
$ |
248,356 |
|
|
|
100,000 |
|
|
JM Smucker Co |
|
3.500 |
|
|
10/15/21 |
|
|
|
106,248 |
|
|
|
200,000 |
|
|
Kellogg Co |
|
1.125 |
|
|
05/15/15 |
|
|
|
201,939 |
|
|
|
100,000 |
|
|
Kellogg Co |
|
1.875 |
|
|
11/17/16 |
|
|
|
102,715 |
|
|
|
200,000 |
|
|
Kellogg Co |
|
1.750 |
|
|
05/17/17 |
|
|
|
203,248 |
|
|
|
600,000 |
|
|
Kellogg Co |
|
4.000 |
|
|
12/15/20 |
|
|
|
668,363 |
|
|
|
300,000 |
|
|
Kellogg Co |
|
3.125 |
|
|
05/17/22 |
|
|
|
314,396 |
|
|
|
100,000 |
|
|
Kellogg Co |
|
7.450 |
|
|
04/01/31 |
|
|
|
137,914 |
|
|
|
100,000 |
g |
|
Kraft Foods Group, Inc |
|
1.625 |
|
|
06/04/15 |
|
|
|
101,777 |
|
|
|
600,000 |
g |
|
Kraft Foods Group, Inc |
|
2.250 |
|
|
06/05/17 |
|
|
|
620,590 |
|
|
|
1,025,000 |
g |
|
Kraft Foods Group, Inc |
|
3.500 |
|
|
06/06/22 |
|
|
|
1,094,051 |
|
|
|
300,000 |
g |
|
Kraft Foods Group, Inc |
|
6.500 |
|
|
02/09/40 |
|
|
|
394,308 |
|
|
|
400,000 |
g |
|
Kraft Foods Group, Inc |
|
5.000 |
|
|
06/04/42 |
|
|
|
449,800 |
|
|
|
803,000 |
|
|
Kraft Foods, Inc |
|
6.500 |
|
|
08/11/17 |
|
|
|
980,770 |
|
|
|
250,000 |
|
|
Kraft Foods, Inc |
|
6.125 |
|
|
02/01/18 |
|
|
|
304,193 |
|
|
|
1,200,000 |
|
|
Kraft Foods, Inc |
|
5.375 |
|
|
02/10/20 |
|
|
|
1,448,713 |
|
|
|
945,000 |
|
|
Kraft Foods, Inc |
|
6.500 |
|
|
02/09/40 |
|
|
|
1,269,467 |
|
|
|
200,000 |
|
|
Lorillard Tobacco Co |
|
3.500 |
|
|
08/04/16 |
|
|
|
211,640 |
|
|
|
300,000 |
|
|
Lorillard Tobacco Co |
|
2.300 |
|
|
08/21/17 |
|
|
|
303,349 |
|
|
|
270,000 |
|
|
Lorillard Tobacco Co |
|
6.875 |
|
|
05/01/20 |
|
|
|
329,097 |
|
|
|
150,000 |
|
|
Molson Coors Brewing Co |
|
3.500 |
|
|
05/01/22 |
|
|
|
158,361 |
|
|
|
300,000 |
|
|
Molson Coors Brewing Co |
|
5.000 |
|
|
05/01/42 |
|
|
|
336,199 |
|
|
|
45,000 |
|
|
PepsiAmericas, Inc |
|
4.375 |
|
|
02/15/14 |
|
|
|
46,887 |
|
|
|
245,000 |
|
|
PepsiCo, Inc |
|
0.875 |
|
|
10/25/13 |
|
|
|
246,122 |
|
|
|
850,000 |
|
|
PepsiCo, Inc |
|
2.500 |
|
|
05/10/16 |
|
|
|
895,217 |
|
|
|
250,000 |
|
|
PepsiCo, Inc |
|
1.250 |
|
|
08/13/17 |
|
|
|
250,939 |
|
|
|
840,000 |
|
|
PepsiCo, Inc |
|
7.900 |
|
|
11/01/18 |
|
|
|
1,133,539 |
|
|
|
100,000 |
|
|
PepsiCo, Inc |
|
4.500 |
|
|
01/15/20 |
|
|
|
115,644 |
|
|
|
400,000 |
|
|
PepsiCo, Inc |
|
3.125 |
|
|
11/01/20 |
|
|
|
428,668 |
|
|
|
200,000 |
|
|
PepsiCo, Inc |
|
3.000 |
|
|
08/25/21 |
|
|
|
211,785 |
|
|
|
400,000 |
|
|
PepsiCo, Inc |
|
2.750 |
|
|
03/05/22 |
|
|
|
410,925 |
|
|
|
310,000 |
|
|
PepsiCo, Inc |
|
4.875 |
|
|
11/01/40 |
|
|
|
362,547 |
|
|
|
400,000 |
|
|
PepsiCo, Inc |
|
4.000 |
|
|
03/05/42 |
|
|
|
413,728 |
|
|
|
200,000 |
|
|
PepsiCo, Inc |
|
3.600 |
|
|
08/13/42 |
|
|
|
194,867 |
|
|
|
500,000 |
|
|
Philip Morris International, Inc |
|
1.125 |
|
|
08/21/17 |
|
|
|
498,403 |
|
|
|
1,300,000 |
|
|
Philip Morris International, Inc |
|
5.650 |
|
|
05/16/18 |
|
|
|
1,576,102 |
|
|
|
200,000 |
|
|
Philip Morris International, Inc |
|
2.900 |
|
|
11/15/21 |
|
|
|
208,006 |
|
|
|
200,000 |
|
|
Philip Morris International, Inc |
|
2.500 |
|
|
08/22/22 |
|
|
|
200,919 |
|
|
|
240,000 |
|
|
Philip Morris International, Inc |
|
6.375 |
|
|
05/16/38 |
|
|
|
326,812 |
|
|
|
150,000 |
|
|
Philip Morris International, Inc |
|
4.375 |
|
|
11/15/41 |
|
|
|
160,807 |
|
|
|
200,000 |
|
|
Philip Morris International, Inc |
|
4.500 |
|
|
03/20/42 |
|
|
|
217,347 |
|
|
|
150,000 |
|
|
Philip Morris International, Inc |
|
3.875 |
|
|
08/21/42 |
|
|
|
150,813 |
|
|
|
100,000 |
|
|
Ralcorp Holdings, Inc |
|
6.625 |
|
|
08/15/39 |
|
|
|
120,342 |
|
|
|
400,000 |
|
|
Reynolds American, Inc |
|
1.050 |
|
|
10/30/15 |
|
|
|
399,876 |
|
|
|
50,000 |
|
|
Reynolds American, Inc |
|
6.750 |
|
|
06/15/17 |
|
|
|
60,381 |
|
|
|
200,000 |
|
|
Reynolds American, Inc |
|
7.750 |
|
|
06/01/18 |
|
|
|
256,611 |
|
|
|
400,000 |
|
|
Reynolds American, Inc |
|
3.250 |
|
|
11/01/22 |
|
|
|
401,798 |
|
|
|
65,000 |
|
|
Reynolds American, Inc |
|
7.250 |
|
|
06/15/37 |
|
|
|
85,237 |
|
|
|
400,000 |
|
|
Reynolds American, Inc |
|
4.750 |
|
|
11/01/42 |
|
|
|
403,551 |
|
|
|
133,000 |
|
|
Sara Lee Corp |
|
4.100 |
|
|
09/15/20 |
|
|
|
140,214 |
|
|
|
400,000 |
|
|
Tyson Foods, Inc |
|
4.500 |
|
|
06/15/22 |
|
|
|
433,006 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
TOTAL FOOD, BEVERAGE & TOBACCO |
|
|
|
|
|
|
|
|
46,067,695 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
HEALTH CARE EQUIPMENT & SERVICES - 0.4% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
100,000 |
|
|
Allergan, Inc |
|
5.750 |
% |
|
04/01/16 |
|
|
$ |
115,069 |
|
|
|
250,000 |
|
|
Allergan, Inc |
|
3.375 |
|
|
09/15/20 |
|
|
|
270,402 |
|
|
|
200,000 |
|
|
AmerisourceBergen Corp |
|
5.875 |
|
|
09/15/15 |
|
|
|
226,473 |
|
|
|
100,000 |
|
|
AmerisourceBergen Corp |
|
3.500 |
|
|
11/15/21 |
|
|
|
107,339 |
|
|
|
200,000 |
|
|
Baxter International, Inc |
|
4.625 |
|
|
03/15/15 |
|
|
|
216,597 |
|
|
|
200,000 |
|
|
Baxter International, Inc |
|
5.900 |
|
|
09/01/16 |
|
|
|
235,805 |
|
|
|
420,000 |
|
|
Baxter International, Inc |
|
4.500 |
|
|
08/15/19 |
|
|
|
484,595 |
|
|
|
116,000 |
|
|
Baxter International, Inc |
|
6.250 |
|
|
12/01/37 |
|
|
|
158,638 |
|
|
|
150,000 |
|
|
Baxter International, Inc |
|
3.650 |
|
|
08/15/42 |
|
|
|
147,221 |
|
|
|
25,000 |
|
|
Becton Dickinson & Co |
|
5.000 |
|
|
05/15/19 |
|
|
|
29,633 |
|
|
|
150,000 |
|
|
Becton Dickinson & Co |
|
3.250 |
|
|
11/12/20 |
|
|
|
161,015 |
|
|
|
850,000 |
|
|
Becton Dickinson and Co |
|
3.125 |
|
|
11/08/21 |
|
|
|
908,222 |
|
|
|
100,000 |
|
|
Bio-Rad Laboratories, Inc |
|
4.875 |
|
|
12/15/20 |
|
|
|
105,725 |
|
|
|
300,000 |
|
|
Boston Scientific Corp |
|
6.400 |
|
|
06/15/16 |
|
|
|
344,841 |
|
|
|
650,000 |
|
|
Boston Scientific Corp |
|
6.000 |
|
|
01/15/20 |
|
|
|
758,194 |
|
|
|
200,000 |
|
|
Cardinal Health, Inc |
|
4.000 |
|
|
06/15/15 |
|
|
|
214,934 |
|
|
|
100,000 |
|
|
Cardinal Health, Inc |
|
4.625 |
|
|
12/15/20 |
|
|
|
113,490 |
|
|
|
100,000 |
|
|
Cardinal Health, Inc |
|
3.200 |
|
|
06/15/22 |
|
|
|
103,082 |
|
|
|
100,000 |
|
|
CareFusion Corp |
|
5.125 |
|
|
08/01/14 |
|
|
|
106,260 |
|
|
|
100,000 |
|
|
CareFusion Corp |
|
6.375 |
|
|
08/01/19 |
|
|
|
119,245 |
|
|
|
100,000 |
|
|
Coventry Health Care, Inc |
|
6.300 |
|
|
08/15/14 |
|
|
|
108,020 |
|
|
|
100,000 |
|
|
Coventry Health Care, Inc |
|
5.450 |
|
|
06/15/21 |
|
|
|
118,856 |
|
|
|
450,000 |
|
|
Covidien International Finance S.A. |
|
6.000 |
|
|
10/15/17 |
|
|
|
545,067 |
|
|
|
650,000 |
|
|
Covidien International Finance S.A. |
|
3.200 |
|
|
06/15/22 |
|
|
|
680,483 |
|
|
|
100,000 |
|
|
Covidien International Finance S.A. |
|
6.550 |
|
|
10/15/37 |
|
|
|
139,774 |
|
|
|
225,000 |
|
|
CR Bard, Inc |
|
1.375 |
|
|
01/15/18 |
|
|
|
226,188 |
|
|
|
100,000 |
|
|
CR Bard, Inc |
|
4.400 |
|
|
01/15/21 |
|
|
|
113,859 |
|
|
|
100,000 |
|
|
DENTSPLY International, Inc |
|
4.125 |
|
|
08/15/21 |
|
|
|
106,245 |
|
|
|
225,000 |
|
|
Express Scripts |
|
6.250 |
|
|
06/15/14 |
|
|
|
242,298 |
|
|
|
300,000 |
|
|
Express Scripts, Inc |
|
3.125 |
|
|
05/15/16 |
|
|
|
316,288 |
|
|
|
100,000 |
|
|
Kaiser Foundation Hospitals |
|
3.500 |
|
|
04/01/22 |
|
|
|
105,447 |
|
|
|
100,000 |
|
|
Kaiser Foundation Hospitals |
|
4.875 |
|
|
04/01/42 |
|
|
|
113,610 |
|
|
|
200,000 |
|
|
Laboratory Corp of America Holdings |
|
3.125 |
|
|
05/15/16 |
|
|
|
210,723 |
|
|
|
100,000 |
|
|
Laboratory Corp of America Holdings |
|
2.200 |
|
|
08/23/17 |
|
|
|
102,644 |
|
|
|
200,000 |
|
|
Laboratory Corp of America Holdings |
|
3.750 |
|
|
08/23/22 |
|
|
|
212,093 |
|
|
|
100,000 |
|
|
McKesson Corp |
|
0.950 |
|
|
12/04/15 |
|
|
|
100,141 |
|
|
|
430,000 |
|
|
McKesson Corp |
|
3.250 |
|
|
03/01/16 |
|
|
|
460,918 |
|
|
|
25,000 |
|
|
McKesson Corp |
|
5.700 |
|
|
03/01/17 |
|
|
|
29,535 |
|
|
|
180,000 |
|
|
McKesson Corp |
|
4.750 |
|
|
03/01/21 |
|
|
|
209,062 |
|
|
|
100,000 |
|
|
McKesson Corp |
|
2.700 |
|
|
12/15/22 |
|
|
|
100,033 |
|
|
|
100,000 |
|
|
McKesson Corp |
|
6.000 |
|
|
03/01/41 |
|
|
|
132,085 |
|
|
|
250,000 |
|
|
Medco Health Solutions, Inc |
|
2.750 |
|
|
09/15/15 |
|
|
|
260,595 |
|
|
|
250,000 |
|
|
Medco Health Solutions, Inc |
|
7.125 |
|
|
03/15/18 |
|
|
|
311,624 |
|
|
|
205,000 |
|
|
Medtronic, Inc |
|
4.750 |
|
|
09/15/15 |
|
|
|
227,160 |
|
|
|
200,000 |
|
|
Medtronic, Inc |
|
5.600 |
|
|
03/15/19 |
|
|
|
242,482 |
|
|
|
1,305,000 |
|
|
Medtronic, Inc |
|
4.450 |
|
|
03/15/20 |
|
|
|
1,515,901 |
|
|
|
200,000 |
|
|
Medtronic, Inc |
|
4.500 |
|
|
03/15/42 |
|
|
|
227,212 |
|
|
|
150,000 |
|
|
PerkinElmer, Inc |
|
5.000 |
|
|
11/15/21 |
|
|
|
166,307 |
|
|
|
235,000 |
|
|
Quest Diagnostics, Inc |
|
6.400 |
|
|
07/01/17 |
|
|
|
276,841 |
|
|
|
20,000 |
|
|
St. Jude Medical, Inc |
|
3.750 |
|
|
07/15/14 |
|
|
|
20,944 |
|
49
TIAA-CREF FUNDS - Bond Index Fund
50
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
300,000 |
|
|
Aflac, Inc |
|
4.000 |
% |
|
02/15/22 |
|
|
$ |
323,617 |
|
|
|
125,000 |
|
|
Aflac, Inc |
|
6.900 |
|
|
12/17/39 |
|
|
|
166,219 |
|
|
|
300,000 |
|
|
Alleghany Corp |
|
4.950 |
|
|
06/27/22 |
|
|
|
328,606 |
|
|
|
1,100,000 |
|
|
Allstate Corp |
|
7.450 |
|
|
05/16/19 |
|
|
|
1,442,507 |
|
|
|
175,000 |
|
|
Allstate Corp |
|
5.550 |
|
|
05/09/35 |
|
|
|
214,113 |
|
|
|
100,000 |
|
|
Allstate Corp |
|
5.200 |
|
|
01/15/42 |
|
|
|
118,684 |
|
|
|
100,000 |
|
|
American Financial Group, Inc |
|
9.875 |
|
|
06/15/19 |
|
|
|
129,824 |
|
|
|
600,000 |
|
|
American International Group, Inc |
|
3.650 |
|
|
01/15/14 |
|
|
|
616,047 |
|
|
|
700,000 |
|
|
American International Group, Inc |
|
3.800 |
|
|
03/22/17 |
|
|
|
757,634 |
|
|
|
1,350,000 |
|
|
American International Group, Inc |
|
8.250 |
|
|
08/15/18 |
|
|
|
1,773,746 |
|
|
|
900,000 |
|
|
American International Group, Inc |
|
6.400 |
|
|
12/15/20 |
|
|
|
1,116,718 |
|
|
|
900,000 |
|
|
American International Group, Inc |
|
4.875 |
|
|
06/01/22 |
|
|
|
1,027,459 |
|
|
|
500,000 |
|
|
American International Group, Inc |
|
6.250 |
|
|
05/01/36 |
|
|
|
643,185 |
|
|
|
328,000 |
|
|
American International Group, Inc |
|
6.820 |
|
|
11/15/37 |
|
|
|
442,732 |
|
|
|
200,000 |
|
|
Aon Corp |
|
3.125 |
|
|
05/27/16 |
|
|
|
210,555 |
|
|
|
50,000 |
|
|
Aon Corp |
|
5.000 |
|
|
09/30/20 |
|
|
|
57,061 |
|
|
|
200,000 |
|
|
Aon Corp |
|
6.250 |
|
|
09/30/40 |
|
|
|
259,935 |
|
|
|
100,000 |
g |
|
Aon plc |
|
4.250 |
|
|
12/12/42 |
|
|
|
95,371 |
|
|
|
100,000 |
|
|
Assurant, Inc |
|
6.750 |
|
|
02/15/34 |
|
|
|
111,421 |
|
|
|
270,000 |
|
|
AXA S.A. |
|
8.600 |
|
|
12/15/30 |
|
|
|
338,412 |
|
|
|
50,000 |
|
|
Axis Specialty Finance |
|
5.875 |
|
|
06/01/20 |
|
|
|
56,762 |
|
|
|
333,000 |
|
|
Berkshire Hathaway Finance Corp |
|
4.850 |
|
|
01/15/15 |
|
|
|
361,268 |
|
|
|
300,000 |
|
|
Berkshire Hathaway Finance Corp |
|
2.450 |
|
|
12/15/15 |
|
|
|
315,383 |
|
|
|
300,000 |
|
|
Berkshire Hathaway Finance Corp |
|
1.600 |
|
|
05/15/17 |
|
|
|
305,784 |
|
|
|
750,000 |
|
|
Berkshire Hathaway Finance Corp |
|
5.400 |
|
|
05/15/18 |
|
|
|
902,156 |
|
|
|
200,000 |
|
|
Berkshire Hathaway Finance Corp |
|
3.000 |
|
|
05/15/22 |
|
|
|
208,369 |
|
|
|
300,000 |
|
|
Berkshire Hathaway Finance Corp |
|
4.400 |
|
|
05/15/42 |
|
|
|
310,367 |
|
|
|
200,000 |
|
|
Boardwalk Pipelines LP |
|
3.375 |
|
|
02/01/23 |
|
|
|
196,431 |
|
|
|
40,000 |
|
|
Chubb Corp |
|
5.750 |
|
|
05/15/18 |
|
|
|
49,160 |
|
|
|
350,000 |
|
|
Chubb Corp |
|
6.000 |
|
|
05/11/37 |
|
|
|
456,717 |
|
|
|
300,000 |
i |
|
Chubb Corp |
|
6.375 |
|
|
03/29/67 |
|
|
|
327,000 |
|
|
|
540,000 |
|
|
CIGNA Corp |
|
5.125 |
|
|
06/15/20 |
|
|
|
616,246 |
|
|
|
400,000 |
|
|
CIGNA Corp |
|
4.500 |
|
|
03/15/21 |
|
|
|
448,068 |
|
|
|
200,000 |
|
|
CIGNA Corp |
|
5.375 |
|
|
02/15/42 |
|
|
|
232,853 |
|
|
|
200,000 |
|
|
Cincinnati Financial Corp |
|
6.920 |
|
|
05/15/28 |
|
|
|
245,356 |
|
|
|
200,000 |
|
|
CNA Financial Corp |
|
5.850 |
|
|
12/15/14 |
|
|
|
217,136 |
|
|
|
40,000 |
|
|
CNA Financial Corp |
|
6.500 |
|
|
08/15/16 |
|
|
|
46,149 |
|
|
|
200,000 |
|
|
CNA Financial Corp |
|
5.750 |
|
|
08/15/21 |
|
|
|
234,581 |
|
|
|
250,000 |
|
|
Fidelity National Financial, Inc |
|
5.500 |
|
|
09/01/22 |
|
|
|
276,706 |
|
|
|
335,000 |
|
|
Genworth Financial, Inc |
|
4.950 |
|
|
10/01/15 |
|
|
|
354,340 |
|
|
|
260,000 |
|
|
Genworth Financial, Inc |
|
7.200 |
|
|
02/15/21 |
|
|
|
280,800 |
|
|
|
300,000 |
|
|
Genworth Financial, Inc |
|
7.625 |
|
|
09/24/21 |
|
|
|
331,071 |
|
|
|
375,000 |
|
|
Hartford Financial Services Group, Inc |
|
4.000 |
|
|
03/30/15 |
|
|
|
396,257 |
|
|
|
200,000 |
|
|
Hartford Financial Services Group, Inc |
|
5.375 |
|
|
03/15/17 |
|
|
|
225,970 |
|
|
|
250,000 |
|
|
Hartford Financial Services Group, Inc |
|
5.125 |
|
|
04/15/22 |
|
|
|
288,462 |
|
|
|
330,000 |
|
|
Hartford Financial Services Group, Inc |
|
6.625 |
|
|
03/30/40 |
|
|
|
414,251 |
|
|
|
300,000 |
|
|
Humana, Inc |
|
6.450 |
|
|
06/01/16 |
|
|
|
340,761 |
|
|
|
100,000 |
|
|
Humana, Inc |
|
3.150 |
|
|
12/01/22 |
|
|
|
99,443 |
|
|
|
100,000 |
|
|
Humana, Inc |
|
8.150 |
|
|
06/15/38 |
|
|
|
141,474 |
|
|
|
200,000 |
|
|
Humana, Inc |
|
4.625 |
|
|
12/01/42 |
|
|
|
201,961 |
|
|
|
100,000 |
|
|
Infinity Property & Casualty Corp |
|
5.000 |
|
|
09/19/22 |
|
|
|
104,324 |
|
|
|
300,000 |
|
|
Lincoln National Corp |
|
4.300 |
|
|
06/15/15 |
|
|
|
322,720 |
|
51
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
200,000 |
|
|
Lincoln National Corp |
|
8.750 |
% |
|
07/01/19 |
|
|
$ |
267,459 |
|
|
|
400,000 |
|
|
Lincoln National Corp |
|
4.200 |
|
|
03/15/22 |
|
|
|
429,137 |
|
|
|
30,000 |
|
|
Lincoln National Corp |
|
6.150 |
|
|
04/07/36 |
|
|
|
35,057 |
|
|
|
150,000 |
|
|
Lincoln National Corp |
|
7.000 |
|
|
06/15/40 |
|
|
|
195,232 |
|
|
|
100,000 |
|
|
Loews Corp |
|
5.250 |
|
|
03/15/16 |
|
|
|
111,452 |
|
|
|
100,000 |
|
|
Manulife Financial Corp |
|
3.400 |
|
|
09/17/15 |
|
|
|
105,151 |
|
|
|
100,000 |
|
|
Manulife Financial Corp |
|
4.900 |
|
|
09/17/20 |
|
|
|
111,915 |
|
|
|
100,000 |
|
|
Markel Corp |
|
7.125 |
|
|
09/30/19 |
|
|
|
120,422 |
|
|
|
150,000 |
|
|
Markel Corp |
|
4.900 |
|
|
07/01/22 |
|
|
|
163,098 |
|
|
|
200,000 |
|
|
Marsh & McLennan Cos, Inc |
|
5.375 |
|
|
07/15/14 |
|
|
|
213,500 |
|
|
|
150,000 |
|
|
Marsh & McLennan Cos, Inc |
|
2.300 |
|
|
04/01/17 |
|
|
|
153,017 |
|
|
|
125,000 |
|
|
Marsh & McLennan Cos, Inc |
|
9.250 |
|
|
04/15/19 |
|
|
|
168,608 |
|
|
|
150,000 |
|
|
Marsh & McLennan Cos, Inc |
|
4.800 |
|
|
07/15/21 |
|
|
|
168,787 |
|
|
|
200,000 |
|
|
Memorial Sloan-Kettering Cancer Center |
|
4.125 |
|
|
07/01/52 |
|
|
|
197,882 |
|
|
|
280,000 |
|
|
Metlife, Inc |
|
5.000 |
|
|
06/15/15 |
|
|
|
308,251 |
|
|
|
575,000 |
|
|
Metlife, Inc |
|
6.750 |
|
|
06/01/16 |
|
|
|
680,999 |
|
|
|
175,000 |
|
|
Metlife, Inc |
|
1.756 |
|
|
12/15/17 |
|
|
|
177,755 |
|
|
|
1,050,000 |
|
|
Metlife, Inc |
|
4.750 |
|
|
02/08/21 |
|
|
|
1,219,178 |
|
|
|
700,000 |
|
|
Metlife, Inc |
|
3.048 |
|
|
12/15/22 |
|
|
|
714,047 |
|
|
|
50,000 |
|
|
Metlife, Inc |
|
6.375 |
|
|
06/15/34 |
|
|
|
65,241 |
|
|
|
405,000 |
|
|
Metlife, Inc |
|
5.700 |
|
|
06/15/35 |
|
|
|
494,485 |
|
|
|
130,000 |
|
|
Metlife, Inc |
|
5.875 |
|
|
02/06/41 |
|
|
|
164,603 |
|
|
|
200,000 |
|
|
Metlife, Inc |
|
4.125 |
|
|
08/13/42 |
|
|
|
200,027 |
|
|
|
200,000 |
|
|
Montpelier Re Holdings Ltd |
|
4.700 |
|
|
10/15/22 |
|
|
|
204,617 |
|
|
|
20,000 |
|
|
Nationwide Financial Services |
|
6.750 |
|
|
05/15/37 |
|
|
|
20,845 |
|
|
|
250,000 |
|
|
OneBeacon US Holdings, Inc |
|
4.600 |
|
|
11/09/22 |
|
|
|
257,051 |
|
|
|
100,000 |
|
|
PartnerRe Ltd |
|
5.500 |
|
|
06/01/20 |
|
|
|
111,598 |
|
|
|
100,000 |
g |
|
Primerica, Inc |
|
4.750 |
|
|
07/15/22 |
|
|
|
109,497 |
|
|
|
100,000 |
|
|
Principal Financial Group, Inc |
|
1.850 |
|
|
11/15/17 |
|
|
|
100,529 |
|
|
|
130,000 |
|
|
Principal Financial Group, Inc |
|
8.875 |
|
|
05/15/19 |
|
|
|
174,440 |
|
|
|
100,000 |
|
|
Principal Financial Group, Inc |
|
3.300 |
|
|
09/15/22 |
|
|
|
101,443 |
|
|
|
150,000 |
|
|
Principal Financial Group, Inc |
|
3.125 |
|
|
05/15/23 |
|
|
|
148,932 |
|
|
|
100,000 |
|
|
Principal Financial Group, Inc |
|
6.050 |
|
|
10/15/36 |
|
|
|
123,764 |
|
|
|
100,000 |
|
|
Principal Financial Group, Inc |
|
4.625 |
|
|
09/15/42 |
|
|
|
101,634 |
|
|
|
200,000 |
|
|
Principal Financial Group, Inc |
|
4.350 |
|
|
05/15/43 |
|
|
|
199,189 |
|
|
|
120,000 |
|
|
Progressive Corp |
|
6.250 |
|
|
12/01/32 |
|
|
|
154,413 |
|
|
|
300,000 |
i |
|
Progressive Corp |
|
6.700 |
|
|
06/15/37 |
|
|
|
324,000 |
|
|
|
100,000 |
|
|
Protective Life Corp |
|
7.375 |
|
|
10/15/19 |
|
|
|
121,553 |
|
|
|
295,000 |
|
|
Prudential Financial, Inc |
|
5.100 |
|
|
09/20/14 |
|
|
|
315,754 |
|
|
|
200,000 |
|
|
Prudential Financial, Inc |
|
4.750 |
|
|
09/17/15 |
|
|
|
219,229 |
|
|
|
300,000 |
|
|
Prudential Financial, Inc |
|
3.000 |
|
|
05/12/16 |
|
|
|
316,744 |
|
|
|
60,000 |
|
|
Prudential Financial, Inc |
|
6.100 |
|
|
06/15/17 |
|
|
|
70,771 |
|
|
|
1,020,000 |
|
|
Prudential Financial, Inc |
|
7.375 |
|
|
06/15/19 |
|
|
|
1,295,263 |
|
|
|
300,000 |
|
|
Prudential Financial, Inc |
|
4.500 |
|
|
11/16/21 |
|
|
|
337,393 |
|
|
|
400,000 |
|
|
Prudential Financial, Inc |
|
5.750 |
|
|
07/15/33 |
|
|
|
455,843 |
|
|
|
450,000 |
|
|
Prudential Financial, Inc |
|
6.200 |
|
|
11/15/40 |
|
|
|
544,321 |
|
|
|
125,000 |
i |
|
Prudential Financial, Inc |
|
5.875 |
|
|
09/15/42 |
|
|
|
131,250 |
|
|
|
500,000 |
i |
|
Prudential Financial, Inc |
|
5.625 |
|
|
06/15/43 |
|
|
|
518,150 |
|
|
|
150,000 |
|
|
Reinsurance Group of America, Inc |
|
5.625 |
|
|
03/15/17 |
|
|
|
169,429 |
|
|
|
100,000 |
|
|
Reinsurance Group of America, Inc |
|
5.000 |
|
|
06/01/21 |
|
|
|
110,110 |
|
|
|
100,000 |
|
|
StanCorp Financial Group, Inc |
|
5.000 |
|
|
08/15/22 |
|
|
|
105,091 |
|
|
|
200,000 |
|
|
Swiss Re Solutions Holding Corp |
|
6.450 |
|
|
03/01/19 |
|
|
|
232,963 |
|
52
TIAA-CREF FUNDS - Bond Index Fund
53
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
430,000 |
|
|
Alcoa, Inc |
|
6.150 |
% |
|
08/15/20 |
|
|
$ |
469,622 |
|
|
|
550,000 |
|
|
Alcoa, Inc |
|
5.400 |
|
|
04/15/21 |
|
|
|
572,447 |
|
|
|
300,000 |
|
|
Alcoa, Inc |
|
5.870 |
|
|
02/23/22 |
|
|
|
323,595 |
|
|
|
250,000 |
|
|
Alcoa, Inc |
|
5.950 |
|
|
02/01/37 |
|
|
|
241,495 |
|
|
|
100,000 |
|
|
Allegheny Technologies, Inc |
|
5.950 |
|
|
01/15/21 |
|
|
|
110,777 |
|
|
|
100,000 |
|
|
AngloGold Ashanti Holdings plc |
|
5.375 |
|
|
04/15/20 |
|
|
|
103,206 |
|
|
|
350,000 |
|
|
AngloGold Ashanti Holdings plc |
|
5.125 |
|
|
08/01/22 |
|
|
|
354,719 |
|
|
|
180,000 |
|
|
Barrick Australian Finance Pty Ltd |
|
5.950 |
|
|
10/15/39 |
|
|
|
207,889 |
|
|
|
50,000 |
|
|
Barrick Gold Corp |
|
6.950 |
|
|
04/01/19 |
|
|
|
62,211 |
|
|
|
250,000 |
|
|
Barrick Gold Corp |
|
3.850 |
|
|
04/01/22 |
|
|
|
264,631 |
|
|
|
250,000 |
|
|
Barrick Gold Corp |
|
5.250 |
|
|
04/01/42 |
|
|
|
274,936 |
|
|
|
1,500,000 |
|
|
Barrick North America Finance LLC |
|
4.400 |
|
|
05/30/21 |
|
|
|
1,644,957 |
|
|
|
110,000 |
|
|
Bemis Co, Inc |
|
5.650 |
|
|
08/01/14 |
|
|
|
117,751 |
|
|
|
100,000 |
|
|
Bemis Co, Inc |
|
6.800 |
|
|
08/01/19 |
|
|
|
119,912 |
|
|
|
200,000 |
|
|
Cabot Corp |
|
3.700 |
|
|
07/15/22 |
|
|
|
202,795 |
|
|
|
220,000 |
|
|
Celulosa Arauco y Constitucion S.A. |
|
5.625 |
|
|
04/20/15 |
|
|
|
237,806 |
|
|
|
100,000 |
|
|
Celulosa Arauco y Constitucion S.A. |
|
5.000 |
|
|
01/21/21 |
|
|
|
106,355 |
|
|
|
100,000 |
|
|
Celulosa Arauco y Constitucion S.A. |
|
4.750 |
|
|
01/11/22 |
|
|
|
104,891 |
|
|
|
350,000 |
|
|
CF Industries, Inc |
|
7.125 |
|
|
05/01/20 |
|
|
|
440,488 |
|
|
|
250,000 |
|
|
Church & Dwight Co, Inc |
|
2.875 |
|
|
10/01/22 |
|
|
|
250,818 |
|
|
|
300,000 |
|
|
Cliffs Natural Resources, Inc |
|
3.950 |
|
|
01/15/18 |
|
|
|
301,945 |
|
|
|
50,000 |
|
|
Cliffs Natural Resources, Inc |
|
4.800 |
|
|
10/01/20 |
|
|
|
49,690 |
|
|
|
200,000 |
|
|
Cliffs Natural Resources, Inc |
|
4.875 |
|
|
04/01/21 |
|
|
|
198,633 |
|
|
|
150,000 |
|
|
Cliffs Natural Resources, Inc |
|
6.250 |
|
|
10/01/40 |
|
|
|
146,243 |
|
|
|
100,000 |
|
|
Clorox Co |
|
3.800 |
|
|
11/15/21 |
|
|
|
108,900 |
|
|
|
100,000 |
|
|
Clorox Co |
|
3.050 |
|
|
09/15/22 |
|
|
|
103,104 |
|
|
|
100,000 |
|
|
Corning, Inc |
|
1.450 |
|
|
11/15/17 |
|
|
|
100,393 |
|
|
|
225,000 |
|
|
Corning, Inc |
|
4.250 |
|
|
08/15/20 |
|
|
|
251,223 |
|
|
|
100,000 |
|
|
Corning, Inc |
|
5.750 |
|
|
08/15/40 |
|
|
|
119,216 |
|
|
|
200,000 |
|
|
Corning, Inc |
|
4.750 |
|
|
03/15/42 |
|
|
|
210,618 |
|
|
|
100,000 |
|
|
Cytec Industries, Inc |
|
6.000 |
|
|
10/01/15 |
|
|
|
110,341 |
|
|
|
200,000 |
|
|
Domtar Corp |
|
4.400 |
|
|
04/01/22 |
|
|
|
202,279 |
|
|
|
100,000 |
|
|
Domtar Corp |
|
6.250 |
|
|
09/01/42 |
|
|
|
105,240 |
|
|
|
330,000 |
|
|
Dow Chemical Co |
|
5.900 |
|
|
02/15/15 |
|
|
|
364,065 |
|
|
|
591,000 |
|
|
Dow Chemical Co |
|
8.550 |
|
|
05/15/19 |
|
|
|
797,895 |
|
|
|
1,500,000 |
|
|
Dow Chemical Co |
|
4.250 |
|
|
11/15/20 |
|
|
|
1,667,569 |
|
|
|
500,000 |
|
|
Dow Chemical Co |
|
4.125 |
|
|
11/15/21 |
|
|
|
547,762 |
|
|
|
550,000 |
|
|
Dow Chemical Co |
|
3.000 |
|
|
11/15/22 |
|
|
|
548,776 |
|
|
|
350,000 |
|
|
Dow Chemical Co |
|
5.250 |
|
|
11/15/41 |
|
|
|
390,358 |
|
|
|
375,000 |
|
|
Dow Chemical Co |
|
4.375 |
|
|
11/15/42 |
|
|
|
372,568 |
|
|
|
175,000 |
|
|
Eastman Chemical Co |
|
2.400 |
|
|
06/01/17 |
|
|
|
180,818 |
|
|
|
165,000 |
|
|
Eastman Chemical Co |
|
5.500 |
|
|
11/15/19 |
|
|
|
192,693 |
|
|
|
250,000 |
|
|
Eastman Chemical Co |
|
3.600 |
|
|
08/15/22 |
|
|
|
261,831 |
|
|
|
150,000 |
|
|
Eastman Chemical Co |
|
4.800 |
|
|
09/01/42 |
|
|
|
160,452 |
|
|
|
90,000 |
|
|
EI du Pont de Nemours & Co |
|
5.250 |
|
|
12/15/16 |
|
|
|
103,960 |
|
|
|
700,000 |
|
|
EI du Pont de Nemours & Co |
|
6.000 |
|
|
07/15/18 |
|
|
|
863,894 |
|
|
|
1,420,000 |
|
|
EI du Pont de Nemours & Co |
|
4.625 |
|
|
01/15/20 |
|
|
|
1,674,029 |
|
|
|
100,000 |
|
|
FMC Corp |
|
3.950 |
|
|
02/01/22 |
|
|
|
106,156 |
|
|
|
650,000 |
|
|
Freeport-McMoRan Copper & Gold, Inc |
|
3.550 |
|
|
03/01/22 |
|
|
|
644,654 |
|
|
|
200,000 |
|
|
Georgia-Pacific LLC |
|
7.700 |
|
|
06/15/15 |
|
|
|
230,760 |
|
|
|
250,000 |
|
|
Georgia-Pacific LLC |
|
7.750 |
|
|
11/15/29 |
|
|
|
341,892 |
|
|
|
100,000 |
|
|
Hubbell, Inc |
|
3.625 |
|
|
11/15/22 |
|
|
|
107,103 |
|
54
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
200,000 |
|
|
International Paper Co |
|
7.400 |
% |
|
06/15/14 |
|
|
$ |
216,616 |
|
|
|
300,000 |
|
|
International Paper Co |
|
7.950 |
|
|
06/15/18 |
|
|
|
387,848 |
|
|
|
144,000 |
|
|
International Paper Co |
|
9.375 |
|
|
05/15/19 |
|
|
|
196,374 |
|
|
|
330,000 |
|
|
International Paper Co |
|
7.500 |
|
|
08/15/21 |
|
|
|
431,865 |
|
|
|
170,000 |
|
|
International Paper Co |
|
7.300 |
|
|
11/15/39 |
|
|
|
230,445 |
|
|
|
450,000 |
|
|
International Paper Co |
|
6.000 |
|
|
11/15/41 |
|
|
|
532,859 |
|
|
|
330,000 |
|
|
Kimberly-Clark Corp |
|
6.250 |
|
|
07/15/18 |
|
|
|
413,810 |
|
|
|
225,000 |
|
|
Kimberly-Clark Corp |
|
3.625 |
|
|
08/01/20 |
|
|
|
248,986 |
|
|
|
100,000 |
|
|
Kimberly-Clark Corp |
|
3.875 |
|
|
03/01/21 |
|
|
|
112,004 |
|
|
|
125,000 |
|
|
Kimberly-Clark Corp |
|
2.400 |
|
|
03/01/22 |
|
|
|
126,584 |
|
|
|
200,000 |
|
|
Kimberly-Clark Corp |
|
6.625 |
|
|
08/01/37 |
|
|
|
290,803 |
|
|
|
150,000 |
|
|
Kinross Gold Corp |
|
5.125 |
|
|
09/01/21 |
|
|
|
153,903 |
|
|
|
92,000 |
|
|
Lubrizol Corp |
|
8.875 |
|
|
02/01/19 |
|
|
|
128,371 |
|
|
|
150,000 |
|
|
Lubrizol Corp |
|
6.500 |
|
|
10/01/34 |
|
|
|
206,975 |
|
|
|
250,000 |
|
|
Martin Marietta Materials, Inc |
|
6.600 |
|
|
04/15/18 |
|
|
|
276,773 |
|
|
|
150,000 |
|
|
Methanex Corp |
|
3.250 |
|
|
12/15/19 |
|
|
|
150,872 |
|
|
|
200,000 |
|
|
Monsanto Co |
|
2.750 |
|
|
04/15/16 |
|
|
|
211,502 |
|
|
|
100,000 |
|
|
Monsanto Co |
|
2.200 |
|
|
07/15/22 |
|
|
|
99,182 |
|
|
|
150,000 |
|
|
Monsanto Co |
|
5.500 |
|
|
08/15/25 |
|
|
|
188,315 |
|
|
|
100,000 |
|
|
Monsanto Co |
|
3.600 |
|
|
07/15/42 |
|
|
|
99,566 |
|
|
|
100,000 |
g |
|
NewMarket Corp |
|
4.100 |
|
|
12/15/22 |
|
|
|
101,751 |
|
|
|
200,000 |
|
|
Newmont Mining Corp |
|
5.125 |
|
|
10/01/19 |
|
|
|
230,567 |
|
|
|
300,000 |
|
|
Newmont Mining Corp |
|
3.500 |
|
|
03/15/22 |
|
|
|
309,409 |
|
|
|
298,000 |
|
|
Newmont Mining Corp |
|
5.875 |
|
|
04/01/35 |
|
|
|
340,413 |
|
|
|
135,000 |
|
|
Newmont Mining Corp |
|
6.250 |
|
|
10/01/39 |
|
|
|
162,586 |
|
|
|
300,000 |
|
|
Newmont Mining Corp |
|
4.875 |
|
|
03/15/42 |
|
|
|
308,974 |
|
|
|
100,000 |
|
|
Nucor Corp |
|
5.750 |
|
|
12/01/17 |
|
|
|
119,964 |
|
|
|
130,000 |
|
|
Nucor Corp |
|
5.850 |
|
|
06/01/18 |
|
|
|
158,407 |
|
|
|
300,000 |
|
|
Nucor Corp |
|
4.125 |
|
|
09/15/22 |
|
|
|
331,777 |
|
|
|
43,000 |
|
|
Owens Corning |
|
9.000 |
|
|
06/15/19 |
|
|
|
53,738 |
|
|
|
200,000 |
|
|
Owens Corning |
|
4.200 |
|
|
12/15/22 |
|
|
|
203,397 |
|
|
|
150,000 |
|
|
Packaging Corp of America |
|
3.900 |
|
|
06/15/22 |
|
|
|
155,333 |
|
|
|
100,000 |
|
|
Plum Creek Timberlands LP |
|
4.700 |
|
|
03/15/21 |
|
|
|
111,151 |
|
|
|
300,000 |
|
|
Plum Creek Timberlands LP |
|
3.250 |
|
|
03/15/23 |
|
|
|
294,982 |
|
|
|
650,000 |
|
|
Potash Corp of Saskatchewan, Inc |
|
4.875 |
|
|
03/30/20 |
|
|
|
747,196 |
|
|
|
150,000 |
|
|
PPG Industries, Inc |
|
2.700 |
|
|
08/15/22 |
|
|
|
148,540 |
|
|
|
150,000 |
|
|
PPG Industries, Inc |
|
6.650 |
|
|
03/15/18 |
|
|
|
186,241 |
|
|
|
300,000 |
|
|
PPG Industries, Inc |
|
3.600 |
|
|
11/15/20 |
|
|
|
323,517 |
|
|
|
405,000 |
|
|
Praxair, Inc |
|
5.250 |
|
|
11/15/14 |
|
|
|
440,212 |
|
|
|
440,000 |
|
|
Praxair, Inc |
|
3.250 |
|
|
09/15/15 |
|
|
|
469,698 |
|
|
|
200,000 |
|
|
Praxair, Inc |
|
1.050 |
|
|
11/07/17 |
|
|
|
200,037 |
|
|
|
250,000 |
|
|
Praxair, Inc |
|
2.200 |
|
|
08/15/22 |
|
|
|
244,755 |
|
|
|
625,000 |
|
|
Praxair, Inc |
|
3.550 |
|
|
11/07/42 |
|
|
|
605,485 |
|
|
|
500,000 |
|
|
Precision Castparts Corp |
|
1.250 |
|
|
01/15/18 |
|
|
|
500,825 |
|
|
|
275,000 |
|
|
Precision Castparts Corp |
|
2.500 |
|
|
01/15/23 |
|
|
|
276,762 |
|
|
|
100,000 |
|
|
Precision Castparts Corp |
|
3.900 |
|
|
01/15/43 |
|
|
|
102,588 |
|
|
|
150,000 |
|
|
Rio Tinto Finance USA Ltd |
|
2.500 |
|
|
05/20/16 |
|
|
|
156,590 |
|
|
|
1,500,000 |
|
|
Rio Tinto Finance USA Ltd |
|
6.500 |
|
|
07/15/18 |
|
|
|
1,872,183 |
|
|
|
570,000 |
|
|
Rio Tinto Finance USA Ltd |
|
3.500 |
|
|
11/02/20 |
|
|
|
604,210 |
|
|
|
200,000 |
|
|
Rio Tinto Finance USA Ltd |
|
4.125 |
|
|
05/20/21 |
|
|
|
220,990 |
|
|
|
200,000 |
|
|
Rio Tinto Finance USA Ltd |
|
3.750 |
|
|
09/20/21 |
|
|
|
213,860 |
|
|
|
250,000 |
|
|
Rio Tinto Finance USA Ltd |
|
7.125 |
|
|
07/15/28 |
|
|
|
338,894 |
|
55
TIAA-CREF FUNDS - Bond Index Fund
56
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
250,000 |
|
|
DIRECTV Holdings LLC |
|
3.800 |
% |
|
03/15/22 |
|
|
$ |
257,914 |
|
|
|
145,000 |
|
|
DIRECTV Holdings LLC |
|
6.000 |
|
|
08/15/40 |
|
|
|
160,889 |
|
|
|
100,000 |
|
|
DIRECTV Holdings LLC |
|
6.375 |
|
|
03/01/41 |
|
|
|
115,722 |
|
|
|
250,000 |
|
|
DIRECTV Holdings LLC |
|
5.150 |
|
|
03/15/42 |
|
|
|
252,858 |
|
|
|
500,000 |
|
|
Discovery Communications LLC |
|
3.300 |
|
|
05/15/22 |
|
|
|
513,559 |
|
|
|
100,000 |
|
|
Discovery Communications LLC |
|
4.950 |
|
|
05/15/42 |
|
|
|
106,880 |
|
|
|
350,000 |
|
|
Grupo Televisa S.A. |
|
6.625 |
|
|
03/18/25 |
|
|
|
451,974 |
|
|
|
348,000 |
|
|
Historic TW, Inc |
|
6.625 |
|
|
05/15/29 |
|
|
|
444,070 |
|
|
|
100,000 |
|
|
Interpublic Group of Cos, Inc |
|
6.250 |
|
|
11/15/14 |
|
|
|
108,250 |
|
|
|
300,000 |
|
|
Interpublic Group of Cos, Inc |
|
2.250 |
|
|
11/15/17 |
|
|
|
295,683 |
|
|
|
100,000 |
|
|
Interpublic Group of Cos, Inc |
|
4.000 |
|
|
03/15/22 |
|
|
|
103,533 |
|
|
|
235,000 |
|
|
NBC Universal Media LLC |
|
3.650 |
|
|
04/30/15 |
|
|
|
249,997 |
|
|
|
585,000 |
|
|
NBC Universal Media LLC |
|
5.150 |
|
|
04/30/20 |
|
|
|
693,491 |
|
|
|
820,000 |
|
|
NBC Universal Media LLC |
|
4.375 |
|
|
04/01/21 |
|
|
|
921,140 |
|
|
|
375,000 |
|
|
NBC Universal Media LLC |
|
2.875 |
|
|
01/15/23 |
|
|
|
376,596 |
|
|
|
95,000 |
|
|
NBC Universal Media LLC |
|
6.400 |
|
|
04/30/40 |
|
|
|
121,896 |
|
|
|
150,000 |
|
|
NBC Universal Media LLC |
|
5.950 |
|
|
04/01/41 |
|
|
|
183,905 |
|
|
|
900,000 |
|
|
NBC Universal Media LLC |
|
4.450 |
|
|
01/15/43 |
|
|
|
911,373 |
|
|
|
355,000 |
|
|
News America, Inc |
|
7.250 |
|
|
05/18/18 |
|
|
|
446,920 |
|
|
|
600,000 |
|
|
News America, Inc |
|
4.500 |
|
|
02/15/21 |
|
|
|
685,467 |
|
|
|
350,000 |
g |
|
News America, Inc |
|
3.000 |
|
|
09/15/22 |
|
|
|
351,575 |
|
|
|
1,325,000 |
|
|
News America, Inc |
|
6.200 |
|
|
12/15/34 |
|
|
|
1,604,771 |
|
|
|
700,000 |
|
|
News America, Inc |
|
6.150 |
|
|
02/15/41 |
|
|
|
886,608 |
|
|
|
200,000 |
|
|
Omnicom Group, Inc |
|
5.900 |
|
|
04/15/16 |
|
|
|
227,975 |
|
|
|
200,000 |
|
|
Omnicom Group, Inc |
|
4.450 |
|
|
08/15/20 |
|
|
|
222,547 |
|
|
|
400,000 |
|
|
Omnicom Group, Inc |
|
3.625 |
|
|
05/01/22 |
|
|
|
416,688 |
|
|
|
500,000 |
|
|
Time Warner Cable, Inc |
|
5.850 |
|
|
05/01/17 |
|
|
|
590,659 |
|
|
|
170,000 |
|
|
Time Warner Cable, Inc |
|
6.750 |
|
|
07/01/18 |
|
|
|
212,361 |
|
|
|
910,000 |
|
|
Time Warner Cable, Inc |
|
8.750 |
|
|
02/14/19 |
|
|
|
1,227,736 |
|
|
|
1,100,000 |
|
|
Time Warner Cable, Inc |
|
8.250 |
|
|
04/01/19 |
|
|
|
1,463,811 |
|
|
|
800,000 |
|
|
Time Warner Cable, Inc |
|
4.000 |
|
|
09/01/21 |
|
|
|
878,132 |
|
|
|
500,000 |
|
|
Time Warner Cable, Inc |
|
6.550 |
|
|
05/01/37 |
|
|
|
618,607 |
|
|
|
175,000 |
|
|
Time Warner Cable, Inc |
|
6.750 |
|
|
06/15/39 |
|
|
|
221,965 |
|
|
|
690,000 |
|
|
Time Warner Cable, Inc |
|
5.875 |
|
|
11/15/40 |
|
|
|
803,985 |
|
|
|
300,000 |
|
|
Time Warner Cable, Inc |
|
5.500 |
|
|
09/01/41 |
|
|
|
333,800 |
|
|
|
250,000 |
|
|
Time Warner Cable, Inc |
|
4.500 |
|
|
09/15/42 |
|
|
|
243,812 |
|
|
|
490,000 |
|
|
Time Warner, Inc |
|
3.150 |
|
|
07/15/15 |
|
|
|
518,173 |
|
|
|
628,000 |
|
|
Time Warner, Inc |
|
5.875 |
|
|
11/15/16 |
|
|
|
735,320 |
|
|
|
450,000 |
|
|
Time Warner, Inc |
|
4.750 |
|
|
03/29/21 |
|
|
|
517,145 |
|
|
|
1,400,000 |
|
|
Time Warner, Inc |
|
3.400 |
|
|
06/15/22 |
|
|
|
1,460,311 |
|
|
|
785,000 |
|
|
Time Warner, Inc |
|
6.500 |
|
|
11/15/36 |
|
|
|
981,917 |
|
|
|
350,000 |
|
|
Time Warner, Inc |
|
6.100 |
|
|
07/15/40 |
|
|
|
423,751 |
|
|
|
150,000 |
|
|
Time Warner, Inc |
|
6.250 |
|
|
03/29/41 |
|
|
|
185,206 |
|
|
|
400,000 |
|
|
Time Warner, Inc |
|
4.900 |
|
|
06/15/42 |
|
|
|
429,099 |
|
|
|
406,000 |
|
|
Viacom, Inc |
|
4.375 |
|
|
09/15/14 |
|
|
|
430,163 |
|
|
|
300,000 |
|
|
Viacom, Inc |
|
1.250 |
|
|
02/27/15 |
|
|
|
302,929 |
|
|
|
400,000 |
|
|
Viacom, Inc |
|
3.875 |
|
|
12/15/21 |
|
|
|
435,946 |
|
|
|
500,000 |
|
|
Viacom, Inc |
|
3.125 |
|
|
06/15/22 |
|
|
|
511,900 |
|
|
|
200,000 |
|
|
Viacom, Inc |
|
4.500 |
|
|
02/27/42 |
|
|
|
197,302 |
|
|
|
504,000 |
g |
|
Viacom, Inc |
|
4.375 |
|
|
03/15/43 |
|
|
|
495,788 |
|
|
|
261,000 |
|
|
WPP Finance 2010 |
|
4.750 |
|
|
11/21/21 |
|
|
|
282,688 |
|
|
|
300,000 |
|
|
WPP Finance 2010 |
|
3.625 |
|
|
09/07/22 |
|
|
|
298,400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL MEDIA |
|
|
|
|
|
|
|
|
38,368,877 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
57
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.1% |
|
|
|
|
|
|
|
|
|
|
|||||
|
$1,700,000 |
g |
|
AbbVie, Inc |
|
1.200 |
% |
|
11/06/15 |
|
|
$ |
1,711,358 |
|
|
|
800,000 |
g |
|
AbbVie, Inc |
|
1.750 |
|
|
11/06/17 |
|
|
|
808,702 |
|
|
|
700,000 |
g |
|
AbbVie, Inc |
|
2.000 |
|
|
11/06/18 |
|
|
|
709,048 |
|
|
|
925,000 |
g |
|
AbbVie, Inc |
|
2.900 |
|
|
11/06/22 |
|
|
|
942,002 |
|
|
|
1,075,000 |
g |
|
AbbVie, Inc |
|
4.400 |
|
|
11/06/42 |
|
|
|
1,142,869 |
|
|
|
300,000 |
|
|
Amgen, Inc |
|
2.500 |
|
|
11/15/16 |
|
|
|
315,202 |
|
|
|
300,000 |
|
|
Amgen, Inc |
|
2.125 |
|
|
05/15/17 |
|
|
|
310,782 |
|
|
|
550,000 |
|
|
Amgen, Inc |
|
5.850 |
|
|
06/01/17 |
|
|
|
651,329 |
|
|
|
75,000 |
|
|
Amgen, Inc |
|
4.500 |
|
|
03/15/20 |
|
|
|
85,323 |
|
|
|
250,000 |
|
|
Amgen, Inc |
|
3.450 |
|
|
10/01/20 |
|
|
|
267,604 |
|
|
|
700,000 |
|
|
Amgen, Inc |
|
4.100 |
|
|
06/15/21 |
|
|
|
775,489 |
|
|
|
500,000 |
|
|
Amgen, Inc |
|
3.625 |
|
|
05/15/22 |
|
|
|
537,323 |
|
|
|
500,000 |
|
|
Amgen, Inc |
|
6.375 |
|
|
06/01/37 |
|
|
|
628,994 |
|
|
|
700,000 |
|
|
Amgen, Inc |
|
6.400 |
|
|
02/01/39 |
|
|
|
906,261 |
|
|
|
150,000 |
|
|
Amgen, Inc |
|
4.950 |
|
|
10/01/41 |
|
|
|
165,357 |
|
|
|
400,000 |
|
|
Amgen, Inc |
|
5.150 |
|
|
11/15/41 |
|
|
|
450,146 |
|
|
|
300,000 |
|
|
Amgen, Inc |
|
5.375 |
|
|
05/15/43 |
|
|
|
353,708 |
|
|
|
900,000 |
g |
|
Aristotle Holding, Inc |
|
2.750 |
|
|
11/21/14 |
|
|
|
928,436 |
|
|
|
150,000 |
g |
|
Aristotle Holding, Inc |
|
3.500 |
|
|
11/15/16 |
|
|
|
160,375 |
|
|
|
300,000 |
g |
|
Aristotle Holding, Inc |
|
2.650 |
|
|
02/15/17 |
|
|
|
311,817 |
|
|
|
250,000 |
g |
|
Aristotle Holding, Inc |
|
4.750 |
|
|
11/15/21 |
|
|
|
283,706 |
|
|
|
525,000 |
g |
|
Aristotle Holding, Inc |
|
3.900 |
|
|
02/15/22 |
|
|
|
566,082 |
|
|
|
150,000 |
g |
|
Aristotle Holding, Inc |
|
6.125 |
|
|
11/15/41 |
|
|
|
191,356 |
|
|
|
800,000 |
|
|
AstraZeneca plc |
|
5.900 |
|
|
09/15/17 |
|
|
|
972,020 |
|
|
|
250,000 |
|
|
AstraZeneca plc |
|
1.950 |
|
|
09/18/19 |
|
|
|
253,374 |
|
|
|
500,000 |
|
|
AstraZeneca plc |
|
6.450 |
|
|
09/15/37 |
|
|
|
677,170 |
|
|
|
450,000 |
|
|
AstraZeneca plc |
|
4.000 |
|
|
09/18/42 |
|
|
|
455,155 |
|
|
|
100,000 |
|
|
Biogen Idec, Inc |
|
6.875 |
|
|
03/01/18 |
|
|
|
123,867 |
|
|
|
250,000 |
|
|
Bristol-Myers Squibb Co |
|
0.875 |
|
|
08/01/17 |
|
|
|
247,539 |
|
|
|
300,000 |
|
|
Bristol-Myers Squibb Co |
|
5.450 |
|
|
05/01/18 |
|
|
|
362,401 |
|
|
|
303,000 |
|
|
Bristol-Myers Squibb Co |
|
6.125 |
|
|
05/01/38 |
|
|
|
406,448 |
|
|
|
250,000 |
|
|
Bristol-Myers Squibb Co |
|
3.250 |
|
|
08/01/42 |
|
|
|
228,859 |
|
|
|
200,000 |
|
|
Eli Lilly & Co |
|
4.200 |
|
|
03/06/14 |
|
|
|
208,655 |
|
|
|
375,000 |
|
|
Eli Lilly & Co |
|
5.200 |
|
|
03/15/17 |
|
|
|
437,662 |
|
|
|
200,000 |
|
|
Eli Lilly & Co |
|
7.125 |
|
|
06/01/25 |
|
|
|
283,269 |
|
|
|
250,000 |
|
|
Eli Lilly & Co |
|
5.550 |
|
|
03/15/37 |
|
|
|
313,127 |
|
|
|
125,000 |
|
|
Genentech, Inc |
|
4.750 |
|
|
07/15/15 |
|
|
|
137,853 |
|
|
|
100,000 |
|
|
Genentech, Inc |
|
5.250 |
|
|
07/15/35 |
|
|
|
120,556 |
|
|
|
275,000 |
|
|
Genzyme Corp |
|
3.625 |
|
|
06/15/15 |
|
|
|
294,637 |
|
|
|
100,000 |
|
|
Gilead Sciences, Inc |
|
2.400 |
|
|
12/01/14 |
|
|
|
103,123 |
|
|
|
600,000 |
|
|
Gilead Sciences, Inc |
|
4.500 |
|
|
04/01/21 |
|
|
|
685,712 |
|
|
|
350,000 |
|
|
Gilead Sciences, Inc |
|
4.400 |
|
|
12/01/21 |
|
|
|
398,987 |
|
|
|
100,000 |
|
|
Gilead Sciences, Inc |
|
5.650 |
|
|
12/01/41 |
|
|
|
124,229 |
|
|
|
400,000 |
|
|
GlaxoSmithKline Capital, Inc |
|
4.375 |
|
|
04/15/14 |
|
|
|
419,795 |
|
|
|
1,045,000 |
|
|
GlaxoSmithKline Capital, Inc |
|
5.650 |
|
|
05/15/18 |
|
|
|
1,272,856 |
|
|
|
350,000 |
|
|
GlaxoSmithKline Capital, Inc |
|
5.375 |
|
|
04/15/34 |
|
|
|
425,659 |
|
|
|
443,000 |
|
|
GlaxoSmithKline Capital, Inc |
|
6.375 |
|
|
05/15/38 |
|
|
|
611,981 |
|
|
|
500,000 |
|
|
Hospira, Inc |
|
6.050 |
|
|
03/30/17 |
|
|
|
580,481 |
|
|
|
100,000 |
|
|
Hospira, Inc |
|
5.600 |
|
|
09/15/40 |
|
|
|
105,464 |
|
58
TIAA-CREF FUNDS - Bond Index Fund
59
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
80,000 |
|
|
Boston Properties LP |
|
5.875 |
% |
|
10/15/19 |
|
|
$ |
95,393 |
|
|
|
175,000 |
|
|
Boston Properties LP |
|
4.125 |
|
|
05/15/21 |
|
|
|
190,196 |
|
|
|
500,000 |
|
|
Boston Properties LP |
|
3.850 |
|
|
02/01/23 |
|
|
|
525,242 |
|
|
|
115,000 |
|
|
Brandywine Operating Partnership LP |
|
5.700 |
|
|
05/01/17 |
|
|
|
130,224 |
|
|
|
200,000 |
|
|
Brandywine Operating Partnership LP |
|
3.950 |
|
|
02/15/23 |
|
|
|
198,236 |
|
|
|
250,000 |
|
|
BRE Properties, Inc |
|
3.375 |
|
|
01/15/23 |
|
|
|
247,457 |
|
|
|
100,000 |
|
|
Camden Property Trust |
|
4.625 |
|
|
06/15/21 |
|
|
|
110,257 |
|
|
|
200,000 |
|
|
Camden Property Trust |
|
2.950 |
|
|
12/15/22 |
|
|
|
194,996 |
|
|
|
200,000 |
|
|
CommonWealth REIT |
|
6.250 |
|
|
08/15/16 |
|
|
|
219,407 |
|
|
|
100,000 |
|
|
CubeSmart LP |
|
4.800 |
|
|
07/15/22 |
|
|
|
108,611 |
|
|
|
500,000 |
|
|
DDR Corp |
|
4.625 |
|
|
07/15/22 |
|
|
|
545,676 |
|
|
|
275,000 |
|
|
Duke Realty LP |
|
5.950 |
|
|
02/15/17 |
|
|
|
314,365 |
|
|
|
200,000 |
|
|
Duke Realty LP |
|
4.375 |
|
|
06/15/22 |
|
|
|
209,718 |
|
|
|
100,000 |
|
|
Duke Realty LP |
|
3.875 |
|
|
10/15/22 |
|
|
|
101,826 |
|
|
|
100,000 |
|
|
Entertainment Properties Trust |
|
5.750 |
|
|
08/15/22 |
|
|
|
103,691 |
|
|
|
200,000 |
|
|
Equity One, Inc |
|
3.750 |
|
|
11/15/22 |
|
|
|
197,581 |
|
|
|
35,000 |
|
|
ERP Operating LP |
|
5.250 |
|
|
09/15/14 |
|
|
|
37,598 |
|
|
|
500,000 |
|
|
ERP Operating LP |
|
5.125 |
|
|
03/15/16 |
|
|
|
557,628 |
|
|
|
750,000 |
|
|
ERP Operating LP |
|
4.625 |
|
|
12/15/21 |
|
|
|
844,810 |
|
|
|
100,000 |
g |
|
Essex Portfolio LP |
|
3.625 |
|
|
08/15/22 |
|
|
|
99,828 |
|
|
|
100,000 |
|
|
Federal Realty Investment Trust |
|
3.000 |
|
|
08/01/22 |
|
|
|
98,987 |
|
|
|
150,000 |
|
|
HCP, Inc |
|
3.750 |
|
|
02/01/16 |
|
|
|
159,200 |
|
|
|
430,000 |
|
|
HCP, Inc |
|
6.000 |
|
|
01/30/17 |
|
|
|
493,962 |
|
|
|
150,000 |
|
|
HCP, Inc |
|
3.750 |
|
|
02/01/19 |
|
|
|
158,301 |
|
|
|
250,000 |
|
|
HCP, Inc |
|
2.625 |
|
|
02/01/20 |
|
|
|
249,024 |
|
|
|
150,000 |
|
|
HCP, Inc |
|
5.375 |
|
|
02/01/21 |
|
|
|
170,813 |
|
|
|
400,000 |
|
|
HCP, Inc |
|
3.150 |
|
|
08/01/22 |
|
|
|
392,004 |
|
|
|
30,000 |
|
|
HCP, Inc |
|
6.750 |
|
|
02/01/41 |
|
|
|
38,835 |
|
|
|
100,000 |
|
|
Health Care REIT, Inc |
|
3.625 |
|
|
03/15/16 |
|
|
|
105,597 |
|
|
|
200,000 |
|
|
Health Care REIT, Inc |
|
4.700 |
|
|
09/15/17 |
|
|
|
223,094 |
|
|
|
150,000 |
|
|
Health Care REIT, Inc |
|
2.250 |
|
|
03/15/18 |
|
|
|
149,874 |
|
|
|
200,000 |
|
|
Health Care REIT, Inc |
|
4.125 |
|
|
04/01/19 |
|
|
|
215,152 |
|
|
|
440,000 |
|
|
Health Care REIT, Inc |
|
6.125 |
|
|
04/15/20 |
|
|
|
515,329 |
|
|
|
300,000 |
|
|
Health Care REIT, Inc |
|
3.750 |
|
|
03/15/23 |
|
|
|
300,556 |
|
|
|
200,000 |
|
|
Health Care REIT, Inc |
|
5.125 |
|
|
03/15/43 |
|
|
|
191,960 |
|
|
|
300,000 |
|
|
Healthcare Realty Trust, Inc |
|
6.500 |
|
|
01/17/17 |
|
|
|
343,019 |
|
|
|
125,000 |
|
|
Highwoods Properties, Inc |
|
5.850 |
|
|
03/15/17 |
|
|
|
140,975 |
|
|
|
100,000 |
|
|
Highwoods Realty LP |
|
3.625 |
|
|
01/15/23 |
|
|
|
97,926 |
|
|
|
350,000 |
|
|
Hospitality Properties Trust |
|
5.125 |
|
|
02/15/15 |
|
|
|
368,145 |
|
|
|
100,000 |
|
|
Hospitality Properties Trust |
|
5.000 |
|
|
08/15/22 |
|
|
|
105,801 |
|
|
|
50,000 |
|
|
HRPT Properties Trust |
|
5.875 |
|
|
09/15/20 |
|
|
|
53,105 |
|
|
|
250,000 |
|
|
Jones Lang LaSalle, Inc |
|
4.400 |
|
|
11/15/22 |
|
|
|
255,388 |
|
|
|
35,000 |
|
|
Kilroy Realty Corp |
|
5.000 |
|
|
11/03/15 |
|
|
|
38,180 |
|
|
|
145,000 |
|
|
Kimco Realty Corp |
|
5.700 |
|
|
05/01/17 |
|
|
|
167,028 |
|
|
|
220,000 |
|
|
Liberty Property LP |
|
4.750 |
|
|
10/01/20 |
|
|
|
240,323 |
|
|
|
150,000 |
|
|
Liberty Property LP |
|
4.125 |
|
|
06/15/22 |
|
|
|
157,662 |
|
|
|
100,000 |
|
|
Liberty Property LP |
|
3.375 |
|
|
06/15/23 |
|
|
|
98,946 |
|
|
|
125,000 |
|
|
Mack-Cali Realty Corp |
|
7.750 |
|
|
08/15/19 |
|
|
|
154,911 |
|
|
|
200,000 |
|
|
Mack-Cali Realty LP |
|
2.500 |
|
|
12/15/17 |
|
|
|
202,142 |
|
|
|
150,000 |
|
|
Mack-Cali Realty LP |
|
4.500 |
|
|
04/18/22 |
|
|
|
159,981 |
|
|
|
75,000 |
|
|
National Retail Properties, Inc |
|
6.875 |
|
|
10/15/17 |
|
|
|
90,470 |
|
|
|
100,000 |
|
|
National Retail Properties, Inc |
|
3.800 |
|
|
10/15/22 |
|
|
|
101,546 |
|
60
TIAA-CREF FUNDS - Bond Index Fund
61
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
200,000 |
|
|
Kohls Corp |
|
3.250 |
% |
|
02/01/23 |
|
|
$ |
194,192 |
|
|
|
150,000 |
|
|
Kohls Corp |
|
6.000 |
|
|
01/15/33 |
|
|
|
172,913 |
|
|
|
100,000 |
|
|
Kohls Corp |
|
6.875 |
|
|
12/15/37 |
|
|
|
128,188 |
|
|
|
400,000 |
|
|
Lowes Cos, Inc |
|
2.125 |
|
|
04/15/16 |
|
|
|
414,945 |
|
|
|
200,000 |
|
|
Lowes Cos, Inc |
|
3.800 |
|
|
11/15/21 |
|
|
|
220,924 |
|
|
|
850,000 |
|
|
Lowes Cos, Inc |
|
3.120 |
|
|
04/15/22 |
|
|
|
894,767 |
|
|
|
200,000 |
|
|
Lowes Cos, Inc |
|
6.875 |
|
|
02/15/28 |
|
|
|
261,688 |
|
|
|
175,000 |
|
|
Lowes Cos, Inc |
|
5.500 |
|
|
10/15/35 |
|
|
|
213,281 |
|
|
|
150,000 |
|
|
Lowes Cos, Inc |
|
5.800 |
|
|
04/15/40 |
|
|
|
190,934 |
|
|
|
150,000 |
|
|
Lowes Cos, Inc |
|
5.125 |
|
|
11/15/41 |
|
|
|
175,925 |
|
|
|
100,000 |
|
|
Lowes Cos, Inc |
|
4.650 |
|
|
04/15/42 |
|
|
|
111,341 |
|
|
|
191,000 |
|
|
Macys Retail Holdings, Inc |
|
5.900 |
|
|
12/01/16 |
|
|
|
224,428 |
|
|
|
250,000 |
|
|
Macys Retail Holdings, Inc |
|
3.875 |
|
|
01/15/22 |
|
|
|
266,467 |
|
|
|
125,000 |
|
|
Macys Retail Holdings, Inc |
|
2.875 |
|
|
02/15/23 |
|
|
|
122,404 |
|
|
|
400,000 |
|
|
Macys Retail Holdings, Inc |
|
6.900 |
|
|
04/01/29 |
|
|
|
482,611 |
|
|
|
200,000 |
|
|
Macys Retail Holdings, Inc |
|
6.375 |
|
|
03/15/37 |
|
|
|
240,756 |
|
|
|
200,000 |
|
|
Macys Retail Holdings, Inc |
|
4.300 |
|
|
02/15/43 |
|
|
|
194,600 |
|
|
|
300,000 |
|
|
Nordstrom, Inc |
|
6.250 |
|
|
01/15/18 |
|
|
|
363,706 |
|
|
|
30,000 |
|
|
Nordstrom, Inc |
|
4.750 |
|
|
05/01/20 |
|
|
|
34,829 |
|
|
|
100,000 |
|
|
Nordstrom, Inc |
|
4.000 |
|
|
10/15/21 |
|
|
|
111,495 |
|
|
|
100,000 |
|
|
Nordstrom, Inc |
|
7.000 |
|
|
01/15/38 |
|
|
|
141,652 |
|
|
|
150,000 |
|
|
OReilly Automotive, Inc |
|
4.875 |
|
|
01/14/21 |
|
|
|
166,143 |
|
|
|
100,000 |
|
|
OReilly Automotive, Inc |
|
3.800 |
|
|
09/01/22 |
|
|
|
104,049 |
|
|
|
900,000 |
g |
|
Phillips 66 |
|
2.950 |
|
|
05/01/17 |
|
|
|
953,853 |
|
|
|
400,000 |
g |
|
Phillips 66 |
|
5.875 |
|
|
05/01/42 |
|
|
|
481,334 |
|
|
|
100,000 |
g |
|
QVC, Inc |
|
5.125 |
|
|
07/02/22 |
|
|
|
104,819 |
|
|
|
288,000 |
|
|
Staples, Inc |
|
9.750 |
|
|
01/15/14 |
|
|
|
313,112 |
|
|
|
100,000 |
|
|
Target Corp |
|
1.125 |
|
|
07/18/14 |
|
|
|
100,972 |
|
|
|
1,150,000 |
|
|
Target Corp |
|
3.875 |
|
|
07/15/20 |
|
|
|
1,289,321 |
|
|
|
150,000 |
|
|
Target Corp |
|
2.900 |
|
|
01/15/22 |
|
|
|
158,988 |
|
|
|
460,000 |
|
|
Target Corp |
|
7.000 |
|
|
07/15/31 |
|
|
|
641,341 |
|
|
|
200,000 |
|
|
Target Corp |
|
6.500 |
|
|
10/15/37 |
|
|
|
279,171 |
|
|
|
150,000 |
|
|
Target Corp |
|
7.000 |
|
|
01/15/38 |
|
|
|
220,321 |
|
|
|
550,000 |
|
|
Target Corp |
|
4.000 |
|
|
07/01/42 |
|
|
|
565,058 |
|
|
|
105,000 |
|
|
TJX Cos, Inc |
|
6.950 |
|
|
04/15/19 |
|
|
|
134,498 |
|
|
|
650,000 |
|
|
Wal-Mart Stores, Inc |
|
4.500 |
|
|
07/01/15 |
|
|
|
711,872 |
|
|
|
200,000 |
|
|
Wal-Mart Stores, Inc |
|
1.500 |
|
|
10/25/15 |
|
|
|
205,854 |
|
|
|
200,000 |
|
|
Wal-Mart Stores, Inc |
|
2.800 |
|
|
04/15/16 |
|
|
|
213,298 |
|
|
|
300,000 |
|
|
Wal-Mart Stores, Inc |
|
3.625 |
|
|
07/08/20 |
|
|
|
333,499 |
|
|
|
1,400,000 |
|
|
Wal-Mart Stores, Inc |
|
3.250 |
|
|
10/25/20 |
|
|
|
1,524,251 |
|
|
|
1,950,000 |
|
|
Wal-Mart Stores, Inc |
|
4.250 |
|
|
04/15/21 |
|
|
|
2,264,603 |
|
|
|
69,000 |
|
|
Wal-Mart Stores, Inc |
|
7.550 |
|
|
02/15/30 |
|
|
|
101,517 |
|
|
|
1,095,000 |
|
|
Wal-Mart Stores, Inc |
|
5.250 |
|
|
09/01/35 |
|
|
|
1,330,203 |
|
|
|
160,000 |
|
|
Wal-Mart Stores, Inc |
|
6.500 |
|
|
08/15/37 |
|
|
|
224,991 |
|
|
|
900,000 |
|
|
Wal-Mart Stores, Inc |
|
6.200 |
|
|
04/15/38 |
|
|
|
1,222,965 |
|
|
|
65,000 |
|
|
Wal-Mart Stores, Inc |
|
5.625 |
|
|
04/01/40 |
|
|
|
84,307 |
|
|
|
345,000 |
|
|
Wal-Mart Stores, Inc |
|
5.000 |
|
|
10/25/40 |
|
|
|
417,435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL RETAILING |
|
|
|
|
|
|
|
|
26,964,365 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.1% |
|
|
|
|
|
|
|
|
|
|
|||||
|
200,000 |
|
|
Altera Corp |
|
1.750 |
|
|
05/15/17 |
|
|
|
204,356 |
|
|
|
85,000 |
|
|
Analog Devices, Inc |
|
5.000 |
|
|
07/01/14 |
|
|
|
90,396 |
|
62
TIAA-CREF FUNDS - Bond Index Fund
63
TIAA-CREF FUNDS - Bond Index Fund
64
TIAA-CREF FUNDS - Bond Index Fund
65
TIAA-CREF FUNDS - Bond Index Fund
66
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
555,000 |
|
|
Burlington Northern Santa Fe Corp |
|
4.700 |
% |
|
10/01/19 |
|
|
$ |
639,780 |
|
|
|
150,000 |
|
|
Burlington Northern Santa Fe Corp |
|
6.150 |
|
|
05/01/37 |
|
|
|
193,645 |
|
|
|
360,000 |
|
|
Burlington Northern Santa Fe Corp |
|
5.750 |
|
|
05/01/40 |
|
|
|
443,816 |
|
|
|
300,000 |
|
|
Burlington Northern Santa Fe LLC |
|
3.050 |
|
|
03/15/22 |
|
|
|
309,601 |
|
|
|
150,000 |
|
|
Burlington Northern Santa Fe LLC |
|
3.050 |
|
|
09/01/22 |
|
|
|
155,018 |
|
|
|
250,000 |
|
|
Burlington Northern Santa Fe LLC |
|
5.050 |
|
|
03/01/41 |
|
|
|
283,808 |
|
|
|
200,000 |
|
|
Burlington Northern Santa Fe LLC |
|
4.400 |
|
|
03/15/42 |
|
|
|
209,919 |
|
|
|
150,000 |
|
|
Burlington Northern Santa Fe LLC |
|
4.375 |
|
|
09/01/42 |
|
|
|
157,655 |
|
|
|
200,000 |
|
|
Canadian National Railway Co |
|
5.550 |
|
|
05/15/18 |
|
|
|
240,286 |
|
|
|
200,000 |
|
|
Canadian National Railway Co |
|
5.550 |
|
|
03/01/19 |
|
|
|
241,420 |
|
|
|
100,000 |
|
|
Canadian National Railway Co |
|
2.850 |
|
|
12/15/21 |
|
|
|
104,872 |
|
|
|
300,000 |
|
|
Canadian National Railway Co |
|
2.250 |
|
|
11/15/22 |
|
|
|
299,048 |
|
|
|
200,000 |
|
|
Canadian National Railway Co |
|
6.900 |
|
|
07/15/28 |
|
|
|
275,849 |
|
|
|
200,000 |
|
|
Canadian National Railway Co |
|
6.250 |
|
|
08/01/34 |
|
|
|
274,463 |
|
|
|
250,000 |
|
|
Canadian National Railway Co |
|
3.500 |
|
|
11/15/42 |
|
|
|
241,264 |
|
|
|
200,000 |
|
|
Canadian Pacific Railway Co |
|
7.250 |
|
|
05/15/19 |
|
|
|
249,630 |
|
|
|
200,000 |
|
|
Canadian Pacific Railway Co |
|
7.125 |
|
|
10/15/31 |
|
|
|
262,318 |
|
|
|
100,000 |
|
|
Canadian Pacific Railway Ltd |
|
5.750 |
|
|
01/15/42 |
|
|
|
121,933 |
|
|
|
200,000 |
|
|
Carnival Corp |
|
1.875 |
|
|
12/15/17 |
|
|
|
200,272 |
|
|
|
458,085 |
|
|
Continental Airlines, Inc |
|
4.750 |
|
|
01/12/21 |
|
|
|
498,168 |
|
|
|
30,416 |
|
|
Continental Airlines, Inc |
|
5.983 |
|
|
04/19/22 |
|
|
|
33,874 |
|
|
|
200,000 |
|
|
Continental Airlines, Inc |
|
4.000 |
|
|
10/29/24 |
|
|
|
210,500 |
|
|
|
100,000 |
|
|
Con-Way, Inc |
|
7.250 |
|
|
01/15/18 |
|
|
|
115,837 |
|
|
|
850,000 |
|
|
CSX Corp |
|
7.375 |
|
|
02/01/19 |
|
|
|
1,080,851 |
|
|
|
100,000 |
|
|
CSX Corp |
|
6.000 |
|
|
10/01/36 |
|
|
|
123,860 |
|
|
|
400,000 |
|
|
CSX Corp |
|
5.500 |
|
|
04/15/41 |
|
|
|
479,274 |
|
|
|
350,000 |
|
|
CSX Corp |
|
4.400 |
|
|
03/01/43 |
|
|
|
357,357 |
|
|
|
100,000 |
|
|
CSX Corp |
|
4.100 |
|
|
03/15/44 |
|
|
|
98,714 |
|
|
|
432,622 |
|
|
Delta Air Lines, Inc |
|
5.300 |
|
|
04/15/19 |
|
|
|
476,965 |
|
|
|
200,000 |
|
|
Delta Air Lines, Inc |
|
4.750 |
|
|
05/07/20 |
|
|
|
214,000 |
|
|
|
165,000 |
|
|
Embraer Overseas Ltd |
|
6.375 |
|
|
01/15/20 |
|
|
|
190,575 |
|
|
|
100,000 |
|
|
Embraer S.A. |
|
5.150 |
|
|
06/15/22 |
|
|
|
109,500 |
|
|
|
134,000 |
|
|
FedEx Corp |
|
8.000 |
|
|
01/15/19 |
|
|
|
176,478 |
|
|
|
200,000 |
|
|
FedEx Corp |
|
2.625 |
|
|
08/01/22 |
|
|
|
198,973 |
|
|
|
200,000 |
|
|
FedEx Corp |
|
3.875 |
|
|
08/01/42 |
|
|
|
195,546 |
|
|
|
100,000 |
|
|
GATX Corp |
|
3.500 |
|
|
07/15/16 |
|
|
|
104,236 |
|
|
|
125,000 |
|
|
GATX Corp |
|
4.750 |
|
|
06/15/22 |
|
|
|
131,050 |
|
|
|
210,000 |
|
|
Norfolk Southern Corp |
|
5.750 |
|
|
04/01/18 |
|
|
|
250,794 |
|
|
|
100,000 |
|
|
Norfolk Southern Corp |
|
3.250 |
|
|
12/01/21 |
|
|
|
104,648 |
|
|
|
250,000 |
|
|
Norfolk Southern Corp |
|
3.000 |
|
|
04/01/22 |
|
|
|
256,436 |
|
|
|
1,291,000 |
g |
|
Norfolk Southern Corp |
|
2.903 |
|
|
02/15/23 |
|
|
|
1,299,514 |
|
|
|
81,000 |
|
|
Norfolk Southern Corp |
|
5.590 |
|
|
05/17/25 |
|
|
|
99,473 |
|
|
|
16,000 |
|
|
Norfolk Southern Corp |
|
4.837 |
|
|
10/01/41 |
|
|
|
17,852 |
|
|
|
250,000 |
|
|
Norfolk Southern Corp |
|
3.950 |
|
|
10/01/42 |
|
|
|
247,647 |
|
|
|
650,000 |
|
|
Northrop Grumman Corp |
|
3.500 |
|
|
03/15/21 |
|
|
|
693,132 |
|
|
|
100,000 |
|
|
Northrop Grumman Corp |
|
5.050 |
|
|
11/15/40 |
|
|
|
113,449 |
|
|
|
350,000 |
|
|
Ryder System, Inc |
|
3.150 |
|
|
03/02/15 |
|
|
|
361,481 |
|
|
|
50,000 |
|
|
Ryder System, Inc |
|
3.600 |
|
|
03/01/16 |
|
|
|
52,491 |
|
|
|
150,000 |
|
|
Ryder System, Inc |
|
2.500 |
|
|
03/01/17 |
|
|
|
152,532 |
|
|
|
150,000 |
|
|
Ryder System, Inc |
|
2.500 |
|
|
03/01/18 |
|
|
|
152,976 |
|
|
|
325,000 |
|
|
Southwest Airlines Co |
|
5.250 |
|
|
10/01/14 |
|
|
|
345,894 |
|
|
|
300,000 |
|
|
Union Pacific Corp |
|
5.750 |
|
|
11/15/17 |
|
|
|
359,680 |
|
67
TIAA-CREF FUNDS - Bond Index Fund
68
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
325,000 |
|
|
Consolidated Edison Co of New York, Inc |
|
5.700 |
% |
|
06/15/40 |
|
|
$ |
415,008 |
|
|
|
200,000 |
|
|
Consolidated Edison Co of New York, Inc |
|
4.200 |
|
|
03/15/42 |
|
|
|
213,149 |
|
|
|
105,000 |
|
|
Consolidated Natural Gas Co |
|
5.000 |
|
|
12/01/14 |
|
|
|
112,928 |
|
|
|
480,000 |
|
|
Constellation Energy Group, Inc |
|
4.550 |
|
|
06/15/15 |
|
|
|
518,088 |
|
|
|
250,000 |
|
|
Constellation Energy Group, Inc |
|
5.150 |
|
|
12/01/20 |
|
|
|
285,780 |
|
|
|
230,000 |
|
|
Consumers Energy Co |
|
6.125 |
|
|
03/15/19 |
|
|
|
287,705 |
|
|
|
150,000 |
|
|
Consumers Energy Co |
|
2.850 |
|
|
05/15/22 |
|
|
|
155,043 |
|
|
|
200,000 |
|
|
Delmarva Power & Light Co |
|
4.000 |
|
|
06/01/42 |
|
|
|
207,983 |
|
|
|
400,000 |
|
|
Detroit Edison Co |
|
3.450 |
|
|
10/01/20 |
|
|
|
438,522 |
|
|
|
100,000 |
|
|
Detroit Edison Co |
|
2.650 |
|
|
06/15/22 |
|
|
|
101,542 |
|
|
|
100,000 |
|
|
Detroit Edison Co |
|
3.950 |
|
|
06/15/42 |
|
|
|
101,326 |
|
|
|
360,000 |
|
|
Dominion Resources, Inc |
|
5.150 |
|
|
07/15/15 |
|
|
|
397,461 |
|
|
|
100,000 |
|
|
Dominion Resources, Inc |
|
1.400 |
|
|
09/15/17 |
|
|
|
100,017 |
|
|
|
1,700,000 |
|
|
Dominion Resources, Inc |
|
4.450 |
|
|
03/15/21 |
|
|
|
1,958,502 |
|
|
|
500,000 |
|
|
Dominion Resources, Inc |
|
2.750 |
|
|
09/15/22 |
|
|
|
504,412 |
|
|
|
200,000 |
|
|
Dominion Resources, Inc |
|
5.950 |
|
|
06/15/35 |
|
|
|
253,132 |
|
|
|
100,000 |
|
|
Dominion Resources, Inc |
|
4.050 |
|
|
09/15/42 |
|
|
|
98,734 |
|
|
|
790,000 |
|
|
Duke Energy Carolinas LLC |
|
5.750 |
|
|
11/15/13 |
|
|
|
825,336 |
|
|
|
125,000 |
|
|
Duke Energy Carolinas LLC |
|
4.300 |
|
|
06/15/20 |
|
|
|
142,522 |
|
|
|
600,000 |
|
|
Duke Energy Carolinas LLC |
|
3.900 |
|
|
06/15/21 |
|
|
|
673,532 |
|
|
|
733,000 |
|
|
Duke Energy Carolinas LLC |
|
6.050 |
|
|
04/15/38 |
|
|
|
960,230 |
|
|
|
500,000 |
|
|
Duke Energy Carolinas LLC |
|
4.000 |
|
|
09/30/42 |
|
|
|
503,972 |
|
|
|
746,000 |
|
|
Duke Energy Corp |
|
5.050 |
|
|
09/15/19 |
|
|
|
865,350 |
|
|
|
300,000 |
|
|
Duke Energy Corp |
|
3.050 |
|
|
08/15/22 |
|
|
|
305,365 |
|
|
|
250,000 |
|
|
Duke Energy Indiana, Inc |
|
4.200 |
|
|
03/15/42 |
|
|
|
255,338 |
|
|
|
200,000 |
|
|
El Paso Natural Gas Co |
|
5.950 |
|
|
04/15/17 |
|
|
|
231,235 |
|
|
|
100,000 |
|
|
Enbridge, Inc |
|
5.600 |
|
|
04/01/17 |
|
|
|
116,232 |
|
|
|
150,000 |
|
|
Energen Corp |
|
4.625 |
|
|
09/01/21 |
|
|
|
156,285 |
|
|
|
400,000 |
|
|
Energy Transfer Partners LP |
|
6.125 |
|
|
02/15/17 |
|
|
|
462,892 |
|
|
|
44,000 |
|
|
Energy Transfer Partners LP |
|
9.700 |
|
|
03/15/19 |
|
|
|
59,269 |
|
|
|
500,000 |
|
|
Energy Transfer Partners LP |
|
4.650 |
|
|
06/01/21 |
|
|
|
549,366 |
|
|
|
200,000 |
|
|
Energy Transfer Partners LP |
|
5.200 |
|
|
02/01/22 |
|
|
|
228,142 |
|
|
|
140,000 |
|
|
Energy Transfer Partners LP |
|
7.500 |
|
|
07/01/38 |
|
|
|
181,055 |
|
|
|
450,000 |
|
|
Energy Transfer Partners LP |
|
6.500 |
|
|
02/01/42 |
|
|
|
550,952 |
|
|
|
100,000 |
|
|
Enersis S.A. |
|
7.375 |
|
|
01/15/14 |
|
|
|
105,362 |
|
|
|
125,000 |
|
|
Entergy Arkansas, Inc |
|
3.750 |
|
|
02/15/21 |
|
|
|
136,739 |
|
|
|
200,000 |
|
|
Entergy Corp |
|
3.625 |
|
|
09/15/15 |
|
|
|
209,298 |
|
|
|
200,000 |
|
|
Entergy Corp |
|
5.125 |
|
|
09/15/20 |
|
|
|
216,897 |
|
|
|
300,000 |
|
|
Entergy Gulf States Louisiana LLC |
|
3.950 |
|
|
10/01/20 |
|
|
|
325,035 |
|
|
|
150,000 |
|
|
Entergy Louisiana LLC |
|
1.875 |
|
|
12/15/14 |
|
|
|
153,257 |
|
|
|
225,000 |
|
|
Entergy Texas, Inc |
|
7.125 |
|
|
02/01/19 |
|
|
|
282,668 |
|
|
|
75,000 |
|
|
Exelon Corp |
|
4.900 |
|
|
06/15/15 |
|
|
|
81,640 |
|
|
|
400,000 |
|
|
Exelon Generation Co LLC |
|
5.200 |
|
|
10/01/19 |
|
|
|
453,457 |
|
|
|
200,000 |
g |
|
Exelon Generation Co LLC |
|
4.250 |
|
|
06/15/22 |
|
|
|
207,957 |
|
|
|
371,000 |
g |
|
Exelon Generation Co LLC |
|
5.600 |
|
|
06/15/42 |
|
|
|
397,685 |
|
|
|
800,000 |
|
|
FirstEnergy Corp |
|
7.375 |
|
|
11/15/31 |
|
|
|
1,033,268 |
|
|
|
280,000 |
|
|
FirstEnergy Solutions Corp |
|
4.800 |
|
|
02/15/15 |
|
|
|
300,690 |
|
|
|
635,000 |
|
|
FirstEnergy Solutions Corp |
|
6.050 |
|
|
08/15/21 |
|
|
|
726,769 |
|
|
|
247,000 |
|
|
Florida Power & Light Co |
|
4.950 |
|
|
06/01/35 |
|
|
|
288,602 |
|
|
|
400,000 |
|
|
Florida Power & Light Co |
|
5.250 |
|
|
02/01/41 |
|
|
|
491,324 |
|
|
|
100,000 |
|
|
Florida Power & Light Co |
|
4.125 |
|
|
02/01/42 |
|
|
|
104,532 |
|
|
|
200,000 |
|
|
Florida Power & Light Co |
|
4.050 |
|
|
06/01/42 |
|
|
|
208,296 |
|
69
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
200,000 |
|
|
Florida Power & Light Co |
|
3.800 |
% |
|
12/15/42 |
|
|
$ |
200,569 |
|
|
|
29,000 |
|
|
Florida Power Corp |
|
5.650 |
|
|
06/15/18 |
|
|
|
35,079 |
|
|
|
100,000 |
|
|
Florida Power Corp |
|
3.100 |
|
|
08/15/21 |
|
|
|
105,052 |
|
|
|
165,000 |
|
|
Florida Power Corp |
|
6.400 |
|
|
06/15/38 |
|
|
|
222,239 |
|
|
|
300,000 |
|
|
Florida Power Corp |
|
3.850 |
|
|
11/15/42 |
|
|
|
290,966 |
|
|
|
690,000 |
|
|
FPL Group Capital, Inc |
|
2.600 |
|
|
09/01/15 |
|
|
|
718,897 |
|
|
|
40,000 |
|
|
Georgia Power Co |
|
1.300 |
|
|
09/15/13 |
|
|
|
40,238 |
|
|
|
300,000 |
|
|
Georgia Power Co |
|
0.625 |
|
|
11/15/15 |
|
|
|
299,354 |
|
|
|
900,000 |
|
|
Georgia Power Co |
|
5.700 |
|
|
06/01/17 |
|
|
|
1,079,666 |
|
|
|
177,000 |
|
|
Georgia Power Co |
|
5.950 |
|
|
02/01/39 |
|
|
|
225,995 |
|
|
|
500,000 |
|
|
Georgia Power Co |
|
4.300 |
|
|
03/15/42 |
|
|
|
524,437 |
|
|
|
50,000 |
|
|
Great Plains Energy, Inc |
|
2.750 |
|
|
08/15/13 |
|
|
|
50,518 |
|
|
|
200,000 |
|
|
Great Plains Energy, Inc |
|
4.850 |
|
|
06/01/21 |
|
|
|
220,347 |
|
|
|
200,000 |
i |
|
Great Plains Energy, Inc |
|
5.292 |
|
|
06/15/22 |
|
|
|
224,752 |
|
|
|
80,000 |
|
|
Indiana Michigan Power Co |
|
7.000 |
|
|
03/15/19 |
|
|
|
101,100 |
|
|
|
70,000 |
|
|
Integrys Energy Group, Inc |
|
4.170 |
|
|
11/01/20 |
|
|
|
78,020 |
|
|
|
100,000 |
|
|
Interstate Power & Light Co |
|
6.250 |
|
|
07/15/39 |
|
|
|
131,177 |
|
|
|
100,000 |
|
|
Kansas City Power & Light Co |
|
5.300 |
|
|
10/01/41 |
|
|
|
115,060 |
|
|
|
20,000 |
g |
|
Kansas Gas & Electric |
|
6.700 |
|
|
06/15/19 |
|
|
|
25,459 |
|
|
|
250,000 |
|
|
Kentucky Utilities Co |
|
5.125 |
|
|
11/01/40 |
|
|
|
302,963 |
|
|
|
150,000 |
|
|
Kinder Morgan Energy Partners LP |
|
3.500 |
|
|
03/01/16 |
|
|
|
160,350 |
|
|
|
400,000 |
|
|
Kinder Morgan Energy Partners LP |
|
5.950 |
|
|
02/15/18 |
|
|
|
478,925 |
|
|
|
500,000 |
|
|
Kinder Morgan Energy Partners LP |
|
9.000 |
|
|
02/01/19 |
|
|
|
673,924 |
|
|
|
100,000 |
|
|
Kinder Morgan Energy Partners LP |
|
5.800 |
|
|
03/01/21 |
|
|
|
119,683 |
|
|
|
700,000 |
|
|
Kinder Morgan Energy Partners LP |
|
3.950 |
|
|
09/01/22 |
|
|
|
748,479 |
|
|
|
350,000 |
|
|
Kinder Morgan Energy Partners LP |
|
3.450 |
|
|
02/15/23 |
|
|
|
360,465 |
|
|
|
535,000 |
|
|
Kinder Morgan Energy Partners LP |
|
6.500 |
|
|
09/01/39 |
|
|
|
657,539 |
|
|
|
300,000 |
|
|
Kinder Morgan Energy Partners LP |
|
5.625 |
|
|
09/01/41 |
|
|
|
337,085 |
|
|
|
200,000 |
|
|
Kinder Morgan Energy Partners LP |
|
5.000 |
|
|
08/15/42 |
|
|
|
211,956 |
|
|
|
320,000 |
|
|
LG&E and KU Energy LLC |
|
3.750 |
|
|
11/15/20 |
|
|
|
337,940 |
|
|
|
400,000 |
|
|
MidAmerican Energy Co |
|
4.650 |
|
|
10/01/14 |
|
|
|
426,974 |
|
|
|
350,000 |
|
|
Midamerican Energy Holdings Co |
|
5.750 |
|
|
04/01/18 |
|
|
|
421,487 |
|
|
|
1,032,000 |
|
|
Midamerican Energy Holdings Co |
|
5.950 |
|
|
05/15/37 |
|
|
|
1,274,215 |
|
|
|
300,000 |
|
|
Midamerican Energy Holdings Co |
|
6.500 |
|
|
09/15/37 |
|
|
|
398,466 |
|
|
|
450,000 |
|
|
Mississippi Power Co |
|
4.250 |
|
|
03/15/42 |
|
|
|
459,551 |
|
|
|
750,000 |
g |
|
Narragansett Electric Co |
|
4.170 |
|
|
12/10/42 |
|
|
|
743,137 |
|
|
|
85,000 |
|
|
National Fuel Gas Co |
|
5.250 |
|
|
03/01/13 |
|
|
|
85,629 |
|
|
|
100,000 |
|
|
National Fuel Gas Co |
|
4.900 |
|
|
12/01/21 |
|
|
|
110,415 |
|
|
|
820,000 |
|
|
Nevada Power Co |
|
6.500 |
|
|
08/01/18 |
|
|
|
1,030,286 |
|
|
|
45,000 |
|
|
Nevada Power Co |
|
7.125 |
|
|
03/15/19 |
|
|
|
57,699 |
|
|
|
230,000 |
|
|
Nevada Power Co |
|
5.375 |
|
|
09/15/40 |
|
|
|
275,089 |
|
|
|
700,000 |
|
|
NextEra Energy Capital Holdings, Inc |
|
1.200 |
|
|
06/01/15 |
|
|
|
704,980 |
|
|
|
500,000 |
|
|
NextEra Energy Capital Holdings, Inc |
|
4.500 |
|
|
06/01/21 |
|
|
|
555,534 |
|
|
|
235,000 |
|
|
NiSource Finance Corp |
|
5.400 |
|
|
07/15/14 |
|
|
|
250,429 |
|
|
|
350,000 |
|
|
NiSource Finance Corp |
|
6.400 |
|
|
03/15/18 |
|
|
|
421,919 |
|
|
|
150,000 |
|
|
NiSource Finance Corp |
|
6.125 |
|
|
03/01/22 |
|
|
|
179,766 |
|
|
|
400,000 |
|
|
NiSource Finance Corp |
|
3.850 |
|
|
02/15/23 |
|
|
|
411,046 |
|
|
|
100,000 |
|
|
NiSource Finance Corp |
|
5.950 |
|
|
06/15/41 |
|
|
|
115,483 |
|
|
|
200,000 |
|
|
NiSource Finance Corp |
|
5.250 |
|
|
02/15/43 |
|
|
|
211,701 |
|
|
|
150,000 |
|
|
Northern States Power Co |
|
2.150 |
|
|
08/15/22 |
|
|
|
148,118 |
|
|
|
425,000 |
|
|
Northern States Power Co |
|
5.350 |
|
|
11/01/39 |
|
|
|
531,529 |
|
|
|
200,000 |
|
|
Northern States Power Co |
|
3.400 |
|
|
08/15/42 |
|
|
|
188,428 |
|
70
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
150,000 |
|
|
NSTAR Electric Co |
|
5.625 |
% |
|
11/15/17 |
|
|
$ |
180,763 |
|
|
|
200,000 |
|
|
NSTAR Electric Co |
|
2.375 |
|
|
10/15/22 |
|
|
|
198,768 |
|
|
|
150,000 |
|
|
Oglethorpe Power Corp |
|
5.375 |
|
|
11/01/40 |
|
|
|
175,633 |
|
|
|
500,000 |
|
|
Oglethorpe Power Corp |
|
4.200 |
|
|
12/01/42 |
|
|
|
489,633 |
|
|
|
600,000 |
|
|
Ohio Power Co |
|
5.375 |
|
|
10/01/21 |
|
|
|
727,052 |
|
|
|
100,000 |
|
|
Oklahoma Gas & Electric Co |
|
5.250 |
|
|
05/15/41 |
|
|
|
120,622 |
|
|
|
220,000 |
|
|
Oncor Electric Delivery Co LLC |
|
6.375 |
|
|
01/15/15 |
|
|
|
242,796 |
|
|
|
200,000 |
|
|
Oncor Electric Delivery Co LLC |
|
6.800 |
|
|
09/01/18 |
|
|
|
248,036 |
|
|
|
150,000 |
|
|
Oncor Electric Delivery Co LLC |
|
4.100 |
|
|
06/01/22 |
|
|
|
163,490 |
|
|
|
70,000 |
|
|
Oncor Electric Delivery Co LLC |
|
7.250 |
|
|
01/15/33 |
|
|
|
91,654 |
|
|
|
100,000 |
|
|
Oncor Electric Delivery Co LLC |
|
5.250 |
|
|
09/30/40 |
|
|
|
110,557 |
|
|
|
350,000 |
|
|
Oncor Electric Delivery Co LLC |
|
4.550 |
|
|
12/01/41 |
|
|
|
354,278 |
|
|
|
150,000 |
|
|
Oncor Electric Delivery Co LLC |
|
5.300 |
|
|
06/01/42 |
|
|
|
171,494 |
|
|
|
250,000 |
|
|
ONEOK Partners LP |
|
3.250 |
|
|
02/01/16 |
|
|
|
263,759 |
|
|
|
100,000 |
|
|
ONEOK Partners LP |
|
2.000 |
|
|
10/01/17 |
|
|
|
100,831 |
|
|
|
400,000 |
|
|
ONEOK Partners LP |
|
3.375 |
|
|
10/01/22 |
|
|
|
407,618 |
|
|
|
130,000 |
|
|
ONEOK Partners LP |
|
6.650 |
|
|
10/01/36 |
|
|
|
161,199 |
|
|
|
250,000 |
|
|
ONEOK Partners LP |
|
6.850 |
|
|
10/15/37 |
|
|
|
318,471 |
|
|
|
100,000 |
|
|
ONEOK Partners LP |
|
6.125 |
|
|
02/01/41 |
|
|
|
119,891 |
|
|
|
150,000 |
|
|
ONEOK, Inc |
|
4.250 |
|
|
02/01/22 |
|
|
|
162,985 |
|
|
|
150,000 |
|
|
ONEOK, Inc |
|
6.000 |
|
|
06/15/35 |
|
|
|
174,021 |
|
|
|
355,000 |
|
|
Pacific Gas & Electric Co |
|
8.250 |
|
|
10/15/18 |
|
|
|
483,344 |
|
|
|
720,000 |
|
|
Pacific Gas & Electric Co |
|
6.050 |
|
|
03/01/34 |
|
|
|
927,650 |
|
|
|
75,000 |
|
|
Pacific Gas & Electric Co |
|
5.800 |
|
|
03/01/37 |
|
|
|
92,785 |
|
|
|
600,000 |
|
|
Pacific Gas & Electric Co |
|
5.400 |
|
|
01/15/40 |
|
|
|
718,535 |
|
|
|
400,000 |
|
|
Pacific Gas & Electric Co |
|
4.500 |
|
|
12/15/41 |
|
|
|
428,805 |
|
|
|
150,000 |
|
|
Pacific Gas & Electric Co |
|
3.750 |
|
|
08/15/42 |
|
|
|
143,421 |
|
|
|
250,000 |
|
|
PacifiCorp |
|
2.950 |
|
|
02/01/22 |
|
|
|
261,236 |
|
|
|
550,000 |
|
|
PacifiCorp |
|
6.000 |
|
|
01/15/39 |
|
|
|
729,724 |
|
|
|
150,000 |
|
|
PECO Energy Co |
|
2.375 |
|
|
09/15/22 |
|
|
|
151,284 |
|
|
|
165,000 |
|
|
Pepco Holdings, Inc |
|
2.700 |
|
|
10/01/15 |
|
|
|
170,794 |
|
|
|
350,000 |
|
|
PG&E Corp |
|
5.750 |
|
|
04/01/14 |
|
|
|
370,950 |
|
|
|
65,000 |
|
|
Potomac Electric Power Co |
|
7.900 |
|
|
12/15/38 |
|
|
|
105,341 |
|
|
|
300,000 |
|
|
PPL Capital Funding, Inc |
|
4.200 |
|
|
06/15/22 |
|
|
|
322,621 |
|
|
|
200,000 |
|
|
PPL Capital Funding, Inc |
|
3.500 |
|
|
12/01/22 |
|
|
|
203,579 |
|
|
|
200,000 |
|
|
PPL Electric Utilities Corp |
|
2.500 |
|
|
09/01/22 |
|
|
|
200,921 |
|
|
|
200,000 |
|
|
PPL Energy Supply LLC |
|
6.200 |
|
|
05/15/16 |
|
|
|
228,857 |
|
|
|
225,000 |
|
|
PPL Energy Supply LLC |
|
6.500 |
|
|
05/01/18 |
|
|
|
269,425 |
|
|
|
100,000 |
|
|
PPL Energy Supply LLC |
|
4.600 |
|
|
12/15/21 |
|
|
|
108,420 |
|
|
|
300,000 |
|
|
Progress Energy, Inc |
|
3.150 |
|
|
04/01/22 |
|
|
|
303,698 |
|
|
|
400,000 |
|
|
Progress Energy, Inc |
|
7.750 |
|
|
03/01/31 |
|
|
|
546,446 |
|
|
|
200,000 |
|
|
PSEG Power LLC |
|
5.320 |
|
|
09/15/16 |
|
|
|
226,112 |
|
|
|
335,000 |
|
|
Public Service Co of Colorado |
|
5.500 |
|
|
04/01/14 |
|
|
|
355,313 |
|
|
|
150,000 |
|
|
Public Service Co of Colorado |
|
2.250 |
|
|
09/15/22 |
|
|
|
148,884 |
|
|
|
150,000 |
|
|
Public Service Co of Colorado |
|
3.600 |
|
|
09/15/42 |
|
|
|
145,617 |
|
|
|
520,000 |
|
|
Public Service Co of Oklahoma |
|
5.150 |
|
|
12/01/19 |
|
|
|
607,096 |
|
|
|
100,000 |
|
|
Public Service Co of Oklahoma |
|
4.400 |
|
|
02/01/21 |
|
|
|
113,458 |
|
|
|
150,000 |
|
|
Public Service Co of Oklahoma |
|
6.625 |
|
|
11/15/37 |
|
|
|
194,073 |
|
|
|
220,000 |
|
|
Public Service Electric & Gas Co |
|
5.300 |
|
|
05/01/18 |
|
|
|
264,072 |
|
|
|
410,000 |
|
|
Public Service Electric & Gas Co |
|
5.375 |
|
|
11/01/39 |
|
|
|
514,475 |
|
|
|
200,000 |
|
|
Public Service Electric & Gas Co |
|
3.950 |
|
|
05/01/42 |
|
|
|
205,484 |
|
|
|
100,000 |
|
|
Public Service Electric & Gas Co |
|
3.650 |
|
|
09/01/42 |
|
|
|
98,322 |
|
71
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|
||||||||
$ |
400,000 |
|
|
Puget Energy, Inc |
|
6.000 |
% |
|
09/01/21 |
|
|
$ |
441,108 |
|
|
|
250,000 |
|
|
Puget Sound Energy, Inc |
|
5.757 |
|
|
10/01/39 |
|
|
|
316,702 |
|
|
|
100,000 |
|
|
Puget Sound Energy, Inc |
|
4.434 |
|
|
11/15/41 |
|
|
|
109,676 |
|
|
|
100,000 |
|
|
Questar Corp |
|
2.750 |
|
|
02/01/16 |
|
|
|
104,930 |
|
|
|
150,000 |
|
|
San Diego Gas & Electric Co |
|
3.000 |
|
|
08/15/21 |
|
|
|
158,813 |
|
|
|
255,000 |
|
|
San Diego Gas & Electric Co |
|
5.350 |
|
|
05/15/40 |
|
|
|
324,735 |
|
|
|
100,000 |
|
|
San Diego Gas & Electric Co |
|
3.950 |
|
|
11/15/41 |
|
|
|
103,075 |
|
|
|
250,000 |
|
|
San Diego Gas & Electric Co |
|
4.300 |
|
|
04/01/42 |
|
|
|
275,038 |
|
|
|
300,000 |
|
|
SCANA Corp |
|
4.750 |
|
|
05/15/21 |
|
|
|
329,586 |
|
|
|
100,000 |
|
|
SCANA Corp |
|
4.125 |
|
|
02/01/22 |
|
|
|
104,854 |
|
|
|
250,000 |
|
|
Scottish Power Ltd |
|
5.810 |
|
|
03/15/25 |
|
|
|
266,048 |
|
|
|
600,000 |
|
|
Sempra Energy |
|
2.000 |
|
|
03/15/14 |
|
|
|
609,078 |
|
|
|
200,000 |
|
|
Sempra Energy |
|
2.300 |
|
|
04/01/17 |
|
|
|
207,676 |
|
|
|
150,000 |
|
|
Sempra Energy |
|
2.875 |
|
|
10/01/22 |
|
|
|
150,364 |
|
|
|
260,000 |
|
|
Sempra Energy |
|
6.000 |
|
|
10/15/39 |
|
|
|
328,711 |
|
|
|
50,000 |
|
|
South Carolina Electric & Gas Co |
|
5.300 |
|
|
05/15/33 |
|
|
|
58,047 |
|
|
|
125,000 |
|
|
South Carolina Electric & Gas Co |
|
5.450 |
|
|
02/01/41 |
|
|
|
153,128 |
|
|
|
250,000 |
|
|
South Carolina Electric & Gas Co |
|
4.350 |
|
|
02/01/42 |
|
|
|
263,887 |
|
|
|
100,000 |
|
|
Southern California Edison Co |
|
5.000 |
|
|
01/15/16 |
|
|
|
112,126 |
|
|
|
250,000 |
|
|
Southern California Edison Co |
|
5.500 |
|
|
08/15/18 |
|
|
|
305,690 |
|
|
|
280,000 |
|
|
Southern California Edison Co |
|
3.875 |
|
|
06/01/21 |
|
|
|
315,922 |
|
|
|
185,000 |
|
|
Southern California Edison Co |
|
6.050 |
|
|
03/15/39 |
|
|
|
250,874 |
|
|
|
300,000 |
|
|
Southern California Edison Co |
|
4.500 |
|
|
09/01/40 |
|
|
|
338,293 |
|
|
|
500,000 |
|
|
Southern California Edison Co |
|
3.900 |
|
|
12/01/41 |
|
|
|
507,479 |
|
|
|
200,000 |
|
|
Southern California Edison Co |
|
4.050 |
|
|
03/15/42 |
|
|
|
207,900 |
|
|
|
150,000 |
|
|
Southern California Gas Co |
|
3.750 |
|
|
09/15/42 |
|
|
|
150,692 |
|
|
|
200,000 |
|
|
Southern Co |
|
2.375 |
|
|
09/15/15 |
|
|
|
208,281 |
|
|
|
100,000 |
|
|
Southern Co |
|
1.950 |
|
|
09/01/16 |
|
|
|
103,056 |
|
|
|
108,000 |
g |
|
Southern Natural Gas Co |
|
5.900 |
|
|
04/01/17 |
|
|
|
126,903 |
|
|
|
100,000 |
|
|
Southern Natural Gas Co |
|
8.000 |
|
|
03/01/32 |
|
|
|
142,593 |
|
|
|
550,000 |
|
|
Southern Natural Gas Co LLC |
|
4.400 |
|
|
06/15/21 |
|
|
|
610,003 |
|
|
|
100,000 |
|
|
Southern Power Co |
|
5.150 |
|
|
09/15/41 |
|
|
|
112,610 |
|
|
|
250,000 |
|
|
Southwest Gas Corp |
|
3.875 |
|
|
04/01/22 |
|
|
|
275,923 |
|
|
|
400,000 |
|
|
Southwestern Electric Power Co |
|
6.200 |
|
|
03/15/40 |
|
|
|
500,604 |
|
|
|
500,000 |
|
|
Southwestern Public Service Co |
|
4.500 |
|
|
08/15/41 |
|
|
|
553,828 |
|
|
|
60,000 |
|
|
Spectra Energy Capital LLC |
|
6.200 |
|
|
04/15/18 |
|
|
|
73,057 |
|
|
|
450,000 |
|
|
Spectra Energy Capital LLC |
|
8.000 |
|
|
10/01/19 |
|
|
|
594,306 |
|
|
|
150,000 |
|
|
System Energy Resources, Inc |
|
4.100 |
|
|
04/01/23 |
|
|
|
155,121 |
|
|
|
200,000 |
|
|
Tampa Electric Co |
|
5.400 |
|
|
05/15/21 |
|
|
|
246,150 |
|
|
|
100,000 |
|
|
Tampa Electric Co |
|
2.600 |
|
|
09/15/22 |
|
|
|
100,890 |
|
|
|
100,000 |
|
|
Tampa Electric Co |
|
4.100 |
|
|
06/15/42 |
|
|
|
104,850 |
|
|
|
200,000 |
|
|
TECO Finance, Inc |
|
5.150 |
|
|
03/15/20 |
|
|
|
232,627 |
|
|
|
200,000 |
|
|
Tennessee Gas Pipeline Co |
|
7.000 |
|
|
10/15/28 |
|
|
|
273,293 |
|
|
|
200,000 |
g |
|
Texas Eastern Transmission LP |
|
2.800 |
|
|
10/15/22 |
|
|
|
200,064 |
|
|
|
75,000 |
|
|
Toledo Edison Co |
|
7.250 |
|
|
05/01/20 |
|
|
|
95,337 |
|
|
|
300,000 |
|
|
Toledo Edison Co |
|
6.150 |
|
|
05/15/37 |
|
|
|
374,127 |
|
|
|
770,000 |
|
|
Total Capital S.A. |
|
3.125 |
|
|
10/02/15 |
|
|
|
819,557 |
|
|
|
200,000 |
|
|
Total Capital S.A. |
|
4.450 |
|
|
06/24/20 |
|
|
|
231,667 |
|
|
|
100,000 |
|
|
Total Capital S.A. |
|
4.125 |
|
|
01/28/21 |
|
|
|
113,310 |
|
|
|
350,000 |
|
|
TransAlta Corp |
|
6.650 |
|
|
05/15/18 |
|
|
|
402,280 |
|
|
|
300,000 |
|
|
TransAlta Corp |
|
4.500 |
|
|
11/15/22 |
|
|
|
304,138 |
|
|
|
125,000 |
|
|
Transcontinental Gas Pipe Line Co LLC |
|
4.450 |
|
|
08/01/42 |
|
|
|
128,669 |
|
72
TIAA-CREF FUNDS - Bond Index Fund
73
TIAA-CREF FUNDS - Bond Index Fund
74
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
700,000 |
|
|
Colombia Government International Bond |
|
4.375 |
% |
|
07/12/21 |
|
|
$ |
806,050 |
|
|
|
1,250,000 |
|
|
Colombia Government International Bond |
|
6.125 |
|
|
01/18/41 |
|
|
|
1,716,250 |
|
|
|
300,000 |
|
|
Development Bank of Japan |
|
5.125 |
|
|
02/01/17 |
|
|
|
349,484 |
|
|
|
450,000 |
|
|
European Bank for Reconstruction & Development |
|
3.625 |
|
|
06/17/13 |
|
|
|
456,732 |
|
|
|
50,000 |
|
|
European Bank for Reconstruction & Development |
|
1.625 |
|
|
09/03/15 |
|
|
|
51,427 |
|
|
|
1,500,000 |
|
|
European Bank for Reconstruction & Development |
|
2.500 |
|
|
03/15/16 |
|
|
|
1,583,309 |
|
|
|
1,000,000 |
|
|
European Bank for Reconstruction & Development |
|
1.375 |
|
|
10/20/16 |
|
|
|
1,022,391 |
|
|
|
1,000,000 |
|
|
European Investment Bank |
|
1.500 |
|
|
05/15/14 |
|
|
|
1,015,111 |
|
|
|
4,000,000 |
|
|
European Investment Bank |
|
1.125 |
|
|
04/15/15 |
|
|
|
4,067,588 |
|
|
|
5,000,000 |
|
|
European Investment Bank |
|
1.625 |
|
|
09/01/15 |
|
|
|
5,144,025 |
|
|
|
5,500,000 |
|
|
European Investment Bank |
|
1.375 |
|
|
10/20/15 |
|
|
|
5,623,200 |
|
|
|
4,000,000 |
|
|
European Investment Bank |
|
2.250 |
|
|
03/15/16 |
|
|
|
4,198,800 |
|
|
|
2,200,000 |
|
|
European Investment Bank |
|
1.750 |
|
|
03/15/17 |
|
|
|
2,283,318 |
|
|
|
1,000,000 |
|
|
European Investment Bank |
|
2.875 |
|
|
09/15/20 |
|
|
|
1,081,343 |
|
|
|
205,000 |
|
|
European Investment Bank |
|
4.875 |
|
|
02/15/36 |
|
|
|
243,135 |
|
|
|
95,000 |
|
|
Export Development Canada |
|
3.500 |
|
|
05/16/13 |
|
|
|
96,151 |
|
|
|
200,000 |
|
|
Export Development Canada |
|
1.500 |
|
|
05/15/14 |
|
|
|
203,342 |
|
|
|
545,000 |
|
|
Export Development Canada |
|
2.250 |
|
|
05/28/15 |
|
|
|
569,144 |
|
|
|
300,000 |
|
|
Export Development Canada |
|
0.500 |
|
|
09/15/15 |
|
|
|
300,750 |
|
|
|
250,000 |
|
|
Export Development Canada |
|
1.250 |
|
|
10/26/16 |
|
|
|
256,411 |
|
|
|
500,000 |
|
|
Export Development Canada |
|
0.750 |
|
|
12/15/17 |
|
|
|
498,950 |
|
|
|
180,000 |
|
|
Export-Import Bank of Korea |
|
8.125 |
|
|
01/21/14 |
|
|
|
193,161 |
|
|
|
250,000 |
|
|
Export-Import Bank of Korea |
|
5.875 |
|
|
01/14/15 |
|
|
|
273,369 |
|
|
|
1,090,000 |
|
|
Export-Import Bank of Korea |
|
4.125 |
|
|
09/09/15 |
|
|
|
1,172,395 |
|
|
|
300,000 |
|
|
Export-Import Bank of Korea |
|
1.250 |
|
|
11/20/15 |
|
|
|
300,499 |
|
|
|
775,000 |
|
|
Export-Import Bank of Korea |
|
5.125 |
|
|
06/29/20 |
|
|
|
890,551 |
|
|
|
300,000 |
|
|
Export-Import Bank of Korea |
|
5.000 |
|
|
04/11/22 |
|
|
|
347,029 |
|
|
|
1,590,000 |
|
|
Federative Republic of Brazil |
|
6.000 |
|
|
01/17/17 |
|
|
|
1,876,200 |
|
|
|
828,056 |
|
|
Federative Republic of Brazil |
|
8.000 |
|
|
01/15/18 |
|
|
|
961,580 |
|
|
|
100,000 |
|
|
Finland Government International Bond |
|
6.950 |
|
|
02/15/26 |
|
|
|
140,035 |
|
|
|
500,000 |
|
|
Hydro Quebec |
|
2.000 |
|
|
06/30/16 |
|
|
|
521,000 |
|
|
|
800,000 |
|
|
Hydro Quebec |
|
1.375 |
|
|
06/19/17 |
|
|
|
810,720 |
|
|
|
270,000 |
|
|
Hydro Quebec |
|
9.400 |
|
|
02/01/21 |
|
|
|
398,601 |
|
|
|
200,000 |
|
|
Hydro Quebec |
|
8.500 |
|
|
12/01/29 |
|
|
|
322,417 |
|
|
|
1,000,000 |
|
|
Inter-American Development Bank |
|
3.000 |
|
|
04/22/14 |
|
|
|
1,036,183 |
|
|
|
1,500,000 |
|
|
Inter-American Development Bank |
|
2.250 |
|
|
07/15/15 |
|
|
|
1,571,370 |
|
|
|
2,500,000 |
|
|
Inter-American Development Bank |
|
1.750 |
|
|
08/24/18 |
|
|
|
2,599,245 |
|
|
|
1,105,000 |
|
|
Inter-American Development Bank |
|
3.875 |
|
|
09/17/19 |
|
|
|
1,291,811 |
|
|
|
200,000 |
|
|
Inter-American Development Bank |
|
3.200 |
|
|
08/07/42 |
|
|
|
197,879 |
|
|
|
1,800,000 |
|
|
International Bank for Reconstruction & Development |
|
1.125 |
|
|
08/25/14 |
|
|
|
1,825,430 |
|
|
|
3,200,000 |
|
|
International Bank for Reconstruction & Development |
|
2.375 |
|
|
05/26/15 |
|
|
|
3,354,902 |
|
|
|
2,100,000 |
|
|
International Bank for Reconstruction & Development |
|
2.125 |
|
|
03/15/16 |
|
|
|
2,210,019 |
|
|
|
950,000 |
|
|
International Bank for Reconstruction & Development |
|
1.000 |
|
|
09/15/16 |
|
|
|
964,665 |
|
|
|
400,000 |
|
|
International Bank for Reconstruction & Development |
|
7.625 |
|
|
01/19/23 |
|
|
|
598,980 |
|
|
|
34,000 |
|
|
International Bank for Reconstruction & Development |
|
4.750 |
|
|
02/15/35 |
|
|
|
43,216 |
|
|
|
30,000 |
|
|
International Finance Corp |
|
3.000 |
|
|
04/22/14 |
|
|
|
31,054 |
|
|
|
1,700,000 |
|
|
International Finance Corp |
|
2.750 |
|
|
04/20/15 |
|
|
|
1,793,543 |
|
|
|
1,750,000 |
|
|
International Finance Corp |
|
1.125 |
|
|
11/23/16 |
|
|
|
1,779,830 |
|
|
|
800,000 |
|
|
Israel Government AID Bond |
|
5.500 |
|
|
09/18/23 |
|
|
|
1,054,558 |
|
|
|
400,000 |
|
|
Israel Government International Bond |
|
5.125 |
|
|
03/26/19 |
|
|
|
467,500 |
|
|
|
705,000 |
|
|
Israel Government International Bond |
|
4.000 |
|
|
06/30/22 |
|
|
|
767,569 |
|
|
|
1,000,000 |
|
|
Italian Republic |
|
2.125 |
|
|
09/16/13 |
|
|
|
1,005,690 |
|
75
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
500,000 |
|
|
Italian Republic |
|
3.125 |
% |
|
01/26/15 |
|
|
$ |
507,791 |
|
|
|
1,200,000 |
|
|
Italian Republic |
|
5.250 |
|
|
09/20/16 |
|
|
|
1,275,756 |
|
|
|
574,000 |
|
|
Italian Republic |
|
5.375 |
|
|
06/15/33 |
|
|
|
577,631 |
|
|
|
1,500,000 |
|
|
Italy Government International Bond |
|
4.750 |
|
|
01/25/16 |
|
|
|
1,571,400 |
|
|
|
430,000 |
|
|
Italy Government International Bond |
|
5.375 |
|
|
06/12/17 |
|
|
|
460,186 |
|
|
|
500,000 |
|
|
Japan Bank for International Cooperation |
|
1.875 |
|
|
09/24/15 |
|
|
|
518,569 |
|
|
|
1,900,000 |
|
|
Japan Bank for International Cooperation |
|
1.125 |
|
|
07/19/17 |
|
|
|
1,913,623 |
|
|
|
600,000 |
|
|
Japan Finance Corp |
|
2.250 |
|
|
07/13/16 |
|
|
|
631,576 |
|
|
|
700,000 |
|
|
Japan Finance Organization for Municipalities |
|
5.000 |
|
|
05/16/17 |
|
|
|
818,321 |
|
|
|
600,000 |
|
|
Korea Development Bank |
|
8.000 |
|
|
01/23/14 |
|
|
|
642,985 |
|
|
|
475,000 |
|
|
Korea Development Bank |
|
4.375 |
|
|
08/10/15 |
|
|
|
512,879 |
|
|
|
235,000 |
|
|
Korea Development Bank |
|
3.250 |
|
|
03/09/16 |
|
|
|
246,118 |
|
|
|
400,000 |
|
|
Korea Development Bank |
|
3.500 |
|
|
08/22/17 |
|
|
|
427,973 |
|
|
|
200,000 |
|
|
Korea Development Bank |
|
3.000 |
|
|
09/14/22 |
|
|
|
199,227 |
|
|
|
1,000,000 |
|
|
Mexico Government International Bond |
|
5.625 |
|
|
01/15/17 |
|
|
|
1,160,000 |
|
|
|
1,588,000 |
|
|
Mexico Government International Bond |
|
3.625 |
|
|
03/15/22 |
|
|
|
1,736,875 |
|
|
|
1,200,000 |
|
|
Mexico Government International Bond |
|
6.750 |
|
|
09/27/34 |
|
|
|
1,728,000 |
|
|
|
1,214,000 |
|
|
Mexico Government International Bond |
|
6.050 |
|
|
01/11/40 |
|
|
|
1,627,974 |
|
|
|
874,000 |
|
|
Mexico Government International Bond |
|
4.750 |
|
|
03/08/44 |
|
|
|
987,620 |
|
|
|
150,000 |
|
|
Mexico Government International Bond |
|
5.750 |
|
|
10/12/10 |
|
|
|
180,375 |
|
|
|
300,000 |
|
|
North American Development Bank |
|
2.400 |
|
|
10/26/22 |
|
|
|
302,570 |
|
|
|
800,000 |
|
|
Panama Government International Bond |
|
5.200 |
|
|
01/30/20 |
|
|
|
955,600 |
|
|
|
300,000 |
|
|
Panama Government International Bond |
|
7.125 |
|
|
01/29/26 |
|
|
|
425,250 |
|
|
|
692,000 |
|
|
Panama Government International Bond |
|
6.700 |
|
|
01/26/36 |
|
|
|
982,640 |
|
|
|
320,000 |
|
|
Peruvian Government International Bond |
|
7.125 |
|
|
03/30/19 |
|
|
|
418,880 |
|
|
|
925,000 |
|
|
Peruvian Government International Bond |
|
7.350 |
|
|
07/21/25 |
|
|
|
1,340,325 |
|
|
|
400,000 |
|
|
Peruvian Government International Bond |
|
6.550 |
|
|
03/14/37 |
|
|
|
578,000 |
|
|
|
500,000 |
|
|
Peruvian Government International Bond |
|
5.625 |
|
|
11/18/50 |
|
|
|
648,250 |
|
|
|
380,000 |
|
|
Poland Government International Bond |
|
3.875 |
|
|
07/16/15 |
|
|
|
407,550 |
|
|
|
1,985,000 |
|
|
Poland Government International Bond |
|
6.375 |
|
|
07/15/19 |
|
|
|
2,474,739 |
|
|
|
67,000 |
|
|
Poland Government International Bond |
|
5.125 |
|
|
04/21/21 |
|
|
|
79,462 |
|
|
|
390,000 |
|
|
Poland Government International Bond |
|
5.000 |
|
|
03/23/22 |
|
|
|
460,590 |
|
|
|
490,000 |
|
|
Poland Government International Bond |
|
3.000 |
|
|
03/17/23 |
|
|
|
488,775 |
|
|
|
1,055,000 |
|
|
Province of British Columbia Canada |
|
2.850 |
|
|
06/15/15 |
|
|
|
1,115,873 |
|
|
|
400,000 |
|
|
Province of British Columbia Canada |
|
1.200 |
|
|
04/25/17 |
|
|
|
407,183 |
|
|
|
200,000 |
|
|
Province of British Columbia Canada |
|
2.650 |
|
|
09/22/21 |
|
|
|
210,417 |
|
|
|
500,000 |
|
|
Province of British Columbia Canada |
|
2.000 |
|
|
10/23/22 |
|
|
|
492,714 |
|
|
|
730,000 |
|
|
Province of Manitoba Canada |
|
2.125 |
|
|
04/22/13 |
|
|
|
734,103 |
|
|
|
500,000 |
|
|
Province of Manitoba Canada |
|
1.750 |
|
|
05/30/19 |
|
|
|
508,631 |
|
|
|
200,000 |
|
|
Province of New Brunswick Canada |
|
5.200 |
|
|
02/21/17 |
|
|
|
234,380 |
|
|
|
255,000 |
|
|
Province of Nova Scotia Canada |
|
2.375 |
|
|
07/21/15 |
|
|
|
266,756 |
|
|
|
50,000 |
|
|
Province of Nova Scotia Canada |
|
5.125 |
|
|
01/26/17 |
|
|
|
58,390 |
|
|
|
200,000 |
|
|
Province of Nova Scotia Canada |
|
8.250 |
|
|
07/30/22 |
|
|
|
289,820 |
|
|
|
2,200,000 |
|
|
Province of Ontario Canada |
|
2.950 |
|
|
02/05/15 |
|
|
|
2,312,303 |
|
|
|
600,000 |
|
|
Province of Ontario Canada |
|
0.950 |
|
|
05/26/15 |
|
|
|
607,711 |
|
|
|
2,690,000 |
|
|
Province of Ontario Canada |
|
2.700 |
|
|
06/16/15 |
|
|
|
2,832,010 |
|
|
|
1,000,000 |
|
|
Province of Ontario Canada |
|
2.300 |
|
|
05/10/16 |
|
|
|
1,052,000 |
|
|
|
300,000 |
|
|
Province of Ontario Canada |
|
1.600 |
|
|
09/21/16 |
|
|
|
309,545 |
|
|
|
500,000 |
|
|
Province of Ontario Canada |
|
1.100 |
|
|
10/25/17 |
|
|
|
500,550 |
|
|
|
1,000,000 |
|
|
Province of Ontario Canada |
|
1.650 |
|
|
09/27/19 |
|
|
|
999,400 |
|
|
|
230,000 |
|
|
Province of Ontario Canada |
|
4.400 |
|
|
04/14/20 |
|
|
|
270,859 |
|
|
|
800,000 |
|
|
Province of Ontario Canada |
|
2.450 |
|
|
06/29/22 |
|
|
|
810,470 |
|
76
TIAA-CREF FUNDS - Bond Index Fund
77
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
177,694 |
i |
|
FHLMC |
|
3.630 |
% |
|
06/01/40 |
|
|
$ |
188,011 |
|
|
|
694,273 |
i |
|
FHLMC |
|
3.371 |
|
|
07/01/40 |
|
|
|
733,210 |
|
|
|
639,011 |
i |
|
FHLMC |
|
3.012 |
|
|
01/01/41 |
|
|
|
672,558 |
|
|
|
96,570 |
i |
|
FHLMC |
|
2.549 |
|
|
05/01/41 |
|
|
|
100,618 |
|
|
|
1,976,435 |
i |
|
FHLMC |
|
3.476 |
|
|
08/01/41 |
|
|
|
2,086,225 |
|
|
|
728,067 |
i |
|
FHLMC |
|
2.902 |
|
|
09/01/41 |
|
|
|
761,042 |
|
|
|
164,721 |
i |
|
FHLMC |
|
3.084 |
|
|
10/01/41 |
|
|
|
173,740 |
|
|
|
17,566 |
|
|
Federal Home Loan Mortgage Corp Gold (FGLMC) |
|
4.500 |
|
|
05/01/13 |
|
|
|
17,626 |
|
|
|
42,007 |
|
|
FGLMC |
|
5.000 |
|
|
07/01/14 |
|
|
|
45,011 |
|
|
|
6,310 |
|
|
FGLMC |
|
7.500 |
|
|
01/01/16 |
|
|
|
6,409 |
|
|
|
57 |
|
|
FGLMC |
|
7.500 |
|
|
05/01/16 |
|
|
|
61 |
|
|
|
73 |
|
|
FGLMC |
|
7.500 |
|
|
06/01/16 |
|
|
|
78 |
|
|
|
25,827 |
|
|
FGLMC |
|
5.500 |
|
|
05/01/17 |
|
|
|
27,777 |
|
|
|
52,812 |
|
|
FGLMC |
|
5.500 |
|
|
06/01/17 |
|
|
|
56,696 |
|
|
|
32,438 |
|
|
FGLMC |
|
5.000 |
|
|
12/01/17 |
|
|
|
34,899 |
|
|
|
25,920 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/17 |
|
|
|
27,698 |
|
|
|
41,974 |
|
|
FGLMC |
|
5.000 |
|
|
03/01/18 |
|
|
|
44,975 |
|
|
|
132,266 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/18 |
|
|
|
141,719 |
|
|
|
122,592 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/18 |
|
|
|
130,668 |
|
|
|
283,804 |
|
|
FGLMC |
|
4.500 |
|
|
09/01/18 |
|
|
|
308,355 |
|
|
|
207,053 |
|
|
FGLMC |
|
4.000 |
|
|
11/01/18 |
|
|
|
218,787 |
|
|
|
321,794 |
|
|
FGLMC |
|
4.500 |
|
|
01/01/19 |
|
|
|
350,838 |
|
|
|
43,899 |
|
|
FGLMC |
|
4.000 |
|
|
05/01/19 |
|
|
|
46,478 |
|
|
|
372,674 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/19 |
|
|
|
397,226 |
|
|
|
790,703 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/19 |
|
|
|
842,795 |
|
|
|
209,210 |
|
|
FGLMC |
|
4.000 |
|
|
10/01/19 |
|
|
|
221,505 |
|
|
|
83,927 |
|
|
FGLMC |
|
5.500 |
|
|
11/01/19 |
|
|
|
91,102 |
|
|
|
616,277 |
|
|
FGLMC |
|
4.500 |
|
|
12/01/19 |
|
|
|
656,877 |
|
|
|
109,257 |
|
|
FGLMC |
|
4.500 |
|
|
01/01/20 |
|
|
|
116,455 |
|
|
|
50,898 |
|
|
FGLMC |
|
4.500 |
|
|
02/01/20 |
|
|
|
55,301 |
|
|
|
2,790,751 |
|
|
FGLMC |
|
4.500 |
|
|
02/01/20 |
|
|
|
2,974,606 |
|
|
|
545,351 |
|
|
FGLMC |
|
5.000 |
|
|
05/01/20 |
|
|
|
584,303 |
|
|
|
561,578 |
|
|
FGLMC |
|
5.000 |
|
|
05/01/20 |
|
|
|
607,350 |
|
|
|
45,988 |
|
|
FGLMC |
|
4.500 |
|
|
07/01/20 |
|
|
|
49,966 |
|
|
|
529,796 |
|
|
FGLMC |
|
5.000 |
|
|
07/01/20 |
|
|
|
569,997 |
|
|
|
7,107 |
|
|
FGLMC |
|
7.000 |
|
|
10/01/20 |
|
|
|
8,280 |
|
|
|
45,391 |
|
|
FGLMC |
|
5.000 |
|
|
12/01/20 |
|
|
|
48,835 |
|
|
|
563,555 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/21 |
|
|
|
601,562 |
|
|
|
1,020,456 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/21 |
|
|
|
1,089,278 |
|
|
|
472,323 |
|
|
FGLMC |
|
5.000 |
|
|
07/01/21 |
|
|
|
508,680 |
|
|
|
66,002 |
|
|
FGLMC |
|
5.500 |
|
|
07/01/21 |
|
|
|
71,232 |
|
|
|
43,842 |
|
|
FGLMC |
|
5.000 |
|
|
10/01/22 |
|
|
|
47,087 |
|
|
|
36,557 |
|
|
FGLMC |
|
6.000 |
|
|
11/01/22 |
|
|
|
40,191 |
|
|
|
339,910 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/23 |
|
|
|
364,534 |
|
|
|
496,060 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/23 |
|
|
|
527,965 |
|
|
|
23,957 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/23 |
|
|
|
25,498 |
|
|
|
258,087 |
|
|
FGLMC |
|
5.000 |
|
|
05/01/23 |
|
|
|
277,717 |
|
|
|
454,539 |
|
|
FGLMC |
|
5.500 |
|
|
05/01/23 |
|
|
|
490,557 |
|
|
|
69,948 |
|
|
FGLMC |
|
5.000 |
|
|
10/01/23 |
|
|
|
75,016 |
|
|
|
56,442 |
|
|
FGLMC |
|
5.500 |
|
|
10/01/23 |
|
|
|
61,414 |
|
|
|
53,578 |
|
|
FGLMC |
|
5.000 |
|
|
11/01/23 |
|
|
|
57,653 |
|
|
|
115,100 |
|
|
FGLMC |
|
5.000 |
|
|
03/01/24 |
|
|
|
125,653 |
|
78
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
30,599 |
|
|
FGLMC |
|
4.500 |
% |
|
04/01/24 |
|
|
$ |
32,557 |
|
|
|
13,382 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/24 |
|
|
|
14,238 |
|
|
|
89,264 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/24 |
|
|
|
94,978 |
|
|
|
441,434 |
|
|
FGLMC |
|
4.000 |
|
|
07/01/24 |
|
|
|
466,826 |
|
|
|
783,542 |
|
|
FGLMC |
|
4.000 |
|
|
07/01/24 |
|
|
|
828,612 |
|
|
|
238,510 |
|
|
FGLMC |
|
5.500 |
|
|
07/01/24 |
|
|
|
258,900 |
|
|
|
828,457 |
|
|
FGLMC |
|
4.000 |
|
|
08/01/24 |
|
|
|
876,111 |
|
|
|
55,212 |
|
|
FGLMC |
|
4.500 |
|
|
09/01/24 |
|
|
|
58,746 |
|
|
|
25,971 |
|
|
FGLMC |
|
4.500 |
|
|
09/01/24 |
|
|
|
27,633 |
|
|
|
136,043 |
|
|
FGLMC |
|
4.500 |
|
|
09/01/24 |
|
|
|
144,750 |
|
|
|
27,153 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/24 |
|
|
|
29,622 |
|
|
|
1,000,225 |
|
|
FGLMC |
|
4.000 |
|
|
10/01/24 |
|
|
|
1,057,759 |
|
|
|
72,199 |
|
|
FGLMC |
|
4.500 |
|
|
10/01/24 |
|
|
|
78,999 |
|
|
|
33,287 |
|
|
FGLMC |
|
4.500 |
|
|
10/01/24 |
|
|
|
35,417 |
|
|
|
40,273 |
|
|
FGLMC |
|
4.500 |
|
|
11/01/24 |
|
|
|
42,851 |
|
|
|
73,310 |
|
|
FGLMC |
|
4.500 |
|
|
12/01/24 |
|
|
|
78,002 |
|
|
|
323,008 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/24 |
|
|
|
348,603 |
|
|
|
57,731 |
|
|
FGLMC |
|
4.500 |
|
|
02/01/25 |
|
|
|
61,427 |
|
|
|
1,414,569 |
|
|
FGLMC |
|
4.000 |
|
|
03/01/25 |
|
|
|
1,495,494 |
|
|
|
38,842 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/25 |
|
|
|
41,328 |
|
|
|
71,087 |
|
|
FGLMC |
|
4.500 |
|
|
07/01/25 |
|
|
|
75,637 |
|
|
|
1,332,792 |
|
|
FGLMC |
|
3.500 |
|
|
10/01/25 |
|
|
|
1,401,542 |
|
|
|
816,193 |
|
|
FGLMC |
|
4.000 |
|
|
10/01/25 |
|
|
|
863,141 |
|
|
|
1,285,391 |
|
|
FGLMC |
|
3.500 |
|
|
11/01/25 |
|
|
|
1,351,696 |
|
|
|
2,176,134 |
|
|
FGLMC |
|
3.500 |
|
|
11/01/25 |
|
|
|
2,288,387 |
|
|
|
571,478 |
|
|
FGLMC |
|
3.500 |
|
|
12/01/25 |
|
|
|
600,957 |
|
|
|
363,671 |
|
|
FGLMC |
|
3.000 |
|
|
01/01/26 |
|
|
|
382,438 |
|
|
|
3,936,988 |
|
|
FGLMC |
|
3.500 |
|
|
01/01/26 |
|
|
|
4,140,070 |
|
|
|
394,664 |
|
|
FGLMC |
|
4.000 |
|
|
04/01/26 |
|
|
|
417,365 |
|
|
|
731,241 |
|
|
FGLMC |
|
4.000 |
|
|
05/01/26 |
|
|
|
773,303 |
|
|
|
188,015 |
|
|
FGLMC |
|
5.500 |
|
|
07/01/26 |
|
|
|
204,166 |
|
|
|
2,466,476 |
|
|
FGLMC |
|
4.000 |
|
|
08/01/26 |
|
|
|
2,608,350 |
|
|
|
16,046 |
|
|
FGLMC |
|
6.000 |
|
|
08/01/26 |
|
|
|
17,512 |
|
|
|
593,540 |
|
|
FGLMC |
|
3.000 |
|
|
09/01/26 |
|
|
|
624,169 |
|
|
|
1,686,486 |
|
|
FGLMC |
|
3.000 |
|
|
10/01/26 |
|
|
|
1,773,516 |
|
|
|
2,588,331 |
|
|
FGLMC |
|
3.500 |
|
|
10/01/26 |
|
|
|
2,721,846 |
|
|
|
87,820 |
|
|
FGLMC |
|
5.000 |
|
|
10/01/26 |
|
|
|
95,652 |
|
|
|
28,087 |
|
|
FGLMC |
|
5.500 |
|
|
10/01/26 |
|
|
|
30,500 |
|
|
|
8,525,574 |
|
|
FGLMC |
|
3.000 |
|
|
02/01/27 |
|
|
|
8,997,500 |
|
|
|
4,466,780 |
m |
|
FGLMC |
|
2.500 |
|
|
05/01/27 |
|
|
|
4,670,112 |
|
|
|
3,974,956 |
|
|
FGLMC |
|
2.500 |
|
|
11/01/27 |
|
|
|
4,155,900 |
|
|
|
304,373 |
|
|
FGLMC |
|
6.000 |
|
|
12/01/27 |
|
|
|
331,424 |
|
|
|
462,996 |
|
|
FGLMC |
|
5.000 |
|
|
03/01/28 |
|
|
|
498,562 |
|
|
|
45,279 |
|
|
FGLMC |
|
5.500 |
|
|
05/01/28 |
|
|
|
48,999 |
|
|
|
352 |
|
|
FGLMC |
|
6.500 |
|
|
10/01/28 |
|
|
|
402 |
|
|
|
394,156 |
|
|
FGLMC |
|
5.500 |
|
|
01/01/29 |
|
|
|
426,784 |
|
|
|
8,348 |
|
|
FGLMC |
|
6.500 |
|
|
01/01/29 |
|
|
|
9,512 |
|
|
|
71,981 |
|
|
FGLMC |
|
4.000 |
|
|
02/01/29 |
|
|
|
77,631 |
|
|
|
2,048 |
|
|
FGLMC |
|
6.500 |
|
|
03/01/29 |
|
|
|
2,408 |
|
|
|
182,290 |
|
|
FGLMC |
|
4.500 |
|
|
04/01/29 |
|
|
|
196,497 |
|
|
|
66,250 |
|
|
FGLMC |
|
6.500 |
|
|
05/01/29 |
|
|
|
77,872 |
|
|
|
18,101 |
|
|
FGLMC |
|
6.500 |
|
|
07/01/29 |
|
|
|
21,193 |
|
79
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
87,102 |
|
|
FGLMC |
|
5.000 |
% |
|
12/01/29 |
|
|
$ |
93,727 |
|
|
|
128,730 |
|
|
FGLMC |
|
4.000 |
|
|
08/01/30 |
|
|
|
138,835 |
|
|
|
737,260 |
|
|
FGLMC |
|
4.500 |
|
|
01/01/31 |
|
|
|
797,945 |
|
|
|
1,472 |
|
|
FGLMC |
|
8.000 |
|
|
01/01/31 |
|
|
|
1,805 |
|
|
|
731,589 |
|
|
FGLMC |
|
4.000 |
|
|
03/01/31 |
|
|
|
789,014 |
|
|
|
93,438 |
|
|
FGLMC |
|
4.000 |
|
|
05/01/31 |
|
|
|
100,773 |
|
|
|
745,254 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/31 |
|
|
|
819,579 |
|
|
|
307,855 |
|
|
FGLMC |
|
4.000 |
|
|
06/01/31 |
|
|
|
328,747 |
|
|
|
937,219 |
|
|
FGLMC |
|
4.000 |
|
|
08/01/31 |
|
|
|
1,010,786 |
|
|
|
808,061 |
|
|
FGLMC |
|
4.000 |
|
|
09/01/31 |
|
|
|
871,489 |
|
|
|
13,668 |
|
|
FGLMC |
|
6.500 |
|
|
09/01/31 |
|
|
|
15,855 |
|
|
|
24,025 |
|
|
FGLMC |
|
8.000 |
|
|
09/01/31 |
|
|
|
29,796 |
|
|
|
380,309 |
|
|
FGLMC |
|
3.500 |
|
|
11/01/31 |
|
|
|
406,515 |
|
|
|
141,729 |
|
|
FGLMC |
|
7.000 |
|
|
12/01/31 |
|
|
|
167,967 |
|
|
|
67,849 |
|
|
FGLMC |
|
6.500 |
|
|
01/01/32 |
|
|
|
78,707 |
|
|
|
165,296 |
|
|
FGLMC |
|
6.000 |
|
|
02/01/32 |
|
|
|
183,809 |
|
|
|
4,520,330 |
|
|
FGLMC |
|
3.000 |
|
|
03/01/32 |
|
|
|
4,747,973 |
|
|
|
57,795 |
|
|
FGLMC |
|
7.000 |
|
|
04/01/32 |
|
|
|
68,494 |
|
|
|
47,958 |
|
|
FGLMC |
|
6.500 |
|
|
05/01/32 |
|
|
|
54,506 |
|
|
|
3,452,319 |
|
|
FGLMC |
|
3.500 |
|
|
09/01/32 |
|
|
|
3,690,213 |
|
|
|
60,214 |
|
|
FGLMC |
|
5.500 |
|
|
11/01/32 |
|
|
|
65,593 |
|
|
|
64,330 |
|
|
FGLMC |
|
6.000 |
|
|
02/01/33 |
|
|
|
71,535 |
|
|
|
250,560 |
|
|
FGLMC |
|
5.000 |
|
|
03/01/33 |
|
|
|
272,124 |
|
|
|
131,633 |
|
|
FGLMC |
|
6.000 |
|
|
03/01/33 |
|
|
|
146,376 |
|
|
|
29,133 |
|
|
FGLMC |
|
6.000 |
|
|
03/01/33 |
|
|
|
32,396 |
|
|
|
319,618 |
|
|
FGLMC |
|
6.000 |
|
|
03/01/33 |
|
|
|
355,415 |
|
|
|
105,171 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/33 |
|
|
|
114,222 |
|
|
|
26,432 |
|
|
FGLMC |
|
6.000 |
|
|
04/01/33 |
|
|
|
29,393 |
|
|
|
1,851,484 |
|
|
FGLMC |
|
5.000 |
|
|
06/01/33 |
|
|
|
2,003,847 |
|
|
|
595,757 |
|
|
FGLMC |
|
5.500 |
|
|
06/01/33 |
|
|
|
648,238 |
|
|
|
219,536 |
|
|
FGLMC |
|
4.500 |
|
|
07/01/33 |
|
|
|
236,268 |
|
|
|
29,417 |
|
|
FGLMC |
|
5.000 |
|
|
08/01/33 |
|
|
|
31,949 |
|
|
|
258,513 |
|
|
FGLMC |
|
5.000 |
|
|
08/01/33 |
|
|
|
281,730 |
|
|
|
58,771 |
|
|
FGLMC |
|
6.500 |
|
|
08/01/33 |
|
|
|
67,834 |
|
|
|
566,874 |
|
|
FGLMC |
|
5.000 |
|
|
09/01/33 |
|
|
|
631,306 |
|
|
|
116,450 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/33 |
|
|
|
126,708 |
|
|
|
187,177 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/33 |
|
|
|
209,866 |
|
|
|
248,478 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/33 |
|
|
|
280,306 |
|
|
|
245,954 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/33 |
|
|
|
275,767 |
|
|
|
96,127 |
|
|
FGLMC |
|
4.000 |
|
|
10/01/33 |
|
|
|
103,131 |
|
|
|
52,829 |
|
|
FGLMC |
|
5.000 |
|
|
10/01/33 |
|
|
|
57,376 |
|
|
|
353,662 |
|
|
FGLMC |
|
5.500 |
|
|
10/01/33 |
|
|
|
396,532 |
|
|
|
119,571 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/33 |
|
|
|
130,105 |
|
|
|
437,953 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/33 |
|
|
|
477,081 |
|
|
|
1,044,586 |
|
|
FGLMC |
|
7.000 |
|
|
12/01/33 |
|
|
|
1,237,965 |
|
|
|
1,114,951 |
|
|
FGLMC |
|
5.000 |
|
|
01/01/34 |
|
|
|
1,210,904 |
|
|
|
28,939 |
|
|
FGLMC |
|
5.500 |
|
|
02/01/34 |
|
|
|
31,488 |
|
|
|
158,838 |
|
|
FGLMC |
|
5.000 |
|
|
03/01/34 |
|
|
|
171,714 |
|
|
|
186,913 |
|
|
FGLMC |
|
5.500 |
|
|
03/01/34 |
|
|
|
203,341 |
|
|
|
366,916 |
|
|
FGLMC |
|
5.000 |
|
|
05/01/34 |
|
|
|
396,659 |
|
|
|
179,166 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/34 |
|
|
|
192,710 |
|
|
|
520,602 |
|
|
FGLMC |
|
5.000 |
|
|
06/01/34 |
|
|
|
562,802 |
|
80
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
111,208 |
|
|
FGLMC |
|
5.500 |
% |
|
06/01/34 |
|
|
$ |
120,865 |
|
|
|
73,206 |
|
|
FGLMC |
|
6.000 |
|
|
06/01/34 |
|
|
|
81,405 |
|
|
|
234,614 |
|
|
FGLMC |
|
6.000 |
|
|
09/01/34 |
|
|
|
258,104 |
|
|
|
35,596 |
|
|
FGLMC |
|
5.000 |
|
|
11/01/34 |
|
|
|
38,418 |
|
|
|
1,801,861 |
|
|
FGLMC |
|
5.500 |
|
|
11/01/34 |
|
|
|
1,958,338 |
|
|
|
975,846 |
|
|
FGLMC |
|
5.000 |
|
|
12/01/34 |
|
|
|
1,054,949 |
|
|
|
94,844 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/34 |
|
|
|
105,007 |
|
|
|
178,888 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/34 |
|
|
|
194,647 |
|
|
|
20,407 |
|
|
FGLMC |
|
5.500 |
|
|
01/01/35 |
|
|
|
22,179 |
|
|
|
79,450 |
|
|
FGLMC |
|
5.500 |
|
|
01/01/35 |
|
|
|
86,349 |
|
|
|
12,021 |
|
|
FGLMC |
|
5.500 |
|
|
01/01/35 |
|
|
|
13,064 |
|
|
|
532,774 |
|
|
FGLMC |
|
4.500 |
|
|
04/01/35 |
|
|
|
573,047 |
|
|
|
423,545 |
|
|
FGLMC |
|
6.000 |
|
|
05/01/35 |
|
|
|
465,951 |
|
|
|
66,179 |
|
|
FGLMC |
|
6.000 |
|
|
05/01/35 |
|
|
|
72,475 |
|
|
|
433,062 |
|
|
FGLMC |
|
7.000 |
|
|
05/01/35 |
|
|
|
513,232 |
|
|
|
72,382 |
|
|
FGLMC |
|
5.500 |
|
|
06/01/35 |
|
|
|
78,668 |
|
|
|
121,141 |
|
|
FGLMC |
|
5.500 |
|
|
06/01/35 |
|
|
|
131,661 |
|
|
|
2,165,179 |
|
|
FGLMC |
|
5.000 |
|
|
07/01/35 |
|
|
|
2,337,983 |
|
|
|
76,599 |
|
|
FGLMC |
|
5.000 |
|
|
07/01/35 |
|
|
|
82,713 |
|
|
|
82,283 |
|
|
FGLMC |
|
6.000 |
|
|
07/01/35 |
|
|
|
90,110 |
|
|
|
103,910 |
|
|
FGLMC |
|
5.000 |
|
|
08/01/35 |
|
|
|
112,203 |
|
|
|
47,226 |
|
|
FGLMC |
|
5.500 |
|
|
08/01/35 |
|
|
|
51,297 |
|
|
|
103,877 |
|
|
FGLMC |
|
6.000 |
|
|
08/01/35 |
|
|
|
113,758 |
|
|
|
45,932 |
|
|
FGLMC |
|
4.500 |
|
|
09/01/35 |
|
|
|
49,375 |
|
|
|
384,756 |
|
|
FGLMC |
|
5.000 |
|
|
10/01/35 |
|
|
|
424,601 |
|
|
|
72,227 |
|
|
FGLMC |
|
5.000 |
|
|
10/01/35 |
|
|
|
77,992 |
|
|
|
343,302 |
|
|
FGLMC |
|
5.000 |
|
|
10/01/35 |
|
|
|
370,701 |
|
|
|
1,602,718 |
|
|
FGLMC |
|
5.500 |
|
|
10/01/35 |
|
|
|
1,743,905 |
|
|
|
288,590 |
|
|
FGLMC |
|
5.000 |
|
|
12/01/35 |
|
|
|
311,622 |
|
|
|
57,924 |
|
|
FGLMC |
|
5.000 |
|
|
12/01/35 |
|
|
|
62,547 |
|
|
|
125,416 |
|
|
FGLMC |
|
6.000 |
|
|
01/01/36 |
|
|
|
136,680 |
|
|
|
109,083 |
|
|
FGLMC |
|
5.000 |
|
|
02/01/36 |
|
|
|
117,789 |
|
|
|
53,022 |
|
|
FGLMC |
|
5.000 |
|
|
02/01/36 |
|
|
|
57,254 |
|
|
|
67,263 |
|
|
FGLMC |
|
6.000 |
|
|
02/01/36 |
|
|
|
73,661 |
|
|
|
671,386 |
|
|
FGLMC |
|
5.500 |
|
|
04/01/36 |
|
|
|
743,328 |
|
|
|
75,713 |
|
|
FGLMC |
|
5.500 |
|
|
05/01/36 |
|
|
|
82,288 |
|
|
|
27,186 |
|
|
FGLMC |
|
6.500 |
|
|
05/01/36 |
|
|
|
30,921 |
|
|
|
2,596,480 |
|
|
FGLMC |
|
6.000 |
|
|
06/01/36 |
|
|
|
2,829,672 |
|
|
|
429,948 |
|
|
FGLMC |
|
5.000 |
|
|
07/01/36 |
|
|
|
463,053 |
|
|
|
325,760 |
|
|
FGLMC |
|
6.000 |
|
|
07/01/36 |
|
|
|
358,376 |
|
|
|
78,119 |
|
|
FGLMC |
|
6.000 |
|
|
08/01/36 |
|
|
|
85,135 |
|
|
|
61,681 |
|
|
FGLMC |
|
6.000 |
|
|
09/01/36 |
|
|
|
67,471 |
|
|
|
189,928 |
|
|
FGLMC |
|
6.500 |
|
|
10/01/36 |
|
|
|
216,021 |
|
|
|
116,485 |
|
|
FGLMC |
|
5.500 |
|
|
11/01/36 |
|
|
|
126,055 |
|
|
|
267,841 |
|
|
FGLMC |
|
6.000 |
|
|
11/01/36 |
|
|
|
291,896 |
|
|
|
1,298,848 |
|
|
FGLMC |
|
6.000 |
|
|
12/01/36 |
|
|
|
1,415,498 |
|
|
|
2,305,868 |
|
|
FGLMC |
|
5.500 |
|
|
03/01/37 |
|
|
|
2,495,305 |
|
|
|
677,198 |
|
|
FGLMC |
|
6.000 |
|
|
03/01/37 |
|
|
|
738,018 |
|
|
|
150,502 |
|
|
FGLMC |
|
6.500 |
|
|
03/01/37 |
|
|
|
168,369 |
|
|
|
863,831 |
|
|
FGLMC |
|
5.500 |
|
|
04/01/37 |
|
|
|
933,179 |
|
|
|
124,416 |
|
|
FGLMC |
|
5.000 |
|
|
05/01/37 |
|
|
|
133,880 |
|
|
|
66,323 |
|
|
FGLMC |
|
5.000 |
|
|
06/01/37 |
|
|
|
71,368 |
|
81
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
446,659 |
|
|
FGLMC |
|
5.500 |
% |
|
06/01/37 |
|
|
$ |
482,516 |
|
|
|
1,606,906 |
|
|
FGLMC |
|
6.000 |
|
|
07/01/37 |
|
|
|
1,748,712 |
|
|
|
383,911 |
|
|
FGLMC |
|
6.000 |
|
|
08/01/37 |
|
|
|
422,349 |
|
|
|
161,077 |
|
|
FGLMC |
|
6.000 |
|
|
09/01/37 |
|
|
|
177,205 |
|
|
|
1,862,092 |
|
|
FGLMC |
|
5.500 |
|
|
10/01/37 |
|
|
|
2,026,127 |
|
|
|
81,220 |
|
|
FGLMC |
|
6.000 |
|
|
11/01/37 |
|
|
|
88,387 |
|
|
|
640,580 |
|
|
FGLMC |
|
6.500 |
|
|
11/01/37 |
|
|
|
729,050 |
|
|
|
272,787 |
|
|
FGLMC |
|
6.000 |
|
|
01/01/38 |
|
|
|
296,859 |
|
|
|
1,027,396 |
|
|
FGLMC |
|
6.000 |
|
|
02/01/38 |
|
|
|
1,118,062 |
|
|
|
107,289 |
|
|
FGLMC |
|
6.000 |
|
|
02/01/38 |
|
|
|
116,757 |
|
|
|
3,295,486 |
|
|
FGLMC |
|
5.000 |
|
|
03/01/38 |
|
|
|
3,549,232 |
|
|
|
923,369 |
|
|
FGLMC |
|
5.000 |
|
|
03/01/38 |
|
|
|
993,601 |
|
|
|
89,620 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/38 |
|
|
|
100,357 |
|
|
|
1,061,283 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/38 |
|
|
|
1,168,272 |
|
|
|
1,788,910 |
|
|
FGLMC |
|
5.500 |
|
|
04/01/38 |
|
|
|
1,942,026 |
|
|
|
427,098 |
|
|
FGLMC |
|
5.500 |
|
|
05/01/38 |
|
|
|
461,118 |
|
|
|
48,444 |
|
|
FGLMC |
|
5.500 |
|
|
06/01/38 |
|
|
|
52,302 |
|
|
|
98,396 |
|
|
FGLMC |
|
6.000 |
|
|
07/01/38 |
|
|
|
107,079 |
|
|
|
164,567 |
|
|
FGLMC |
|
5.500 |
|
|
08/01/38 |
|
|
|
178,653 |
|
|
|
1,682,927 |
|
|
FGLMC |
|
5.500 |
|
|
08/01/38 |
|
|
|
1,821,187 |
|
|
|
185,542 |
|
|
FGLMC |
|
5.000 |
|
|
09/01/38 |
|
|
|
199,654 |
|
|
|
751,216 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/38 |
|
|
|
826,782 |
|
|
|
2,594,586 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/38 |
|
|
|
2,801,256 |
|
|
|
32,111 |
|
|
FGLMC |
|
5.500 |
|
|
10/01/38 |
|
|
|
34,669 |
|
|
|
999,110 |
|
|
FGLMC |
|
6.000 |
|
|
11/01/38 |
|
|
|
1,087,280 |
|
|
|
4,243,424 |
|
|
FGLMC |
|
4.500 |
|
|
02/01/39 |
|
|
|
4,553,584 |
|
|
|
2,547,550 |
|
|
FGLMC |
|
5.000 |
|
|
02/01/39 |
|
|
|
2,741,318 |
|
|
|
183,519 |
|
|
FGLMC |
|
5.500 |
|
|
02/01/39 |
|
|
|
198,138 |
|
|
|
33,347 |
|
|
FGLMC |
|
4.500 |
|
|
03/01/39 |
|
|
|
35,785 |
|
|
|
700,562 |
|
|
FGLMC |
|
5.000 |
|
|
03/01/39 |
|
|
|
771,186 |
|
|
|
148,907 |
|
|
FGLMC |
|
6.000 |
|
|
03/01/39 |
|
|
|
162,048 |
|
|
|
97,255 |
|
|
FGLMC |
|
4.500 |
|
|
04/01/39 |
|
|
|
106,552 |
|
|
|
4,618,658 |
|
|
FGLMC |
|
4.500 |
|
|
04/01/39 |
|
|
|
5,047,174 |
|
|
|
1,612,138 |
|
|
FGLMC |
|
4.000 |
|
|
05/01/39 |
|
|
|
1,721,553 |
|
|
|
3,442,843 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/39 |
|
|
|
3,694,487 |
|
|
|
38,965 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/39 |
|
|
|
41,813 |
|
|
|
489,693 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/39 |
|
|
|
538,845 |
|
|
|
977,961 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/39 |
|
|
|
1,049,442 |
|
|
|
747,803 |
|
|
FGLMC |
|
5.000 |
|
|
05/01/39 |
|
|
|
805,382 |
|
|
|
1,763,383 |
|
|
FGLMC |
|
4.000 |
|
|
06/01/39 |
|
|
|
1,883,063 |
|
|
|
9,116,010 |
h |
|
FGLMC |
|
4.500 |
|
|
06/01/39 |
|
|
|
9,782,317 |
|
|
|
412,486 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/39 |
|
|
|
442,635 |
|
|
|
171,919 |
|
|
FGLMC |
|
5.000 |
|
|
06/01/39 |
|
|
|
189,250 |
|
|
|
84,848 |
|
|
FGLMC |
|
5.500 |
|
|
06/01/39 |
|
|
|
91,606 |
|
|
|
1,898,094 |
|
|
FGLMC |
|
4.000 |
|
|
07/01/39 |
|
|
|
2,026,917 |
|
|
|
148,049 |
|
|
FGLMC |
|
4.500 |
|
|
07/01/39 |
|
|
|
158,870 |
|
|
|
75,517 |
|
|
FGLMC |
|
4.500 |
|
|
07/01/39 |
|
|
|
81,037 |
|
|
|
951,985 |
|
|
FGLMC |
|
4.500 |
|
|
07/01/39 |
|
|
|
1,021,567 |
|
|
|
541,307 |
|
|
FGLMC |
|
5.000 |
|
|
07/01/39 |
|
|
|
582,479 |
|
|
|
1,390,175 |
|
|
FGLMC |
|
5.500 |
|
|
07/01/39 |
|
|
|
1,501,777 |
|
|
|
70,853 |
|
|
FGLMC |
|
4.500 |
|
|
08/01/39 |
|
|
|
76,032 |
|
|
|
200,045 |
|
|
FGLMC |
|
5.000 |
|
|
08/01/39 |
|
|
|
215,261 |
|
82
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
799,089 |
|
|
FGLMC |
|
4.000 |
% |
|
09/01/39 |
|
|
$ |
853,323 |
|
|
|
1,318,482 |
|
|
FGLMC |
|
5.000 |
|
|
09/01/39 |
|
|
|
1,455,025 |
|
|
|
34,412 |
|
|
FGLMC |
|
5.500 |
|
|
09/01/39 |
|
|
|
37,745 |
|
|
|
3,617,859 |
|
|
FGLMC |
|
6.500 |
|
|
09/01/39 |
|
|
|
4,117,523 |
|
|
|
207,560 |
|
|
FGLMC |
|
4.500 |
|
|
10/01/39 |
|
|
|
231,137 |
|
|
|
621,231 |
|
|
FGLMC |
|
4.500 |
|
|
10/01/39 |
|
|
|
666,638 |
|
|
|
168,790 |
|
|
FGLMC |
|
4.500 |
|
|
10/01/39 |
|
|
|
188,722 |
|
|
|
103,012 |
|
|
FGLMC |
|
4.000 |
|
|
11/01/39 |
|
|
|
110,003 |
|
|
|
485,137 |
|
|
FGLMC |
|
4.500 |
|
|
11/01/39 |
|
|
|
520,596 |
|
|
|
60,668 |
|
|
FGLMC |
|
5.000 |
|
|
11/01/39 |
|
|
|
65,283 |
|
|
|
154,030 |
|
|
FGLMC |
|
5.000 |
|
|
11/01/39 |
|
|
|
165,745 |
|
|
|
1,565,331 |
|
|
FGLMC |
|
4.500 |
|
|
12/01/39 |
|
|
|
1,722,448 |
|
|
|
362,018 |
|
|
FGLMC |
|
4.500 |
|
|
12/01/39 |
|
|
|
388,479 |
|
|
|
499,092 |
|
|
FGLMC |
|
4.500 |
|
|
12/01/39 |
|
|
|
550,700 |
|
|
|
855,142 |
|
|
FGLMC |
|
4.500 |
|
|
12/01/39 |
|
|
|
917,646 |
|
|
|
1,070,437 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/39 |
|
|
|
1,156,371 |
|
|
|
973,480 |
|
|
FGLMC |
|
4.500 |
|
|
01/01/40 |
|
|
|
1,044,633 |
|
|
|
61,615 |
|
|
FGLMC |
|
5.000 |
|
|
01/01/40 |
|
|
|
67,996 |
|
|
|
193,464 |
|
|
FGLMC |
|
5.500 |
|
|
01/01/40 |
|
|
|
208,875 |
|
|
|
430,912 |
|
|
FGLMC |
|
5.500 |
|
|
03/01/40 |
|
|
|
465,505 |
|
|
|
121,026 |
|
|
FGLMC |
|
4.500 |
|
|
04/01/40 |
|
|
|
133,541 |
|
|
|
647,069 |
|
|
FGLMC |
|
4.500 |
|
|
04/01/40 |
|
|
|
696,791 |
|
|
|
979,521 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/40 |
|
|
|
1,073,003 |
|
|
|
402,837 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/40 |
|
|
|
437,254 |
|
|
|
11,019,863 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/40 |
|
|
|
11,825,326 |
|
|
|
6,336,742 |
|
|
FGLMC |
|
5.000 |
|
|
05/01/40 |
|
|
|
6,941,492 |
|
|
|
22,448 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/40 |
|
|
|
24,173 |
|
|
|
3,402,362 |
|
|
FGLMC |
|
5.500 |
|
|
06/01/40 |
|
|
|
3,690,973 |
|
|
|
5,262,214 |
|
|
FGLMC |
|
4.500 |
|
|
07/01/40 |
|
|
|
5,666,573 |
|
|
|
102,583 |
|
|
FGLMC |
|
4.500 |
|
|
08/01/40 |
|
|
|
110,466 |
|
|
|
1,002,433 |
|
|
FGLMC |
|
5.000 |
|
|
08/01/40 |
|
|
|
1,088,077 |
|
|
|
210,883 |
|
|
FGLMC |
|
5.000 |
|
|
08/01/40 |
|
|
|
228,899 |
|
|
|
2,132,637 |
|
|
FGLMC |
|
5.000 |
|
|
08/01/40 |
|
|
|
2,369,955 |
|
|
|
1,341,231 |
|
|
FGLMC |
|
4.000 |
|
|
09/01/40 |
|
|
|
1,433,097 |
|
|
|
9,945,504 |
|
|
FGLMC |
|
4.000 |
|
|
11/01/40 |
|
|
|
10,806,976 |
|
|
|
5,733,926 |
|
|
FGLMC |
|
4.000 |
|
|
12/01/40 |
|
|
|
6,230,595 |
|
|
|
475,047 |
|
|
FGLMC |
|
3.500 |
|
|
01/01/41 |
|
|
|
505,555 |
|
|
|
1,346,476 |
|
|
FGLMC |
|
3.500 |
|
|
01/01/41 |
|
|
|
1,432,949 |
|
|
|
1,158,849 |
|
|
FGLMC |
|
4.000 |
|
|
01/01/41 |
|
|
|
1,238,223 |
|
|
|
978,259 |
|
|
FGLMC |
|
3.500 |
|
|
02/01/41 |
|
|
|
1,041,083 |
|
|
|
1,631,811 |
|
|
FGLMC |
|
4.000 |
|
|
02/01/41 |
|
|
|
1,743,666 |
|
|
|
4,773,823 |
|
|
FGLMC |
|
4.000 |
|
|
02/01/41 |
|
|
|
5,100,802 |
|
|
|
6,561,737 |
|
|
FGLMC |
|
4.000 |
|
|
04/01/41 |
|
|
|
7,015,280 |
|
|
|
1,599,964 |
|
|
FGLMC |
|
4.500 |
|
|
04/01/41 |
|
|
|
1,726,409 |
|
|
|
384,293 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/41 |
|
|
|
417,606 |
|
|
|
1,594,506 |
|
|
FGLMC |
|
4.500 |
|
|
05/01/41 |
|
|
|
1,720,519 |
|
|
|
2,211,620 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/41 |
|
|
|
2,386,402 |
|
|
|
3,503,235 |
|
|
FGLMC |
|
3.500 |
|
|
10/01/41 |
|
|
|
3,728,217 |
|
|
|
3,632,734 |
|
|
FGLMC |
|
5.000 |
|
|
10/01/41 |
|
|
|
3,979,426 |
|
|
|
2,633,053 |
|
|
FGLMC |
|
4.500 |
|
|
12/01/41 |
|
|
|
2,841,142 |
|
|
|
13,390,174 |
|
|
FGLMC |
|
3.500 |
|
|
01/01/42 |
|
|
|
14,250,106 |
|
|
|
4,042,873 |
|
|
FGLMC |
|
3.500 |
|
|
02/01/42 |
|
|
|
4,302,511 |
|
83
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
4,536,524 |
|
|
FGLMC |
|
3.500 |
% |
|
04/01/42 |
|
|
$ |
4,837,788 |
|
|
|
8,462,542 |
|
|
FGLMC |
|
4.000 |
|
|
05/01/42 |
|
|
|
9,195,561 |
|
|
|
1,328,124 |
|
|
FGLMC |
|
3.000 |
|
|
08/01/42 |
|
|
|
1,389,846 |
|
|
|
7,457,076 |
|
|
FGLMC |
|
3.000 |
|
|
10/01/42 |
|
|
|
7,803,630 |
|
|
|
639 |
|
|
Federal National Mortgage Association (FNMA) |
|
5.000 |
|
|
06/01/13 |
|
|
|
660 |
|
|
|
537,910 |
|
|
FNMA |
|
4.440 |
|
|
07/01/13 |
|
|
|
537,724 |
|
|
|
371 |
|
|
FNMA |
|
6.000 |
|
|
09/01/13 |
|
|
|
372 |
|
|
|
489,540 |
|
|
FNMA |
|
4.764 |
|
|
10/01/13 |
|
|
|
499,911 |
|
|
|
355 |
|
|
FNMA |
|
6.500 |
|
|
12/01/13 |
|
|
|
362 |
|
|
|
414,218 |
|
|
FNMA |
|
4.801 |
|
|
02/01/14 |
|
|
|
424,022 |
|
|
|
678,687 |
|
|
FNMA |
|
4.640 |
|
|
11/01/14 |
|
|
|
714,419 |
|
|
|
39,535 |
|
|
FNMA |
|
6.000 |
|
|
04/01/16 |
|
|
|
42,666 |
|
|
|
56,950 |
|
|
FNMA |
|
5.500 |
|
|
09/01/16 |
|
|
|
61,165 |
|
|
|
4,269 |
|
|
FNMA |
|
6.500 |
|
|
10/01/16 |
|
|
|
4,567 |
|
|
|
39,631 |
|
|
FNMA |
|
6.500 |
|
|
11/01/16 |
|
|
|
42,400 |
|
|
|
25,177 |
|
|
FNMA |
|
6.500 |
|
|
04/01/17 |
|
|
|
27,297 |
|
|
|
21,466 |
|
|
FNMA |
|
6.000 |
|
|
05/01/17 |
|
|
|
23,088 |
|
|
|
103,238 |
|
|
FNMA |
|
5.000 |
|
|
09/01/17 |
|
|
|
112,192 |
|
|
|
20,020 |
|
|
FNMA |
|
6.000 |
|
|
11/01/17 |
|
|
|
21,277 |
|
|
|
1,345,171 |
|
|
FNMA |
|
5.000 |
|
|
12/01/17 |
|
|
|
1,461,850 |
|
|
|
16,756 |
|
|
FNMA |
|
5.000 |
|
|
12/01/17 |
|
|
|
18,209 |
|
|
|
225,435 |
|
|
FNMA |
|
5.000 |
|
|
12/01/17 |
|
|
|
244,989 |
|
|
|
1,892,234 |
|
|
FNMA |
|
5.000 |
|
|
01/01/18 |
|
|
|
2,056,366 |
|
|
|
1,745,228 |
|
|
FNMA |
|
4.500 |
|
|
02/01/18 |
|
|
|
1,882,156 |
|
|
|
251,639 |
|
|
FNMA |
|
4.500 |
|
|
04/01/18 |
|
|
|
271,382 |
|
|
|
48,871 |
|
|
FNMA |
|
5.000 |
|
|
04/01/18 |
|
|
|
53,110 |
|
|
|
34,975 |
|
|
FNMA |
|
5.500 |
|
|
04/01/18 |
|
|
|
37,656 |
|
|
|
378,369 |
|
|
FNMA |
|
5.500 |
|
|
04/01/18 |
|
|
|
409,917 |
|
|
|
22,657 |
|
|
FNMA |
|
5.500 |
|
|
05/01/18 |
|
|
|
24,393 |
|
|
|
541,614 |
|
|
FNMA |
|
4.500 |
|
|
06/01/18 |
|
|
|
584,108 |
|
|
|
65,737 |
|
|
FNMA |
|
4.000 |
|
|
08/01/18 |
|
|
|
70,556 |
|
|
|
796,918 |
|
|
FNMA |
|
4.000 |
|
|
08/01/18 |
|
|
|
855,333 |
|
|
|
206,419 |
|
|
FNMA |
|
4.500 |
|
|
09/01/18 |
|
|
|
222,614 |
|
|
|
142,380 |
|
|
FNMA |
|
4.500 |
|
|
10/01/18 |
|
|
|
153,551 |
|
|
|
383,691 |
|
|
FNMA |
|
5.000 |
|
|
11/01/18 |
|
|
|
416,972 |
|
|
|
8,277 |
|
|
FNMA |
|
5.000 |
|
|
01/01/19 |
|
|
|
8,995 |
|
|
|
19,898 |
|
|
FNMA |
|
6.000 |
|
|
01/01/19 |
|
|
|
21,734 |
|
|
|
44,825 |
|
|
FNMA |
|
4.500 |
|
|
05/01/19 |
|
|
|
48,341 |
|
|
|
19,705 |
|
|
FNMA |
|
4.500 |
|
|
06/01/19 |
|
|
|
21,251 |
|
|
|
114,080 |
|
|
FNMA |
|
4.500 |
|
|
06/01/19 |
|
|
|
123,031 |
|
|
|
130,381 |
|
|
FNMA |
|
5.000 |
|
|
07/01/19 |
|
|
|
141,691 |
|
|
|
542,882 |
|
|
FNMA |
|
5.000 |
|
|
10/01/19 |
|
|
|
589,972 |
|
|
|
81,195 |
|
|
FNMA |
|
4.500 |
|
|
11/01/19 |
|
|
|
87,565 |
|
|
|
68,710 |
|
|
FNMA |
|
4.500 |
|
|
12/01/19 |
|
|
|
74,100 |
|
|
|
81,710 |
|
|
FNMA |
|
5.000 |
|
|
03/01/20 |
|
|
|
88,797 |
|
|
|
27,188 |
|
|
FNMA |
|
5.000 |
|
|
04/01/20 |
|
|
|
29,546 |
|
|
|
54,899 |
|
|
FNMA |
|
4.500 |
|
|
06/01/20 |
|
|
|
58,900 |
|
|
|
38,668 |
|
|
FNMA |
|
4.500 |
|
|
09/01/20 |
|
|
|
41,702 |
|
|
|
37,995 |
|
|
FNMA |
|
4.500 |
|
|
10/01/20 |
|
|
|
40,934 |
|
|
|
57,426 |
|
|
FNMA |
|
4.500 |
|
|
11/01/20 |
|
|
|
61,932 |
|
|
|
150,523 |
|
|
FNMA |
|
5.000 |
|
|
12/01/20 |
|
|
|
163,579 |
|
|
|
3,175,118 |
|
|
FNMA |
|
5.500 |
|
|
01/01/21 |
|
|
|
3,439,860 |
|
84
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
352,581 |
|
|
FNMA |
|
5.500 |
% |
|
01/01/21 |
|
|
$ |
378,674 |
|
|
|
131,053 |
|
|
FNMA |
|
5.000 |
|
|
03/01/21 |
|
|
|
142,420 |
|
|
|
898,489 |
|
|
FNMA |
|
6.000 |
|
|
04/01/21 |
|
|
|
978,656 |
|
|
|
103,271 |
|
|
FNMA |
|
5.500 |
|
|
08/01/21 |
|
|
|
111,882 |
|
|
|
28,857 |
|
|
FNMA |
|
6.000 |
|
|
08/01/21 |
|
|
|
31,712 |
|
|
|
18,353 |
|
|
FNMA |
|
5.000 |
|
|
10/01/21 |
|
|
|
19,945 |
|
|
|
45,688 |
|
|
FNMA |
|
5.000 |
|
|
11/01/21 |
|
|
|
49,651 |
|
|
|
23,179 |
|
|
FNMA |
|
5.500 |
|
|
11/01/21 |
|
|
|
25,112 |
|
|
|
52,480 |
|
|
FNMA |
|
5.500 |
|
|
10/01/22 |
|
|
|
56,757 |
|
|
|
23,656 |
|
|
FNMA |
|
6.000 |
|
|
10/01/22 |
|
|
|
26,111 |
|
|
|
17,499 |
|
|
FNMA |
|
5.000 |
|
|
03/01/23 |
|
|
|
18,967 |
|
|
|
46,863 |
|
|
FNMA |
|
4.500 |
|
|
04/01/23 |
|
|
|
50,437 |
|
|
|
447,679 |
|
|
FNMA |
|
4.500 |
|
|
06/01/23 |
|
|
|
481,824 |
|
|
|
41,044 |
|
|
FNMA |
|
5.000 |
|
|
06/01/23 |
|
|
|
44,444 |
|
|
|
41,162 |
|
|
FNMA |
|
5.500 |
|
|
06/01/23 |
|
|
|
45,083 |
|
|
|
446,422 |
|
|
FNMA |
|
5.000 |
|
|
07/01/23 |
|
|
|
483,401 |
|
|
|
2,991,118 |
|
|
FNMA |
|
5.000 |
|
|
07/01/23 |
|
|
|
3,242,154 |
|
|
|
165,724 |
|
|
FNMA |
|
5.000 |
|
|
07/01/23 |
|
|
|
179,451 |
|
|
|
49,912 |
|
|
FNMA |
|
5.500 |
|
|
08/01/23 |
|
|
|
53,980 |
|
|
|
74,969 |
|
|
FNMA |
|
5.000 |
|
|
11/01/23 |
|
|
|
82,381 |
|
|
|
26,654 |
|
|
FNMA |
|
5.500 |
|
|
11/01/23 |
|
|
|
28,877 |
|
|
|
1,059,255 |
|
|
FNMA |
|
5.500 |
|
|
01/01/24 |
|
|
|
1,147,576 |
|
|
|
66,616 |
|
|
FNMA |
|
5.500 |
|
|
02/01/24 |
|
|
|
73,046 |
|
|
|
399,693 |
|
|
FNMA |
|
4.000 |
|
|
03/01/24 |
|
|
|
428,242 |
|
|
|
29,862 |
|
|
FNMA |
|
4.500 |
|
|
04/01/24 |
|
|
|
32,135 |
|
|
|
576,346 |
|
|
FNMA |
|
4.000 |
|
|
05/01/24 |
|
|
|
617,512 |
|
|
|
1,751,709 |
|
|
FNMA |
|
4.000 |
|
|
05/01/24 |
|
|
|
1,876,829 |
|
|
|
36,233 |
|
|
FNMA |
|
4.000 |
|
|
06/01/24 |
|
|
|
38,821 |
|
|
|
42,428 |
|
|
FNMA |
|
4.500 |
|
|
07/01/24 |
|
|
|
46,619 |
|
|
|
37,604 |
|
|
FNMA |
|
5.500 |
|
|
07/01/24 |
|
|
|
41,233 |
|
|
|
604 |
|
|
FNMA |
|
8.000 |
|
|
07/01/24 |
|
|
|
722 |
|
|
|
227,934 |
|
|
FNMA |
|
4.500 |
|
|
08/01/24 |
|
|
|
245,283 |
|
|
|
192,804 |
|
|
FNMA |
|
4.000 |
|
|
09/01/24 |
|
|
|
206,575 |
|
|
|
838,997 |
|
|
FNMA |
|
4.000 |
|
|
09/01/24 |
|
|
|
898,924 |
|
|
|
120,913 |
|
|
FNMA |
|
4.500 |
|
|
09/01/24 |
|
|
|
130,117 |
|
|
|
1,843,670 |
|
|
FNMA |
|
4.500 |
|
|
10/01/24 |
|
|
|
1,984,000 |
|
|
|
98,622 |
|
|
FNMA |
|
5.000 |
|
|
01/01/25 |
|
|
|
108,373 |
|
|
|
203,068 |
|
|
FNMA |
|
4.500 |
|
|
02/01/25 |
|
|
|
219,127 |
|
|
|
1,444,121 |
|
|
FNMA |
|
4.500 |
|
|
03/01/25 |
|
|
|
1,558,327 |
|
|
|
35,183 |
|
|
FNMA |
|
4.500 |
|
|
03/01/25 |
|
|
|
37,965 |
|
|
|
436,904 |
|
|
FNMA |
|
5.000 |
|
|
03/01/25 |
|
|
|
479,009 |
|
|
|
1,198,891 |
|
|
FNMA |
|
4.500 |
|
|
04/01/25 |
|
|
|
1,293,704 |
|
|
|
386,671 |
|
|
FNMA |
|
4.500 |
|
|
04/01/25 |
|
|
|
417,251 |
|
|
|
5,316,941 |
|
|
FNMA |
|
4.000 |
|
|
05/01/25 |
|
|
|
5,695,053 |
|
|
|
1,426,771 |
|
|
FNMA |
|
4.000 |
|
|
06/01/25 |
|
|
|
1,528,235 |
|
|
|
1,353,265 |
|
|
FNMA |
|
4.500 |
|
|
06/01/25 |
|
|
|
1,460,286 |
|
|
|
506,610 |
|
|
FNMA |
|
4.000 |
|
|
08/01/25 |
|
|
|
542,637 |
|
|
|
194,719 |
|
|
FNMA |
|
5.500 |
|
|
08/01/25 |
|
|
|
213,271 |
|
|
|
2,392,593 |
|
|
FNMA |
|
3.500 |
|
|
09/01/25 |
|
|
|
2,539,563 |
|
|
|
2,464,435 |
|
|
FNMA |
|
4.000 |
|
|
09/01/25 |
|
|
|
2,640,463 |
|
|
|
3,065,777 |
|
|
FNMA |
|
3.500 |
|
|
10/01/25 |
|
|
|
3,254,098 |
|
|
|
948,453 |
|
|
FNMA |
|
5.000 |
|
|
10/01/25 |
|
|
|
1,039,858 |
|
85
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
1,665,722 |
|
|
FNMA |
|
4.000 |
% |
|
11/01/25 |
|
|
$ |
1,784,179 |
|
|
|
2,307,026 |
|
|
FNMA |
|
3.500 |
|
|
12/01/25 |
|
|
|
2,448,740 |
|
|
|
1,472,416 |
|
|
FNMA |
|
3.500 |
|
|
02/01/26 |
|
|
|
1,562,862 |
|
|
|
565,509 |
|
|
FNMA |
|
4.000 |
|
|
03/01/26 |
|
|
|
605,902 |
|
|
|
1,495,690 |
|
|
FNMA |
|
4.000 |
|
|
06/01/26 |
|
|
|
1,602,522 |
|
|
|
1,286,616 |
|
|
FNMA |
|
3.500 |
|
|
08/01/26 |
|
|
|
1,365,649 |
|
|
|
1,048,518 |
|
|
FNMA |
|
3.500 |
|
|
09/01/26 |
|
|
|
1,112,925 |
|
|
|
641,841 |
|
|
FNMA |
|
4.000 |
|
|
09/01/26 |
|
|
|
687,685 |
|
|
|
1,623,317 |
|
|
FNMA |
|
3.500 |
|
|
10/01/26 |
|
|
|
1,723,032 |
|
|
|
38,636 |
|
|
FNMA |
|
6.000 |
|
|
10/01/26 |
|
|
|
42,299 |
|
|
|
2,019,471 |
|
|
FNMA |
|
3.000 |
|
|
11/01/26 |
|
|
|
2,133,129 |
|
|
|
1,657,624 |
|
|
FNMA |
|
3.000 |
|
|
12/01/26 |
|
|
|
1,750,917 |
|
|
|
3,138,555 |
|
|
FNMA |
|
3.000 |
|
|
04/01/27 |
|
|
|
3,317,159 |
|
|
|
5,017,341 |
|
|
FNMA |
|
3.000 |
|
|
04/01/27 |
|
|
|
5,302,859 |
|
|
|
2,183,187 |
|
|
FNMA |
|
3.500 |
|
|
05/01/27 |
|
|
|
2,332,986 |
|
|
|
2,152,868 |
|
|
FNMA |
|
2.500 |
|
|
06/01/27 |
|
|
|
2,252,887 |
|
|
|
4,738,545 |
|
|
FNMA |
|
3.000 |
|
|
06/01/27 |
|
|
|
5,008,198 |
|
|
|
2,215,850 |
|
|
FNMA |
|
2.500 |
|
|
07/01/27 |
|
|
|
2,318,794 |
|
|
|
350,522 |
|
|
FNMA |
|
6.000 |
|
|
08/01/27 |
|
|
|
383,536 |
|
|
|
3,922,965 |
|
|
FNMA |
|
2.500 |
|
|
09/01/27 |
|
|
|
4,105,219 |
|
|
|
127,794 |
|
|
FNMA |
|
5.500 |
|
|
09/01/27 |
|
|
|
139,091 |
|
|
|
6,968,936 |
|
|
FNMA |
|
2.500 |
|
|
10/01/27 |
|
|
|
7,292,701 |
|
|
|
16,981 |
|
|
FNMA |
|
5.500 |
|
|
01/01/28 |
|
|
|
18,472 |
|
|
|
15,161 |
|
|
FNMA |
|
5.000 |
|
|
02/01/28 |
|
|
|
16,432 |
|
|
|
720,549 |
|
|
FNMA |
|
5.000 |
|
|
05/01/28 |
|
|
|
780,984 |
|
|
|
84,746 |
|
|
FNMA |
|
5.500 |
|
|
06/01/28 |
|
|
|
92,184 |
|
|
|
14,671 |
|
|
FNMA |
|
5.500 |
|
|
11/01/28 |
|
|
|
15,950 |
|
|
|
52 |
|
|
FNMA |
|
7.500 |
|
|
01/01/29 |
|
|
|
63 |
|
|
|
103,485 |
|
|
FNMA |
|
4.000 |
|
|
03/01/29 |
|
|
|
111,402 |
|
|
|
449,937 |
|
|
FNMA |
|
4.500 |
|
|
04/01/29 |
|
|
|
487,451 |
|
|
|
952 |
|
|
FNMA |
|
6.500 |
|
|
04/01/29 |
|
|
|
1,101 |
|
|
|
265,401 |
|
|
FNMA |
|
4.000 |
|
|
05/01/29 |
|
|
|
285,703 |
|
|
|
166,003 |
|
|
FNMA |
|
4.500 |
|
|
06/01/29 |
|
|
|
179,844 |
|
|
|
45,364 |
|
|
FNMA |
|
4.000 |
|
|
07/01/29 |
|
|
|
48,835 |
|
|
|
288 |
|
|
FNMA |
|
7.500 |
|
|
07/01/29 |
|
|
|
289 |
|
|
|
3,655 |
|
|
FNMA |
|
7.500 |
|
|
07/01/29 |
|
|
|
3,809 |
|
|
|
888,975 |
|
|
FNMA |
|
4.500 |
|
|
08/01/29 |
|
|
|
963,096 |
|
|
|
139,908 |
|
|
FNMA |
|
4.500 |
|
|
09/01/29 |
|
|
|
151,574 |
|
|
|
78,846 |
|
|
FNMA |
|
4.500 |
|
|
11/01/29 |
|
|
|
87,169 |
|
|
|
42,184 |
|
|
FNMA |
|
4.500 |
|
|
01/01/30 |
|
|
|
45,675 |
|
|
|
122,898 |
|
|
FNMA |
|
4.000 |
|
|
03/01/30 |
|
|
|
132,300 |
|
|
|
50,768 |
|
|
FNMA |
|
4.500 |
|
|
05/01/30 |
|
|
|
54,969 |
|
|
|
68,059 |
|
|
FNMA |
|
4.500 |
|
|
06/01/30 |
|
|
|
73,691 |
|
|
|
606,681 |
|
|
FNMA |
|
4.500 |
|
|
08/01/30 |
|
|
|
656,885 |
|
|
|
125,763 |
|
|
FNMA |
|
4.000 |
|
|
09/01/30 |
|
|
|
135,384 |
|
|
|
692,429 |
|
|
FNMA |
|
4.000 |
|
|
10/01/30 |
|
|
|
745,397 |
|
|
|
952,304 |
|
|
FNMA |
|
4.000 |
|
|
11/01/30 |
|
|
|
1,025,151 |
|
|
|
254,069 |
|
|
FNMA |
|
4.500 |
|
|
12/01/30 |
|
|
|
276,206 |
|
|
|
283,173 |
|
|
FNMA |
|
3.500 |
|
|
02/01/31 |
|
|
|
302,764 |
|
|
|
359,758 |
|
|
FNMA |
|
4.000 |
|
|
02/01/31 |
|
|
|
387,278 |
|
|
|
293 |
|
|
FNMA |
|
7.500 |
|
|
02/01/31 |
|
|
|
311 |
|
|
|
2,396 |
|
|
FNMA |
|
7.500 |
|
|
03/01/31 |
|
|
|
2,925 |
|
86
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
777,965 |
|
|
FNMA |
|
3.500 |
% |
|
04/01/31 |
|
|
$ |
831,786 |
|
|
|
107,270 |
|
|
FNMA |
|
4.000 |
|
|
04/01/31 |
|
|
|
115,476 |
|
|
|
13,402 |
|
|
FNMA |
|
6.000 |
|
|
05/01/31 |
|
|
|
14,974 |
|
|
|
1,389 |
|
|
FNMA |
|
7.500 |
|
|
05/01/31 |
|
|
|
1,522 |
|
|
|
572,167 |
|
|
FNMA |
|
4.500 |
|
|
07/01/31 |
|
|
|
628,403 |
|
|
|
2,600,416 |
|
|
FNMA |
|
4.500 |
|
|
07/01/31 |
|
|
|
2,874,928 |
|
|
|
3,540,209 |
|
|
FNMA |
|
4.000 |
|
|
08/01/31 |
|
|
|
3,811,021 |
|
|
|
243,099 |
|
|
FNMA |
|
4.000 |
|
|
09/01/31 |
|
|
|
261,695 |
|
|
|
1,033 |
|
|
FNMA |
|
6.500 |
|
|
09/01/31 |
|
|
|
1,220 |
|
|
|
106,373 |
|
|
FNMA |
|
6.000 |
|
|
11/01/31 |
|
|
|
118,852 |
|
|
|
12,802 |
|
|
FNMA |
|
6.500 |
|
|
11/01/31 |
|
|
|
14,652 |
|
|
|
5,276,269 |
|
|
FNMA |
|
3.500 |
|
|
01/01/32 |
|
|
|
5,641,292 |
|
|
|
41,756 |
|
|
FNMA |
|
6.000 |
|
|
01/01/32 |
|
|
|
46,655 |
|
|
|
27,431 |
|
|
FNMA |
|
6.000 |
|
|
01/01/32 |
|
|
|
30,721 |
|
|
|
29,441 |
|
|
FNMA |
|
6.000 |
|
|
02/01/32 |
|
|
|
32,894 |
|
|
|
90,604 |
|
|
FNMA |
|
6.500 |
|
|
04/01/32 |
|
|
|
103,487 |
|
|
|
220,153 |
|
|
FNMA |
|
6.500 |
|
|
07/01/32 |
|
|
|
250,776 |
|
|
|
23,454 |
|
|
FNMA |
|
6.500 |
|
|
08/01/32 |
|
|
|
27,751 |
|
|
|
1,715,398 |
|
|
FNMA |
|
3.000 |
|
|
09/01/32 |
|
|
|
1,805,538 |
|
|
|
290,255 |
|
|
FNMA |
|
6.000 |
|
|
09/01/32 |
|
|
|
324,305 |
|
|
|
35,158 |
|
|
FNMA |
|
7.500 |
|
|
09/01/32 |
|
|
|
43,032 |
|
|
|
201,311 |
|
|
FNMA |
|
5.500 |
|
|
10/01/32 |
|
|
|
221,247 |
|
|
|
45,696 |
|
|
FNMA |
|
6.000 |
|
|
10/01/32 |
|
|
|
51,042 |
|
|
|
63,204 |
|
|
FNMA |
|
6.000 |
|
|
11/01/32 |
|
|
|
70,599 |
|
|
|
12,814 |
|
|
FNMA |
|
5.500 |
|
|
12/01/32 |
|
|
|
14,083 |
|
|
|
92,270 |
|
|
FNMA |
|
5.500 |
|
|
12/01/32 |
|
|
|
101,407 |
|
|
|
125,841 |
|
|
FNMA |
|
6.000 |
|
|
12/01/32 |
|
|
|
140,604 |
|
|
|
560,955 |
|
|
FNMA |
|
5.500 |
|
|
01/01/33 |
|
|
|
616,506 |
|
|
|
1,265,453 |
|
|
FNMA |
|
6.000 |
|
|
01/01/33 |
|
|
|
1,402,854 |
|
|
|
37,505 |
|
|
FNMA |
|
5.000 |
|
|
02/01/33 |
|
|
|
40,862 |
|
|
|
756,471 |
|
|
FNMA |
|
5.000 |
|
|
02/01/33 |
|
|
|
824,174 |
|
|
|
28,419 |
|
|
FNMA |
|
6.000 |
|
|
04/01/33 |
|
|
|
31,744 |
|
|
|
4,671,099 |
|
|
FNMA |
|
5.500 |
|
|
05/01/33 |
|
|
|
5,133,675 |
|
|
|
259,376 |
|
|
FNMA |
|
5.000 |
|
|
06/01/33 |
|
|
|
282,127 |
|
|
|
527,139 |
|
|
FNMA |
|
5.500 |
|
|
06/01/33 |
|
|
|
579,341 |
|
|
|
63,366 |
|
|
FNMA |
|
4.500 |
|
|
07/01/33 |
|
|
|
68,788 |
|
|
|
275,037 |
|
|
FNMA |
|
5.000 |
|
|
07/01/33 |
|
|
|
299,652 |
|
|
|
212,138 |
|
|
FNMA |
|
4.500 |
|
|
08/01/33 |
|
|
|
230,290 |
|
|
|
353,663 |
|
|
FNMA |
|
4.500 |
|
|
08/01/33 |
|
|
|
383,924 |
|
|
|
131,420 |
|
|
FNMA |
|
5.000 |
|
|
08/01/33 |
|
|
|
143,182 |
|
|
|
162,420 |
|
|
FNMA |
|
5.500 |
|
|
09/01/33 |
|
|
|
182,819 |
|
|
|
409,468 |
|
|
FNMA |
|
5.500 |
|
|
09/01/33 |
|
|
|
460,894 |
|
|
|
70,699 |
|
|
FNMA |
|
6.000 |
|
|
09/01/33 |
|
|
|
78,970 |
|
|
|
705,889 |
|
|
FNMA |
|
4.500 |
|
|
10/01/33 |
|
|
|
766,288 |
|
|
|
99,013 |
|
|
FNMA |
|
5.000 |
|
|
10/01/33 |
|
|
|
107,875 |
|
|
|
155,293 |
|
|
FNMA |
|
5.000 |
|
|
10/01/33 |
|
|
|
169,191 |
|
|
|
1,014,263 |
|
|
FNMA |
|
5.500 |
|
|
10/01/33 |
|
|
|
1,152,740 |
|
|
|
1,860,659 |
|
|
FNMA |
|
5.500 |
|
|
10/01/33 |
|
|
|
2,132,718 |
|
|
|
58,168 |
|
|
FNMA |
|
4.500 |
|
|
11/01/33 |
|
|
|
63,146 |
|
|
|
125,061 |
|
|
FNMA |
|
5.000 |
|
|
11/01/33 |
|
|
|
136,254 |
|
|
|
8,864,306 |
h |
|
FNMA |
|
5.000 |
|
|
11/01/33 |
|
|
|
9,657,644 |
|
|
|
1,095,996 |
|
|
FNMA |
|
5.000 |
|
|
12/01/33 |
|
|
|
1,194,086 |
|
87
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
|
VALUE |
|
|||
|
|
|
|
|
|
|
|||||||||
$ |
1,101,981 |
|
|
FNMA |
|
5.500 |
% |
|
12/01/33 |
|
|
$ |
1,246,923 |
|
|
|
395,190 |
|
|
FNMA |
|
5.000 |
|
|
02/01/34 |
|
|
|
430,559 |
|
|
|
1,478,404 |
|
|
FNMA |
|
6.000 |
|
|
02/01/34 |
|
|
|
1,651,374 |
|
|
|
2,413,916 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
2,629,957 |
|
|
|
43,394 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
47,278 |
|
|
|
58,760 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
64,019 |
|
|
|
99,650 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
108,364 |
|
|
|
124,564 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
135,712 |
|
|
|
36,744 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
40,032 |
|
|
|
361,005 |
|
|
FNMA |
|
5.000 |
|
|
04/01/34 |
|
|
|
392,411 |
|
|
|
379,139 |
|
|
FNMA |
|
5.500 |
|
|
04/01/34 |
|
|
|
416,685 |
|
|
|
38,175 |
|
|
FNMA |
|
4.500 |
|
|
05/01/34 |
|
|
|
41,441 |
|
|
|
163,752 |
|
|
FNMA |
|
4.500 |
|
|
05/01/34 |
|
|
|
177,456 |
|
|
|
123,822 |
|
|
FNMA |
|
5.500 |
|
|
07/01/34 |
|
|
|
135,465 |
|
|
|
83,741 |
|
|
FNMA |
|
5.500 |
|
|
07/01/34 |
|
|
|
91,615 |
|
|
|
93,986 |
|
|
FNMA |
|
7.000 |
|
|
07/01/34 |
|
|
|
112,295 |
|
|
|
125,669 |
|
|
FNMA |
|
5.000 |
|
|
08/01/34 |
|
|
|
137,183 |
|
|
|
1,036,761 |
|
|
FNMA |
|
5.000 |
|
|
08/01/34 |
|
|
|
1,126,745 |
|
|
|
95,837 |
|
|
FNMA |
|
6.000 |
|
|
08/01/34 |
|
|
|
107,050 |
|
|
|
522,078 |
|
|
FNMA |
|
6.000 |
|
|
08/01/34 |
|
|
|
583,161 |
|
|
|
57,096 |
|
|
FNMA |
|
4.500 |
|
|
09/01/34 |
|
|
|
61,874 |
|
|
|
2,130,321 |
|
|
FNMA |
|
5.500 |
|
|
09/01/34 |
|
|
|
2,330,633 |
|
|
|
18,048 |
|
|
FNMA |
|
5.500 |
|
|
11/01/34 |
|
|
|
19,745 |
|
|
|
177,495 |
|
|
FNMA |
|
6.000 |
|
|
11/01/34 |
|
|
|
196,923 |
|
|
|
31,752 |
|
|
FNMA |
|
5.000 |
|
|
12/01/34 |
|
|
|
34,593 |
|
|
|
21,184 |
|
|
FNMA |
|
5.500 |
|
|
12/01/34 |
|
|
|
23,176 |
|
|
|
55,192 |
|
|
FNMA |
|
6.000 |
|
|
12/01/34 |
|
|
|
61,632 |
|
|
|
2,774,397 |
|
|
FNMA |
|
4.500 |
|
|
01/01/35 |
|
|
|
3,011,787 |
|
|
|
231,515 |
|
|
FNMA |
|
5.500 |
|
|
01/01/35 |
|
|
|
253,827 |
|
|
|
6,575,564 |
|
|
FNMA |
|
5.500 |
|
|
02/01/35 |
|
|
|
7,226,737 |
|
|
|
274,005 |
|
|
FNMA |
|
5.500 |
|
|
02/01/35 |
|
|
|
299,769 |
|
|
|
1,710,376 |
|
|
FNMA |
|
5.500 |
|
|
04/01/35 |
|
|
|
1,935,340 |
|
|
|
261,003 |
|
|
FNMA |
|
6.000 |
|
|
04/01/35 |
|
|
|
290,235 |
|
|
|
222,114 |
|
|
FNMA |
|
6.000 |
|
|
04/01/35 |
|
|
|
247,566 |
|
|
|
256,045 |
|
|
FNMA |
|
5.500 |
|
|
05/01/35 |
|
|
|
284,601 |
|
|
|
335,370 |
|
|
FNMA |
|
6.000 |
|
|
05/01/35 |
|
|
|
373,686 |
|
|
|
113,424 |
|
|
FNMA |
|
5.000 |
|
|
06/01/35 |
|
|
|
123,804 |
|
|
|
8,141 |
|
|
FNMA |
|
7.500 |
|
|
06/01/35 |
|
|
|
9,059 |
|
|
|
10,896 |
i |
|
FNMA |
|
4.686 |
|
|
07/01/35 |
|
|
|
11,690 |
|
|
|
266,135 |
|
|
FNMA |
|
5.000 |
|
|
07/01/35 |
|
|
|
294,727 |
|
|
|
647,208 |
|
|
FNMA |
|
4.500 |
|
|
08/01/35 |
|
|
|
700,159 |
|
|
|
1,099,577 |
|
|
FNMA |
|
5.000 |
|
|
08/01/35 |
|
|
|
1,193,864 |
|
|
|
504,449 |
|
|
FNMA |
|
5.000 |
|
|
08/01/35 |
|
|
|
547,704 |
|
|
|
30,781 |
|
|
FNMA |
|
4.500 |
|
|
09/01/35 |
|
|
|
33,300 |
|
|
|
32,480 |
|
|
FNMA |
|
4.500 |
|
|
09/01/35 |
|
|
|
35,259 |
|
|
|
69,956 |
|
|
FNMA |
|
5.500 |
|
|
09/01/35 |
|
|
|
76,883 |
|
|
|
847,907 |
|
|
FNMA |
|
5.000 |
|
|
10/01/35 |
|
|
|
920,614 |
|
|
|
998,982 |
|
|
FNMA |
|
5.500 |
|
|
10/01/35 |
|
|
|
1,130,377 |
|
|
|
46,076 |
|
|
FNMA |
|
5.000 |
|
|
11/01/35 |
|
|
|
49,696 |
|
|
|
1,330,497 |
|
|
FNMA |
|
5.500 |
|
|
11/01/35 |
|
|
|
1,453,939 |
|
|
|
18,180 |
|
|
FNMA |
|
4.500 |
|
|
12/01/35 |
|
|
|
19,667 |
|
|
|
101,864 |
|
|
FNMA |
|
5.500 |
|
|
12/01/35 |
|
|
|
111,320 |
|
88
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
710,609 |
|
|
FNMA |
|
6.000 |
% |
|
12/01/35 |
|
|
$ |
782,978 |
|
|
|
335,742 |
i |
|
FNMA |
|
2.705 |
|
|
02/01/36 |
|
|
|
356,089 |
|
|
|
671 |
|
|
FNMA |
|
5.000 |
|
|
02/01/36 |
|
|
|
719 |
|
|
|
80,944 |
|
|
FNMA |
|
5.000 |
|
|
02/01/36 |
|
|
|
86,747 |
|
|
|
2,702,179 |
|
|
FNMA |
|
5.000 |
|
|
02/01/36 |
|
|
|
2,938,814 |
|
|
|
216,013 |
|
|
FNMA |
|
6.500 |
|
|
02/01/36 |
|
|
|
243,777 |
|
|
|
1,625,061 |
|
|
FNMA |
|
6.000 |
|
|
03/01/36 |
|
|
|
1,779,134 |
|
|
|
29,848 |
|
|
FNMA |
|
5.000 |
|
|
05/01/36 |
|
|
|
32,332 |
|
|
|
1,987,263 |
|
|
FNMA |
|
6.000 |
|
|
06/01/36 |
|
|
|
2,219,148 |
|
|
|
205,392 |
i |
|
FNMA |
|
2.760 |
|
|
07/01/36 |
|
|
|
219,654 |
|
|
|
120,776 |
|
|
FNMA |
|
6.000 |
|
|
07/01/36 |
|
|
|
132,661 |
|
|
|
899,135 |
|
|
FNMA |
|
6.500 |
|
|
07/01/36 |
|
|
|
1,008,252 |
|
|
|
2,011,034 |
|
|
FNMA |
|
5.500 |
|
|
08/01/36 |
|
|
|
2,187,561 |
|
|
|
768,898 |
|
|
FNMA |
|
6.500 |
|
|
08/01/36 |
|
|
|
880,108 |
|
|
|
71,066 |
|
|
FNMA |
|
5.500 |
|
|
09/01/36 |
|
|
|
77,748 |
|
|
|
77,111 |
|
|
FNMA |
|
6.500 |
|
|
09/01/36 |
|
|
|
86,500 |
|
|
|
192,100 |
|
|
FNMA |
|
6.500 |
|
|
09/01/36 |
|
|
|
216,131 |
|
|
|
215,111 |
|
|
FNMA |
|
6.000 |
|
|
10/01/36 |
|
|
|
235,506 |
|
|
|
91,955 |
|
|
FNMA |
|
6.500 |
|
|
11/01/36 |
|
|
|
103,155 |
|
|
|
30,436 |
i |
|
FNMA |
|
5.674 |
|
|
12/01/36 |
|
|
|
32,491 |
|
|
|
661,634 |
|
|
FNMA |
|
6.000 |
|
|
12/01/36 |
|
|
|
724,364 |
|
|
|
74,757 |
i |
|
FNMA |
|
2.860 |
|
|
01/01/37 |
|
|
|
80,230 |
|
|
|
257,253 |
|
|
FNMA |
|
5.500 |
|
|
01/01/37 |
|
|
|
279,834 |
|
|
|
9,629 |
i |
|
FNMA |
|
2.270 |
|
|
02/01/37 |
|
|
|
10,090 |
|
|
|
1,777,725 |
|
|
FNMA |
|
5.500 |
|
|
02/01/37 |
|
|
|
1,933,772 |
|
|
|
39,965 |
|
|
FNMA |
|
6.000 |
|
|
02/01/37 |
|
|
|
43,754 |
|
|
|
55,791 |
|
|
FNMA |
|
7.000 |
|
|
02/01/37 |
|
|
|
66,404 |
|
|
|
19,698 |
i |
|
FNMA |
|
2.798 |
|
|
03/01/37 |
|
|
|
20,904 |
|
|
|
7,885 |
|
|
FNMA |
|
5.000 |
|
|
03/01/37 |
|
|
|
8,542 |
|
|
|
589,626 |
|
|
FNMA |
|
6.500 |
|
|
03/01/37 |
|
|
|
662,665 |
|
|
|
207,408 |
|
|
FNMA |
|
6.500 |
|
|
03/01/37 |
|
|
|
234,363 |
|
|
|
19,403 |
i |
|
FNMA |
|
5.563 |
|
|
04/01/37 |
|
|
|
20,929 |
|
|
|
333,391 |
|
|
FNMA |
|
7.000 |
|
|
04/01/37 |
|
|
|
396,812 |
|
|
|
648,428 |
|
|
FNMA |
|
5.000 |
|
|
05/01/37 |
|
|
|
702,408 |
|
|
|
21,802 |
|
|
FNMA |
|
7.000 |
|
|
05/01/37 |
|
|
|
25,949 |
|
|
|
94,943 |
i |
|
FNMA |
|
5.165 |
|
|
06/01/37 |
|
|
|
102,035 |
|
|
|
203,903 |
|
|
FNMA |
|
5.500 |
|
|
06/01/37 |
|
|
|
221,578 |
|
|
|
130,154 |
|
|
FNMA |
|
5.500 |
|
|
08/01/37 |
|
|
|
142,393 |
|
|
|
76,012 |
|
|
FNMA |
|
6.000 |
|
|
08/01/37 |
|
|
|
83,267 |
|
|
|
117,981 |
|
|
FNMA |
|
6.500 |
|
|
08/01/37 |
|
|
|
132,688 |
|
|
|
444,963 |
|
|
FNMA |
|
6.500 |
|
|
08/01/37 |
|
|
|
500,012 |
|
|
|
197,165 |
|
|
FNMA |
|
5.500 |
|
|
09/01/37 |
|
|
|
224,084 |
|
|
|
264,556 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
289,639 |
|
|
|
284,311 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
324,683 |
|
|
|
491,327 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
561,095 |
|
|
|
200,565 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
224,960 |
|
|
|
704,625 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
804,680 |
|
|
|
67,632 |
|
|
FNMA |
|
6.500 |
|
|
09/01/37 |
|
|
|
75,767 |
|
|
|
372,012 |
|
|
FNMA |
|
6.500 |
|
|
09/01/37 |
|
|
|
418,036 |
|
|
|
572,490 |
i |
|
FNMA |
|
2.481 |
|
|
10/01/37 |
|
|
|
615,148 |
|
|
|
159,441 |
|
|
FNMA |
|
6.500 |
|
|
10/01/37 |
|
|
|
179,009 |
|
|
|
1,102,321 |
|
|
FNMA |
|
5.500 |
|
|
11/01/37 |
|
|
|
1,197,876 |
|
89
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
2,767,711 |
|
|
FNMA |
|
6.000 |
% |
|
11/01/37 |
|
|
$ |
3,030,119 |
|
|
|
97,101 |
|
|
FNMA |
|
7.000 |
|
|
11/01/37 |
|
|
|
115,573 |
|
|
|
12,790 |
|
|
FNMA |
|
6.500 |
|
|
01/01/38 |
|
|
|
14,612 |
|
|
|
55,057 |
|
|
FNMA |
|
6.500 |
|
|
01/01/38 |
|
|
|
64,870 |
|
|
|
716,277 |
|
|
FNMA |
|
5.500 |
|
|
02/01/38 |
|
|
|
778,256 |
|
|
|
38,016 |
|
|
FNMA |
|
6.500 |
|
|
02/01/38 |
|
|
|
42,842 |
|
|
|
118,806 |
|
|
FNMA |
|
7.000 |
|
|
02/01/38 |
|
|
|
141,407 |
|
|
|
78,393 |
|
|
FNMA |
|
5.000 |
|
|
03/01/38 |
|
|
|
84,919 |
|
|
|
55,327 |
|
|
FNMA |
|
5.000 |
|
|
03/01/38 |
|
|
|
59,933 |
|
|
|
101,985 |
i |
|
FNMA |
|
5.009 |
|
|
03/01/38 |
|
|
|
109,227 |
|
|
|
142,712 |
|
|
FNMA |
|
5.500 |
|
|
03/01/38 |
|
|
|
155,061 |
|
|
|
32,479 |
|
|
FNMA |
|
6.000 |
|
|
03/01/38 |
|
|
|
36,432 |
|
|
|
929,633 |
|
|
FNMA |
|
6.500 |
|
|
03/01/38 |
|
|
|
1,062,232 |
|
|
|
214,185 |
|
|
FNMA |
|
6.500 |
|
|
03/01/38 |
|
|
|
240,644 |
|
|
|
80,653 |
|
|
FNMA |
|
6.500 |
|
|
03/01/38 |
|
|
|
92,150 |
|
|
|
129,601 |
|
|
FNMA |
|
6.500 |
|
|
03/01/38 |
|
|
|
152,635 |
|
|
|
68,826 |
|
|
FNMA |
|
5.000 |
|
|
04/01/38 |
|
|
|
74,556 |
|
|
|
2,761,451 |
|
|
FNMA |
|
5.500 |
|
|
04/01/38 |
|
|
|
3,000,397 |
|
|
|
1,901,101 |
|
|
FNMA |
|
6.000 |
|
|
04/01/38 |
|
|
|
2,077,187 |
|
|
|
78,072 |
|
|
FNMA |
|
4.500 |
|
|
05/01/38 |
|
|
|
84,361 |
|
|
|
5,407,219 |
|
|
FNMA |
|
5.000 |
|
|
05/01/38 |
|
|
|
5,877,637 |
|
|
|
1,800,740 |
|
|
FNMA |
|
5.000 |
|
|
05/01/38 |
|
|
|
1,950,648 |
|
|
|
7,245,433 |
|
|
FNMA |
|
6.000 |
|
|
06/01/38 |
|
|
|
7,916,527 |
|
|
|
1,777,486 |
|
|
FNMA |
|
6.000 |
|
|
07/01/38 |
|
|
|
1,946,010 |
|
|
|
24,891 |
i |
|
FNMA |
|
4.792 |
|
|
08/01/38 |
|
|
|
26,657 |
|
|
|
13,437 |
i |
|
FNMA |
|
5.333 |
|
|
08/01/38 |
|
|
|
14,467 |
|
|
|
132,486 |
i |
|
FNMA |
|
4.917 |
|
|
10/01/38 |
|
|
|
141,998 |
|
|
|
22,416 |
|
|
FNMA |
|
6.000 |
|
|
10/01/38 |
|
|
|
24,493 |
|
|
|
213,170 |
|
|
FNMA |
|
5.500 |
|
|
11/01/38 |
|
|
|
231,615 |
|
|
|
34,414 |
|
|
FNMA |
|
5.000 |
|
|
12/01/38 |
|
|
|
37,279 |
|
|
|
4,014,754 |
|
|
FNMA |
|
5.500 |
|
|
12/01/38 |
|
|
|
4,387,240 |
|
|
|
868,147 |
|
|
FNMA |
|
4.500 |
|
|
01/01/39 |
|
|
|
938,088 |
|
|
|
304,273 |
|
|
FNMA |
|
5.000 |
|
|
01/01/39 |
|
|
|
329,603 |
|
|
|
1,224,359 |
|
|
FNMA |
|
5.000 |
|
|
01/01/39 |
|
|
|
1,326,284 |
|
|
|
682,768 |
|
|
FNMA |
|
5.500 |
|
|
01/01/39 |
|
|
|
741,847 |
|
|
|
3,197,243 |
|
|
FNMA |
|
5.500 |
|
|
01/01/39 |
|
|
|
3,474,397 |
|
|
|
218,744 |
|
|
FNMA |
|
6.000 |
|
|
01/01/39 |
|
|
|
239,005 |
|
|
|
446,500 |
|
|
FNMA |
|
6.000 |
|
|
01/01/39 |
|
|
|
487,857 |
|
|
|
2,226,364 |
|
|
FNMA |
|
4.500 |
|
|
02/01/39 |
|
|
|
2,405,730 |
|
|
|
1,180,119 |
|
|
FNMA |
|
4.500 |
|
|
02/01/39 |
|
|
|
1,275,195 |
|
|
|
1,291,025 |
|
|
FNMA |
|
4.500 |
|
|
02/01/39 |
|
|
|
1,395,036 |
|
|
|
54,376 |
|
|
FNMA |
|
5.500 |
|
|
02/01/39 |
|
|
|
59,081 |
|
|
|
2,095,046 |
|
|
FNMA |
|
4.000 |
|
|
04/01/39 |
|
|
|
2,247,453 |
|
|
|
62,460 |
|
|
FNMA |
|
5.500 |
|
|
04/01/39 |
|
|
|
68,313 |
|
|
|
1,053,155 |
|
|
FNMA |
|
4.500 |
|
|
05/01/39 |
|
|
|
1,138,002 |
|
|
|
2,980,126 |
|
|
FNMA |
|
4.500 |
|
|
05/01/39 |
|
|
|
3,299,844 |
|
|
|
160,117 |
|
|
FNMA |
|
4.500 |
|
|
06/01/39 |
|
|
|
173,017 |
|
|
|
78,955 |
i |
|
FNMA |
|
3.981 |
|
|
07/01/39 |
|
|
|
84,297 |
|
|
|
285,228 |
|
|
FNMA |
|
4.500 |
|
|
07/01/39 |
|
|
|
308,207 |
|
|
|
563,678 |
|
|
FNMA |
|
4.500 |
|
|
07/01/39 |
|
|
|
609,090 |
|
|
|
59,488 |
|
|
FNMA |
|
5.000 |
|
|
07/01/39 |
|
|
|
65,593 |
|
|
|
96,487 |
i |
|
FNMA |
|
3.522 |
|
|
08/01/39 |
|
|
|
102,989 |
|
90
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
396,644 |
i |
|
FNMA |
|
3.697 |
% |
|
08/01/39 |
|
|
$ |
422,402 |
|
|
|
6,431,350 |
|
|
FNMA |
|
4.000 |
|
|
08/01/39 |
|
|
|
6,899,206 |
|
|
|
931,611 |
|
|
FNMA |
|
4.000 |
|
|
08/01/39 |
|
|
|
999,383 |
|
|
|
1,656,689 |
|
|
FNMA |
|
4.500 |
|
|
08/01/39 |
|
|
|
1,790,159 |
|
|
|
3,486,895 |
|
|
FNMA |
|
4.500 |
|
|
08/01/39 |
|
|
|
3,871,333 |
|
|
|
69,043 |
|
|
FNMA |
|
4.500 |
|
|
08/01/39 |
|
|
|
77,669 |
|
|
|
6,304,061 |
|
|
FNMA |
|
5.000 |
|
|
08/01/39 |
|
|
|
6,828,862 |
|
|
|
64,894 |
|
|
FNMA |
|
5.000 |
|
|
08/01/39 |
|
|
|
70,297 |
|
|
|
2,191,277 |
|
|
FNMA |
|
4.000 |
|
|
09/01/39 |
|
|
|
2,350,684 |
|
|
|
134,026 |
|
|
FNMA |
|
5.000 |
|
|
09/01/39 |
|
|
|
145,183 |
|
|
|
754,382 |
|
|
FNMA |
|
5.500 |
|
|
09/01/39 |
|
|
|
849,126 |
|
|
|
914,561 |
|
|
FNMA |
|
6.000 |
|
|
09/01/39 |
|
|
|
1,001,271 |
|
|
|
3,731,991 |
|
|
FNMA |
|
6.500 |
|
|
10/01/39 |
|
|
|
4,190,045 |
|
|
|
99,754 |
|
|
FNMA |
|
5.000 |
|
|
11/01/39 |
|
|
|
110,739 |
|
|
|
2,818,701 |
|
|
FNMA |
|
4.000 |
|
|
12/01/39 |
|
|
|
3,023,751 |
|
|
|
234,870 |
|
|
FNMA |
|
4.500 |
|
|
12/01/39 |
|
|
|
261,499 |
|
|
|
10,430,084 |
|
|
FNMA |
|
4.500 |
|
|
12/01/39 |
|
|
|
11,270,380 |
|
|
|
806,879 |
|
|
FNMA |
|
4.500 |
|
|
12/01/39 |
|
|
|
871,885 |
|
|
|
119,933 |
i |
|
FNMA |
|
3.689 |
|
|
01/01/40 |
|
|
|
126,992 |
|
|
|
161,840 |
|
|
FNMA |
|
4.500 |
|
|
01/01/40 |
|
|
|
174,878 |
|
|
|
219,611 |
|
|
FNMA |
|
5.000 |
|
|
01/01/40 |
|
|
|
242,149 |
|
|
|
2,323,695 |
|
|
FNMA |
|
6.000 |
|
|
02/01/40 |
|
|
|
2,540,592 |
|
|
|
1,946,273 |
|
|
FNMA |
|
4.500 |
|
|
03/01/40 |
|
|
|
2,103,073 |
|
|
|
827,624 |
|
|
FNMA |
|
4.500 |
|
|
03/01/40 |
|
|
|
896,887 |
|
|
|
99,686 |
|
|
FNMA |
|
5.000 |
|
|
03/01/40 |
|
|
|
111,037 |
|
|
|
87,758 |
|
|
FNMA |
|
4.500 |
|
|
04/01/40 |
|
|
|
95,102 |
|
|
|
3,154,388 |
|
|
FNMA |
|
5.000 |
|
|
04/01/40 |
|
|
|
3,478,101 |
|
|
|
3,467,627 |
|
|
FNMA |
|
5.000 |
|
|
04/01/40 |
|
|
|
3,790,525 |
|
|
|
525,435 |
i |
|
FNMA |
|
3.508 |
|
|
05/01/40 |
|
|
|
557,259 |
|
|
|
622,513 |
i |
|
FNMA |
|
3.608 |
|
|
05/01/40 |
|
|
|
659,100 |
|
|
|
1,014,428 |
i |
|
FNMA |
|
3.740 |
|
|
05/01/40 |
|
|
|
1,076,659 |
|
|
|
82,846 |
|
|
FNMA |
|
4.500 |
|
|
05/01/40 |
|
|
|
91,980 |
|
|
|
279,535 |
|
|
FNMA |
|
4.500 |
|
|
07/01/40 |
|
|
|
302,929 |
|
|
|
240,620 |
|
|
FNMA |
|
4.500 |
|
|
07/01/40 |
|
|
|
260,757 |
|
|
|
267,887 |
|
|
FNMA |
|
5.000 |
|
|
07/01/40 |
|
|
|
298,392 |
|
|
|
151,733 |
i |
|
FNMA |
|
3.422 |
|
|
08/01/40 |
|
|
|
159,655 |
|
|
|
2,167,519 |
|
|
FNMA |
|
4.500 |
|
|
08/01/40 |
|
|
|
2,341,530 |
|
|
|
2,294,048 |
|
|
FNMA |
|
5.000 |
|
|
08/01/40 |
|
|
|
2,531,009 |
|
|
|
3,903,970 |
|
|
FNMA |
|
4.500 |
|
|
09/01/40 |
|
|
|
4,230,691 |
|
|
|
1,788,142 |
|
|
FNMA |
|
4.500 |
|
|
09/01/40 |
|
|
|
1,937,791 |
|
|
|
6,482,039 |
|
|
FNMA |
|
6.000 |
|
|
09/01/40 |
|
|
|
7,096,605 |
|
|
|
604,864 |
|
|
FNMA |
|
3.500 |
|
|
10/01/40 |
|
|
|
645,387 |
|
|
|
2,853,629 |
|
|
FNMA |
|
4.000 |
|
|
10/01/40 |
|
|
|
3,062,112 |
|
|
|
4,677,929 |
|
|
FNMA |
|
4.500 |
|
|
10/01/40 |
|
|
|
5,069,423 |
|
|
|
3,919,784 |
|
|
FNMA |
|
3.500 |
|
|
11/01/40 |
|
|
|
4,182,388 |
|
|
|
3,139,365 |
|
|
FNMA |
|
4.000 |
|
|
11/01/40 |
|
|
|
3,368,723 |
|
|
|
4,644,920 |
|
|
FNMA |
|
4.000 |
|
|
11/01/40 |
|
|
|
4,984,272 |
|
|
|
5,484,753 |
|
|
FNMA |
|
4.000 |
|
|
11/01/40 |
|
|
|
5,885,462 |
|
|
|
525,496 |
|
|
FNMA |
|
4.500 |
|
|
11/01/40 |
|
|
|
577,029 |
|
|
|
859,718 |
i |
|
FNMA |
|
3.239 |
|
|
12/01/40 |
|
|
|
908,152 |
|
|
|
1,382,763 |
|
|
FNMA |
|
4.000 |
|
|
12/01/40 |
|
|
|
1,510,144 |
|
|
|
6,943,357 |
|
|
FNMA |
|
4.500 |
|
|
12/01/40 |
|
|
|
7,524,444 |
|
91
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
147,897 |
|
|
FNMA |
|
3.500 |
% |
|
01/01/41 |
|
|
$ |
157,806 |
|
|
|
417,665 |
i |
|
FNMA |
|
3.156 |
|
|
02/01/41 |
|
|
|
438,842 |
|
|
|
856,551 |
|
|
FNMA |
|
3.500 |
|
|
02/01/41 |
|
|
|
913,935 |
|
|
|
4,299,669 |
|
|
FNMA |
|
4.000 |
|
|
02/01/41 |
|
|
|
4,613,798 |
|
|
|
4,149,494 |
|
|
FNMA |
|
4.000 |
|
|
03/01/41 |
|
|
|
4,452,650 |
|
|
|
3,374,956 |
|
|
FNMA |
|
4.500 |
|
|
04/01/41 |
|
|
|
3,657,404 |
|
|
|
997,051 |
|
|
FNMA |
|
4.500 |
|
|
05/01/41 |
|
|
|
1,082,363 |
|
|
|
3,438,476 |
|
|
FNMA |
|
4.500 |
|
|
06/01/41 |
|
|
|
3,732,688 |
|
|
|
1,127,532 |
i |
|
FNMA |
|
3.236 |
|
|
07/01/41 |
|
|
|
1,187,725 |
|
|
|
3,446,830 |
|
|
FNMA |
|
4.500 |
|
|
07/01/41 |
|
|
|
3,741,757 |
|
|
|
8,900,289 |
|
|
FNMA |
|
4.000 |
|
|
09/01/41 |
|
|
|
9,553,314 |
|
|
|
5,158,639 |
|
|
FNMA |
|
4.500 |
|
|
09/01/41 |
|
|
|
5,600,036 |
|
|
|
2,982,448 |
|
|
FNMA |
|
5.500 |
|
|
09/01/41 |
|
|
|
3,244,245 |
|
|
|
2,235,743 |
i |
|
FNMA |
|
2.951 |
|
|
10/01/41 |
|
|
|
2,342,418 |
|
|
|
382,055 |
i |
|
FNMA |
|
3.173 |
|
|
10/01/41 |
|
|
|
403,028 |
|
|
|
2,185,672 |
|
|
FNMA |
|
3.500 |
|
|
11/01/41 |
|
|
|
2,332,101 |
|
|
|
2,819,092 |
i |
|
FNMA |
|
2.845 |
|
|
12/01/41 |
|
|
|
2,955,553 |
|
|
|
3,010,096 |
|
|
FNMA |
|
4.000 |
|
|
12/01/41 |
|
|
|
3,230,950 |
|
|
|
5,629,001 |
m |
|
FNMA |
|
3.500 |
|
|
03/01/42 |
|
|
|
6,018,427 |
|
|
|
3,151,561 |
|
|
FNMA |
|
3.500 |
|
|
04/01/42 |
|
|
|
3,421,791 |
|
|
|
4,625,471 |
|
|
FNMA |
|
5.000 |
|
|
04/01/42 |
|
|
|
5,210,006 |
|
|
|
5,572,751 |
|
|
FNMA |
|
5.000 |
|
|
05/01/42 |
|
|
|
6,083,692 |
|
|
|
2,816,489 |
|
|
FNMA |
|
3.000 |
|
|
06/01/42 |
|
|
|
2,954,146 |
|
|
|
16,009,488 |
|
|
FNMA |
|
3.500 |
|
|
06/01/42 |
|
|
|
17,117,057 |
|
|
|
16,158,877 |
|
|
FNMA |
|
4.000 |
|
|
06/01/42 |
|
|
|
17,536,360 |
|
|
|
24,108,290 |
|
|
FNMA |
|
3.500 |
|
|
07/01/42 |
|
|
|
25,776,150 |
|
|
|
9,770,191 |
|
|
FNMA |
|
3.500 |
|
|
09/01/42 |
|
|
|
10,446,113 |
|
|
|
12,439,984 |
|
|
FNMA |
|
3.000 |
|
|
10/01/42 |
|
|
|
13,047,994 |
|
|
|
2,045,139 |
|
|
FNMA |
|
3.500 |
|
|
02/01/32 |
|
|
|
2,186,626 |
|
|
|
15,000,000 |
h |
|
FNMA |
|
3.000 |
|
|
01/01/43 |
|
|
|
15,733,132 |
|
|
|
19,142 |
|
|
Government National Mortgage Association (GNMA) |
|
5.000 |
|
|
02/15/18 |
|
|
|
20,561 |
|
|
|
71,610 |
|
|
GNMA |
|
4.500 |
|
|
02/15/19 |
|
|
|
78,403 |
|
|
|
26,800 |
|
|
GNMA |
|
4.500 |
|
|
01/20/24 |
|
|
|
29,225 |
|
|
|
144,001 |
|
|
GNMA |
|
4.000 |
|
|
04/15/24 |
|
|
|
155,277 |
|
|
|
20,831 |
|
|
GNMA |
|
4.500 |
|
|
07/15/24 |
|
|
|
22,732 |
|
|
|
490,489 |
|
|
GNMA |
|
4.000 |
|
|
08/15/24 |
|
|
|
528,896 |
|
|
|
129,299 |
|
|
GNMA |
|
4.500 |
|
|
08/15/24 |
|
|
|
141,100 |
|
|
|
464,150 |
|
|
GNMA |
|
4.000 |
|
|
09/15/24 |
|
|
|
500,494 |
|
|
|
57,797 |
|
|
GNMA |
|
4.500 |
|
|
01/15/25 |
|
|
|
63,054 |
|
|
|
472,759 |
|
|
GNMA |
|
4.000 |
|
|
08/15/25 |
|
|
|
509,778 |
|
|
|
259,213 |
|
|
GNMA |
|
3.500 |
|
|
03/15/26 |
|
|
|
278,422 |
|
|
|
380,351 |
|
|
GNMA |
|
4.000 |
|
|
04/15/26 |
|
|
|
410,134 |
|
|
|
295,153 |
|
|
GNMA |
|
4.000 |
|
|
06/20/26 |
|
|
|
315,294 |
|
|
|
447,562 |
|
|
GNMA |
|
3.500 |
|
|
11/20/26 |
|
|
|
479,045 |
|
|
|
1,769,834 |
|
|
GNMA |
|
3.000 |
|
|
12/15/26 |
|
|
|
1,891,086 |
|
|
|
4,674,572 |
|
|
GNMA |
|
2.500 |
|
|
04/20/27 |
|
|
|
4,942,240 |
|
|
|
10,757 |
|
|
GNMA |
|
6.500 |
|
|
09/15/28 |
|
|
|
12,447 |
|
|
|
1,698 |
|
|
GNMA |
|
6.500 |
|
|
09/15/28 |
|
|
|
1,964 |
|
|
|
5,261 |
|
|
GNMA |
|
6.500 |
|
|
11/15/28 |
|
|
|
6,184 |
|
|
|
1,349 |
|
|
GNMA |
|
7.500 |
|
|
11/15/28 |
|
|
|
1,568 |
|
|
|
9,420 |
|
|
GNMA |
|
8.500 |
|
|
10/15/30 |
|
|
|
10,261 |
|
|
|
6,705 |
|
|
GNMA |
|
8.500 |
|
|
10/20/30 |
|
|
|
8,402 |
|
92
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
928 |
|
|
GNMA |
|
8.500 |
% |
|
12/15/30 |
|
|
$ |
1,075 |
|
|
|
1,210 |
|
|
GNMA |
|
7.000 |
|
|
06/20/31 |
|
|
|
1,461 |
|
|
|
1,073 |
|
|
GNMA |
|
6.500 |
|
|
07/15/31 |
|
|
|
1,272 |
|
|
|
3,877 |
|
|
GNMA |
|
7.000 |
|
|
07/15/31 |
|
|
|
4,622 |
|
|
|
5,728 |
|
|
GNMA |
|
7.000 |
|
|
07/15/31 |
|
|
|
6,828 |
|
|
|
5,147 |
|
|
GNMA |
|
7.500 |
|
|
02/15/32 |
|
|
|
5,309 |
|
|
|
512,609 |
|
|
GNMA |
|
6.000 |
|
|
10/15/32 |
|
|
|
578,014 |
|
|
|
86,420 |
|
|
GNMA |
|
5.500 |
|
|
12/20/32 |
|
|
|
95,497 |
|
|
|
160,798 |
|
|
GNMA |
|
5.500 |
|
|
05/15/33 |
|
|
|
179,121 |
|
|
|
31,587 |
|
|
GNMA |
|
5.000 |
|
|
07/15/33 |
|
|
|
34,777 |
|
|
|
148,133 |
|
|
GNMA |
|
5.500 |
|
|
07/15/33 |
|
|
|
163,670 |
|
|
|
28,103 |
|
|
GNMA |
|
5.000 |
|
|
07/20/33 |
|
|
|
30,958 |
|
|
|
179,807 |
|
|
GNMA |
|
5.000 |
|
|
08/15/33 |
|
|
|
199,762 |
|
|
|
64,085 |
|
|
GNMA |
|
5.000 |
|
|
08/15/33 |
|
|
|
70,717 |
|
|
|
422,418 |
|
|
GNMA |
|
5.500 |
|
|
09/15/33 |
|
|
|
479,924 |
|
|
|
357,910 |
|
|
GNMA |
|
6.000 |
|
|
11/20/33 |
|
|
|
403,018 |
|
|
|
156,488 |
|
|
GNMA |
|
5.500 |
|
|
05/20/34 |
|
|
|
176,037 |
|
|
|
234,854 |
|
|
GNMA |
|
6.000 |
|
|
09/20/34 |
|
|
|
263,737 |
|
|
|
22,446 |
|
|
GNMA |
|
5.000 |
|
|
10/20/34 |
|
|
|
24,747 |
|
|
|
615,430 |
|
|
GNMA |
|
5.500 |
|
|
11/15/34 |
|
|
|
679,019 |
|
|
|
194,681 |
|
|
GNMA |
|
6.500 |
|
|
01/15/35 |
|
|
|
221,956 |
|
|
|
120,362 |
|
|
GNMA |
|
5.500 |
|
|
02/20/35 |
|
|
|
133,857 |
|
|
|
2,493,158 |
|
|
GNMA |
|
5.000 |
|
|
03/20/35 |
|
|
|
2,748,813 |
|
|
|
806,216 |
|
|
GNMA |
|
5.000 |
|
|
04/15/35 |
|
|
|
887,627 |
|
|
|
852,122 |
|
|
GNMA |
|
5.500 |
|
|
05/20/35 |
|
|
|
947,673 |
|
|
|
35,091 |
|
|
GNMA |
|
5.000 |
|
|
09/20/35 |
|
|
|
38,645 |
|
|
|
27,821 |
|
|
GNMA |
|
5.000 |
|
|
11/15/35 |
|
|
|
30,491 |
|
|
|
31,944 |
|
|
GNMA |
|
5.000 |
|
|
11/15/35 |
|
|
|
35,010 |
|
|
|
276,667 |
|
|
GNMA |
|
5.500 |
|
|
02/20/36 |
|
|
|
311,215 |
|
|
|
30,124 |
|
|
GNMA |
|
5.500 |
|
|
03/15/36 |
|
|
|
33,040 |
|
|
|
98,321 |
|
|
GNMA |
|
5.500 |
|
|
05/20/36 |
|
|
|
108,158 |
|
|
|
25,149 |
|
|
GNMA |
|
6.500 |
|
|
06/15/36 |
|
|
|
29,522 |
|
|
|
966,336 |
|
|
GNMA |
|
5.500 |
|
|
06/20/36 |
|
|
|
1,063,011 |
|
|
|
42,519 |
|
|
GNMA |
|
5.000 |
|
|
09/15/36 |
|
|
|
46,700 |
|
|
|
47,464 |
|
|
GNMA |
|
6.000 |
|
|
09/15/36 |
|
|
|
52,986 |
|
|
|
86,881 |
|
|
GNMA |
|
6.000 |
|
|
10/20/36 |
|
|
|
97,180 |
|
|
|
45,199 |
|
|
GNMA |
|
5.000 |
|
|
12/15/36 |
|
|
|
49,576 |
|
|
|
47,669 |
|
|
GNMA |
|
5.500 |
|
|
01/15/37 |
|
|
|
52,311 |
|
|
|
47,363 |
|
|
GNMA |
|
6.000 |
|
|
01/20/37 |
|
|
|
52,977 |
|
|
|
1,508,064 |
|
|
GNMA |
|
5.500 |
|
|
02/15/37 |
|
|
|
1,654,928 |
|
|
|
158,401 |
|
|
GNMA |
|
6.000 |
|
|
02/20/37 |
|
|
|
177,176 |
|
|
|
1,216,738 |
|
|
GNMA |
|
6.000 |
|
|
04/15/37 |
|
|
|
1,360,831 |
|
|
|
30,644 |
|
|
GNMA |
|
6.500 |
|
|
04/15/37 |
|
|
|
34,784 |
|
|
|
577,754 |
|
|
GNMA |
|
6.000 |
|
|
04/20/37 |
|
|
|
644,790 |
|
|
|
78,375 |
|
|
GNMA |
|
6.000 |
|
|
06/15/37 |
|
|
|
87,493 |
|
|
|
97,703 |
|
|
GNMA |
|
6.000 |
|
|
08/20/37 |
|
|
|
109,040 |
|
|
|
73,169 |
|
|
GNMA |
|
6.500 |
|
|
08/20/37 |
|
|
|
83,070 |
|
|
|
374,834 |
|
|
GNMA |
|
6.500 |
|
|
11/20/37 |
|
|
|
425,559 |
|
|
|
380,493 |
|
|
GNMA |
|
6.000 |
|
|
12/15/37 |
|
|
|
424,760 |
|
|
|
29,097 |
|
|
GNMA |
|
5.000 |
|
|
02/20/38 |
|
|
|
31,826 |
|
|
|
795,518 |
|
|
GNMA |
|
5.000 |
|
|
04/15/38 |
|
|
|
867,894 |
|
|
|
33,812 |
|
|
GNMA |
|
5.500 |
|
|
05/20/38 |
|
|
|
37,110 |
|
93
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
100,142 |
|
|
GNMA |
|
5.500 |
% |
|
06/15/38 |
|
|
$ |
110,426 |
|
|
|
283,957 |
|
|
GNMA |
|
6.000 |
|
|
06/20/38 |
|
|
|
316,905 |
|
|
|
656,578 |
|
|
GNMA |
|
5.500 |
|
|
07/15/38 |
|
|
|
720,520 |
|
|
|
2,525,331 |
|
|
GNMA |
|
5.000 |
|
|
07/20/38 |
|
|
|
2,762,188 |
|
|
|
2,407,965 |
|
|
GNMA |
|
5.500 |
|
|
07/20/38 |
|
|
|
2,642,845 |
|
|
|
74,579 |
|
|
GNMA |
|
5.500 |
|
|
08/15/38 |
|
|
|
81,842 |
|
|
|
422,082 |
|
|
GNMA |
|
6.000 |
|
|
08/15/38 |
|
|
|
471,188 |
|
|
|
1,034,989 |
|
|
GNMA |
|
6.000 |
|
|
08/15/38 |
|
|
|
1,155,402 |
|
|
|
239,930 |
|
|
GNMA |
|
6.000 |
|
|
08/20/38 |
|
|
|
267,769 |
|
|
|
968,853 |
|
|
GNMA |
|
6.000 |
|
|
09/20/38 |
|
|
|
1,081,269 |
|
|
|
188,912 |
|
|
GNMA |
|
5.000 |
|
|
10/15/38 |
|
|
|
206,100 |
|
|
|
39,572 |
|
|
GNMA |
|
5.500 |
|
|
10/15/38 |
|
|
|
44,959 |
|
|
|
59,626 |
|
|
GNMA |
|
6.500 |
|
|
10/20/38 |
|
|
|
67,770 |
|
|
|
38,068 |
|
|
GNMA |
|
6.500 |
|
|
10/20/38 |
|
|
|
43,220 |
|
|
|
18,655 |
|
|
GNMA |
|
5.500 |
|
|
11/15/38 |
|
|
|
20,471 |
|
|
|
144,116 |
|
|
GNMA |
|
6.500 |
|
|
11/20/38 |
|
|
|
163,618 |
|
|
|
1,418,109 |
|
|
GNMA |
|
6.000 |
|
|
12/15/38 |
|
|
|
1,583,095 |
|
|
|
18,842 |
|
|
GNMA |
|
6.500 |
|
|
12/15/38 |
|
|
|
21,457 |
|
|
|
100,450 |
|
|
GNMA |
|
5.000 |
|
|
01/15/39 |
|
|
|
109,966 |
|
|
|
4,893,186 |
|
|
GNMA |
|
4.500 |
|
|
01/20/39 |
|
|
|
5,358,248 |
|
|
|
382,288 |
|
|
GNMA |
|
6.500 |
|
|
01/20/39 |
|
|
|
434,022 |
|
|
|
185,164 |
|
|
GNMA |
|
5.000 |
|
|
02/15/39 |
|
|
|
202,704 |
|
|
|
73,944 |
|
|
GNMA |
|
6.000 |
|
|
02/15/39 |
|
|
|
82,547 |
|
|
|
238,587 |
|
|
GNMA |
|
4.500 |
|
|
03/15/39 |
|
|
|
262,307 |
|
|
|
1,482,463 |
|
|
GNMA |
|
4.500 |
|
|
03/15/39 |
|
|
|
1,629,846 |
|
|
|
49,638 |
|
|
GNMA |
|
4.500 |
|
|
03/20/39 |
|
|
|
54,455 |
|
|
|
66,011 |
i |
|
GNMA |
|
5.000 |
|
|
03/20/39 |
|
|
|
70,111 |
|
|
|
724,052 |
|
|
GNMA |
|
5.500 |
|
|
03/20/39 |
|
|
|
794,678 |
|
|
|
95,741 |
|
|
GNMA |
|
4.500 |
|
|
04/15/39 |
|
|
|
105,259 |
|
|
|
1,284,464 |
|
|
GNMA |
|
5.500 |
|
|
04/15/39 |
|
|
|
1,416,377 |
|
|
|
31,570 |
|
|
GNMA |
|
5.000 |
|
|
04/20/39 |
|
|
|
34,867 |
|
|
|
138,379 |
|
|
GNMA |
|
4.000 |
|
|
05/15/39 |
|
|
|
152,289 |
|
|
|
2,763,330 |
|
|
GNMA |
|
4.500 |
|
|
05/15/39 |
|
|
|
3,038,054 |
|
|
|
1,688,609 |
|
|
GNMA |
|
5.000 |
|
|
05/15/39 |
|
|
|
1,848,571 |
|
|
|
136,362 |
|
|
GNMA |
|
4.000 |
|
|
05/20/39 |
|
|
|
148,567 |
|
|
|
405,803 |
|
|
GNMA |
|
4.500 |
|
|
05/20/39 |
|
|
|
445,187 |
|
|
|
49,003 |
|
|
GNMA |
|
4.500 |
|
|
06/15/39 |
|
|
|
53,874 |
|
|
|
6,062,019 |
|
|
GNMA |
|
4.500 |
|
|
06/15/39 |
|
|
|
6,664,691 |
|
|
|
72,981 |
|
|
GNMA |
|
5.000 |
|
|
06/15/39 |
|
|
|
79,895 |
|
|
|
4,800,184 |
|
|
GNMA |
|
5.000 |
|
|
06/15/39 |
|
|
|
5,361,410 |
|
|
|
3,994,316 |
|
|
GNMA |
|
5.000 |
|
|
06/15/39 |
|
|
|
4,461,322 |
|
|
|
155,956 |
|
|
GNMA |
|
5.000 |
|
|
06/15/39 |
|
|
|
170,145 |
|
|
|
73,990 |
|
|
GNMA |
|
5.000 |
|
|
06/15/39 |
|
|
|
80,999 |
|
|
|
73,042 |
|
|
GNMA |
|
4.000 |
|
|
06/20/39 |
|
|
|
79,580 |
|
|
|
51,366 |
|
|
GNMA |
|
5.000 |
|
|
06/20/39 |
|
|
|
56,696 |
|
|
|
108,404 |
|
|
GNMA |
|
4.500 |
|
|
07/15/39 |
|
|
|
119,181 |
|
|
|
195,657 |
|
|
GNMA |
|
4.500 |
|
|
07/15/39 |
|
|
|
215,108 |
|
|
|
5,646,099 |
|
|
GNMA |
|
4.500 |
|
|
07/15/39 |
|
|
|
6,276,232 |
|
|
|
66,851 |
|
|
GNMA |
|
5.000 |
|
|
07/15/39 |
|
|
|
73,183 |
|
|
|
808,715 |
|
|
GNMA |
|
4.500 |
|
|
07/20/39 |
|
|
|
887,203 |
|
|
|
734,899 |
|
|
GNMA |
|
5.000 |
|
|
07/20/39 |
|
|
|
811,150 |
|
|
|
66,176 |
|
|
GNMA |
|
5.500 |
|
|
07/20/39 |
|
|
|
72,714 |
|
94
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
300,471 |
|
|
GNMA |
|
4.000 |
% |
|
08/15/39 |
|
|
$ |
330,677 |
|
|
|
1,313,596 |
|
|
GNMA |
|
5.000 |
|
|
08/15/39 |
|
|
|
1,438,033 |
|
|
|
80,802 |
|
|
GNMA |
|
5.500 |
|
|
08/15/39 |
|
|
|
88,671 |
|
|
|
128,885 |
|
|
GNMA |
|
6.000 |
|
|
08/15/39 |
|
|
|
143,880 |
|
|
|
195,831 |
|
|
GNMA |
|
4.000 |
|
|
08/20/39 |
|
|
|
214,086 |
|
|
|
213,774 |
|
|
GNMA |
|
5.000 |
|
|
08/20/39 |
|
|
|
235,954 |
|
|
|
123,224 |
|
|
GNMA |
|
5.000 |
|
|
09/15/39 |
|
|
|
134,897 |
|
|
|
291,095 |
|
|
GNMA |
|
5.000 |
|
|
09/20/39 |
|
|
|
322,946 |
|
|
|
82,083 |
|
|
GNMA |
|
4.500 |
|
|
10/15/39 |
|
|
|
90,243 |
|
|
|
42,119 |
|
|
GNMA |
|
5.000 |
|
|
10/15/39 |
|
|
|
46,109 |
|
|
|
80,318 |
|
|
GNMA |
|
4.500 |
|
|
10/20/39 |
|
|
|
87,952 |
|
|
|
118,955 |
|
|
GNMA |
|
4.500 |
|
|
11/15/39 |
|
|
|
132,231 |
|
|
|
116,654 |
|
|
GNMA |
|
4.500 |
|
|
11/20/39 |
|
|
|
128,616 |
|
|
|
142,925 |
|
|
GNMA |
|
5.000 |
|
|
11/20/39 |
|
|
|
158,161 |
|
|
|
222,738 |
|
|
GNMA |
|
4.500 |
|
|
12/15/39 |
|
|
|
244,882 |
|
|
|
4,372,281 |
|
|
GNMA |
|
4.500 |
|
|
12/15/39 |
|
|
|
4,806,963 |
|
|
|
113,657 |
|
|
GNMA |
|
4.500 |
|
|
12/20/39 |
|
|
|
125,312 |
|
|
|
4,388,919 |
|
|
GNMA |
|
5.000 |
|
|
12/20/39 |
|
|
|
4,856,767 |
|
|
|
3,776,733 |
|
|
GNMA |
|
4.500 |
|
|
01/20/40 |
|
|
|
4,164,009 |
|
|
|
56,286 |
|
|
GNMA |
|
5.500 |
|
|
01/20/40 |
|
|
|
61,776 |
|
|
|
2,480,919 |
|
|
GNMA |
|
5.500 |
|
|
02/15/40 |
|
|
|
2,722,526 |
|
|
|
219,876 |
|
|
GNMA |
|
4.000 |
|
|
03/15/40 |
|
|
|
241,618 |
|
|
|
71,321 |
|
|
GNMA |
|
5.000 |
|
|
03/15/40 |
|
|
|
78,456 |
|
|
|
64,852 |
|
|
GNMA |
|
4.500 |
|
|
04/15/40 |
|
|
|
71,583 |
|
|
|
1,292,891 |
|
|
GNMA |
|
5.000 |
|
|
04/15/40 |
|
|
|
1,422,235 |
|
|
|
167,035 |
|
|
GNMA |
|
4.500 |
|
|
04/20/40 |
|
|
|
184,696 |
|
|
|
29,897 |
|
|
GNMA |
|
4.500 |
|
|
05/15/40 |
|
|
|
32,889 |
|
|
|
751,618 |
|
|
GNMA |
|
5.000 |
|
|
05/15/40 |
|
|
|
826,811 |
|
|
|
1,648,845 |
i |
|
GNMA |
|
3.000 |
|
|
05/20/40 |
|
|
|
1,750,910 |
|
|
|
35,875 |
|
|
GNMA |
|
4.500 |
|
|
05/20/40 |
|
|
|
39,554 |
|
|
|
82,466 |
|
|
GNMA |
|
4.500 |
|
|
06/15/40 |
|
|
|
91,026 |
|
|
|
12,147,108 |
|
|
GNMA |
|
4.500 |
|
|
06/15/40 |
|
|
|
13,426,236 |
|
|
|
75,484 |
|
|
GNMA |
|
4.500 |
|
|
06/15/40 |
|
|
|
83,319 |
|
|
|
789,718 |
|
|
GNMA |
|
5.000 |
|
|
06/20/40 |
|
|
|
872,187 |
|
|
|
509,566 |
|
|
GNMA |
|
4.500 |
|
|
07/15/40 |
|
|
|
562,456 |
|
|
|
1,908,967 |
|
|
GNMA |
|
4.500 |
|
|
07/15/40 |
|
|
|
2,107,104 |
|
|
|
5,732,918 |
|
|
GNMA |
|
4.500 |
|
|
07/20/40 |
|
|
|
6,339,074 |
|
|
|
176,147 |
|
|
GNMA |
|
5.000 |
|
|
07/20/40 |
|
|
|
195,195 |
|
|
|
1,225,946 |
|
|
GNMA |
|
4.000 |
|
|
08/15/40 |
|
|
|
1,353,783 |
|
|
|
3,765,130 |
|
|
GNMA |
|
4.000 |
|
|
08/15/40 |
|
|
|
4,148,328 |
|
|
|
347,230 |
|
|
GNMA |
|
4.500 |
|
|
08/15/40 |
|
|
|
385,982 |
|
|
|
446,002 |
|
|
GNMA |
|
4.500 |
|
|
08/20/40 |
|
|
|
493,159 |
|
|
|
339,704 |
|
|
GNMA |
|
4.500 |
|
|
09/20/40 |
|
|
|
375,625 |
|
|
|
94,663 |
|
|
GNMA |
|
5.500 |
|
|
09/20/40 |
|
|
|
104,015 |
|
|
|
138,030 |
|
|
GNMA |
|
6.500 |
|
|
09/20/40 |
|
|
|
158,003 |
|
|
|
98,121 |
|
|
GNMA |
|
4.000 |
|
|
10/15/40 |
|
|
|
108,997 |
|
|
|
341,667 |
|
|
GNMA |
|
6.000 |
|
|
10/20/40 |
|
|
|
383,233 |
|
|
|
1,112,825 |
|
|
GNMA |
|
4.000 |
|
|
11/15/40 |
|
|
|
1,228,865 |
|
|
|
3,959,269 |
|
|
GNMA |
|
4.000 |
|
|
11/20/40 |
|
|
|
4,344,399 |
|
|
|
990,766 |
|
|
GNMA |
|
3.500 |
|
|
12/15/40 |
|
|
|
1,078,408 |
|
|
|
1,622,669 |
|
|
GNMA |
|
5.500 |
|
|
12/20/40 |
|
|
|
1,780,948 |
|
|
|
4,043,992 |
|
|
GNMA |
|
4.000 |
|
|
01/15/41 |
|
|
|
4,461,890 |
|
95
TIAA-CREF FUNDS - Bond Index Fund
96
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
500,000 |
|
|
Government Development Bank for Puerto Rico |
|
4.375 |
% |
|
02/01/19 |
|
|
$ |
490,005 |
|
|
|
100,000 |
|
|
Kentucky Asset Liability Commission |
|
3.165 |
|
|
04/01/18 |
|
|
|
104,685 |
|
|
|
30,000 |
|
|
Los Angeles Unified School District |
|
5.750 |
|
|
07/01/34 |
|
|
|
35,968 |
|
|
|
100,000 |
|
|
Massachusetts School Building Authority |
|
5.715 |
|
|
08/15/39 |
|
|
|
128,974 |
|
|
|
100,000 |
|
|
Metropolitan Government of Nashville & Davidson County |
|
6.731 |
|
|
07/01/43 |
|
|
|
120,813 |
|
|
|
940,000 |
|
|
Metropolitan Transportation Authority |
|
6.648 |
|
|
11/15/39 |
|
|
|
1,214,818 |
|
|
|
250,000 |
|
|
Municipal Electric Authority of Georgia |
|
6.637 |
|
|
04/01/57 |
|
|
|
298,628 |
|
|
|
500,000 |
|
|
Municipal Electric Authority of Georgia |
|
6.655 |
|
|
04/01/57 |
|
|
|
593,720 |
|
|
|
972,000 |
|
|
New Jersey Economic Development Authority |
|
7.425 |
|
|
02/15/29 |
|
|
|
1,243,810 |
|
|
|
35,000 |
|
|
New Jersey State Turnpike Authority |
|
7.414 |
|
|
01/01/40 |
|
|
|
51,658 |
|
|
|
800,000 |
|
|
New Jersey Transportation Trust Fund Authority |
|
5.754 |
|
|
12/15/28 |
|
|
|
960,048 |
|
|
|
1,100,000 |
|
|
New York City Municipal Water Finance Authority |
|
5.790 |
|
|
06/15/41 |
|
|
|
1,258,884 |
|
|
|
500,000 |
|
|
New York City Municipal Water Finance Authority |
|
5.440 |
|
|
06/15/43 |
|
|
|
626,620 |
|
|
|
600,000 |
|
|
New York State Dormitory Authority |
|
5.289 |
|
|
03/15/33 |
|
|
|
711,402 |
|
|
|
130,000 |
|
|
New York State Dormitory Authority |
|
5.628 |
|
|
03/15/39 |
|
|
|
160,259 |
|
|
|
400,000 |
|
|
New York State Urban Development Corp |
|
5.838 |
|
|
03/15/40 |
|
|
|
502,608 |
|
|
|
100,000 |
|
|
Ohio State University |
|
4.910 |
|
|
06/01/40 |
|
|
|
118,126 |
|
|
|
250,000 |
|
|
Oregon School Boards Association |
|
5.680 |
|
|
06/30/28 |
|
|
|
299,098 |
|
|
|
100,000 |
|
|
Oregon State Department of Transportation |
|
5.834 |
|
|
11/15/34 |
|
|
|
131,099 |
|
|
|
200,000 |
|
|
Port Authority of New York & New Jersey |
|
6.040 |
|
|
12/01/29 |
|
|
|
252,706 |
|
|
|
100,000 |
|
|
Salt River Project Agricultural Improvement & Power District |
|
4.839 |
|
|
01/01/41 |
|
|
|
119,689 |
|
|
|
800,000 |
|
|
Santa Clara Valley Transportation Authority |
|
5.876 |
|
|
04/01/32 |
|
|
|
978,208 |
|
|
|
300,000 |
|
|
State of California |
|
5.750 |
|
|
03/01/17 |
|
|
|
344,106 |
|
|
|
100,000 |
|
|
State of California |
|
6.200 |
|
|
10/01/19 |
|
|
|
121,887 |
|
|
|
100,000 |
|
|
State of California |
|
5.700 |
|
|
11/01/21 |
|
|
|
119,154 |
|
|
|
100,000 |
i |
|
State of California |
|
5.650 |
|
|
04/01/39 |
|
|
|
101,207 |
|
|
|
285,000 |
|
|
State of California |
|
7.550 |
|
|
04/01/39 |
|
|
|
410,913 |
|
|
|
2,900,000 |
|
|
State of California |
|
7.300 |
|
|
10/01/39 |
|
|
|
4,018,530 |
|
|
|
1,740,000 |
|
|
State of California |
|
7.625 |
|
|
03/01/40 |
|
|
|
2,513,778 |
|
|
|
300,000 |
|
|
State of Connecticut |
|
5.090 |
|
|
10/01/30 |
|
|
|
344,691 |
|
|
|
250,000 |
|
|
State of Connecticut |
|
5.850 |
|
|
03/15/32 |
|
|
|
317,220 |
|
|
|
100,000 |
|
|
State of Illinois |
|
4.511 |
|
|
03/01/15 |
|
|
|
106,281 |
|
|
|
400,000 |
|
|
State of Illinois |
|
4.961 |
|
|
03/01/16 |
|
|
|
438,124 |
|
|
|
2,200,000 |
|
|
State of Illinois |
|
5.100 |
|
|
06/01/33 |
|
|
|
2,176,152 |
|
|
|
1,295,000 |
|
|
State of Illinois |
|
6.725 |
|
|
04/01/35 |
|
|
|
1,482,127 |
|
|
|
300,000 |
|
|
State of Oregon |
|
5.762 |
|
|
06/01/23 |
|
|
|
374,250 |
|
|
|
600,000 |
|
|
State of Texas |
|
4.631 |
|
|
04/01/33 |
|
|
|
692,202 |
|
|
|
50,000 |
|
|
State of Texas |
|
5.517 |
|
|
04/01/39 |
|
|
|
65,118 |
|
|
|
1,000,000 |
|
|
State of Texas |
|
4.681 |
|
|
04/01/40 |
|
|
|
1,171,540 |
|
|
|
100,000 |
|
|
State of Utah |
|
3.539 |
|
|
07/01/25 |
|
|
|
107,376 |
|
|
|
200,000 |
|
|
State of Washington |
|
5.090 |
|
|
08/01/33 |
|
|
|
237,536 |
|
|
|
200,000 |
|
|
State Public School Building Authority |
|
5.000 |
|
|
09/15/27 |
|
|
|
233,158 |
|
|
|
2,000,000 |
|
|
Tennessee Valley Authority |
|
4.500 |
|
|
04/01/18 |
|
|
|
2,358,324 |
|
|
|
750,000 |
|
|
Tennessee Valley Authority |
|
3.875 |
|
|
02/15/21 |
|
|
|
870,339 |
|
|
|
500,000 |
|
|
Tennessee Valley Authority |
|
5.880 |
|
|
04/01/36 |
|
|
|
694,712 |
|
|
|
500,000 |
|
|
Tennessee Valley Authority |
|
5.500 |
|
|
06/15/38 |
|
|
|
678,498 |
|
|
|
300,000 |
|
|
Tennessee Valley Authority |
|
3.500 |
|
|
12/15/42 |
|
|
|
298,123 |
|
|
|
1,000,000 |
|
|
Tennessee Valley Authority |
|
4.625 |
|
|
09/15/60 |
|
|
|
1,197,706 |
|
|
|
200,000 |
|
|
University of California |
|
5.770 |
|
|
05/15/43 |
|
|
|
246,662 |
|
|
|
100,000 |
|
|
University of Pennsylvania |
|
4.674 |
|
|
09/01/12 |
|
|
|
111,622 |
|
97
TIAA-CREF FUNDS - Bond Index Fund
98
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
185,000 |
|
|
United States Treasury Note |
|
2.625 |
% |
|
07/31/14 |
|
|
$ |
191,959 |
|
|
|
117,000 |
|
|
United States Treasury Note |
|
4.250 |
|
|
08/15/14 |
|
|
|
124,578 |
|
|
|
10,000,000 |
|
|
United States Treasury Note |
|
0.250 |
|
|
08/31/14 |
|
|
|
10,002,730 |
|
|
|
5,583,000 |
|
|
United States Treasury Note |
|
2.375 |
|
|
08/31/14 |
|
|
|
5,780,588 |
|
|
|
14,000,000 |
|
|
United States Treasury Note |
|
0.250 |
|
|
09/15/14 |
|
|
|
14,003,276 |
|
|
|
4,910,000 |
|
|
United States Treasury Note |
|
2.375 |
|
|
09/30/14 |
|
|
|
5,092,205 |
|
|
|
87,000,000 |
|
|
United States Treasury Note |
|
0.250 |
|
|
10/31/14 |
|
|
|
87,020,358 |
|
|
|
9,860,000 |
|
|
United States Treasury Note |
|
2.375 |
|
|
10/31/14 |
|
|
|
10,239,768 |
|
|
|
16,000,000 |
|
|
United States Treasury Note |
|
0.375 |
|
|
11/15/14 |
|
|
|
16,037,504 |
|
|
|
1,280,000 |
|
|
United States Treasury Note |
|
2.125 |
|
|
11/30/14 |
|
|
|
1,325,400 |
|
|
|
9,000,000 |
|
|
United States Treasury Note |
|
0.250 |
|
|
12/15/14 |
|
|
|
9,000,000 |
|
|
|
6,310,000 |
|
|
United States Treasury Note |
|
2.250 |
|
|
01/31/15 |
|
|
|
6,568,319 |
|
|
|
5,000,000 |
|
|
United States Treasury Note |
|
0.375 |
|
|
03/15/15 |
|
|
|
5,010,155 |
|
|
|
100 |
|
|
United States Treasury Note |
|
2.500 |
|
|
03/31/15 |
|
|
|
105 |
|
|
|
7,170,000 |
|
|
United States Treasury Note |
|
2.500 |
|
|
04/30/15 |
|
|
|
7,535,225 |
|
|
|
1,240,000 |
|
|
United States Treasury Note |
|
2.125 |
|
|
05/31/15 |
|
|
|
1,293,765 |
|
|
|
20,000,000 |
|
|
United States Treasury Note |
|
0.375 |
|
|
06/15/15 |
|
|
|
20,031,240 |
|
|
|
3,120,000 |
|
|
United States Treasury Note |
|
1.875 |
|
|
06/30/15 |
|
|
|
3,240,900 |
|
|
|
6,895,000 |
|
|
United States Treasury Note |
|
1.750 |
|
|
07/31/15 |
|
|
|
7,147,095 |
|
|
|
19,000,000 |
|
|
United States Treasury Note |
|
0.250 |
|
|
08/15/15 |
|
|
|
18,965,857 |
|
|
|
1,775,000 |
|
|
United States Treasury Note |
|
4.250 |
|
|
08/15/15 |
|
|
|
1,955,690 |
|
|
|
11,340,000 |
|
|
United States Treasury Note |
|
1.250 |
|
|
08/31/15 |
|
|
|
11,615,528 |
|
|
|
2,500,000 |
|
|
United States Treasury Note |
|
0.250 |
|
|
09/15/15 |
|
|
|
2,494,530 |
|
|
|
18,805,000 |
|
|
United States Treasury Note |
|
1.250 |
|
|
09/30/15 |
|
|
|
19,275,125 |
|
|
|
35,000,000 |
|
|
United States Treasury Note |
|
0.250 |
|
|
10/15/15 |
|
|
|
34,920,690 |
|
|
|
27,300,000 |
|
|
United States Treasury Note |
|
1.250 |
|
|
10/31/15 |
|
|
|
27,993,174 |
|
|
|
20,000,000 |
|
|
United States Treasury Note |
|
0.375 |
|
|
11/15/15 |
|
|
|
20,018,760 |
|
|
|
23,550,000 |
|
|
United States Treasury Note |
|
1.375 |
|
|
11/30/15 |
|
|
|
24,241,781 |
|
|
|
5,000,000 |
|
|
United States Treasury Note |
|
2.125 |
|
|
12/31/15 |
|
|
|
5,261,330 |
|
|
|
5,400,000 |
|
|
United States Treasury Note |
|
2.000 |
|
|
01/31/16 |
|
|
|
5,667,046 |
|
|
|
10,650,000 |
|
|
United States Treasury Note |
|
2.125 |
|
|
02/29/16 |
|
|
|
11,229,924 |
|
|
|
250,000 |
|
|
United States Treasury Note |
|
2.625 |
|
|
02/29/16 |
|
|
|
267,520 |
|
|
|
9,000,000 |
|
|
United States Treasury Note |
|
2.250 |
|
|
03/31/16 |
|
|
|
9,536,481 |
|
|
|
14,000,000 |
|
|
United States Treasury Note |
|
2.000 |
|
|
04/30/16 |
|
|
|
14,729,526 |
|
|
|
164,000 |
|
|
United States Treasury Note |
|
5.125 |
|
|
05/15/16 |
|
|
|
189,625 |
|
|
|
11,250,000 |
|
|
United States Treasury Note |
|
1.750 |
|
|
05/31/16 |
|
|
|
11,751,851 |
|
|
|
5,000,000 |
|
|
United States Treasury Note |
|
1.500 |
|
|
06/30/16 |
|
|
|
5,182,810 |
|
|
|
10,750,000 |
|
|
United States Treasury Note |
|
1.500 |
|
|
07/31/16 |
|
|
|
11,146,406 |
|
|
|
970,000 |
|
|
United States Treasury Note |
|
3.250 |
|
|
07/31/16 |
|
|
|
1,065,939 |
|
|
|
14,000,000 |
|
|
United States Treasury Note |
|
1.000 |
|
|
08/31/16 |
|
|
|
14,266,868 |
|
|
|
14,200,000 |
|
|
United States Treasury Note |
|
1.000 |
|
|
09/30/16 |
|
|
|
14,470,680 |
|
|
|
23,050,000 |
|
|
United States Treasury Note |
|
1.000 |
|
|
10/31/16 |
|
|
|
23,489,379 |
|
|
|
173,000 |
|
|
United States Treasury Note |
|
4.625 |
|
|
11/15/16 |
|
|
|
200,194 |
|
|
|
15,250,000 |
|
|
United States Treasury Note |
|
0.875 |
|
|
11/30/16 |
|
|
|
15,465,650 |
|
|
|
4,000,000 |
|
|
United States Treasury Note |
|
0.875 |
|
|
12/31/16 |
|
|
|
4,055,000 |
|
|
|
50,300,000 |
|
|
United States Treasury Note |
|
0.875 |
|
|
01/31/17 |
|
|
|
50,968,034 |
|
|
|
16,250,000 |
|
|
United States Treasury Note |
|
0.875 |
|
|
02/28/17 |
|
|
|
16,463,281 |
|
|
|
220,000 |
|
|
United States Treasury Note |
|
3.000 |
|
|
02/28/17 |
|
|
|
242,000 |
|
|
|
21,300,000 |
|
|
United States Treasury Note |
|
1.000 |
|
|
03/31/17 |
|
|
|
21,681,078 |
|
|
|
16,500,000 |
|
|
United States Treasury Note |
|
0.875 |
|
|
04/30/17 |
|
|
|
16,702,389 |
|
|
|
30,400,000 |
|
|
United States Treasury Note |
|
0.625 |
|
|
05/31/17 |
|
|
|
30,447,485 |
|
|
|
11,000,000 |
|
|
United States Treasury Note |
|
0.750 |
|
|
06/30/17 |
|
|
|
11,065,318 |
|
99
TIAA-CREF FUNDS - Bond Index Fund
100
TIAA-CREF FUNDS - Bond Index Fund
101
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
355,000 |
|
|
Bear Stearns Commercial Mortgage Securities |
|
4.674 |
% |
|
06/11/41 |
|
|
$ |
384,747 |
|
|
|
|
|
|
Series - 2005 PWR8 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
532,497 |
i |
|
Bear Stearns Commercial Mortgage Securities |
|
5.468 |
|
|
06/11/41 |
|
|
|
559,764 |
|
|
|
|
|
|
Series - 2004 PWR4 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
825,000 |
i |
|
Bear Stearns Commercial Mortgage Securities |
|
5.582 |
|
|
09/11/41 |
|
|
|
921,565 |
|
|
|
|
|
|
Series - 2006 PW13 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
495,000 |
|
|
Bear Stearns Commercial Mortgage Securities |
|
5.537 |
|
|
10/12/41 |
|
|
|
570,099 |
|
|
|
|
|
|
Series - 2006 T24 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
660,000 |
i |
|
Bear Stearns Commercial Mortgage Securities |
|
4.750 |
|
|
02/13/46 |
|
|
|
701,527 |
|
|
|
|
|
|
Series - 2004 T16 (Class A6) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
i |
|
Bear Stearns Commercial Mortgage Securities |
|
5.694 |
|
|
06/11/50 |
|
|
|
1,181,724 |
|
|
|
|
|
|
Series - 2007 PW17 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
198,981 |
|
|
Bear Stearns Commercial Mortgage Securities |
|
5.736 |
|
|
06/11/50 |
|
|
|
207,050 |
|
|
|
|
|
|
Series - 2007 PW17 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
550,000 |
|
|
Citigroup Commercial Mortgage Trust |
|
4.733 |
|
|
10/15/41 |
|
|
|
581,819 |
|
|
|
|
|
|
Series - 2004 C2 (Class A5) |
|
|
|
|
|
|
|
|
|
|
|
|
750,000 |
i |
|
Citigroup Commercial Mortgage Trust |
|
6.096 |
|
|
12/10/49 |
|
|
|
905,074 |
|
|
|
|
|
|
Series - 2008 C7 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
106,202 |
|
|
Citigroup Commercial Mortgage Trust |
|
5.205 |
|
|
12/11/49 |
|
|
|
107,718 |
|
|
|
|
|
|
Series - 2007 CD4 (Class A2B) |
|
|
|
|
|
|
|
|
|
|
|
|
585,000 |
|
|
Citigroup, Inc |
|
5.322 |
|
|
12/11/49 |
|
|
|
671,059 |
|
|
|
|
|
|
Series - 2007 CD4 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
550,000 |
i |
|
Citigroup/Deutsche Bank Commercial Mortgage Trust |
|
5.219 |
|
|
07/15/44 |
|
|
|
580,278 |
|
|
|
|
|
|
Series - 2005 CD1 (Class AJ) |
|
|
|
|
|
|
|
|
|
|
|
|
300,000 |
i |
|
Commercial Mortgage Loan Trust |
|
6.006 |
|
|
12/10/49 |
|
|
|
338,527 |
|
|
|
|
|
|
Series - 2008 LS1 (Class ASM) |
|
|
|
|
|
|
|
|
|
|
|
|
525,000 |
i |
|
Commercial Mortgage Pass Through Certificates |
|
5.748 |
|
|
06/10/46 |
|
|
|
596,243 |
|
|
|
|
|
|
Series - 2006 C7 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
255,000 |
i |
|
Commercial Mortgage Pass Through Certificates |
|
5.800 |
|
|
12/10/49 |
|
|
|
302,998 |
|
|
|
|
|
|
Series - 2007 C9 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
302,000 |
i |
|
Credit Suisse First Boston Mortgage Securities Corp |
|
5.253 |
|
|
08/15/36 |
|
|
|
308,525 |
|
|
|
|
|
|
Series - 2003 C4 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
2,789,000 |
|
|
Credit Suisse First Boston Mortgage Securities Corp |
|
4.829 |
|
|
11/15/37 |
|
|
|
2,983,650 |
|
|
|
|
|
|
Series - 2004 C5 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
i |
|
Credit Suisse Mortgage Capital Certificates |
|
5.409 |
|
|
02/15/39 |
|
|
|
564,149 |
|
|
|
|
|
|
Series - 0 C1 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
85,451 |
|
|
Credit Suisse Mortgage Capital Certificates |
|
5.439 |
|
|
09/15/39 |
|
|
|
86,514 |
|
|
|
|
|
|
Series - 2006 C4 (Class AAB) |
|
|
|
|
|
|
|
|
|
|
|
|
190,000 |
|
|
Credit Suisse Mortgage Capital Certificates |
|
5.467 |
|
|
09/15/39 |
|
|
|
215,710 |
|
|
|
|
|
|
Series - 2006 C4 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
2,100,000 |
|
|
Credit Suisse Mortgage Capital Certificates |
|
5.509 |
|
|
09/15/39 |
|
|
|
2,270,822 |
|
|
|
|
|
|
Series - 2006 C4 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
250,000 |
i |
|
CS First Boston Mortgage Securities Corp |
|
5.416 |
|
|
05/15/36 |
|
|
|
262,406 |
|
|
|
|
|
|
Series - 2004 C2 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
178,655 |
|
|
CS First Boston Mortgage Securities Corp |
|
3.936 |
|
|
05/15/38 |
|
|
|
179,193 |
|
|
|
|
|
|
Series - 2003 C3 (Class A5) |
|
|
|
|
|
|
|
|
|
|
|
|
290,000 |
|
|
CS First Boston Mortgage Securities Corp |
|
4.052 |
|
|
05/15/38 |
|
|
|
292,138 |
|
|
|
|
|
|
Series - 2003 C3 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
625,000 |
i |
|
CS First Boston Mortgage Securities Corp |
|
5.100 |
|
|
08/15/38 |
|
|
|
686,974 |
|
|
|
|
|
|
Series - 2005 C5 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
220,000 |
i |
|
CS First Boston Mortgage Securities Corp |
|
5.100 |
|
|
08/15/38 |
|
|
|
234,554 |
|
|
|
|
|
|
Series - 2005 C5 (Class AJ) |
|
|
|
|
|
|
|
|
|
|
102
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
257,386 |
i |
|
GE Capital Commercial Mortgage Corp |
|
5.275 |
% |
|
11/10/45 |
|
|
$ |
266,676 |
|
|
|
|
|
|
Series - 2005 C4 (Class ASB) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
i |
|
GE Capital Commercial Mortgage Corp |
|
5.307 |
|
|
11/10/45 |
|
|
|
1,118,365 |
|
|
|
|
|
|
Series - 2005 C4 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
326,127 |
|
|
GMAC Commercial Mortgage Securities, Inc |
|
5.023 |
|
|
04/10/40 |
|
|
|
333,689 |
|
|
|
|
|
|
Series - 2003 C3 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
176,668 |
i |
|
Greenwich Capital Commercial Funding Corp |
|
5.317 |
|
|
06/10/36 |
|
|
|
184,124 |
|
|
|
|
|
|
Series - 0 GG1 (Class A7) |
|
|
|
|
|
|
|
|
|
|
|
|
1,835,000 |
i |
|
Greenwich Capital Commercial Funding Corp |
|
5.224 |
|
|
04/10/37 |
|
|
|
2,027,460 |
|
|
|
|
|
|
Series - 2005 GG5 (Class A5) |
|
|
|
|
|
|
|
|
|
|
|
|
600,000 |
i |
|
Greenwich Capital Commercial Funding Corp |
|
5.277 |
|
|
04/10/37 |
|
|
|
649,558 |
|
|
|
|
|
|
Series - 2005 GG5 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
725,000 |
i |
|
Greenwich Capital Commercial Funding Corp |
|
5.867 |
|
|
07/10/38 |
|
|
|
832,597 |
|
|
|
|
|
|
Series - 2006 GG7 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
550,000 |
|
|
Greenwich Capital Commercial Funding Corp |
|
5.444 |
|
|
03/10/39 |
|
|
|
633,447 |
|
|
|
|
|
|
Series - 2007 GG9 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
610,000 |
|
|
Greenwich Capital Commercial Funding Corp |
|
5.475 |
|
|
03/10/39 |
|
|
|
664,076 |
|
|
|
|
|
|
Series - 2007 GG9 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
|
|
Greenwich Capital Commercial Funding Corp |
|
5.736 |
|
|
12/10/49 |
|
|
|
1,178,804 |
|
|
|
|
|
|
Series - 2007 GG11 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
1,825,000 |
i |
|
GS Mortgage Securities Corp II |
|
5.553 |
|
|
04/10/38 |
|
|
|
2,054,658 |
|
|
|
|
|
|
Series - 2006 GG6 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
740,000 |
i |
|
GS Mortgage Securities Corp II |
|
5.622 |
|
|
04/10/38 |
|
|
|
815,661 |
|
|
|
|
|
|
Series - 2006 GG6 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
446,511 |
|
|
GS Mortgage Securities Corp II |
|
5.535 |
|
|
11/10/39 |
|
|
|
463,108 |
|
|
|
|
|
|
Series - 2006 GG8 (Class AAB) |
|
|
|
|
|
|
|
|
|
|
|
|
1,350,000 |
|
|
GS Mortgage Securities Corp II |
|
5.560 |
|
|
11/10/39 |
|
|
|
1,557,143 |
|
|
|
|
|
|
Series - 2006 GG8 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
90,000 |
g |
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.633 |
|
|
12/05/27 |
|
|
|
107,609 |
|
|
|
|
|
|
Series - 2009 IWST (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
|
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.115 |
|
|
07/15/41 |
|
|
|
527,883 |
|
|
|
|
|
|
Series - 2004 LN2 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
1,125,000 |
|
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.429 |
|
|
12/12/43 |
|
|
|
1,283,825 |
|
|
|
|
|
|
Series - 2006 CB17 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
i |
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.200 |
|
|
12/15/44 |
|
|
|
1,114,570 |
|
|
|
|
|
|
Series - 2005 LDP5 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
200,000 |
i |
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.871 |
|
|
04/15/45 |
|
|
|
223,650 |
|
|
|
|
|
|
Series - 2006 LDP7 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
2,315,000 |
|
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.447 |
|
|
05/15/45 |
|
|
|
2,405,262 |
|
|
|
|
|
|
Series - 2006 LDP8 (Class A3B) |
|
|
|
|
|
|
|
|
|
|
|
|
300,000 |
|
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
3.483 |
|
|
06/15/45 |
|
|
|
326,886 |
|
|
|
|
|
|
Series - 2012 CBX (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
|
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
4.171 |
|
|
08/15/46 |
|
|
|
569,440 |
|
|
|
|
|
|
Series - 2011 C5 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
557,948 |
|
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.134 |
|
|
05/15/47 |
|
|
|
588,242 |
|
|
|
|
|
|
Series - 2006 LDP9 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
1,480,000 |
|
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.336 |
|
|
05/15/47 |
|
|
|
1,693,095 |
|
|
|
|
|
|
Series - 2006 LDP9 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
950,000 |
|
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.440 |
|
|
06/12/47 |
|
|
|
1,093,406 |
|
|
|
|
|
|
Series - 2007 CB18 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
450,000 |
i |
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.812 |
|
|
06/15/49 |
|
|
|
482,726 |
|
|
|
|
|
|
Series - 2007 LD11 (Class A3) |
|
|
|
|
|
|
|
|
|
|
103
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
360,000 |
i |
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.812 |
% |
|
06/15/49 |
|
|
$ |
419,814 |
|
|
|
|
|
|
Series - 2007 LD11 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
400,000 |
i |
|
LB-UBS Commercial Mortgage Trust |
|
5.020 |
|
|
08/15/29 |
|
|
|
421,215 |
|
|
|
|
|
|
Series - 2004 C6 (Class A6) |
|
|
|
|
|
|
|
|
|
|
|
|
545,000 |
|
|
LB-UBS Commercial Mortgage Trust |
|
4.742 |
|
|
02/15/30 |
|
|
|
582,614 |
|
|
|
|
|
|
Series - 2005 C1 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
415,000 |
i |
|
LB-UBS Commercial Mortgage Trust |
|
5.150 |
|
|
04/15/30 |
|
|
|
454,092 |
|
|
|
|
|
|
Series - 2005 C2 (Class A5) |
|
|
|
|
|
|
|
|
|
|
|
|
380,000 |
|
|
LB-UBS Commercial Mortgage Trust |
|
5.156 |
|
|
02/15/31 |
|
|
|
424,243 |
|
|
|
|
|
|
Series - 2006 C1 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
125,000 |
|
|
LB-UBS Commercial Mortgage Trust |
|
5.372 |
|
|
09/15/39 |
|
|
|
143,716 |
|
|
|
|
|
|
Series - 2006 C6 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
1,405,000 |
|
|
LB-UBS Commercial Mortgage Trust |
|
5.424 |
|
|
02/15/40 |
|
|
|
1,631,050 |
|
|
|
|
|
|
Series - 2007 C1 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
970,000 |
|
|
LB-UBS Commercial Mortgage Trust |
|
5.430 |
|
|
02/15/40 |
|
|
|
1,113,239 |
|
|
|
|
|
|
Series - 2007 C2 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
400,000 |
|
|
LB-UBS Commercial Mortgage Trust |
|
5.455 |
|
|
02/15/40 |
|
|
|
449,502 |
|
|
|
|
|
|
Series - 2007 C1 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
875,000 |
|
|
LB-UBS Commercial Mortgage Trust |
|
4.843 |
|
|
07/15/40 |
|
|
|
912,151 |
|
|
|
|
|
|
Series - 2005 C3 (Class AJ) |
|
|
|
|
|
|
|
|
|
|
|
|
400,000 |
i |
|
LB-UBS Commercial Mortgage Trust |
|
5.866 |
|
|
09/15/45 |
|
|
|
476,891 |
|
|
|
|
|
|
Series - 2007 C7 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
345,612 |
i |
|
Merrill Lynch |
|
5.382 |
|
|
07/12/46 |
|
|
|
356,392 |
|
|
|
|
|
|
Series - 2006 3 (Class ASB) |
|
|
|
|
|
|
|
|
|
|
|
|
425,000 |
i |
|
Merrill Lynch |
|
5.485 |
|
|
07/12/46 |
|
|
|
386,019 |
|
|
|
|
|
|
Series - 2006 3 (Class AJ) |
|
|
|
|
|
|
|
|
|
|
|
|
225,000 |
i |
|
Merrill Lynch Mortgage Trust |
|
5.263 |
|
|
11/12/37 |
|
|
|
235,996 |
|
|
|
|
|
|
Series - 2005 CKI1 (Class AJ) |
|
|
|
|
|
|
|
|
|
|
|
|
150,000 |
i |
|
Merrill Lynch Mortgage Trust |
|
5.263 |
|
|
11/12/37 |
|
|
|
166,722 |
|
|
|
|
|
|
Series - 2005 CKI1 (Class A6) |
|
|
|
|
|
|
|
|
|
|
|
|
290,000 |
i |
|
Merrill Lynch Mortgage Trust |
|
5.107 |
|
|
07/12/38 |
|
|
|
316,305 |
|
|
|
|
|
|
Series - 2005 CIP1 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
158,680 |
i |
|
Merrill Lynch Mortgage Trust |
|
5.639 |
|
|
05/12/39 |
|
|
|
159,483 |
|
|
|
|
|
|
Series - 2006 C1 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
235,000 |
i |
|
Merrill Lynch Mortgage Trust |
|
5.684 |
|
|
05/12/39 |
|
|
|
269,574 |
|
|
|
|
|
|
Series - 2006 C1 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
450,000 |
i |
|
Merrill Lynch Mortgage Trust |
|
5.849 |
|
|
06/12/50 |
|
|
|
478,521 |
|
|
|
|
|
|
Series - 2007 C1 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
475,000 |
i |
|
Merrill Lynch/Countrywide Commercial Mortgage Trust |
|
5.482 |
|
|
02/12/39 |
|
|
|
535,382 |
|
|
|
|
|
|
Series - 2006 1 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
440,000 |
i |
|
Merrill Lynch/Countrywide Commercial Mortgage Trust |
|
5.949 |
|
|
08/12/49 |
|
|
|
460,079 |
|
|
|
|
|
|
Series - 2007 8 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
150,000 |
i |
|
Morgan Stanley Capital I |
|
5.283 |
|
|
04/15/38 |
|
|
|
153,340 |
|
|
|
|
|
|
Series - 2003 IQ5 (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
375,000 |
|
|
Morgan Stanley Capital I |
|
4.970 |
|
|
04/14/40 |
|
|
|
394,807 |
|
|
|
|
|
|
Series - 2004 HQ4 (Class A7) |
|
|
|
|
|
|
|
|
|
|
|
|
505,000 |
i |
|
Morgan Stanley Capital I |
|
5.270 |
|
|
06/13/41 |
|
|
|
533,476 |
|
|
|
|
|
|
Series - 2004 T15 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
1,255,000 |
|
|
Morgan Stanley Capital I |
|
5.168 |
|
|
01/14/42 |
|
|
|
1,345,680 |
|
|
|
|
|
|
Series - 2005 HQ5 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
590,000 |
|
|
Morgan Stanley Capital I |
|
5.364 |
|
|
03/15/44 |
|
|
|
680,334 |
|
|
|
|
|
|
Series - 2007 IQ13 (Class A4) |
|
|
|
|
|
|
|
|
|
|
104
TIAA-CREF FUNDS - Bond Index Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
225,000 |
i |
|
Morgan Stanley Capital I |
|
5.731 |
% |
|
07/12/44 |
|
|
$ |
258,056 |
|
|
|
|
|
|
Series - 2006 HQ9 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
750,000 |
|
|
Morgan Stanley Capital I |
|
3.244 |
|
|
03/15/45 |
|
|
|
803,281 |
|
|
|
|
|
|
Series - 2012 C4 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
1,550,000 |
i |
|
Morgan Stanley Capital I |
|
5.692 |
|
|
04/15/49 |
|
|
|
1,799,823 |
|
|
|
|
|
|
Series - 2007 IQ14 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
205,000 |
i |
|
Morgan Stanley Capital I |
|
5.544 |
|
|
11/12/49 |
|
|
|
223,373 |
|
|
|
|
|
|
Series - 2007 T25 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
1,750,000 |
|
|
Morgan Stanley Capital I |
|
5.809 |
|
|
12/12/49 |
|
|
|
2,078,422 |
|
|
|
|
|
|
Series - 2007 IQ16 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
245,000 |
|
|
Morgan Stanley Capital I |
|
4.770 |
|
|
07/15/56 |
|
|
|
255,332 |
|
|
|
|
|
|
Series - 0 IQ9 (Class AJ) |
|
|
|
|
|
|
|
|
|
|
|
|
750,000 |
|
|
Morgan Stanley Capital I Trust 2007-HQ13 |
|
5.569 |
|
|
12/15/44 |
|
|
|
847,350 |
|
|
|
|
|
|
Series - 2007 HQ13 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
i |
|
TIAA Seasoned Commercial Mortgage Trust |
|
5.565 |
|
|
08/15/39 |
|
|
|
545,054 |
|
|
|
|
|
|
Series - 2007 C4 (Class AJ) |
|
|
|
|
|
|
|
|
|
|
|
|
100,000 |
|
|
UBS Commercial Mortgage Trust |
|
4.822 |
|
|
05/10/45 |
|
|
|
111,035 |
|
|
|
|
|
|
Series - 2012 C1 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
400,000 |
|
|
UBS-Citigroup Commercial Mortgage Trust |
|
3.595 |
|
|
01/10/45 |
|
|
|
438,437 |
|
|
|
|
|
|
Series - 2011 C1 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
100,000 |
|
|
Wachovia Bank Commercial Mortgage Trust |
|
5.342 |
|
|
12/15/43 |
|
|
|
114,574 |
|
|
|
|
|
|
Series - 2007 C30 (Class A5) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
i |
|
Wachovia Bank Commercial Mortgage Trust |
|
5.293 |
|
|
12/15/44 |
|
|
|
1,115,115 |
|
|
|
|
|
|
Series - 2005 C22 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
730,228 |
i |
|
Wachovia Bank Commercial Mortgage Trust |
|
5.343 |
|
|
12/15/44 |
|
|
|
805,634 |
|
|
|
|
|
|
Series - 2005 C22 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
109,254 |
|
|
Wachovia Bank Commercial Mortgage Trust |
|
5.576 |
|
|
03/15/45 |
|
|
|
111,441 |
|
|
|
|
|
|
Series - 2006 C24 (Class APB) |
|
|
|
|
|
|
|
|
|
|
|
|
750,000 |
|
|
Wachovia Bank Commercial Mortgage Trust |
|
5.678 |
|
|
05/15/46 |
|
|
|
880,204 |
|
|
|
|
|
|
Series - 2007 C34 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
300,000 |
i |
|
Wachovia Bank Commercial Mortgage Trust |
|
5.603 |
|
|
10/15/48 |
|
|
|
328,582 |
|
|
|
|
|
|
Series - 2006 C28 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
200,000 |
i |
|
Wachovia Bank Commercial Mortgage Trust |
|
5.921 |
|
|
02/15/51 |
|
|
|
232,715 |
|
|
|
|
|
|
Series - 2007 C33 (Class A5) |
|
|
|
|
|
|
|
|
|
|
|
|
1,225,000 |
i |
|
Wachovia Bank Commercial Mortgage Trust |
|
5.921 |
|
|
02/15/51 |
|
|
|
1,437,196 |
|
|
|
|
|
|
Series - 2007 C33 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
1,250,000 |
|
|
WFRBS Commercial Mortgage Trust 2011-C5 |
|
2.684 |
|
|
11/15/44 |
|
|
|
1,324,048 |
|
|
|
|
|
|
Series - 2011 C5 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
400,000 |
|
|
WFRBS Commercial Mortgage Trust 2012-C8 |
|
3.001 |
|
|
08/15/45 |
|
|
|
417,802 |
|
|
|
|
|
|
Series - 2012 C8 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL OTHER MORTGAGE BACKED |
|
|
|
|
|
|
|
|
72,746,651 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL STRUCTURED ASSETS |
|
|
|
|
|
|
|
|
86,693,412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $83,022,676) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL BONDS |
|
|
|
|
|
|
|
|
4,062,880,741 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $3,940,359,917) |
|
|
|
|
|
|
|
|
|
|
105
TIAA-CREF FUNDS - Bond Index Fund
106
TIAA-CREF FUNDS - Bond Plus Fund
TIAA-CREF FUNDS
BOND PLUS FUND
SCHEDULE OF INVESTMENTS (unaudited)
December 31, 2012
107
TIAA-CREF FUNDS - Bond Plus Fund
108
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
BANKS - 6.7% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
545,000 |
g |
|
Abbey National Treasury Services plc |
|
3.875 |
% |
|
11/10/14 |
|
|
$ |
565,496 |
|
|
|
750,000 |
g |
|
Akbank TAS |
|
5.000 |
|
|
10/24/22 |
|
|
|
791,918 |
|
|
|
750,000 |
g |
|
Alfa Bond Issuance plc for OJSC Alfa Bank |
|
7.750 |
|
|
04/28/21 |
|
|
|
830,625 |
|
|
|
2,000,000 |
g |
|
Australia & New Zealand Banking Group Ltd |
|
2.400 |
|
|
11/23/16 |
|
|
|
2,103,600 |
|
|
|
575,000 |
g |
|
Banco Davivienda S.A. |
|
5.875 |
|
|
07/09/22 |
|
|
|
598,000 |
|
|
|
750,000 |
|
|
Banco de Oro Unibank, Inc |
|
3.875 |
|
|
04/22/16 |
|
|
|
760,446 |
|
|
|
750,000 |
g |
|
Banco del Estado de Chile |
|
2.000 |
|
|
11/09/17 |
|
|
|
748,751 |
|
|
|
285,000 |
|
|
Banco do Brasil S.A. |
|
3.875 |
|
|
10/10/22 |
|
|
|
287,137 |
|
|
|
600,000 |
g |
|
Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand |
|
4.125 |
|
|
11/09/22 |
|
|
|
610,500 |
|
|
|
865,000 |
|
|
Bancolombia S.A. |
|
5.950 |
|
|
06/03/21 |
|
|
|
999,075 |
|
|
|
725,000 |
|
|
Bancolombia S.A. |
|
5.125 |
|
|
09/11/22 |
|
|
|
754,000 |
|
|
|
590,000 |
g |
|
Bank Nederlandse Gemeenten |
|
1.375 |
|
|
09/27/17 |
|
|
|
592,773 |
|
|
|
6,450,000 |
g |
|
Bank of Montreal |
|
2.625 |
|
|
01/25/16 |
|
|
|
6,837,645 |
|
|
|
1,450,000 |
g |
|
Bank of Nova Scotia |
|
1.450 |
|
|
07/26/13 |
|
|
|
1,458,990 |
|
|
|
1,500,000 |
g |
|
Bank of Nova Scotia |
|
1.650 |
|
|
10/29/15 |
|
|
|
1,543,650 |
|
|
|
4,800,000 |
g |
|
Bank of Nova Scotia |
|
2.150 |
|
|
08/03/16 |
|
|
|
5,039,520 |
|
|
|
1,000,000 |
g |
|
Bank of Tokyo-Mitsubishi UFJ Ltd |
|
2.350 |
|
|
02/23/17 |
|
|
|
1,040,274 |
|
|
|
480,000 |
g |
|
BBVA Banco Continental S.A. |
|
5.000 |
|
|
08/26/22 |
|
|
|
512,400 |
|
|
|
1,000,000 |
g |
|
Caixa Economica Federal |
|
2.375 |
|
|
11/06/17 |
|
|
|
992,500 |
|
|
|
3,000,000 |
g |
|
Canadian Imperial Bank of Commerce |
|
2.000 |
|
|
02/04/13 |
|
|
|
3,004,200 |
|
|
|
1,750,000 |
g |
|
Canadian Imperial Bank of Commerce |
|
2.750 |
|
|
01/27/16 |
|
|
|
1,862,000 |
|
|
|
350,000 |
|
|
Capital One Capital V |
|
8.875 |
|
|
05/15/40 |
|
|
|
350,000 |
|
|
|
1,000,000 |
|
|
Citigroup, Inc |
|
2.250 |
|
|
08/07/15 |
|
|
|
1,024,128 |
|
|
|
416,000 |
|
|
Citigroup, Inc |
|
6.000 |
|
|
12/13/13 |
|
|
|
435,911 |
|
|
|
285,000 |
|
|
Citigroup, Inc |
|
5.000 |
|
|
09/15/14 |
|
|
|
299,845 |
|
|
|
8,210,000 |
|
|
Citigroup, Inc |
|
4.450 |
|
|
01/10/17 |
|
|
|
9,095,038 |
|
|
|
93,000 |
|
|
Citigroup, Inc |
|
6.125 |
|
|
05/15/18 |
|
|
|
111,452 |
|
|
|
4,250,000 |
|
|
Citigroup, Inc |
|
4.500 |
|
|
01/14/22 |
|
|
|
4,741,742 |
|
|
|
300,000 |
|
|
Citigroup, Inc |
|
5.875 |
|
|
01/30/42 |
|
|
|
370,243 |
|
|
|
2,700,000 |
g |
|
Depfa ACS Bank |
|
5.125 |
|
|
03/16/37 |
|
|
|
2,107,874 |
|
|
|
250,000 |
|
|
Deutsche Bank AG |
|
3.875 |
|
|
08/18/14 |
|
|
|
262,422 |
|
|
|
345,000 |
|
|
Discover Bank |
|
7.000 |
|
|
04/15/20 |
|
|
|
428,385 |
|
|
|
1,000,000 |
g |
|
HSBC Bank plc |
|
3.100 |
|
|
05/24/16 |
|
|
|
1,057,270 |
|
|
|
500,000 |
g |
|
HSBC Bank plc |
|
4.125 |
|
|
08/12/20 |
|
|
|
556,480 |
|
|
|
275,000 |
g,i |
|
HSBC Capital Funding LP |
|
4.610 |
|
|
12/30/49 |
|
|
|
274,478 |
|
|
|
1,150,000 |
|
|
HSBC USA, Inc |
|
2.375 |
|
|
02/13/15 |
|
|
|
1,182,920 |
|
|
|
1,000,000 |
|
|
HSBC USA, Inc |
|
1.625 |
|
|
01/16/18 |
|
|
|
1,000,908 |
|
|
|
1,025,000 |
g |
|
ICICI Bank Ltd |
|
4.750 |
|
|
11/25/16 |
|
|
|
1,074,433 |
|
|
|
1,000,000 |
g |
|
Itau Unibanco Holding S.A. |
|
5.125 |
|
|
05/13/23 |
|
|
|
1,023,750 |
|
|
|
335,000 |
|
|
JPMorgan Chase & Co |
|
5.125 |
|
|
09/15/14 |
|
|
|
356,287 |
|
|
|
2,948,000 |
|
|
JPMorgan Chase & Co |
|
3.150 |
|
|
07/05/16 |
|
|
|
3,123,259 |
|
|
|
1,875,000 |
|
|
JPMorgan Chase & Co |
|
3.250 |
|
|
09/23/22 |
|
|
|
1,930,839 |
|
|
|
475,000 |
|
|
JPMorgan Chase & Co |
|
5.500 |
|
|
10/15/40 |
|
|
|
580,666 |
|
|
|
750,000 |
|
|
JPMorgan Chase & Co |
|
5.400 |
|
|
01/06/42 |
|
|
|
903,828 |
|
|
|
1,000,000 |
i |
|
Malayan Banking Bhd |
|
3.250 |
|
|
09/20/22 |
|
|
|
997,314 |
|
|
|
250,000 |
i |
|
Manufacturers & Traders Trust Co |
|
5.629 |
|
|
12/01/21 |
|
|
|
257,238 |
|
|
|
1,150,000 |
g |
|
PKO Finance AB |
|
4.630 |
|
|
09/26/22 |
|
|
|
1,210,375 |
|
|
|
750,000 |
i |
|
PNC Financial Services Group, Inc |
|
2.854 |
|
|
11/09/22 |
|
|
|
754,367 |
|
|
|
700,000 |
g,i |
|
Rabobank Nederland NV |
|
11.000 |
|
|
12/30/49 |
|
|
|
946,750 |
|
|
|
750,000 |
g |
|
State Bank of India |
|
4.125 |
|
|
08/01/17 |
|
|
|
772,350 |
|
109
TIAA-CREF FUNDS - Bond Plus Fund
110
TIAA-CREF FUNDS - Bond Plus Fund
111
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
1,350,000 |
i |
|
Bank of New York Mellon Corp |
|
1.969 |
% |
|
06/20/17 |
|
|
$ |
1,392,250 |
|
|
|
275,000 |
|
|
Bank of New York Mellon Corp |
|
5.450 |
|
|
05/15/19 |
|
|
|
328,612 |
|
|
|
1,000,000 |
g |
|
BBVA Bancomer S.A. |
|
6.750 |
|
|
09/30/22 |
|
|
|
1,125,000 |
|
|
|
925,000 |
|
|
Berkshire Hathaway, Inc |
|
1.900 |
|
|
01/31/17 |
|
|
|
956,193 |
|
|
|
500,000 |
|
|
BlackRock, Inc |
|
3.500 |
|
|
12/10/14 |
|
|
|
528,057 |
|
|
|
825,000 |
|
|
BlackRock, Inc |
|
1.375 |
|
|
06/01/15 |
|
|
|
837,872 |
|
|
|
1,350,000 |
|
|
BlackRock, Inc |
|
4.250 |
|
|
05/24/21 |
|
|
|
1,522,799 |
|
|
|
500,000 |
|
|
BlackRock, Inc |
|
3.375 |
|
|
06/01/22 |
|
|
|
531,040 |
|
|
|
2,000,000 |
g |
|
Caisse Centrale Desjardins du Quebec |
|
2.550 |
|
|
03/24/16 |
|
|
|
2,116,600 |
|
|
|
3,000,000 |
g |
|
Caisse Centrale Desjardins du Quebec |
|
1.600 |
|
|
03/06/17 |
|
|
|
3,077,400 |
|
|
|
250,000 |
|
|
Capital One Bank USA NA |
|
8.800 |
|
|
07/15/19 |
|
|
|
338,524 |
|
|
|
1,575,000 |
|
|
Capital One Financial Corp |
|
3.150 |
|
|
07/15/16 |
|
|
|
1,672,155 |
|
|
|
1,000,000 |
|
|
Celanese US Holdings LLC |
|
4.625 |
|
|
11/15/22 |
|
|
|
1,047,500 |
|
|
|
225,000 |
|
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
|
3.875 |
|
|
02/08/22 |
|
|
|
242,128 |
|
|
|
300,000 |
|
|
Countrywide Financial Corp |
|
6.250 |
|
|
05/15/16 |
|
|
|
329,312 |
|
|
|
1,000,000 |
|
|
Credit Suisse |
|
5.500 |
|
|
05/01/14 |
|
|
|
1,063,993 |
|
|
|
1,500,000 |
|
|
Ford Motor Credit Co LLC |
|
3.000 |
|
|
06/12/17 |
|
|
|
1,541,138 |
|
|
|
1,000,000 |
|
|
Ford Motor Credit Co LLC |
|
5.750 |
|
|
02/01/21 |
|
|
|
1,151,326 |
|
|
|
650,000 |
|
|
Ford Motor Credit Co LLC |
|
4.250 |
|
|
09/20/22 |
|
|
|
687,300 |
|
|
|
225,000 |
|
|
General Electric Capital Corp |
|
2.800 |
|
|
01/08/13 |
|
|
|
225,064 |
|
|
|
850,000 |
|
|
General Electric Capital Corp |
|
1.875 |
|
|
09/16/13 |
|
|
|
858,383 |
|
|
|
950,000 |
|
|
General Electric Capital Corp |
|
2.300 |
|
|
04/27/17 |
|
|
|
985,037 |
|
|
|
5,815,000 |
|
|
General Electric Capital Corp |
|
4.650 |
|
|
10/17/21 |
|
|
|
6,635,125 |
|
|
|
400,000 |
|
|
General Electric Capital Corp |
|
6.875 |
|
|
01/10/39 |
|
|
|
543,720 |
|
|
|
275,000 |
i |
|
Goldman Sachs Capital II |
|
4.000 |
|
|
06/01/43 |
|
|
|
214,797 |
|
|
|
275,000 |
|
|
Goldman Sachs Group, Inc |
|
3.300 |
|
|
05/03/15 |
|
|
|
286,621 |
|
|
|
150,000 |
|
|
Goldman Sachs Group, Inc |
|
6.450 |
|
|
05/01/36 |
|
|
|
164,525 |
|
|
|
375,000 |
|
|
Goldman Sachs Group, Inc |
|
6.750 |
|
|
10/01/37 |
|
|
|
424,998 |
|
|
|
500,000 |
|
|
Goldman Sachs Group, Inc |
|
6.250 |
|
|
02/01/41 |
|
|
|
613,461 |
|
|
|
825,000 |
g |
|
Grupo Aval Ltd |
|
4.750 |
|
|
09/26/22 |
|
|
|
835,312 |
|
|
|
1,165,000 |
|
|
HSBC Finance Corp |
|
4.750 |
|
|
07/15/13 |
|
|
|
1,189,314 |
|
|
|
200,000 |
g |
|
International Lease Finance Corp |
|
6.500 |
|
|
09/01/14 |
|
|
|
213,500 |
|
|
|
150,000 |
|
|
International Lease Finance Corp |
|
8.625 |
|
|
09/15/15 |
|
|
|
168,563 |
|
|
|
2,070,000 |
|
|
International Lease Finance Corp |
|
5.750 |
|
|
05/15/16 |
|
|
|
2,181,964 |
|
|
|
1,000,000 |
|
|
International Lease Finance Corp |
|
5.875 |
|
|
08/15/22 |
|
|
|
1,059,212 |
|
|
|
625,000 |
g |
|
Inversiones CMPC S.A. |
|
4.500 |
|
|
04/25/22 |
|
|
|
640,471 |
|
|
|
100,000 |
|
|
Jefferies Group, Inc |
|
6.250 |
|
|
01/15/36 |
|
|
|
103,500 |
|
|
|
1,750,000 |
|
|
John Deere Capital Corp |
|
0.875 |
|
|
04/17/15 |
|
|
|
1,757,695 |
|
|
|
1,250,000 |
|
|
John Deere Capital Corp |
|
0.950 |
|
|
06/29/15 |
|
|
|
1,256,933 |
|
|
|
1,705,000 |
|
|
John Deere Capital Corp |
|
2.250 |
|
|
06/07/16 |
|
|
|
1,783,877 |
|
|
|
500,000 |
|
|
John Deere Capital Corp |
|
1.400 |
|
|
03/15/17 |
|
|
|
504,780 |
|
|
|
375,000 |
|
|
John Deere Capital Corp |
|
2.750 |
|
|
03/15/22 |
|
|
|
382,159 |
|
|
|
3,000,000 |
|
|
KFW |
|
2.625 |
|
|
01/25/22 |
|
|
|
3,176,109 |
|
|
|
300,000 |
|
|
Kreditanstalt fuer Wiederaufbau |
|
4.875 |
|
|
01/17/17 |
|
|
|
348,630 |
|
|
|
750,000 |
g |
|
Lukoil International Finance BV |
|
6.125 |
|
|
11/09/20 |
|
|
|
867,188 |
|
|
|
275,000 |
|
|
MBNA Corp |
|
6.125 |
|
|
03/01/13 |
|
|
|
277,311 |
|
|
|
1,650,000 |
|
|
Merrill Lynch & Co, Inc |
|
5.450 |
|
|
02/05/13 |
|
|
|
1,657,163 |
|
|
|
800,000 |
|
|
Merrill Lynch & Co, Inc |
|
6.400 |
|
|
08/28/17 |
|
|
|
939,484 |
|
|
|
1,000,000 |
|
|
Morgan Stanley |
|
2.875 |
|
|
01/24/14 |
|
|
|
1,016,804 |
|
|
|
1,000,000 |
|
|
Morgan Stanley |
|
5.500 |
|
|
07/28/21 |
|
|
|
1,135,374 |
|
|
|
500,000 |
|
|
Morgan Stanley |
|
6.375 |
|
|
07/24/42 |
|
|
|
586,152 |
|
|
|
175,000 |
|
|
NASDAQ OMX Group, Inc |
|
5.550 |
|
|
01/15/20 |
|
|
|
190,633 |
|
112
TIAA-CREF FUNDS - Bond Plus Fund
113
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
850,000 |
g |
|
Halcon Resources Corp |
|
8.875 |
% |
|
05/15/21 |
|
|
$ |
901,000 |
|
|
|
175,000 |
|
|
Hess Corp |
|
8.125 |
|
|
02/15/19 |
|
|
|
230,319 |
|
|
|
285,000 |
|
|
Hess Corp |
|
6.000 |
|
|
01/15/40 |
|
|
|
347,682 |
|
|
|
715,000 |
g |
|
KMG Finance Sub BV |
|
6.375 |
|
|
04/09/21 |
|
|
|
874,981 |
|
|
|
750,000 |
|
|
Marathon Petroleum Corp |
|
3.500 |
|
|
03/01/16 |
|
|
|
798,382 |
|
|
|
275,000 |
|
|
MarkWest Energy Partners LP |
|
6.750 |
|
|
11/01/20 |
|
|
|
299,750 |
|
|
|
425,000 |
|
|
MarkWest Energy Partners LP |
|
5.500 |
|
|
02/15/23 |
|
|
|
461,125 |
|
|
|
300,000 |
|
|
Newfield Exploration Co |
|
5.750 |
|
|
01/30/22 |
|
|
|
330,000 |
|
|
|
900,000 |
|
|
Newfield Exploration Co |
|
5.625 |
|
|
07/01/24 |
|
|
|
972,000 |
|
|
|
125,000 |
|
|
Noble Holding International Ltd |
|
3.450 |
|
|
08/01/15 |
|
|
|
131,722 |
|
|
|
350,000 |
|
|
Noble Holding International Ltd |
|
4.900 |
|
|
08/01/20 |
|
|
|
393,657 |
|
|
|
1,500,000 |
g |
|
Novatek OAO via Novatek Finance Ltd |
|
4.422 |
|
|
12/13/22 |
|
|
|
1,509,375 |
|
|
|
1,225,000 |
|
|
Occidental Petroleum Corp |
|
1.500 |
|
|
02/15/18 |
|
|
|
1,240,729 |
|
|
|
350,000 |
|
|
Occidental Petroleum Corp |
|
4.100 |
|
|
02/01/21 |
|
|
|
400,189 |
|
|
|
500,000 |
|
|
Peabody Energy Corp |
|
7.375 |
|
|
11/01/16 |
|
|
|
572,500 |
|
|
|
150,000 |
|
|
Pemex Project Funding Master Trust |
|
6.625 |
|
|
06/15/35 |
|
|
|
190,500 |
|
|
|
125,000 |
|
|
Pemex Project Funding Master Trust |
|
6.625 |
|
|
06/15/38 |
|
|
|
158,438 |
|
|
|
875,000 |
g |
|
Pertamina Persero PT |
|
4.875 |
|
|
05/03/22 |
|
|
|
955,937 |
|
|
|
900,000 |
g |
|
Pertamina Persero PT |
|
6.000 |
|
|
05/03/42 |
|
|
|
1,015,875 |
|
|
|
675,000 |
g |
|
Pertamina PT |
|
5.250 |
|
|
05/23/21 |
|
|
|
752,625 |
|
|
|
500,000 |
g |
|
Pertamina PT |
|
6.500 |
|
|
05/27/41 |
|
|
|
592,500 |
|
|
|
500,000 |
|
|
Petrobras International Finance Co |
|
7.875 |
|
|
03/15/19 |
|
|
|
624,538 |
|
|
|
494,000 |
|
|
Petrobras International Finance Co |
|
6.875 |
|
|
01/20/40 |
|
|
|
627,560 |
|
|
|
325,000 |
|
|
Petroleos Mexicanos |
|
5.500 |
|
|
01/21/21 |
|
|
|
379,762 |
|
|
|
475,000 |
|
|
Petroleos Mexicanos |
|
4.875 |
|
|
01/24/22 |
|
|
|
536,038 |
|
|
|
540,000 |
|
|
Petroleos Mexicanos |
|
6.500 |
|
|
06/02/41 |
|
|
|
677,700 |
|
|
|
575,000 |
|
|
Petroleos Mexicanos |
|
5.500 |
|
|
06/27/44 |
|
|
|
632,500 |
|
|
|
430,000 |
g |
|
Petroleum Co of Trinidad & Tobago Ltd |
|
9.750 |
|
|
08/14/19 |
|
|
|
571,470 |
|
|
|
700,000 |
g |
|
Phillips 66 |
|
1.950 |
|
|
03/05/15 |
|
|
|
714,235 |
|
|
|
625,000 |
g |
|
Phillips 66 |
|
4.300 |
|
|
04/01/22 |
|
|
|
698,387 |
|
|
|
2,025,000 |
|
|
Plains All American Pipeline LP |
|
2.850 |
|
|
01/31/23 |
|
|
|
2,006,311 |
|
|
|
2,685,000 |
|
|
Plains Exploration & Production Co |
|
6.500 |
|
|
11/15/20 |
|
|
|
2,973,638 |
|
|
|
800,000 |
|
|
Precision Drilling Trust |
|
6.625 |
|
|
11/15/20 |
|
|
|
860,000 |
|
|
|
500,000 |
g |
|
PTTEP Canada International Finance Ltd |
|
5.692 |
|
|
04/05/21 |
|
|
|
578,119 |
|
|
|
100,000 |
|
|
Range Resources Corp |
|
7.250 |
|
|
05/01/18 |
|
|
|
105,000 |
|
|
|
500,000 |
|
|
Range Resources Corp |
|
5.750 |
|
|
06/01/21 |
|
|
|
535,000 |
|
|
|
600,000 |
|
|
Regency Energy Partners LP |
|
6.500 |
|
|
07/15/21 |
|
|
|
657,000 |
|
|
|
200,000 |
|
|
Regency Energy Partners LP |
|
5.500 |
|
|
04/15/23 |
|
|
|
213,500 |
|
|
|
800,000 |
g |
|
Rosneft Oil Co via Rosneft International Finance Ltd |
|
3.149 |
|
|
03/06/17 |
|
|
|
812,000 |
|
|
|
1,325,000 |
g |
|
Rosneft Oil Co via Rosneft International Finance Ltd |
|
4.199 |
|
|
03/06/22 |
|
|
|
1,348,188 |
|
|
|
500,000 |
g |
|
SandRidge Energy, Inc |
|
8.000 |
|
|
06/01/18 |
|
|
|
530,000 |
|
|
|
600,000 |
g |
|
Schlumberger Investment S.A. |
|
2.400 |
|
|
08/01/22 |
|
|
|
594,868 |
|
|
|
675,000 |
|
|
SESI LLC |
|
7.125 |
|
|
12/15/21 |
|
|
|
750,937 |
|
|
|
250,000 |
|
|
Shell International Finance BV |
|
3.100 |
|
|
06/28/15 |
|
|
|
264,840 |
|
|
|
525,000 |
|
|
Shell International Finance BV |
|
4.300 |
|
|
09/22/19 |
|
|
|
608,210 |
|
|
|
125,000 |
|
|
Shell International Finance BV |
|
6.375 |
|
|
12/15/38 |
|
|
|
175,621 |
|
|
|
300,000 |
|
|
SM Energy Co |
|
6.500 |
|
|
01/01/23 |
|
|
|
321,000 |
|
|
|
1,495,000 |
|
|
Southwestern Energy Co |
|
7.500 |
|
|
02/01/18 |
|
|
|
1,832,057 |
|
|
|
200,000 |
|
|
Statoil ASA |
|
2.900 |
|
|
10/15/14 |
|
|
|
208,138 |
|
|
|
200,000 |
|
|
Statoil ASA |
|
1.200 |
|
|
01/17/18 |
|
|
|
200,037 |
|
|
|
375,000 |
|
|
Statoil ASA |
|
2.450 |
|
|
01/17/23 |
|
|
|
374,122 |
|
|
|
1,000,000 |
|
|
Total Capital International S.A. |
|
1.500 |
|
|
02/17/17 |
|
|
|
1,007,750 |
|
114
TIAA-CREF FUNDS - Bond Plus Fund
115
TIAA-CREF FUNDS - Bond Plus Fund
116
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
MATERIALS - 3.2% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
300,000 |
|
|
3M Co |
|
5.700 |
% |
|
03/15/37 |
|
|
$ |
407,479 |
|
|
|
350,000 |
|
|
Air Products & Chemicals, Inc |
|
4.150 |
|
|
02/01/13 |
|
|
|
351,038 |
|
|
|
75,000 |
|
|
Airgas, Inc |
|
4.500 |
|
|
09/15/14 |
|
|
|
79,150 |
|
|
|
250,000 |
|
|
Airgas, Inc |
|
7.125 |
|
|
10/01/18 |
|
|
|
266,882 |
|
|
|
1,000,000 |
|
|
Albemarle Corp |
|
4.500 |
|
|
12/15/20 |
|
|
|
1,120,702 |
|
|
|
750,000 |
g |
|
Anglo American Capital plc |
|
4.125 |
|
|
09/27/22 |
|
|
|
783,561 |
|
|
|
440,000 |
|
|
ArcelorMittal |
|
5.000 |
|
|
02/25/17 |
|
|
|
444,134 |
|
|
|
120,000 |
|
|
Ball Corp |
|
7.375 |
|
|
09/01/19 |
|
|
|
133,500 |
|
|
|
1,000,000 |
|
|
Ball Corp |
|
5.750 |
|
|
05/15/21 |
|
|
|
1,082,500 |
|
|
|
1,000,000 |
|
|
Barrick Gold Corp |
|
3.850 |
|
|
04/01/22 |
|
|
|
1,058,526 |
|
|
|
850,000 |
|
|
Barrick North America Finance LLC |
|
4.400 |
|
|
05/30/21 |
|
|
|
932,142 |
|
|
|
450,000 |
g |
|
Belden, Inc |
|
5.500 |
|
|
09/01/22 |
|
|
|
462,375 |
|
|
|
750,000 |
g |
|
Braskem America Finance Co |
|
7.125 |
|
|
07/22/41 |
|
|
|
789,375 |
|
|
|
1,500,000 |
|
|
Celanese US Holdings LLC |
|
6.625 |
|
|
10/15/18 |
|
|
|
1,650,000 |
|
|
|
1,027,500 |
g |
|
Cemex SAB de C.V. |
|
9.000 |
|
|
01/11/18 |
|
|
|
1,112,269 |
|
|
|
1,500,000 |
|
|
CF Industries, Inc |
|
7.125 |
|
|
05/01/20 |
|
|
|
1,887,807 |
|
|
|
500,000 |
|
|
Clorox Co |
|
3.800 |
|
|
11/15/21 |
|
|
|
544,499 |
|
|
|
325,000 |
g |
|
CommScope, Inc |
|
8.250 |
|
|
01/15/19 |
|
|
|
355,875 |
|
|
|
200,000 |
|
|
Corning, Inc |
|
1.450 |
|
|
11/15/17 |
|
|
|
200,787 |
|
|
|
200,000 |
g |
|
Corp Nacional del Cobre de Chile-CODELCO |
|
4.250 |
|
|
07/17/42 |
|
|
|
203,590 |
|
|
|
1,385,000 |
|
|
Crown Americas LLC |
|
6.250 |
|
|
02/01/21 |
|
|
|
1,518,306 |
|
|
|
1,175,000 |
g |
|
Eldorado Gold Corp |
|
6.125 |
|
|
12/15/20 |
|
|
|
1,195,562 |
|
|
|
750,000 |
g |
|
Fibria Overseas Finance Ltd |
|
6.750 |
|
|
03/03/21 |
|
|
|
830,625 |
|
|
|
1,250,000 |
|
|
Freeport-McMoRan Copper & Gold, Inc |
|
1.400 |
|
|
02/13/15 |
|
|
|
1,247,380 |
|
|
|
975,000 |
|
|
Graphic Packaging International, Inc |
|
9.500 |
|
|
06/15/17 |
|
|
|
1,053,000 |
|
|
|
750,000 |
|
|
International Paper Co |
|
4.750 |
|
|
02/15/22 |
|
|
|
848,652 |
|
|
|
250,000 |
|
|
International Paper Co |
|
7.300 |
|
|
11/15/39 |
|
|
|
338,890 |
|
|
|
455,000 |
g |
|
Longview Fibre Paper & Packaging, Inc |
|
8.000 |
|
|
06/01/16 |
|
|
|
477,750 |
|
|
|
2,000,000 |
|
|
LyondellBasell Industries NV |
|
5.000 |
|
|
04/15/19 |
|
|
|
2,210,000 |
|
|
|
825,000 |
g |
|
Mexichem SAB de C.V. |
|
4.875 |
|
|
09/19/22 |
|
|
|
888,937 |
|
|
|
750,000 |
|
|
Newmont Mining Corp |
|
3.500 |
|
|
03/15/22 |
|
|
|
773,523 |
|
|
|
200,000 |
|
|
Praxair, Inc |
|
5.250 |
|
|
11/15/14 |
|
|
|
217,389 |
|
|
|
500,000 |
|
|
Praxair, Inc |
|
2.450 |
|
|
02/15/22 |
|
|
|
502,544 |
|
|
|
500,000 |
|
|
Precision Castparts Corp |
|
1.250 |
|
|
01/15/18 |
|
|
|
500,825 |
|
|
|
425,000 |
|
|
Precision Castparts Corp |
|
2.500 |
|
|
01/15/23 |
|
|
|
427,723 |
|
|
|
100,000 |
|
|
Precision Castparts Corp |
|
3.900 |
|
|
01/15/43 |
|
|
|
102,588 |
|
|
|
1,450,000 |
|
|
Rio Tinto Finance USA Ltd |
|
2.250 |
|
|
09/20/16 |
|
|
|
1,504,271 |
|
|
|
325,000 |
|
|
Rio Tinto Finance USA plc |
|
2.875 |
|
|
08/21/22 |
|
|
|
327,149 |
|
|
|
680,000 |
g |
|
Rock-Tenn Co |
|
4.450 |
|
|
03/01/19 |
|
|
|
733,636 |
|
|
|
820,000 |
g |
|
Rock-Tenn Co |
|
4.900 |
|
|
03/01/22 |
|
|
|
886,162 |
|
|
|
400,000 |
|
|
Rockwood Specialties Group, Inc |
|
4.625 |
|
|
10/15/20 |
|
|
|
414,000 |
|
|
|
550,000 |
g |
|
Samarco Mineracao S.A. |
|
4.125 |
|
|
11/01/22 |
|
|
|
559,625 |
|
|
|
250,000 |
g |
|
Sappi Papier Holding AG. |
|
6.625 |
|
|
04/15/21 |
|
|
|
246,875 |
|
|
|
1,000,000 |
g |
|
Severstal OAO Via Steel Capital S.A. |
|
5.900 |
|
|
10/17/22 |
|
|
|
1,011,250 |
|
|
|
425,000 |
|
|
Sherwin-Williams Co |
|
1.350 |
|
|
12/15/17 |
|
|
|
424,066 |
|
|
|
500,000 |
|
|
Silgan Holdings, Inc |
|
5.000 |
|
|
04/01/20 |
|
|
|
518,750 |
|
|
|
700,000 |
|
|
Teck Resources Ltd |
|
2.500 |
|
|
02/01/18 |
|
|
|
714,565 |
|
|
|
800,000 |
|
|
Teck Resources Ltd |
|
3.750 |
|
|
02/01/23 |
|
|
|
820,543 |
|
|
|
125,000 |
|
|
Teck Resources Ltd |
|
6.000 |
|
|
08/15/40 |
|
|
|
141,480 |
|
117
TIAA-CREF FUNDS - Bond Plus Fund
118
TIAA-CREF FUNDS - Bond Plus Fund
119
TIAA-CREF FUNDS - Bond Plus Fund
120
TIAA-CREF FUNDS - Bond Plus Fund
121
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
UTILITIES - 3.5% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
1,325,000 |
g |
|
Abu Dhabi National Energy Co |
|
2.500 |
% |
|
01/12/18 |
|
|
$ |
1,338,250 |
|
|
|
1,200,000 |
g |
|
Abu Dhabi National Energy Co |
|
3.625 |
|
|
01/12/23 |
|
|
|
1,236,000 |
|
|
|
1,750,000 |
|
|
AES Corp |
|
8.000 |
|
|
10/15/17 |
|
|
|
2,021,250 |
|
|
|
305,000 |
g |
|
AES Gener S.A. |
|
5.250 |
|
|
08/15/21 |
|
|
|
338,503 |
|
|
|
350,000 |
|
|
AGL Capital Corp |
|
5.250 |
|
|
08/15/19 |
|
|
|
417,148 |
|
|
|
365,000 |
|
|
Alliant Energy Corp |
|
4.000 |
|
|
10/15/14 |
|
|
|
384,629 |
|
|
|
250,000 |
|
|
Atmos Energy Corp |
|
8.500 |
|
|
03/15/19 |
|
|
|
335,709 |
|
|
|
900,000 |
g |
|
Calpine Corp |
|
7.250 |
|
|
10/15/17 |
|
|
|
958,500 |
|
|
|
675,000 |
g |
|
Calpine Corp |
|
7.500 |
|
|
02/15/21 |
|
|
|
745,875 |
|
|
|
634,000 |
g |
|
Calpine Corp |
|
7.875 |
|
|
01/15/23 |
|
|
|
716,420 |
|
|
|
190,000 |
|
|
Carolina Power & Light Co |
|
5.125 |
|
|
09/15/13 |
|
|
|
196,312 |
|
|
|
250,000 |
|
|
Carolina Power & Light Co |
|
5.300 |
|
|
01/15/19 |
|
|
|
300,668 |
|
|
|
275,000 |
|
|
Carolina Power & Light Co |
|
5.700 |
|
|
04/01/35 |
|
|
|
335,409 |
|
|
|
300,000 |
|
|
CenterPoint Energy Resources Corp |
|
6.250 |
|
|
02/01/37 |
|
|
|
372,913 |
|
|
|
1,150,000 |
g |
|
CEZ AS. |
|
4.250 |
|
|
04/03/22 |
|
|
|
1,231,006 |
|
|
|
600,000 |
g |
|
CEZ AS. |
|
5.625 |
|
|
04/03/42 |
|
|
|
696,196 |
|
|
|
1,000,000 |
|
|
CMS Energy Corp |
|
5.050 |
|
|
03/15/22 |
|
|
|
1,114,466 |
|
|
|
450,000 |
g |
|
Colbun S.A. |
|
6.000 |
|
|
01/21/20 |
|
|
|
500,540 |
|
|
|
625,000 |
g |
|
Comision Federal de Electricidad |
|
5.750 |
|
|
02/14/42 |
|
|
|
707,812 |
|
|
|
1,895,000 |
|
|
Commonwealth Edison Co |
|
4.000 |
|
|
08/01/20 |
|
|
|
2,118,388 |
|
|
|
200,000 |
|
|
Commonwealth Edison Co |
|
5.900 |
|
|
03/15/36 |
|
|
|
258,013 |
|
|
|
200,000 |
|
|
Connecticut Light & Power Co |
|
5.500 |
|
|
02/01/19 |
|
|
|
239,920 |
|
|
|
375,000 |
|
|
Detroit Edison Co |
|
3.950 |
|
|
06/15/42 |
|
|
|
379,974 |
|
|
|
300,000 |
|
|
Dominion Resources, Inc |
|
4.050 |
|
|
09/15/42 |
|
|
|
296,203 |
|
|
|
200,000 |
|
|
Duke Energy Carolinas LLC |
|
4.300 |
|
|
06/15/20 |
|
|
|
228,035 |
|
|
|
1,000,000 |
|
|
Duke Energy Corp |
|
3.950 |
|
|
09/15/14 |
|
|
|
1,053,055 |
|
|
|
778,000 |
g |
|
Eskom Holdings Ltd |
|
5.750 |
|
|
01/26/21 |
|
|
|
882,058 |
|
|
|
250,000 |
|
|
Indiana Michigan Power Co |
|
7.000 |
|
|
03/15/19 |
|
|
|
315,936 |
|
|
|
415,000 |
g |
|
Inergy Midstream LP |
|
6.000 |
|
|
12/15/20 |
|
|
|
428,487 |
|
|
|
125,000 |
|
|
Integrys Energy Group, Inc |
|
4.170 |
|
|
11/01/20 |
|
|
|
139,321 |
|
|
|
1,125,000 |
g |
|
Israel Electric Corp Ltd |
|
6.700 |
|
|
02/10/17 |
|
|
|
1,215,000 |
|
|
|
500,000 |
g |
|
Israel Electric Corp Ltd |
|
7.250 |
|
|
01/15/19 |
|
|
|
543,250 |
|
|
|
100,000 |
g |
|
Kansas Gas & Electric |
|
6.700 |
|
|
06/15/19 |
|
|
|
127,293 |
|
|
|
1,000,000 |
|
|
Kinder Morgan Energy Partners LP |
|
3.500 |
|
|
03/01/16 |
|
|
|
1,068,999 |
|
|
|
475,000 |
g |
|
Korea Hydro & Nuclear Power Co Ltd |
|
3.000 |
|
|
09/19/22 |
|
|
|
467,266 |
|
|
|
350,000 |
|
|
LG&E and KU Energy LLC |
|
3.750 |
|
|
11/15/20 |
|
|
|
369,621 |
|
|
|
500,000 |
g |
|
Majapahit Holding BV |
|
7.875 |
|
|
06/29/37 |
|
|
|
686,250 |
|
|
|
250,000 |
|
|
Midamerican Energy Holdings Co |
|
5.950 |
|
|
05/15/37 |
|
|
|
308,676 |
|
|
|
250,000 |
|
|
National Fuel Gas Co |
|
5.250 |
|
|
03/01/13 |
|
|
|
251,851 |
|
|
|
250,000 |
|
|
Nevada Power Co |
|
6.650 |
|
|
04/01/36 |
|
|
|
339,220 |
|
|
|
1,000,000 |
|
|
Nevada Power Co |
|
5.450 |
|
|
05/15/41 |
|
|
|
1,224,318 |
|
|
|
1,500,000 |
|
|
NRG Energy, Inc |
|
7.875 |
|
|
05/15/21 |
|
|
|
1,665,000 |
|
|
|
500,000 |
g |
|
NRG Energy, Inc |
|
6.625 |
|
|
03/15/23 |
|
|
|
535,000 |
|
|
|
500,000 |
|
|
Oncor Electric Delivery Co LLC |
|
4.550 |
|
|
12/01/41 |
|
|
|
506,112 |
|
|
|
300,000 |
|
|
ONEOK Partners LP |
|
3.375 |
|
|
10/01/22 |
|
|
|
305,713 |
|
|
|
325,000 |
|
|
Pacific Gas & Electric Co |
|
8.250 |
|
|
10/15/18 |
|
|
|
442,498 |
|
|
|
150,000 |
|
|
PacifiCorp |
|
6.000 |
|
|
01/15/39 |
|
|
|
199,016 |
|
|
|
250,000 |
|
|
Pepco Holdings, Inc |
|
2.700 |
|
|
10/01/15 |
|
|
|
258,779 |
|
|
|
1,020,000 |
g |
|
Perusahaan Listrik Negara PT |
|
5.500 |
|
|
11/22/21 |
|
|
|
1,152,600 |
|
122
TIAA-CREF FUNDS - Bond Plus Fund
123
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
225,000 |
|
|
Italy Government International Bond |
|
5.375 |
% |
|
06/12/17 |
|
|
$ |
240,795 |
|
|
|
180,000 |
|
|
Italy Government International Bond |
|
6.875 |
|
|
09/27/23 |
|
|
|
209,044 |
|
|
|
1,900,000 |
g |
|
Kommunalbanken AS. |
|
1.375 |
|
|
06/08/17 |
|
|
|
1,935,805 |
|
|
|
625,000 |
|
|
Korea Development Bank |
|
3.000 |
|
|
09/14/22 |
|
|
|
622,585 |
|
|
|
750,000 |
g |
|
Lithuania Government International Bond |
|
5.125 |
|
|
09/14/17 |
|
|
|
845,625 |
|
|
|
10,400,000 |
|
|
Mexican Bonos |
|
7.750 |
|
|
12/14/17 |
|
|
|
895,559 |
|
|
|
750,000 |
|
|
Mexico Government International Bond |
|
3.625 |
|
|
03/15/22 |
|
|
|
820,313 |
|
|
|
150,000 |
|
|
Mexico Government International Bond |
|
6.750 |
|
|
09/27/34 |
|
|
|
216,000 |
|
|
|
250,000 |
|
|
Mexico Government International Bond |
|
4.750 |
|
|
03/08/44 |
|
|
|
282,500 |
|
|
|
2,000,000 |
g |
|
Mongolia Government International Bond |
|
4.125 |
|
|
01/05/18 |
|
|
|
1,975,000 |
|
|
|
1,425,000 |
g |
|
Mongolia Government International Bond |
|
5.125 |
|
|
12/05/22 |
|
|
|
1,396,500 |
|
|
|
1,300,000 |
g |
|
Morocco Government International Bond |
|
4.250 |
|
|
12/11/22 |
|
|
|
1,309,750 |
|
|
|
800,000 |
g |
|
Morocco Government International Bond |
|
5.500 |
|
|
12/11/42 |
|
|
|
818,000 |
|
|
|
500,000 |
g |
|
Namibia International Bonds |
|
5.500 |
|
|
11/03/21 |
|
|
|
560,000 |
|
|
|
575,000 |
g |
|
National Bank of Canada |
|
1.650 |
|
|
01/30/14 |
|
|
|
582,820 |
|
|
|
625,000 |
g |
|
Nederlandse Waterschapsbank NV |
|
2.125 |
|
|
02/09/17 |
|
|
|
647,775 |
|
|
|
4,000,000 |
|
|
North American Development Bank |
|
2.400 |
|
|
10/26/22 |
|
|
|
4,034,272 |
|
|
|
500,000 |
|
|
Panama Government International Bond |
|
5.200 |
|
|
01/30/20 |
|
|
|
597,250 |
|
|
|
135,000 |
|
|
Peruvian Government International Bond |
|
7.350 |
|
|
07/21/25 |
|
|
|
195,615 |
|
|
|
433,000 |
|
|
Poland Government International Bond |
|
5.125 |
|
|
04/21/21 |
|
|
|
513,538 |
|
|
|
500,000 |
|
|
Poland Government International Bond |
|
5.000 |
|
|
03/23/22 |
|
|
|
590,500 |
|
|
|
975,000 |
|
|
Poland Government International Bond |
|
3.000 |
|
|
03/17/23 |
|
|
|
972,562 |
|
|
|
750,000 |
|
|
Province of British Columbia Canada |
|
2.850 |
|
|
06/15/15 |
|
|
|
793,275 |
|
|
|
5,000,000 |
|
|
Province of British Columbia Canada |
|
1.200 |
|
|
04/25/17 |
|
|
|
5,089,785 |
|
|
|
500,000 |
|
|
Province of Ontario Canada |
|
2.950 |
|
|
02/05/15 |
|
|
|
525,524 |
|
|
|
1,750,000 |
|
|
Province of Ontario Canada |
|
2.700 |
|
|
06/16/15 |
|
|
|
1,842,386 |
|
|
|
5,000,000 |
|
|
Province of Ontario Canada |
|
2.300 |
|
|
05/10/16 |
|
|
|
5,260,000 |
|
|
|
620,000 |
|
|
Province of Quebec Canada |
|
4.625 |
|
|
05/14/18 |
|
|
|
727,942 |
|
|
|
1,000,000 |
|
|
Province of Quebec Canada |
|
3.500 |
|
|
07/29/20 |
|
|
|
1,110,700 |
|
|
|
3,000,000 |
|
|
Province of Quebec Canada |
|
2.750 |
|
|
08/25/21 |
|
|
|
3,133,848 |
|
|
|
300,000 |
g |
|
Republic of Indonesia |
|
4.875 |
|
|
05/05/21 |
|
|
|
345,000 |
|
|
|
1,500,000 |
g |
|
Republic of Latvia |
|
2.750 |
|
|
01/12/20 |
|
|
|
1,483,500 |
|
|
|
525,000 |
g |
|
Republic of Serbia |
|
5.250 |
|
|
11/21/17 |
|
|
|
544,688 |
|
|
|
435,000 |
g |
|
Republic of Serbia |
|
7.250 |
|
|
09/28/21 |
|
|
|
500,250 |
|
|
|
400,000 |
i |
|
Republic of Serbia |
|
6.750 |
|
|
11/01/24 |
|
|
|
404,000 |
|
|
|
1,150,000 |
g |
|
Republic of Zambia |
|
5.375 |
|
|
09/20/22 |
|
|
|
1,145,688 |
|
|
|
750,000 |
g |
|
Romanian Government International Bond |
|
6.750 |
|
|
02/07/22 |
|
|
|
911,250 |
|
|
|
750,000 |
g |
|
Russian Foreign Bond - Eurobond |
|
3.250 |
|
|
04/04/17 |
|
|
|
796,875 |
|
|
|
320,000 |
g |
|
Russian Foreign Bond - Eurobond |
|
5.000 |
|
|
04/29/20 |
|
|
|
377,600 |
|
|
|
220,000 |
g |
|
Russian Foreign Bond - Eurobond |
|
4.500 |
|
|
04/04/22 |
|
|
|
251,900 |
|
|
|
1,000,000 |
g |
|
Slovakia Government International Bond |
|
4.375 |
|
|
05/21/22 |
|
|
|
1,089,320 |
|
|
|
1,500,000 |
g |
|
Slovenia Government International Bond |
|
5.500 |
|
|
10/26/22 |
|
|
|
1,575,000 |
|
|
|
400,000 |
|
|
South Africa Government International Bond |
|
5.875 |
|
|
05/30/22 |
|
|
|
495,444 |
|
|
|
750,000 |
|
|
South Africa Government International Bond |
|
4.665 |
|
|
01/17/24 |
|
|
|
847,500 |
|
|
|
1,460,000 |
g |
|
Sri Lanka Government International Bond |
|
5.875 |
|
|
07/25/22 |
|
|
|
1,554,900 |
|
|
|
465,000 |
|
|
Turkey Government International Bond |
|
6.750 |
|
|
05/30/40 |
|
|
|
630,075 |
|
|
|
152,000 |
|
|
United Mexican States |
|
5.875 |
|
|
02/17/14 |
|
|
|
159,600 |
|
|
|
300,000 |
|
|
United Mexican States |
|
5.950 |
|
|
03/19/19 |
|
|
|
369,000 |
|
|
|
500,000 |
|
|
United Mexican States |
|
5.125 |
|
|
01/15/20 |
|
|
|
597,500 |
|
|
|
1,000,000 |
|
|
Uruguay Government International Bond |
|
4.125 |
|
|
11/20/45 |
|
|
|
998,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL FOREIGN GOVERNMENT BONDS |
|
|
|
|
|
|
|
|
65,446,172 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
124
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
MORTGAGE BACKED - 21.8% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
337,458 |
i |
|
Federal Home Loan Mortgage Corp (FHLMC) |
|
2.386 |
% |
|
02/01/36 |
|
|
$ |
357,890 |
|
|
|
1,113,787 |
i |
|
FHLMC |
|
2.850 |
|
|
07/01/36 |
|
|
|
1,191,155 |
|
|
|
234,243 |
i |
|
FHLMC |
|
2.605 |
|
|
09/01/36 |
|
|
|
249,930 |
|
|
|
338,951 |
i |
|
FHLMC |
|
2.637 |
|
|
09/01/36 |
|
|
|
362,176 |
|
|
|
116,412 |
i |
|
FHLMC |
|
5.770 |
|
|
02/01/37 |
|
|
|
125,388 |
|
|
|
446,164 |
i |
|
FHLMC |
|
2.890 |
|
|
03/01/37 |
|
|
|
477,009 |
|
|
|
44,505 |
i |
|
FHLMC |
|
5.925 |
|
|
04/01/37 |
|
|
|
48,343 |
|
|
|
19,670 |
i |
|
FHLMC |
|
5.921 |
|
|
05/01/37 |
|
|
|
21,247 |
|
|
|
733,391 |
i |
|
FHLMC |
|
2.760 |
|
|
06/01/37 |
|
|
|
782,307 |
|
|
|
261,463 |
i |
|
FHLMC |
|
3.407 |
|
|
08/01/37 |
|
|
|
277,188 |
|
|
|
25,327 |
|
|
Federal Home Loan Mortgage Corp Gold (FGLMC) |
|
6.500 |
|
|
12/01/16 |
|
|
|
27,273 |
|
|
|
413,545 |
|
|
FGLMC |
|
5.500 |
|
|
01/01/19 |
|
|
|
449,997 |
|
|
|
74,649 |
|
|
FGLMC |
|
4.500 |
|
|
01/01/20 |
|
|
|
79,567 |
|
|
|
508,351 |
|
|
FGLMC |
|
4.500 |
|
|
07/01/20 |
|
|
|
552,326 |
|
|
|
145,444 |
|
|
FGLMC |
|
4.500 |
|
|
09/01/20 |
|
|
|
155,253 |
|
|
|
167,650 |
|
|
FGLMC |
|
5.000 |
|
|
10/01/20 |
|
|
|
180,554 |
|
|
|
210,299 |
|
|
FGLMC |
|
5.500 |
|
|
10/01/20 |
|
|
|
226,437 |
|
|
|
23,172 |
|
|
FGLMC |
|
7.000 |
|
|
10/01/20 |
|
|
|
26,997 |
|
|
|
130,559 |
|
|
FGLMC |
|
4.500 |
|
|
06/01/21 |
|
|
|
139,364 |
|
|
|
232,449 |
|
|
FGLMC |
|
5.500 |
|
|
08/01/21 |
|
|
|
250,868 |
|
|
|
80,342 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/23 |
|
|
|
86,163 |
|
|
|
94,529 |
|
|
FGLMC |
|
4.500 |
|
|
09/01/24 |
|
|
|
100,579 |
|
|
|
54,224 |
|
|
FGLMC |
|
6.500 |
|
|
01/01/29 |
|
|
|
61,779 |
|
|
|
4,465 |
|
|
FGLMC |
|
8.000 |
|
|
01/01/31 |
|
|
|
5,479 |
|
|
|
159,703 |
|
|
FGLMC |
|
6.000 |
|
|
03/01/33 |
|
|
|
177,589 |
|
|
|
946,926 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/33 |
|
|
|
1,031,526 |
|
|
|
887,686 |
|
|
FGLMC |
|
7.000 |
|
|
12/01/33 |
|
|
|
1,052,018 |
|
|
|
646,190 |
|
|
FGLMC |
|
5.000 |
|
|
01/01/34 |
|
|
|
701,801 |
|
|
|
283,404 |
|
|
FGLMC |
|
5.000 |
|
|
05/01/34 |
|
|
|
306,377 |
|
|
|
373,710 |
|
|
FGLMC |
|
4.500 |
|
|
10/01/34 |
|
|
|
402,193 |
|
|
|
205,990 |
|
|
FGLMC |
|
5.500 |
|
|
12/01/34 |
|
|
|
228,062 |
|
|
|
497,951 |
|
|
FGLMC |
|
5.500 |
|
|
03/01/35 |
|
|
|
540,572 |
|
|
|
331,919 |
|
|
FGLMC |
|
6.000 |
|
|
04/01/35 |
|
|
|
363,492 |
|
|
|
368,139 |
|
|
FGLMC |
|
7.000 |
|
|
05/01/35 |
|
|
|
436,291 |
|
|
|
532,689 |
|
|
FGLMC |
|
5.500 |
|
|
06/01/35 |
|
|
|
578,694 |
|
|
|
603,313 |
|
|
FGLMC |
|
5.500 |
|
|
06/01/35 |
|
|
|
655,277 |
|
|
|
79,948 |
|
|
FGLMC |
|
5.000 |
|
|
02/01/36 |
|
|
|
86,329 |
|
|
|
167,846 |
|
|
FGLMC |
|
5.500 |
|
|
04/01/36 |
|
|
|
185,832 |
|
|
|
15,664 |
|
|
FGLMC |
|
6.500 |
|
|
05/01/36 |
|
|
|
17,816 |
|
|
|
185,089 |
|
|
FGLMC |
|
6.500 |
|
|
10/01/36 |
|
|
|
210,518 |
|
|
|
364,609 |
|
|
FGLMC |
|
5.500 |
|
|
04/01/37 |
|
|
|
393,879 |
|
|
|
237,634 |
|
|
FGLMC |
|
6.000 |
|
|
08/01/37 |
|
|
|
258,899 |
|
|
|
36,400 |
|
|
FGLMC |
|
6.000 |
|
|
09/01/37 |
|
|
|
40,045 |
|
|
|
162,991 |
|
|
FGLMC |
|
6.500 |
|
|
11/01/37 |
|
|
|
185,502 |
|
|
|
596,718 |
|
|
FGLMC |
|
5.000 |
|
|
04/01/38 |
|
|
|
656,873 |
|
|
|
285,460 |
|
|
FGLMC |
|
6.000 |
|
|
11/01/38 |
|
|
|
310,651 |
|
|
|
428,540 |
|
|
FGLMC |
|
4.000 |
|
|
06/01/39 |
|
|
|
457,625 |
|
|
|
398,826 |
|
|
FGLMC |
|
4.500 |
|
|
11/01/40 |
|
|
|
447,669 |
|
|
|
2,765,219 |
|
|
FGLMC |
|
4.000 |
|
|
12/01/40 |
|
|
|
3,028,936 |
|
|
|
3,163,766 |
|
|
FGLMC |
|
4.000 |
|
|
12/01/40 |
|
|
|
3,512,948 |
|
|
|
1,187,422 |
|
|
FGLMC |
|
4.000 |
|
|
12/01/40 |
|
|
|
1,318,477 |
|
125
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
449,942 |
|
|
FGLMC |
|
4.500 |
% |
|
12/01/40 |
|
|
$ |
503,077 |
|
|
|
5,039,700 |
|
|
FGLMC |
|
4.000 |
|
|
01/01/41 |
|
|
|
5,449,462 |
|
|
|
3,000,000 |
h |
|
FGLMC |
|
3.500 |
|
|
01/15/43 |
|
|
|
3,190,078 |
|
|
|
3,000,000 |
h |
|
FGLMC |
|
4.000 |
|
|
01/15/43 |
|
|
|
3,202,500 |
|
|
|
9,000,000 |
h |
|
FGLMC |
|
4.500 |
|
|
01/15/43 |
|
|
|
9,656,719 |
|
|
|
3,000,000 |
h |
|
FGLMC |
|
5.000 |
|
|
01/15/43 |
|
|
|
3,227,813 |
|
|
|
1,268 |
|
|
Federal National Mortgage Association (FNMA) |
|
5.000 |
|
|
06/01/13 |
|
|
|
1,310 |
|
|
|
1,799,244 |
|
|
FNMA |
|
4.801 |
|
|
02/01/14 |
|
|
|
1,841,831 |
|
|
|
2,602,761 |
|
|
FNMA |
|
4.640 |
|
|
11/01/14 |
|
|
|
2,739,791 |
|
|
|
353,573 |
|
|
FNMA |
|
4.564 |
|
|
01/01/15 |
|
|
|
368,341 |
|
|
|
38,055 |
|
|
FNMA |
|
6.500 |
|
|
10/01/16 |
|
|
|
40,713 |
|
|
|
27,492 |
|
|
FNMA |
|
6.500 |
|
|
11/01/16 |
|
|
|
29,413 |
|
|
|
115,909 |
|
|
FNMA |
|
5.000 |
|
|
12/01/17 |
|
|
|
125,963 |
|
|
|
37,907 |
|
|
FNMA |
|
6.500 |
|
|
02/01/18 |
|
|
|
41,240 |
|
|
|
115,191 |
|
|
FNMA |
|
5.500 |
|
|
04/01/18 |
|
|
|
124,020 |
|
|
|
63,435 |
|
|
FNMA |
|
5.500 |
|
|
05/01/18 |
|
|
|
68,296 |
|
|
|
52,208 |
|
|
FNMA |
|
6.000 |
|
|
01/01/19 |
|
|
|
57,027 |
|
|
|
939,793 |
|
|
FNMA |
|
4.000 |
|
|
02/25/19 |
|
|
|
988,712 |
|
|
|
308,627 |
|
|
FNMA |
|
4.500 |
|
|
04/01/19 |
|
|
|
332,842 |
|
|
|
78,025 |
|
|
FNMA |
|
4.500 |
|
|
06/01/19 |
|
|
|
84,147 |
|
|
|
120,163 |
|
|
FNMA |
|
5.000 |
|
|
03/01/20 |
|
|
|
130,586 |
|
|
|
39,724 |
|
|
FNMA |
|
4.500 |
|
|
11/01/20 |
|
|
|
42,840 |
|
|
|
43,842 |
|
|
FNMA |
|
4.500 |
|
|
12/01/20 |
|
|
|
48,172 |
|
|
|
109,618 |
|
|
FNMA |
|
5.000 |
|
|
12/01/20 |
|
|
|
119,127 |
|
|
|
192,728 |
|
|
FNMA |
|
5.000 |
|
|
03/01/21 |
|
|
|
209,445 |
|
|
|
19,940 |
|
|
FNMA |
|
8.000 |
|
|
03/01/23 |
|
|
|
22,741 |
|
|
|
217,022 |
|
|
FNMA |
|
5.500 |
|
|
02/01/24 |
|
|
|
237,971 |
|
|
|
196,766 |
|
|
FNMA |
|
4.000 |
|
|
05/01/24 |
|
|
|
210,821 |
|
|
|
496,024 |
|
|
FNMA |
|
5.500 |
|
|
07/01/24 |
|
|
|
543,905 |
|
|
|
214,166 |
|
|
FNMA |
|
4.500 |
|
|
08/01/24 |
|
|
|
230,468 |
|
|
|
1,000,600 |
|
|
FNMA |
|
5.000 |
|
|
10/01/25 |
|
|
|
1,097,031 |
|
|
|
10,547 |
|
|
FNMA |
|
9.000 |
|
|
11/01/25 |
|
|
|
12,970 |
|
|
|
4,722,614 |
|
|
FNMA |
|
3.000 |
|
|
05/01/27 |
|
|
|
5,074,006 |
|
|
|
2,488,537 |
|
|
FNMA |
|
2.500 |
|
|
10/01/27 |
|
|
|
2,613,872 |
|
|
|
3,000,000 |
h |
|
FNMA |
|
2.500 |
|
|
01/25/28 |
|
|
|
3,136,875 |
|
|
|
12,000,000 |
h |
|
FNMA |
|
3.000 |
|
|
01/25/28 |
|
|
|
12,665,626 |
|
|
|
1,000,000 |
h |
|
FNMA |
|
4.000 |
|
|
01/25/28 |
|
|
|
1,070,781 |
|
|
|
9,839 |
|
|
FNMA |
|
7.500 |
|
|
01/01/29 |
|
|
|
11,821 |
|
|
|
230,224 |
|
|
FNMA |
|
7.000 |
|
|
07/01/32 |
|
|
|
274,766 |
|
|
|
46,823 |
|
|
FNMA |
|
5.000 |
|
|
02/01/33 |
|
|
|
51,014 |
|
|
|
312,019 |
|
|
FNMA |
|
4.500 |
|
|
03/25/33 |
|
|
|
323,927 |
|
|
|
137,058 |
|
|
FNMA |
|
5.000 |
|
|
07/01/33 |
|
|
|
149,325 |
|
|
|
441,611 |
|
|
FNMA |
|
5.500 |
|
|
07/01/33 |
|
|
|
485,343 |
|
|
|
350,161 |
|
|
FNMA |
|
4.500 |
|
|
08/01/33 |
|
|
|
380,122 |
|
|
|
417,686 |
|
|
FNMA |
|
4.500 |
|
|
10/01/33 |
|
|
|
453,425 |
|
|
|
143,944 |
|
|
FNMA |
|
5.000 |
|
|
10/01/33 |
|
|
|
156,827 |
|
|
|
225,762 |
|
|
FNMA |
|
5.000 |
|
|
10/01/33 |
|
|
|
245,967 |
|
|
|
558,350 |
|
|
FNMA |
|
5.000 |
|
|
11/01/33 |
|
|
|
632,400 |
|
|
|
365,652 |
|
|
FNMA |
|
5.000 |
|
|
11/01/33 |
|
|
|
405,118 |
|
|
|
132,848 |
|
|
FNMA |
|
5.500 |
|
|
12/01/33 |
|
|
|
146,959 |
|
|
|
334,836 |
|
|
FNMA |
|
5.500 |
|
|
12/01/33 |
|
|
|
367,994 |
|
|
|
84,574 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
92,143 |
|
126
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
69,779 |
|
|
FNMA |
|
5.000 |
% |
|
03/01/34 |
|
|
$ |
76,024 |
|
|
|
689,690 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
751,416 |
|
|
|
362,177 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
394,591 |
|
|
|
80,743 |
|
|
FNMA |
|
5.000 |
|
|
03/01/34 |
|
|
|
87,969 |
|
|
|
586,265 |
|
|
FNMA |
|
5.000 |
|
|
04/01/34 |
|
|
|
637,269 |
|
|
|
1,281,458 |
|
|
FNMA |
|
5.000 |
|
|
08/01/34 |
|
|
|
1,392,680 |
|
|
|
271,432 |
|
|
FNMA |
|
6.000 |
|
|
08/01/34 |
|
|
|
303,189 |
|
|
|
108,059 |
|
|
FNMA |
|
6.000 |
|
|
12/01/34 |
|
|
|
120,668 |
|
|
|
171,493 |
|
|
FNMA |
|
5.500 |
|
|
01/01/35 |
|
|
|
188,020 |
|
|
|
442,291 |
|
|
FNMA |
|
5.500 |
|
|
02/01/35 |
|
|
|
486,090 |
|
|
|
174,002 |
|
|
FNMA |
|
6.000 |
|
|
04/01/35 |
|
|
|
193,490 |
|
|
|
1,718,624 |
|
|
FNMA |
|
5.500 |
|
|
05/01/35 |
|
|
|
1,944,673 |
|
|
|
1,373,528 |
|
|
FNMA |
|
5.500 |
|
|
05/01/35 |
|
|
|
1,561,055 |
|
|
|
581,297 |
|
|
FNMA |
|
6.000 |
|
|
05/01/35 |
|
|
|
647,709 |
|
|
|
22,466 |
|
|
FNMA |
|
7.500 |
|
|
06/01/35 |
|
|
|
25,000 |
|
|
|
269,681 |
|
|
FNMA |
|
6.000 |
|
|
07/01/35 |
|
|
|
297,116 |
|
|
|
308,828 |
|
|
FNMA |
|
5.000 |
|
|
08/01/35 |
|
|
|
335,309 |
|
|
|
80,244 |
|
|
FNMA |
|
5.000 |
|
|
10/01/35 |
|
|
|
87,124 |
|
|
|
981,706 |
|
|
FNMA |
|
5.000 |
|
|
10/01/35 |
|
|
|
1,065,885 |
|
|
|
191,794 |
|
|
FNMA |
|
5.500 |
|
|
12/01/35 |
|
|
|
209,598 |
|
|
|
247,994 |
|
|
FNMA |
|
5.000 |
|
|
02/01/36 |
|
|
|
269,712 |
|
|
|
252,787 |
|
|
FNMA |
|
6.000 |
|
|
03/01/36 |
|
|
|
276,754 |
|
|
|
618,261 |
|
|
FNMA |
|
6.000 |
|
|
04/01/36 |
|
|
|
676,879 |
|
|
|
248,999 |
|
|
FNMA |
|
6.500 |
|
|
04/01/36 |
|
|
|
295,668 |
|
|
|
375,706 |
i |
|
FNMA |
|
2.760 |
|
|
07/01/36 |
|
|
|
401,793 |
|
|
|
491,185 |
i |
|
FNMA |
|
3.008 |
|
|
09/01/36 |
|
|
|
526,648 |
|
|
|
187,590 |
|
|
FNMA |
|
6.500 |
|
|
09/01/36 |
|
|
|
211,057 |
|
|
|
164,875 |
|
|
FNMA |
|
6.000 |
|
|
12/01/36 |
|
|
|
180,507 |
|
|
|
106,480 |
|
|
FNMA |
|
7.000 |
|
|
02/01/37 |
|
|
|
126,736 |
|
|
|
287,594 |
|
|
FNMA |
|
6.500 |
|
|
03/01/37 |
|
|
|
323,219 |
|
|
|
29,725 |
|
|
FNMA |
|
7.000 |
|
|
04/01/37 |
|
|
|
35,380 |
|
|
|
86,843 |
|
|
FNMA |
|
6.500 |
|
|
08/01/37 |
|
|
|
97,587 |
|
|
|
105,747 |
|
|
FNMA |
|
6.500 |
|
|
08/01/37 |
|
|
|
118,929 |
|
|
|
54,202 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
61,898 |
|
|
|
45,357 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
50,874 |
|
|
|
64,102 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
73,205 |
|
|
|
37,794 |
|
|
FNMA |
|
6.000 |
|
|
09/01/37 |
|
|
|
43,161 |
|
|
|
72,699 |
|
|
FNMA |
|
6.500 |
|
|
09/01/37 |
|
|
|
81,694 |
|
|
|
212,256 |
|
|
FNMA |
|
6.500 |
|
|
09/01/37 |
|
|
|
238,346 |
|
|
|
66,768 |
|
|
FNMA |
|
6.500 |
|
|
09/01/37 |
|
|
|
74,798 |
|
|
|
279,100 |
|
|
FNMA |
|
6.500 |
|
|
09/01/37 |
|
|
|
313,344 |
|
|
|
141,082 |
|
|
FNMA |
|
6.500 |
|
|
09/01/37 |
|
|
|
167,666 |
|
|
|
108,870 |
i |
|
FNMA |
|
2.481 |
|
|
10/01/37 |
|
|
|
116,982 |
|
|
|
2,189,645 |
|
|
FNMA |
|
6.000 |
|
|
11/01/37 |
|
|
|
2,397,246 |
|
|
|
69,478 |
|
|
FNMA |
|
6.000 |
|
|
11/01/37 |
|
|
|
76,065 |
|
|
|
321,522 |
|
|
FNMA |
|
6.000 |
|
|
11/01/38 |
|
|
|
351,303 |
|
|
|
173,903 |
|
|
FNMA |
|
5.500 |
|
|
01/01/39 |
|
|
|
188,951 |
|
|
|
156,886 |
|
|
FNMA |
|
6.000 |
|
|
01/01/39 |
|
|
|
171,418 |
|
|
|
229,816 |
|
|
FNMA |
|
6.000 |
|
|
01/01/39 |
|
|
|
251,103 |
|
|
|
585,885 |
|
|
FNMA |
|
4.500 |
|
|
02/01/39 |
|
|
|
633,087 |
|
|
|
320,684 |
|
|
FNMA |
|
4.500 |
|
|
02/01/39 |
|
|
|
346,520 |
|
|
|
190,314 |
|
|
FNMA |
|
5.500 |
|
|
02/01/39 |
|
|
|
206,782 |
|
127
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
5,630,362 |
|
|
FNMA |
|
6.000 |
% |
|
04/01/39 |
|
|
$ |
6,164,180 |
|
|
|
260,038 |
|
|
FNMA |
|
4.500 |
|
|
05/01/39 |
|
|
|
280,988 |
|
|
|
366,838 |
|
|
FNMA |
|
4.500 |
|
|
08/01/39 |
|
|
|
396,392 |
|
|
|
851,960 |
|
|
FNMA |
|
5.500 |
|
|
08/01/39 |
|
|
|
945,492 |
|
|
|
3,000,000 |
|
|
FNMA |
|
4.000 |
|
|
02/25/40 |
|
|
|
3,248,451 |
|
|
|
1,314,133 |
|
|
FNMA |
|
4.500 |
|
|
09/01/40 |
|
|
|
1,424,112 |
|
|
|
1,284,242 |
|
|
FNMA |
|
4.500 |
|
|
09/01/40 |
|
|
|
1,391,720 |
|
|
|
4,003,115 |
|
|
FNMA |
|
4.500 |
|
|
10/01/40 |
|
|
|
4,410,690 |
|
|
|
1,272,959 |
|
|
FNMA |
|
4.000 |
|
|
11/01/40 |
|
|
|
1,365,960 |
|
|
|
1,525,057 |
|
|
FNMA |
|
4.500 |
|
|
11/01/40 |
|
|
|
1,674,611 |
|
|
|
1,991,810 |
|
|
FNMA |
|
3.500 |
|
|
10/01/42 |
|
|
|
2,152,638 |
|
|
|
13,000,000 |
h |
|
FNMA |
|
3.000 |
|
|
01/25/43 |
|
|
|
13,621,563 |
|
|
|
22,000,000 |
h |
|
FNMA |
|
3.500 |
|
|
01/25/43 |
|
|
|
23,454,922 |
|
|
|
16,000,000 |
h |
|
FNMA |
|
4.000 |
|
|
01/25/43 |
|
|
|
17,150,000 |
|
|
|
11,000,000 |
h |
|
FNMA |
|
4.500 |
|
|
01/25/43 |
|
|
|
11,882,148 |
|
|
|
13,000,000 |
h |
|
FNMA |
|
5.000 |
|
|
01/25/43 |
|
|
|
14,080,625 |
|
|
|
2,000,000 |
h |
|
FNMA |
|
5.500 |
|
|
01/25/43 |
|
|
|
2,172,812 |
|
|
|
4,000,000 |
h |
|
FNMA |
|
6.000 |
|
|
01/25/43 |
|
|
|
4,368,750 |
|
|
|
24,370 |
|
|
Government National Mortgage Association (GNMA) |
|
7.500 |
|
|
11/15/23 |
|
|
|
28,805 |
|
|
|
4,467 |
|
|
GNMA |
|
7.500 |
|
|
08/15/28 |
|
|
|
4,592 |
|
|
|
23,007 |
|
|
GNMA |
|
6.500 |
|
|
12/15/28 |
|
|
|
26,389 |
|
|
|
67,822 |
|
|
GNMA |
|
6.500 |
|
|
03/15/29 |
|
|
|
78,519 |
|
|
|
23,658 |
|
|
GNMA |
|
8.500 |
|
|
10/20/30 |
|
|
|
29,646 |
|
|
|
7,535 |
|
|
GNMA |
|
7.000 |
|
|
06/20/31 |
|
|
|
9,098 |
|
|
|
141,001 |
|
|
GNMA |
|
5.000 |
|
|
02/15/33 |
|
|
|
155,239 |
|
|
|
107,865 |
|
|
GNMA |
|
5.500 |
|
|
07/15/33 |
|
|
|
119,179 |
|
|
|
830,774 |
|
|
GNMA |
|
5.000 |
|
|
09/15/33 |
|
|
|
914,666 |
|
|
|
167,039 |
|
|
GNMA |
|
5.500 |
|
|
11/20/33 |
|
|
|
184,794 |
|
|
|
667,896 |
|
|
GNMA |
|
5.500 |
|
|
02/20/35 |
|
|
|
742,786 |
|
|
|
233,136 |
|
|
GNMA |
|
5.500 |
|
|
03/20/35 |
|
|
|
259,277 |
|
|
|
113,268 |
|
|
GNMA |
|
6.000 |
|
|
10/20/36 |
|
|
|
126,693 |
|
|
|
116,692 |
|
|
GNMA |
|
6.000 |
|
|
01/20/37 |
|
|
|
130,523 |
|
|
|
174,032 |
|
|
GNMA |
|
6.000 |
|
|
02/20/37 |
|
|
|
194,659 |
|
|
|
316,917 |
|
|
GNMA |
|
6.000 |
|
|
12/15/37 |
|
|
|
353,788 |
|
|
|
210,933 |
|
|
GNMA |
|
5.000 |
|
|
04/15/38 |
|
|
|
230,123 |
|
|
|
202,673 |
|
|
GNMA |
|
5.500 |
|
|
07/15/38 |
|
|
|
222,411 |
|
|
|
273,266 |
|
|
GNMA |
|
5.500 |
|
|
07/20/38 |
|
|
|
299,921 |
|
|
|
112,819 |
|
|
GNMA |
|
6.000 |
|
|
08/15/38 |
|
|
|
125,944 |
|
|
|
107,031 |
|
|
GNMA |
|
6.000 |
|
|
08/20/38 |
|
|
|
119,450 |
|
|
|
494,154 |
|
|
GNMA |
|
4.500 |
|
|
03/15/39 |
|
|
|
543,282 |
|
|
|
170,879 |
|
|
GNMA |
|
5.000 |
|
|
07/20/39 |
|
|
|
188,609 |
|
|
|
208,781 |
|
|
GNMA |
|
4.000 |
|
|
08/15/39 |
|
|
|
229,769 |
|
|
|
6,707,333 |
|
|
GNMA |
|
4.500 |
|
|
01/20/41 |
|
|
|
7,399,313 |
|
|
|
3,000,000 |
h |
|
GNMA |
|
3.000 |
|
|
01/15/43 |
|
|
|
3,188,906 |
|
|
|
6,000,000 |
h |
|
GNMA |
|
3.500 |
|
|
01/15/43 |
|
|
|
6,517,969 |
|
|
|
9,000,000 |
h |
|
GNMA |
|
4.000 |
|
|
01/15/43 |
|
|
|
9,870,469 |
|
|
|
3,000,000 |
h |
|
GNMA |
|
5.000 |
|
|
01/15/43 |
|
|
|
3,272,344 |
|
|
|
1,000,000 |
h |
|
GNMA |
|
5.500 |
|
|
01/15/43 |
|
|
|
1,097,187 |
|
|
|
5,000,000 |
h |
|
GNMA |
|
4.500 |
|
|
01/20/43 |
|
|
|
5,474,219 |
|
|
|
3,000,000 |
h |
|
GNMA |
|
5.000 |
|
|
01/20/43 |
|
|
|
3,280,781 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||||
|
|
|
|
TOTAL MORTGAGE BACKED |
|
|
|
|
|
|
|
|
263,334,434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
128
TIAA-CREF FUNDS - Bond Plus Fund
129
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
814,950 |
i |
|
Bear Stearns Asset Backed Securities Trust |
|
0.580 |
% |
|
11/25/39 |
|
|
$ |
781,011 |
|
|
|
|
|
|
Series - 2005 SD3 (Class 2A1) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
g,m |
|
CCR, Inc |
|
4.750 |
|
|
07/11/22 |
|
|
|
986,200 |
|
|
|
|
|
|
Series - 2012 CA (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
756,539 |
|
|
Centex Home Equity |
|
5.540 |
|
|
01/25/32 |
|
|
|
761,409 |
|
|
|
|
|
|
Series - 2002 A (Class AF6) |
|
|
|
|
|
|
|
|
|
|
|
|
1,589,540 |
i |
|
Countrywide Asset-Backed Certificates |
|
5.216 |
|
|
10/25/17 |
|
|
|
1,551,868 |
|
|
|
|
|
|
Series - 2002 S4 (Class A5) |
|
|
|
|
|
|
|
|
|
|
|
|
211,313 |
i |
|
Countrywide Asset-Backed Certificates |
|
0.630 |
|
|
02/25/36 |
|
|
|
210,532 |
|
|
|
|
|
|
Series - 2005 11 (Class 3AV3) |
|
|
|
|
|
|
|
|
|
|
|
|
618,582 |
i |
|
Countrywide Asset-Backed Certificates |
|
5.513 |
|
|
08/25/36 |
|
|
|
612,839 |
|
|
|
|
|
|
Series - 2006 S9 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
717,219 |
i |
|
Countrywide Asset-Backed Certificates |
|
0.270 |
|
|
11/25/37 |
|
|
|
714,658 |
|
|
|
|
|
|
Series - 2007 8 (Class 2A1) |
|
|
|
|
|
|
|
|
|
|
|
|
366,303 |
i |
|
Countrywide Asset-Backed Certificates |
|
5.683 |
|
|
10/25/46 |
|
|
|
366,131 |
|
|
|
|
|
|
Series - 2006 15 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
58,342 |
g,i |
|
Credit-Based Asset Servicing and Securitization LLC |
|
6.159 |
|
|
12/25/36 |
|
|
|
56,465 |
|
|
|
|
|
|
Series - 2007 MX1 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
1,025,000 |
g,i |
|
DB/UBS Mortgage Trust |
|
5.557 |
|
|
11/10/46 |
|
|
|
1,201,919 |
|
|
|
|
|
|
Series - 2011 LC1A (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
2,066,417 |
i |
|
First Franklin Mortgage Loan Asset Backed Certificates |
|
0.650 |
|
|
03/25/35 |
|
|
|
2,017,862 |
|
|
|
|
|
|
Series - 2005 FF2 (Class M2) |
|
|
|
|
|
|
|
|
|
|
|
|
865,773 |
g,i |
|
Flagstar Home Equity Loan Trust |
|
5.781 |
|
|
01/25/35 |
|
|
|
851,462 |
|
|
|
|
|
|
Series - 2007 1A (Class AF3) |
|
|
|
|
|
|
|
|
|
|
|
|
400,000 |
|
|
Ford Credit Auto Owner Trust |
|
3.210 |
|
|
07/15/17 |
|
|
|
419,844 |
|
|
|
|
|
|
Series - 2011 A (Class D) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
g |
|
Ford Credit Floorplan Master Owner Trust |
|
2.960 |
|
|
02/15/16 |
|
|
|
2,023,698 |
|
|
|
|
|
|
Series - 2011 1 (Class D) |
|
|
|
|
|
|
|
|
|
|
|
|
2,281,431 |
g,i |
|
GMAC Mortgage Corp Loan Trust |
|
0.960 |
|
|
02/25/31 |
|
|
|
2,173,754 |
|
|
|
|
|
|
Series - 2004 VF1 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
2,522,476 |
i |
|
Greenpoint Mortgage Funding Trust |
|
0.930 |
|
|
07/25/30 |
|
|
|
2,500,288 |
|
|
|
|
|
|
Series - 2005 HE4 (Class 2A4C) |
|
|
|
|
|
|
|
|
|
|
|
|
1,220,983 |
i |
|
Greenpoint Mortgage Funding Trust |
|
0.340 |
|
|
04/25/47 |
|
|
|
1,169,423 |
|
|
|
|
|
|
Series - 2007 AR2 (Class 1A1) |
|
|
|
|
|
|
|
|
|
|
|
|
771,769 |
i |
|
HSI Asset Securitization Corp Trust |
|
0.570 |
|
|
07/25/35 |
|
|
|
765,466 |
|
|
|
|
|
|
Series - 2005 NC1 (Class 2A3) |
|
|
|
|
|
|
|
|
|
|
|
|
1,282,863 |
|
|
Lehman XS Trust |
|
6.500 |
|
|
06/25/46 |
|
|
|
794,517 |
|
|
|
|
|
|
Series - 2006 13 (Class 2A1) |
|
|
|
|
|
|
|
|
|
|
|
|
649,318 |
i |
|
Long Beach Mortgage Loan Trust |
|
0.960 |
|
|
02/25/35 |
|
|
|
642,436 |
|
|
|
|
|
|
Series - 2005 1 (Class M1) |
|
|
|
|
|
|
|
|
|
|
|
|
1,684,572 |
i |
|
Renaissance Home Equity Loan Trust |
|
5.392 |
|
|
07/25/34 |
|
|
|
1,706,790 |
|
|
|
|
|
|
Series - 2004 2 (Class AF4) |
|
|
|
|
|
|
|
|
|
|
|
|
1,235,000 |
i |
|
Renaissance Home Equity Loan Trust |
|
5.586 |
|
|
11/25/36 |
|
|
|
683,259 |
|
|
|
|
|
|
Series - 2006 3 (Class AF3) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
g |
|
Rental Car Finance Corp |
|
4.380 |
|
|
02/25/16 |
|
|
|
2,096,164 |
|
|
|
|
|
|
Series - 2011 1A (Class B1) |
|
|
|
|
|
|
|
|
|
|
|
|
333,627 |
i |
|
Residential Asset Mortgage Products, Inc |
|
4.970 |
|
|
09/25/33 |
|
|
|
343,360 |
|
|
|
|
|
|
Series - 2003 RZ5 (Class A7) |
|
|
|
|
|
|
|
|
|
|
|
|
161,240 |
i |
|
Residential Asset Securities Corp |
|
6.489 |
|
|
10/25/30 |
|
|
|
157,147 |
|
|
|
|
|
|
Series - 2001 KS2 (Class AI6) |
|
|
|
|
|
|
|
|
|
|
|
|
132,605 |
i |
|
Residential Asset Securities Corp |
|
0.640 |
|
|
04/25/35 |
|
|
|
129,662 |
|
|
|
|
|
|
Series - 2005 KS3 (Class M3) |
|
|
|
|
|
|
|
|
|
|
130
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY DATE |
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
528 |
|
|
Residential Funding Mortgage Securities II Home Loan Trust |
|
5.640 |
% |
|
03/25/37 |
|
|
$ |
527 |
|
|
|
|
|
|
Series - 2007 HI1 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
654,142 |
|
|
Residential Funding Mortgage Securities II, Inc |
|
5.500 |
|
|
08/25/25 |
|
|
|
651,228 |
|
|
|
|
|
|
Series - 2006 HI5 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
1,850,000 |
i |
|
Residential Funding Mortgage Securities II, Inc |
|
6.130 |
|
|
09/25/35 |
|
|
|
1,397,466 |
|
|
|
|
|
|
Series - 2005 HI3 (Class M5) |
|
|
|
|
|
|
|
|
|
|
|
|
558,350 |
|
|
Residential Funding Mortgage Securities II, Inc |
|
5.960 |
|
|
02/25/36 |
|
|
|
575,988 |
|
|
|
|
|
|
Series - 2006 HI3 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
i |
|
Residential Funding Mortgage Securities II, Inc |
|
6.010 |
|
|
02/25/36 |
|
|
|
500,150 |
|
|
|
|
|
|
Series - 2006 HI1 (Class M1) |
|
|
|
|
|
|
|
|
|
|
|
|
3,500,000 |
i |
|
Residential Funding Mortgage Securities II, Inc |
|
6.060 |
|
|
02/25/36 |
|
|
|
3,482,269 |
|
|
|
|
|
|
Series - 2006 HI1 (Class M2) |
|
|
|
|
|
|
|
|
|
|
|
|
454,921 |
i |
|
SACO I, Inc |
|
0.760 |
|
|
05/25/35 |
|
|
|
444,547 |
|
|
|
|
|
|
Series - 2005 5 (Class 2M1) |
|
|
|
|
|
|
|
|
|
|
|
|
429,116 |
i |
|
SACO I, Inc |
|
0.770 |
|
|
09/25/35 |
|
|
|
421,785 |
|
|
|
|
|
|
Series - 2005 7 (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
604,928 |
i |
|
SACO I, Inc |
|
0.770 |
|
|
11/25/35 |
|
|
|
584,024 |
|
|
|
|
|
|
Series - 2005 8 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
1,867,128 |
i |
|
SACO I, Inc |
|
0.970 |
|
|
11/25/35 |
|
|
|
1,807,214 |
|
|
|
|
|
|
Series - 2005 8 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
584,632 |
i |
|
Saxon Asset Securities Trust |
|
6.120 |
|
|
11/25/30 |
|
|
|
622,328 |
|
|
|
|
|
|
Series - 2002 2 (Class AF6) |
|
|
|
|
|
|
|
|
|
|
|
|
740,211 |
i |
|
Securitized Asset Backed Receivables LLC |
|
0.510 |
|
|
10/25/35 |
|
|
|
712,046 |
|
|
|
|
|
|
Series - 2006 OP1 (Class A2C) |
|
|
|
|
|
|
|
|
|
|
|
|
581,776 |
g |
|
Sierra Receivables Funding Co LLC |
|
3.420 |
|
|
03/20/29 |
|
|
|
596,066 |
|
|
|
|
|
|
Series - 2012 2A (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
1,400,000 |
g |
|
SLM Student Loan Trust |
|
4.370 |
|
|
04/17/28 |
|
|
|
1,544,970 |
|
|
|
|
|
|
Series - 2011 A (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
590,000 |
g |
|
SLM Student Loan Trust |
|
3.740 |
|
|
02/15/29 |
|
|
|
639,565 |
|
|
|
|
|
|
Series - 2011 B (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
1,500,000 |
g |
|
SLM Student Loan Trust |
|
3.830 |
|
|
01/17/45 |
|
|
|
1,620,089 |
|
|
|
|
|
|
Series - 2012 A (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
1,266,364 |
i |
|
Soundview Home Equity Loan Trust |
|
0.510 |
|
|
11/25/35 |
|
|
|
1,226,553 |
|
|
|
|
|
|
Series - 2005 OPT3 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
816,060 |
i |
|
Structured Asset Investment Loan Trust |
|
0.610 |
|
|
05/25/35 |
|
|
|
809,851 |
|
|
|
|
|
|
Series - 2005 4 (Class M1) |
|
|
|
|
|
|
|
|
|
|
|
|
679,707 |
i |
|
Structured Asset Investment Loan Trust |
|
0.490 |
|
|
12/25/35 |
|
|
|
675,018 |
|
|
|
|
|
|
Series - 2005 10 (Class A5) |
|
|
|
|
|
|
|
|
|
|
|
|
6,061,413 |
g,i |
|
Structured Asset Securities Corp |
|
0.360 |
|
|
07/25/36 |
|
|
|
5,733,303 |
|
|
|
|
|
|
Series - 2006 EQ1A (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
220,265 |
g,i |
|
Terwin Mortgage Trust |
|
1.080 |
|
|
02/25/35 |
|
|
|
220,191 |
|
|
|
|
|
|
Series - 2005 1SL (Class M1) |
|
|
|
|
|
|
|
|
|
|
|
|
455,000 |
g |
|
Vornado DP LLC |
|
5.280 |
|
|
09/13/28 |
|
|
|
516,431 |
|
|
|
|
|
|
Series - 2010 VNO (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
646,436 |
g,m |
|
Wachovia Amortization Controlled Heloc NIM |
|
5.683 |
|
|
08/12/47 |
|
|
|
622,195 |
|
|
|
|
|
|
Series - 2006 N1 (Class N1) |
|
|
|
|
|
|
|
|
|
|
|
|
162,035 |
g,i |
|
Wachovia Loan Trust |
|
0.570 |
|
|
05/25/35 |
|
|
|
137,342 |
|
|
|
|
|
|
Series - 2005 SD1 (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
98,207 |
i |
|
Wells Fargo Home Equity Trust |
|
0.350 |
|
|
07/25/36 |
|
|
|
96,988 |
|
|
|
|
|
|
Series - 2006 2 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
200,000 |
|
|
World Financial Network Credit Card Master Trust |
|
6.750 |
|
|
04/15/19 |
|
|
|
220,610 |
|
|
|
|
|
|
Series - 2010 A (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL ASSET BACKED |
|
|
|
|
|
|
|
|
56,166,855 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
131
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
OTHER MORTGAGE BACKED - 6.9% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
2,000,000 |
g |
|
7 WTC Depositor LLC Trust |
|
4.082 |
% |
|
03/13/31 |
|
|
$ |
2,111,550 |
|
|
|
|
|
|
Series - 2012 7WTC (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
4,300,000 |
|
|
Banc of America Commercial Mortgage, Inc |
|
5.675 |
|
|
07/10/46 |
|
|
|
4,862,229 |
|
|
|
|
|
|
Series - 2006 4 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
2,174,077 |
g,i |
|
Banc of America Large Loan, Inc |
|
5.898 |
|
|
02/15/51 |
|
|
|
2,529,467 |
|
|
|
|
|
|
Series - 2010 UB3 (Class A4B3) |
|
|
|
|
|
|
|
|
|
|
|
|
2,620,000 |
i |
|
Bear Stearns Commercial Mortgage Securities |
|
5.582 |
|
|
09/11/41 |
|
|
|
2,926,668 |
|
|
|
|
|
|
Series - 2006 PW13 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
2,100,000 |
i |
|
Bear Stearns Commercial Mortgage Securities |
|
5.568 |
|
|
10/12/41 |
|
|
|
2,355,274 |
|
|
|
|
|
|
Series - 2006 T24 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
352,899 |
|
|
Chase Mortgage Finance Corp |
|
5.500 |
|
|
10/25/35 |
|
|
|
357,097 |
|
|
|
|
|
|
Series - 2005 S2 (Class A25) |
|
|
|
|
|
|
|
|
|
|
|
|
933,885 |
|
|
Citicorp Mortgage Securities, Inc |
|
5.500 |
|
|
07/25/35 |
|
|
|
902,718 |
|
|
|
|
|
|
Series - 2005 4 (Class 1A7) |
|
|
|
|
|
|
|
|
|
|
|
|
193,769 |
|
|
Citicorp Mortgage Securities, Inc |
|
5.750 |
|
|
11/25/36 |
|
|
|
195,168 |
|
|
|
|
|
|
Series - 2006 6 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
7,738 |
|
|
Citicorp Mortgage Securities, Inc |
|
6.000 |
|
|
05/25/37 |
|
|
|
7,722 |
|
|
|
|
|
|
Series - 2007 4 (Class 1A7) |
|
|
|
|
|
|
|
|
|
|
|
|
5,598 |
g,i |
|
Citigroup Commercial Mortgage Trust |
|
0.349 |
|
|
04/15/22 |
|
|
|
5,531 |
|
|
|
|
|
|
Series - 2007 FL3A (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
560,000 |
i |
|
Commercial Mortgage Pass Through Certificates |
|
5.650 |
|
|
12/10/49 |
|
|
|
640,305 |
|
|
|
|
|
|
Series - 2007 C9 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
351,658 |
|
|
Countrywide Alternative Loan Trust |
|
5.500 |
|
|
08/25/16 |
|
|
|
363,785 |
|
|
|
|
|
|
Series - 2004 30CB (Class 1A15) |
|
|
|
|
|
|
|
|
|
|
|
|
3,359,553 |
|
|
Countrywide Alternative Loan Trust |
|
5.000 |
|
|
04/25/20 |
|
|
|
3,436,571 |
|
|
|
|
|
|
Series - 2005 6CB (Class 2A1) |
|
|
|
|
|
|
|
|
|
|
|
|
1,485,558 |
|
|
Countrywide Alternative Loan Trust |
|
5.500 |
|
|
08/25/34 |
|
|
|
1,496,415 |
|
|
|
|
|
|
Series - 2004 14T2 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
803,140 |
i |
|
Countrywide Alternative Loan Trust |
|
0.441 |
|
|
07/20/35 |
|
|
|
624,343 |
|
|
|
|
|
|
Series - 2005 24 (Class 4A1) |
|
|
|
|
|
|
|
|
|
|
|
|
4,685,689 |
i |
|
Countrywide Alternative Loan Trust |
|
1.665 |
|
|
09/25/35 |
|
|
|
3,628,691 |
|
|
|
|
|
|
Series - 2005 38 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
2,147,245 |
i |
|
Countrywide Home Loan Mortgage Pass Through Trust |
|
2.934 |
|
|
11/20/34 |
|
|
|
1,954,285 |
|
|
|
|
|
|
Series - 2004 HYB6 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
85,064 |
|
|
Countrywide Home Loan Mortgage Pass Through Trust |
|
5.250 |
|
|
05/25/35 |
|
|
|
85,434 |
|
|
|
|
|
|
Series - 2005 12 (Class 1A5) |
|
|
|
|
|
|
|
|
|
|
|
|
564,009 |
i |
|
Countrywide Home Loan Mortgage Pass Through Trust |
|
0.510 |
|
|
08/25/35 |
|
|
|
559,974 |
|
|
|
|
|
|
Series - 2005 J2 (Class 3A6) |
|
|
|
|
|
|
|
|
|
|
|
|
161,173 |
|
|
Countrywide Home Loan Mortgage Pass Through Trust |
|
4.500 |
|
|
09/25/35 |
|
|
|
161,276 |
|
|
|
|
|
|
Series - 2005 J3 (Class 2A3) |
|
|
|
|
|
|
|
|
|
|
|
|
1,027,393 |
|
|
Countrywide Home Loan Mortgage Pass Through Trust |
|
5.250 |
|
|
09/25/35 |
|
|
|
1,027,760 |
|
|
|
|
|
|
Series - 2005 17 (Class 1A10) |
|
|
|
|
|
|
|
|
|
|
|
|
8,260 |
|
|
Countrywide Home Loan Mortgage Pass Through Trust |
|
5.500 |
|
|
09/25/35 |
|
|
|
8,249 |
|
|
|
|
|
|
Series - 2005 J3 (Class 1A1) |
|
|
|
|
|
|
|
|
|
|
|
|
101,588 |
g,i |
|
Credit Suisse Mortgage Capital Certificates |
|
0.389 |
|
|
04/15/22 |
|
|
|
96,503 |
|
|
|
|
|
|
Series - 2007 TF2A (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
725,000 |
g |
|
Credit Suisse Mortgage Capital Certificates |
|
5.626 |
|
|
05/15/23 |
|
|
|
827,535 |
|
|
|
|
|
|
Series - 2006 OMA (Class D) |
|
|
|
|
|
|
|
|
|
|
132
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
2,400,000 |
g |
|
Credit Suisse Mortgage Capital Certificates |
|
5.383 |
% |
|
02/15/40 |
|
|
$ |
2,508,895 |
|
|
|
|
|
|
Series - 2009 RR1 (Class A3C) |
|
|
|
|
|
|
|
|
|
|
|
|
170,000 |
|
|
CS First Boston Mortgage Securities Corp |
|
4.052 |
|
|
05/15/38 |
|
|
|
171,254 |
|
|
|
|
|
|
Series - 2003 C3 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
549,623 |
g,i |
|
Deutsche Mortgage Securities, Inc |
|
5.240 |
|
|
06/26/35 |
|
|
|
555,403 |
|
|
|
|
|
|
Series - 2005 WF1 (Class 1A2) |
|
|
|
|
|
|
|
|
|
|
|
|
230,000 |
g |
|
GS Mortgage Securities Corp II |
|
2.933 |
|
|
06/05/31 |
|
|
|
242,438 |
|
|
|
|
|
|
Series - 2012 SHOP (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
g |
|
GS Mortgage Securities Corp II |
|
4.049 |
|
|
04/10/34 |
|
|
|
2,172,284 |
|
|
|
|
|
|
Series - 2012 ALOH (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
425,000 |
g,i,m |
|
GS Mortgage Securities Corp II |
|
4.276 |
|
|
04/10/34 |
|
|
|
443,784 |
|
|
|
|
|
|
Series - 2012 GSMS (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
515,000 |
g,i |
|
GS Mortgage Securities Corp II |
|
5.227 |
|
|
12/10/43 |
|
|
|
599,447 |
|
|
|
|
|
|
Series - 2010 C2 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
305,000 |
g,i |
|
GS Mortgage Securities Corp II |
|
5.227 |
|
|
12/10/43 |
|
|
|
341,391 |
|
|
|
|
|
|
Series - 2010 C2 (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
4,101,121 |
i |
|
Harborview Mortgage Loan Trust |
|
0.540 |
|
|
09/19/35 |
|
|
|
2,966,013 |
|
|
|
|
|
|
Series - 2005 8 (Class 1A2A) |
|
|
|
|
|
|
|
|
|
|
|
|
3,653,501 |
i |
|
Impac CMB Trust |
|
0.460 |
|
|
05/25/35 |
|
|
|
3,055,098 |
|
|
|
|
|
|
Series - 0 4 (Class 1A1B) |
|
|
|
|
|
|
|
|
|
|
|
|
3,038,321 |
i |
|
Impac CMB Trust |
|
0.850 |
|
|
08/25/35 |
|
|
|
2,485,465 |
|
|
|
|
|
|
Series - 2005 5 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
116,742 |
i |
|
JP Morgan Alternative Loan Trust |
|
5.950 |
|
|
09/25/36 |
|
|
|
117,304 |
|
|
|
|
|
|
Series - 2006 A4 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
518,333 |
g,i |
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
0.584 |
|
|
07/15/19 |
|
|
|
504,813 |
|
|
|
|
|
|
Series - 2007 FL1A (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
2,220,000 |
|
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.440 |
|
|
05/15/45 |
|
|
|
2,494,012 |
|
|
|
|
|
|
Series - 2006 LDP8 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
310,000 |
g,i |
|
JP Morgan Chase Commercial Mortgage Securities Corp |
|
5.252 |
|
|
07/15/46 |
|
|
|
341,506 |
|
|
|
|
|
|
Series - 2011 C4 (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
3,353,919 |
i |
|
JP Morgan Mortgage Trust |
|
2.908 |
|
|
11/25/33 |
|
|
|
3,394,730 |
|
|
|
|
|
|
Series - 2006 A2 (Class 5A3) |
|
|
|
|
|
|
|
|
|
|
|
|
26,399 |
i |
|
JP Morgan Mortgage Trust |
|
4.295 |
|
|
04/25/35 |
|
|
|
26,739 |
|
|
|
|
|
|
Series - 2005 A2 (Class 5A1) |
|
|
|
|
|
|
|
|
|
|
|
|
56,520 |
|
|
MASTER Asset Securitization Trust |
|
5.000 |
|
|
05/25/35 |
|
|
|
56,581 |
|
|
|
|
|
|
Series - 2005 1 (Class 2A5) |
|
|
|
|
|
|
|
|
|
|
|
|
3,009,615 |
i |
|
Merrill Lynch Mortgage Investors, Inc |
|
2.729 |
|
|
12/25/35 |
|
|
|
2,995,692 |
|
|
|
|
|
|
Series - 2005 A9 (Class 2A1B) |
|
|
|
|
|
|
|
|
|
|
|
|
241,897 |
i |
|
Merrill Lynch Mortgage Trust |
|
5.107 |
|
|
07/12/38 |
|
|
|
263,838 |
|
|
|
|
|
|
Series - 2005 CIP1 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
i |
|
Morgan Stanley Capital I |
|
5.478 |
|
|
02/12/44 |
|
|
|
1,121,485 |
|
|
|
|
|
|
Series - 2007 HQ11 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
82,000 |
g,i |
|
Morgan Stanley Capital I |
|
5.254 |
|
|
09/15/47 |
|
|
|
87,326 |
|
|
|
|
|
|
Series - 2011 C1 (Class D) |
|
|
|
|
|
|
|
|
|
|
|
|
1,242,000 |
g,i |
|
Morgan Stanley Capital I |
|
5.254 |
|
|
09/15/47 |
|
|
|
1,393,520 |
|
|
|
|
|
|
Series - 2011 C1 (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
125,000 |
i |
|
Morgan Stanley Capital I |
|
5.544 |
|
|
11/12/49 |
|
|
|
136,203 |
|
|
|
|
|
|
Series - 2007 T25 (Class AM) |
|
|
|
|
|
|
|
|
|
|
|
|
390,698 |
i |
|
Opteum Mortgage Acceptance Corp |
|
0.610 |
|
|
02/25/35 |
|
|
|
388,553 |
|
|
|
|
|
|
Series - 2005 1 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
57,983 |
|
|
RALI Trust |
|
6.500 |
|
|
05/25/32 |
|
|
|
58,017 |
|
|
|
|
|
|
Series - 2002 QS6 (Class A9) |
|
|
|
|
|
|
|
|
|
|
133
TIAA-CREF FUNDS - Bond Plus Fund
134
TIAA-CREF FUNDS - Bond Plus Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
SHORT-TERM INVESTMENTS - 15.1% |
|
|
|
|
|
|
|
|
|
|
|||||
|
|||||||||||||||
GOVERNMENT AGENCY DEBT - 0.5% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
6,000,000 |
|
|
Federal Home Loan Bank (FHLB) |
|
0.040 |
% |
|
02/13/13 |
|
|
$ |
5,999,713 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL GOVERNMENT AGENCY DEBT |
|
|
|
|
|
|
|
|
5,999,713 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TREASURY DEBT - 14.6% |
|
|
|
|
|
|
|
|
|
|
|||||
|
2,200,000 |
|
|
United States Treasury Bill |
|
0.025 |
|
|
01/10/13 |
|
|
|
2,199,986 |
|
|
|
90,000,000 |
d |
|
United States Treasury Bill |
|
0.100 |
|
|
01/17/13 |
|
|
|
89,996,000 |
|
|
|
50,000,000 |
d |
|
United States Treasury Bill |
|
0.090 |
|
|
03/07/13 |
|
|
|
49,997,100 |
|
|
|
5,000,000 |
|
|
United States Treasury Bill |
|
0.045 |
|
|
03/14/13 |
|
|
|
4,999,655 |
|
|
|
30,000,000 |
d |
|
United States Treasury Bill |
|
0.076 |
|
|
06/06/13 |
|
|
|
29,986,771 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL TREASURY DEBT |
|
|
|
|
|
|
|
|
177,179,512 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL SHORT-TERM INVESTMENTS |
|
|
|
|
|
|
|
|
183,179,225 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $183,177,249) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS - 112.1% |
|
|
|
|
|
|
|
|
1,356,794,584 |
|
|
|
|
|
|
(Cost $1,302,116,216) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTHER ASSETS & LIABILITIES, NET - (12.1)% |
|
|
|
|
|
|
|
|
(146,510,173 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
NET ASSETS - 100.0% |
|
|
|
|
|
|
|
$ |
1,210,284,411 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|||||||||||||||
|
|
|
|
|
|||||||||||
|
d |
|
|
All or a portion of these securities have been segregated by the custodian to cover collateral requirements on mortgage dollar rolls. |
|
||||||||||
|
g |
|
|
Security is exempt from registration under Rule 144(A) of the Securities Act of 1933 and may be resold in transactions exempt from registration to qualified institutional buyers. At 12/31/2012, the aggregate value of these securities amounted to $223,313,129 or 18.5% of net assets. |
|
||||||||||
|
h |
|
|
All or a portion of these securities were purchased on a delayed delivery basis. |
|
||||||||||
|
i |
|
|
Floating or variable rate security. Coupon reflects the rate at period end. |
|
||||||||||
|
l |
|
|
All or a portion of these securities have been segregated by the custodian to cover collateral requirements on swap agreements. |
|
||||||||||
|
m |
|
|
Indicates a security that has been deemed illiquid. |
|
||||||||||
|
o |
|
|
Payment in Kind Bond. |
|
135
TIAA-CREF FUNDS - High-Yield Fund
TIAA-CREF FUNDS
HIGH-YIELD FUND
SCHEDULE OF INVESTMENTS (unaudited)
December 31, 2012
136
TIAA-CREF FUNDS - High-Yield Fund
137
TIAA-CREF FUNDS - High-Yield Fund
138
TIAA-CREF FUNDS - High-Yield Fund
139
TIAA-CREF FUNDS - High-Yield Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
ENERGY - 11.8% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
1,000,000 |
|
|
Arch Coal, Inc |
|
8.750 |
% |
|
08/01/16 |
|
|
$ |
1,040,000 |
|
|
|
5,000,000 |
|
|
Arch Coal, Inc |
|
7.000 |
|
|
06/15/19 |
|
|
|
4,650,000 |
|
|
|
2,150,000 |
g |
|
Ashland, Inc |
|
4.750 |
|
|
08/15/22 |
|
|
|
2,236,000 |
|
|
|
3,855,000 |
|
|
Bill Barrett Corp |
|
7.625 |
|
|
10/01/19 |
|
|
|
4,067,025 |
|
|
|
3,500,000 |
|
|
Chaparral Energy, Inc |
|
8.250 |
|
|
09/01/21 |
|
|
|
3,797,500 |
|
|
|
7,400,000 |
|
|
Chaparral Energy, Inc |
|
7.625 |
|
|
11/15/22 |
|
|
|
7,770,000 |
|
|
|
8,721,000 |
|
|
Cimarex Energy Co |
|
5.875 |
|
|
05/01/22 |
|
|
|
9,549,495 |
|
|
|
4,200,000 |
|
|
Cloud Peak Energy Resources LLC |
|
8.250 |
|
|
12/15/17 |
|
|
|
4,494,000 |
|
|
|
1,000,000 |
|
|
Cloud Peak Energy Resources LLC |
|
8.500 |
|
|
12/15/19 |
|
|
|
1,097,500 |
|
|
|
11,450,000 |
|
|
Concho Resources, Inc |
|
5.500 |
|
|
04/01/23 |
|
|
|
11,993,875 |
|
|
|
3,090,000 |
|
|
Consol Energy Inc |
|
8.000 |
|
|
04/01/17 |
|
|
|
3,344,925 |
|
|
|
1,500,000 |
|
|
Consol Energy Inc |
|
8.250 |
|
|
04/01/20 |
|
|
|
1,623,750 |
|
|
|
1,820,000 |
|
|
Continental Resources, Inc |
|
7.125 |
|
|
04/01/21 |
|
|
|
2,056,600 |
|
|
|
5,195,000 |
|
|
Continental Resources, Inc |
|
5.000 |
|
|
09/15/22 |
|
|
|
5,597,613 |
|
|
|
5,840,000 |
g |
|
Crosstex Energy LP |
|
7.125 |
|
|
06/01/22 |
|
|
|
6,088,200 |
|
|
|
6,800,000 |
|
|
Crosstex Energy, Inc |
|
8.875 |
|
|
02/15/18 |
|
|
|
7,344,000 |
|
|
|
7,700,000 |
g |
|
Drill Rigs Holdings, Inc |
|
6.500 |
|
|
10/01/17 |
|
|
|
7,661,500 |
|
|
|
923,000 |
|
|
EP Energy LLC |
|
6.875 |
|
|
05/01/19 |
|
|
|
1,001,455 |
|
|
|
9,250,000 |
|
|
EP Energy LLC |
|
9.375 |
|
|
05/01/20 |
|
|
|
10,429,375 |
|
|
|
3,780,000 |
|
|
EP Energy LLC |
|
7.750 |
|
|
09/01/22 |
|
|
|
4,006,800 |
|
|
|
13,300,000 |
g |
|
Halcon Resources Corp |
|
8.875 |
|
|
05/15/21 |
|
|
|
14,098,000 |
|
|
|
6,750,000 |
g |
|
Linn Energy LLC |
|
6.500 |
|
|
05/15/19 |
|
|
|
6,817,500 |
|
|
|
2,000,000 |
g |
|
Linn Energy LLC |
|
6.250 |
|
|
11/01/19 |
|
|
|
2,010,000 |
|
|
|
875,000 |
|
|
Linn Energy LLC |
|
8.625 |
|
|
04/15/20 |
|
|
|
953,750 |
|
|
|
1,000,000 |
|
|
Linn Energy LLC |
|
7.750 |
|
|
02/01/21 |
|
|
|
1,065,000 |
|
|
|
2,560,000 |
|
|
MarkWest Energy Partners LP |
|
6.750 |
|
|
11/01/20 |
|
|
|
2,790,400 |
|
|
|
4,500,000 |
|
|
MarkWest Energy Partners LP |
|
6.250 |
|
|
06/15/22 |
|
|
|
4,905,000 |
|
|
|
2,800,000 |
|
|
Newfield Exploration Co |
|
6.875 |
|
|
02/01/20 |
|
|
|
2,996,000 |
|
|
|
3,000,000 |
|
|
Newfield Exploration Co |
|
5.750 |
|
|
01/30/22 |
|
|
|
3,300,000 |
|
|
|
1,000,000 |
|
|
Peabody Energy Corp |
|
6.500 |
|
|
09/15/20 |
|
|
|
1,072,500 |
|
|
|
3,000,000 |
|
|
Peabody Energy Corp |
|
4.750 |
|
|
12/15/41 |
|
|
|
2,889,375 |
|
|
|
4,500,000 |
|
|
Plains Exploration & Production Co |
|
7.625 |
|
|
04/01/20 |
|
|
|
5,017,500 |
|
|
|
16,475,000 |
|
|
Plains Exploration & Production Co |
|
6.500 |
|
|
11/15/20 |
|
|
|
18,246,063 |
|
|
|
2,665,000 |
|
|
Precision Drilling Corp |
|
6.500 |
|
|
12/15/21 |
|
|
|
2,838,225 |
|
|
|
4,841,000 |
|
|
Precision Drilling Trust |
|
6.625 |
|
|
11/15/20 |
|
|
|
5,204,075 |
|
|
|
1,000,000 |
|
|
Range Resources Corp |
|
6.750 |
|
|
08/01/20 |
|
|
|
1,085,000 |
|
|
|
6,000,000 |
|
|
Range Resources Corp |
|
5.000 |
|
|
08/15/22 |
|
|
|
6,270,000 |
|
|
|
2,490,000 |
|
|
Regency Energy Partners LP |
|
6.875 |
|
|
12/01/18 |
|
|
|
2,714,100 |
|
|
|
5,400,000 |
|
|
Regency Energy Partners LP |
|
6.500 |
|
|
07/15/21 |
|
|
|
5,913,000 |
|
|
|
1,925,000 |
|
|
Regency Energy Partners LP |
|
5.500 |
|
|
04/15/23 |
|
|
|
2,054,937 |
|
|
|
2,000,000 |
|
|
SandRidge Energy, Inc |
|
8.750 |
|
|
01/15/20 |
|
|
|
2,190,000 |
|
|
|
5,175,000 |
|
|
SandRidge Energy, Inc |
|
7.500 |
|
|
03/15/21 |
|
|
|
5,537,250 |
|
|
|
4,150,000 |
|
|
SandRidge Energy, Inc |
|
7.500 |
|
|
02/15/23 |
|
|
|
4,440,500 |
|
|
|
8,850,000 |
|
|
SESI LLC |
|
7.125 |
|
|
12/15/21 |
|
|
|
9,845,625 |
|
|
|
4,000,000 |
|
|
SM Energy Co |
|
6.500 |
|
|
11/15/21 |
|
|
|
4,280,000 |
|
|
|
5,795,000 |
|
|
SM Energy Co |
|
6.500 |
|
|
01/01/23 |
|
|
|
6,200,650 |
|
|
|
14,050,000 |
|
|
Tesoro Corp |
|
5.375 |
|
|
10/01/22 |
|
|
|
14,963,250 |
|
|
|
4,250,000 |
|
|
WPX Energy, Inc |
|
5.250 |
|
|
01/15/17 |
|
|
|
4,505,000 |
|
|
|
4,000,000 |
|
|
WPX Energy, Inc |
|
6.000 |
|
|
01/15/22 |
|
|
|
4,310,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL ENERGY |
|
|
|
|
|
|
|
|
248,362,313 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
140
TIAA-CREF FUNDS - High-Yield Fund
141
TIAA-CREF FUNDS - High-Yield Fund
142
TIAA-CREF FUNDS - High-Yield Fund
143
TIAA-CREF FUNDS - High-Yield Fund
144
TIAA-CREF FUNDS - High-Yield Fund
145
TIAA-CREF FUNDS - High-Yield Fund
146
TIAA-CREF FUNDS - Inflation-Linked Bond Fund
TIAA-CREF FUNDS
INFLATION-LINKED BOND FUND
SCHEDULE OF INVESTMENTS (unaudited)
December 31, 2012
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
BONDS - 98.7% |
|
|
|
|
|
|
|
|
|
|
|||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
GOVERNMENT BONDS - 98.7% |
|
|
|
|
|
|
|
|
|
|
|||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY SECURITIES - 98.7% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
8,000,000 |
|
|
United States Treasury Bond |
|
2.750 |
% |
|
08/15/42 |
|
|
$ |
7,725,000 |
|
|
|
3,200,000 |
|
|
United States Treasury Bond |
|
2.750 |
|
|
11/15/42 |
|
|
|
3,083,002 |
|
|
|
60,738,917 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.000 |
|
|
01/15/14 |
|
|
|
62,679,708 |
|
|
|
35,746,126 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
1.250 |
|
|
04/15/14 |
|
|
|
36,852,040 |
|
|
|
57,136,274 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.000 |
|
|
07/15/14 |
|
|
|
60,292,138 |
|
|
|
53,997,961 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
1.625 |
|
|
01/15/15 |
|
|
|
57,368,622 |
|
|
|
58,377,720 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
0.500 |
|
|
04/15/15 |
|
|
|
60,913,532 |
|
|
|
42,061,394 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
1.875 |
|
|
07/15/15 |
|
|
|
45,856,762 |
|
|
|
43,740,089 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.000 |
|
|
01/15/16 |
|
|
|
48,496,824 |
|
|
|
88,966,166 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
0.125 |
|
|
04/15/16 |
|
|
|
93,678,615 |
|
|
|
41,627,999 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.500 |
|
|
07/15/16 |
|
|
|
47,839,687 |
|
|
|
38,229,227 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.375 |
|
|
01/15/17 |
|
|
|
44,432,530 |
|
|
|
67,217,040 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
0.125 |
|
|
04/15/17 |
|
|
|
71,979,972 |
|
|
|
33,659,645 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.625 |
|
|
07/15/17 |
|
|
|
40,333,713 |
|
|
|
32,648,099 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
1.625 |
|
|
01/15/18 |
|
|
|
37,864,155 |
|
|
|
31,458,293 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
1.375 |
|
|
07/15/18 |
|
|
|
36,619,404 |
|
|
|
31,672,622 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.125 |
|
|
01/15/19 |
|
|
|
38,455,029 |
|
|
|
34,571,420 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
1.875 |
|
|
07/15/19 |
|
|
|
42,077,186 |
|
|
|
40,915,338 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
1.375 |
|
|
01/15/20 |
|
|
|
48,500,673 |
|
|
|
63,209,699 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
1.250 |
|
|
07/15/20 |
|
|
|
74,982,506 |
|
|
|
69,877,353 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
1.125 |
|
|
01/15/21 |
|
|
|
82,073,118 |
|
|
|
68,694,989 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
0.625 |
|
|
07/15/21 |
|
|
|
78,086,899 |
|
|
|
67,466,244 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
0.125 |
|
|
01/15/22 |
|
|
|
73,264,158 |
|
|
|
76,448,400 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
0.125 |
|
|
07/15/22 |
|
|
|
82,988,331 |
|
|
|
59,339,062 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.375 |
|
|
01/15/25 |
|
|
|
80,047,445 |
|
|
|
39,691,246 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.000 |
|
|
01/15/26 |
|
|
|
52,051,339 |
|
|
|
33,847,151 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.375 |
|
|
01/15/27 |
|
|
|
46,666,760 |
|
|
|
34,257,978 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
1.750 |
|
|
01/15/28 |
|
|
|
44,345,343 |
|
|
|
38,706,933 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
3.625 |
|
|
04/15/28 |
|
|
|
61,356,527 |
|
|
|
34,681,828 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.500 |
|
|
01/15/29 |
|
|
|
49,464,957 |
|
|
|
42,196,415 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
3.875 |
|
|
04/15/29 |
|
|
|
69,940,557 |
|
|
|
12,678,930 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
3.375 |
|
|
04/15/32 |
|
|
|
20,897,451 |
|
|
|
19,802,466 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.125 |
|
|
02/15/40 |
|
|
|
29,057,029 |
|
|
|
37,780,682 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
2.125 |
|
|
02/15/41 |
|
|
|
55,788,504 |
|
|
|
39,617,964 |
k |
|
United States Treasury Inflation Indexed Bonds |
|
0.750 |
|
|
02/15/42 |
|
|
|
43,390,941 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL U.S. TREASURY SECURITIES |
|
|
|
|
|
|
|
|
1,829,450,457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL GOVERNMENT BONDS |
|
|
|
|
|
|
|
|
1,829,450,457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $1,621,155,895) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL BONDS |
|
|
|
|
|
|
|
|
1,829,450,457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $1,621,155,895) |
|
|
|
|
|
|
|
|
|
|
147
TIAA-CREF FUNDS - Inflation-Linked Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
SHORT-TERM INVESTMENTS - 0.3% |
|
|
|
|
|
|
|
|
|
|
|||||
TREASURY DEBT - 0.3% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
5,000,000 |
|
|
United States Treasury Bill |
|
0.030 |
% |
|
01/24/13 |
|
|
$ |
4,999,904 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL TREASURY DEBT |
|
|
|
|
|
|
|
|
4,999,904 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL SHORT-TERM INVESTMENTS |
|
|
|
|
|
|
|
|
4,999,904 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $4,999,904) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS - 99.0% |
|
|
|
|
|
|
|
|
1,834,450,361 |
|
|
|
|
|
|
(Cost $1,626,155,799) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTHER ASSETS & LIABILITIES, NET - 1.0% |
|
|
|
|
|
|
|
|
19,454,705 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
NET ASSETS - 100.0% |
|
|
|
|
|
|
|
$ |
1,853,905,066 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
k |
|
|
Principal amount for interest accrual purposes is periodically adjusted based on changes in the Consumer Price Index. |
148
TIAA-CREF FUNDS - Short-Term Bond Fund
TIAA-CREF FUNDS
SHORT-TERM BOND FUND
SCHEDULE OF INVESTMENTS (unaudited)
December 31, 2012
149
TIAA-CREF FUNDS - Short-Term Bond Fund
150
TIAA-CREF FUNDS - Short-Term Bond Fund
151
TIAA-CREF FUNDS - Short-Term Bond Fund
152
TIAA-CREF FUNDS - Short-Term Bond Fund
153
TIAA-CREF FUNDS - Short-Term Bond Fund
154
TIAA-CREF FUNDS - Short-Term Bond Fund
155
TIAA-CREF FUNDS - Short-Term Bond Fund
156
TIAA-CREF FUNDS - Short-Term Bond Fund
157
TIAA-CREF FUNDS - Short-Term Bond Fund
158
TIAA-CREF FUNDS - Short-Term Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
STRUCTURED ASSETS - 18.0% |
|
|
|
|
|
|
|
|
|
|
|||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ASSET BACKED - 14.3% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
230,520 |
i |
|
Aames Mortgage Trust |
|
6.668 |
% |
|
06/25/32 |
|
|
$ |
219,991 |
|
|
|
|
|
|
Series - 2002 1 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
260,781 |
i |
|
Accredited Mortgage Loan Trust |
|
0.450 |
|
|
09/25/35 |
|
|
|
255,989 |
|
|
|
|
|
|
Series - 2005 3 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
135,276 |
i |
|
ACE Securities Corp |
|
0.680 |
|
|
08/25/35 |
|
|
|
135,074 |
|
|
|
|
|
|
Series - 2005 HE5 (Class M1) |
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
g |
|
AESOP Funding II |
|
3.270 |
|
|
02/20/18 |
|
|
|
3,213,102 |
|
|
|
|
|
|
Series - 2011 5A (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
|
|
Ally Auto Receivables Trust |
|
2.230 |
|
|
03/15/16 |
|
|
|
2,045,000 |
|
|
|
|
|
|
Series - 2011 1 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
2,700,000 |
g |
|
Ally Auto Receivables Trust |
|
2.590 |
|
|
07/15/16 |
|
|
|
2,767,141 |
|
|
|
|
|
|
Series - 2011 2 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
3,300,000 |
g |
|
Ally Auto Receivables Trust |
|
1.900 |
|
|
11/15/16 |
|
|
|
3,337,429 |
|
|
|
|
|
|
Series - 2011 5 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
8,000,000 |
g |
|
Ally Master Owner Trust |
|
4.250 |
|
|
04/15/17 |
|
|
|
8,616,952 |
|
|
|
|
|
|
Series - 2010 2 (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
|
|
Ally Master Owner Trust |
|
1.540 |
|
|
09/15/19 |
|
|
|
1,003,562 |
|
|
|
|
|
|
Series - 2012 5 (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
|
|
AmeriCredit Automobile Receivables Trust |
|
2.040 |
|
|
09/08/15 |
|
|
|
2,023,942 |
|
|
|
|
|
|
Series - 2010 3 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
|
|
AmeriCredit Automobile Receivables Trust |
|
2.330 |
|
|
03/08/16 |
|
|
|
2,034,640 |
|
|
|
|
|
|
Series - 2011 2 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
|
|
AmeriCredit Automobile Receivables Trust |
|
2.450 |
|
|
12/08/16 |
|
|
|
3,081,306 |
|
|
|
|
|
|
Series - 2011 5 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
4,250,000 |
m |
|
AmeriCredit Automobile Receivables Trust |
|
1.310 |
|
|
11/08/17 |
|
|
|
4,267,421 |
|
|
|
|
|
|
Series - 2012 4 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
761,665 |
i |
|
Ameriquest Mortgage Securities |
|
0.530 |
|
|
05/25/35 |
|
|
|
753,155 |
|
|
|
|
|
|
Series - 0 R3 (Class A3D) |
|
|
|
|
|
|
|
|
|
|
|
|
55,677 |
g |
|
Asset Backed Funding Corp NIM Trust |
|
5.900 |
|
|
07/26/35 |
|
|
|
1 |
|
|
|
|
|
|
Series - 2006 WMC1 (Class N1) |
|
|
|
|
|
|
|
|
|
|
|
|
166,667 |
g |
|
Avis Budget Rental Car Funding AESOP LLC |
|
5.680 |
|
|
02/20/14 |
|
|
|
167,489 |
|
|
|
|
|
|
Series - 2009 2A (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
4,500,000 |
g |
|
Avis Budget Rental Car Funding AESOP LLC |
|
2.090 |
|
|
04/20/15 |
|
|
|
4,569,948 |
|
|
|
|
|
|
Series - 2010 4A (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
611,108 |
i |
|
Bear Stearns Asset Backed Securities Trust |
|
0.580 |
|
|
11/25/39 |
|
|
|
585,658 |
|
|
|
|
|
|
Series - 2005 SD3 (Class 2A1) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
g |
|
Cabelas Master Credit Card Trust |
|
2.290 |
|
|
09/17/18 |
|
|
|
2,083,920 |
|
|
|
|
|
|
Series - 2010 2A (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
4,965,000 |
g |
|
Cabelas Master Credit Card Trust |
|
2.390 |
|
|
06/17/19 |
|
|
|
5,221,631 |
|
|
|
|
|
|
Series - 2011 2A (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
g |
|
Cabelas Master Credit Card Trust |
|
1.630 |
|
|
02/18/20 |
|
|
|
1,025,223 |
|
|
|
|
|
|
Series - 2012 1A (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
|
|
CarMax Auto Owner Trust |
|
2.630 |
|
|
11/15/16 |
|
|
|
1,037,710 |
|
|
|
|
|
|
Series - 2011 1 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
155,000 |
|
|
CarMax Auto Owner Trust |
|
2.830 |
|
|
02/15/17 |
|
|
|
160,199 |
|
|
|
|
|
|
Series - 2011 1 (Class C) |
|
|
|
|
|
|
|
|
|
|
|
|
5,870,000 |
|
|
CarMax Auto
Owner Trust
|
|
1.730 |
|
|
02/15/18 |
|
|
|
5,999,968 |
|
159
TIAA-CREF FUNDS - Short-Term Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
100,872 |
|
|
Centex Home Equity |
|
5.540 |
% |
|
01/25/32 |
|
|
$ |
101,521 |
|
|
|
|
|
|
Series - 2002 A (Class AF6) |
|
|
|
|
|
|
|
|
|
|
|
|
621,323 |
i |
|
Centex Home Equity |
|
0.855 |
|
|
03/25/34 |
|
|
|
551,326 |
|
|
|
|
|
|
Series - 2004 B (Class M1) |
|
|
|
|
|
|
|
|
|
|
|
|
337,182 |
i |
|
Chase Funding Mortgage Loan Asset-Backed Certificates |
|
5.700 |
|
|
02/25/35 |
|
|
|
217,070 |
|
|
|
|
|
|
Series - 2004 2 (Class 1M2) |
|
|
|
|
|
|
|
|
|
|
|
|
6,000,000 |
|
|
CNH Equipment Trust |
|
1.550 |
|
|
11/15/17 |
|
|
|
6,117,990 |
|
|
|
|
|
|
Series - 2011 C (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
55,501 |
i |
|
Countrywide Asset-Backed Certificates |
|
5.683 |
|
|
10/25/46 |
|
|
|
55,474 |
|
|
|
|
|
|
Series - 2006 15 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
827,831 |
i |
|
Credit-Based Asset Servicing and Securitization LLC |
|
4.831 |
|
|
08/25/35 |
|
|
|
830,909 |
|
|
|
|
|
|
Series - 2005 CB5 (Class AF2) |
|
|
|
|
|
|
|
|
|
|
|
|
91,422 |
i |
|
Credit-Based Asset Servicing and Securitization LLC |
|
5.171 |
|
|
04/25/37 |
|
|
|
90,175 |
|
|
|
|
|
|
Series - 2007 CB4 (Class A2A) |
|
|
|
|
|
|
|
|
|
|
|
|
408,510 |
i |
|
CSMC Trust 2006-CF1 |
|
0.520 |
|
|
11/25/35 |
|
|
|
404,559 |
|
|
|
|
|
|
Series - 2006 CF1 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
796,810 |
|
|
DaimlerChrysler Financial Auto Securitization Trust |
|
1.650 |
|
|
11/08/13 |
|
|
|
796,952 |
|
|
|
|
|
|
Series - 2010 A (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
1,977,500 |
g |
|
Dominos Pizza Master Issuer LLC |
|
5.216 |
|
|
01/25/42 |
|
|
|
2,222,265 |
|
|
|
|
|
|
Series - 2012 1A (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
6,473,357 |
|
|
Entergy Louisiana Investment Recovery Funding I LLC |
|
2.040 |
|
|
09/01/23 |
|
|
|
6,739,360 |
|
|
|
|
|
|
Series - 2011 A (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
577,182 |
g,i |
|
Flagstar Home Equity Loan Trust |
|
5.781 |
|
|
01/25/35 |
|
|
|
567,642 |
|
|
|
|
|
|
Series - 2007 1A (Class AF3) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
|
|
Ford Credit Auto Owner Trust |
|
2.380 |
|
|
07/15/16 |
|
|
|
2,066,858 |
|
|
|
|
|
|
Series - 2011 A (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
975,000 |
|
|
Ford Credit Floorplan Master Owner Trust |
|
2.860 |
|
|
09/15/15 |
|
|
|
977,090 |
|
|
|
|
|
|
Series - 2011 2 (Class D) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
g |
|
Ford Credit Floorplan Master Owner Trust |
|
2.410 |
|
|
02/15/16 |
|
|
|
2,025,288 |
|
|
|
|
|
|
Series - 2011 1 (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
6,485,000 |
g |
|
Ford Credit Floorplan Master Owner Trust |
|
4.200 |
|
|
02/15/17 |
|
|
|
6,962,678 |
|
|
|
|
|
|
Series - 2010 3 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
5,050,000 |
|
|
Ford Credit Floorplan Master Owner Trust |
|
1.920 |
|
|
01/15/19 |
|
|
|
5,185,310 |
|
|
|
|
|
|
Series - 2012 2 (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
1,800,000 |
|
|
Ford Credit Floorplan Master Owner Trust |
|
1.490 |
|
|
09/15/19 |
|
|
|
1,809,666 |
|
|
|
|
|
|
Series - 2012 5 (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
5,230,000 |
g |
|
Hertz Vehicle Financing LLC |
|
5.290 |
|
|
03/25/16 |
|
|
|
5,688,503 |
|
|
|
|
|
|
Series - 2009 2A (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
522,712 |
i |
|
HSI Asset Securitization Corp Trust |
|
0.570 |
|
|
07/25/35 |
|
|
|
518,443 |
|
|
|
|
|
|
Series - 2005 NC1 (Class 2A3) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
|
|
Hyundai Auto Receivables Trust |
|
2.450 |
|
|
04/15/16 |
|
|
|
2,062,362 |
|
|
|
|
|
|
Series - 2011 A (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
432,879 |
i |
|
Long Beach Mortgage Loan Trust |
|
0.960 |
|
|
02/25/35 |
|
|
|
428,290 |
|
|
|
|
|
|
Series - 2005 1 (Class M1) |
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
g |
|
MMCA Automobile Trust |
|
2.720 |
|
|
10/17/16 |
|
|
|
2,059,394 |
|
|
|
|
|
|
Series - 2011 A (Class B) |
|
|
|
|
|
|
|
|
|
|
|
|
337,303 |
g |
|
Morgan Stanley Capital I |
|
2.602 |
|
|
09/15/47 |
|
|
|
347,367 |
|
|
|
|
|
|
Series - 2011 C1 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
i |
|
Renaissance Home Equity Loan Trust |
|
5.586 |
|
|
11/25/36 |
|
|
|
276,623 |
|
|
|
|
|
|
Series - 2006 3 (Class AF3) |
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
g |
|
Rental Car Finance Corp |
|
2.510 |
|
|
02/25/16 |
|
|
|
3,086,463 |
|
|
|
|
|
|
Series - 2011 1A (Class A1) |
|
|
|
|
|
|
|
|
|
|
160
TIAA-CREF FUNDS - Short-Term Bond Fund
161
TIAA-CREF FUNDS - Short-Term Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
$ |
5,000,000 |
g |
|
Commercial Mortgage Pass Through Certificates |
|
2.365 |
% |
|
02/10/29 |
|
|
$ |
5,243,745 |
|
|
|
|
|
|
Series - 2012 9W57 (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
795,835 |
|
|
Countrywide Alternative Loan Trust |
|
5.500 |
|
|
08/25/34 |
|
|
|
801,651 |
|
|
|
|
|
|
Series - 2004 14T2 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
161,173 |
|
|
Countrywide Home Loan Mortgage Pass Through Trust |
|
4.500 |
|
|
09/25/35 |
|
|
|
161,276 |
|
|
|
|
|
|
Series - 2005 J3 (Class 2A3) |
|
|
|
|
|
|
|
|
|
|
|
|
5,000,000 |
|
|
Credit Suisse Mortgage Capital Certificates |
|
5.467 |
|
|
09/15/39 |
|
|
|
5,676,590 |
|
|
|
|
|
|
Series - 2006 C4 (Class A3) |
|
|
|
|
|
|
|
|
|
|
|
|
60 |
i |
|
Greenpoint Mortgage Funding Trust |
|
0.310 |
|
|
09/25/46 |
|
|
|
60 |
|
|
|
|
|
|
Series - 2006 AR4 (Class A1A) |
|
|
|
|
|
|
|
|
|
|
|
|
34 |
i |
|
Greenpoint Mortgage Funding Trust |
|
0.290 |
|
|
10/25/46 |
|
|
|
34 |
|
|
|
|
|
|
Series - 0 AR5 (Class A1A) |
|
|
|
|
|
|
|
|
|
|
|
|
2,544,029 |
|
|
GS Mortgage Securities Corp II |
|
1.282 |
|
|
01/10/45 |
|
|
|
2,573,443 |
|
|
|
|
|
|
Series - 2012 GC6 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
230,789 |
|
|
MASTER Asset Securitization Trust |
|
5.000 |
|
|
05/25/35 |
|
|
|
231,040 |
|
|
|
|
|
|
Series - 2005 1 (Class 2A5) |
|
|
|
|
|
|
|
|
|
|
|
|
9,000,000 |
|
|
Morgan Stanley Bank of America Merrill Lynch Trust |
|
1.868 |
|
|
11/15/45 |
|
|
|
9,290,142 |
|
|
|
|
|
|
Series - 2012 C6 (Class A2) |
|
|
|
|
|
|
|
|
|
|
|
|
390,698 |
i |
|
Opteum Mortgage Acceptance Corp |
|
0.610 |
|
|
02/25/35 |
|
|
|
388,553 |
|
|
|
|
|
|
Series - 2005 1 (Class A4) |
|
|
|
|
|
|
|
|
|
|
|
|
349,065 |
|
|
Residential Accredit Loans, Inc |
|
4.350 |
|
|
03/25/34 |
|
|
|
358,157 |
|
|
|
|
|
|
Series - 2004 QS4 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
1,900,000 |
|
|
RFMSI Trust |
|
5.500 |
|
|
03/25/35 |
|
|
|
1,984,455 |
|
|
|
|
|
|
Series - 2005 S2 (Class A6) |
|
|
|
|
|
|
|
|
|
|
|
|
2,945,480 |
i |
|
Sequoia Mortgage Trust |
|
2.500 |
|
|
12/25/42 |
|
|
|
3,012,855 |
|
|
|
|
|
|
Series - 2012 6 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
779,534 |
g,i |
|
Springleaf Mortgage Loan Trust |
|
2.667 |
|
|
09/25/57 |
|
|
|
788,721 |
|
|
|
|
|
|
Series - 2012 1A (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
455,919 |
g,i |
|
Springleaf Mortgage Loan Trust |
|
2.220 |
|
|
10/25/57 |
|
|
|
469,643 |
|
|
|
|
|
|
Series - 0 2A (Class A) |
|
|
|
|
|
|
|
|
|
|
|
|
45,992 |
|
|
Wells Fargo Mortgage Backed Securities Trust |
|
5.500 |
|
|
04/25/35 |
|
|
|
45,932 |
|
|
|
|
|
|
Series - 2005 2 (Class 1A1) |
|
|
|
|
|
|
|
|
|
|
|
|
4,844,356 |
m |
|
WF-RBS Commercial Mortgage Trust |
|
2.288 |
|
|
06/15/45 |
|
|
|
5,074,366 |
|
|
|
|
|
|
Series - 2012 C7 (Class A1) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL OTHER MORTGAGE BACKED |
|
|
|
|
|
|
|
|
41,360,541 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL STRUCTURED ASSETS |
|
|
|
|
|
|
|
|
199,810,704 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $196,597,842) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL BONDS |
|
|
|
|
|
|
|
|
1,003,826,694 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $986,960,053) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 8.1% |
|
|
|
|
|
|
|
|
|
|
|||||
|
|||||||||||||||
GOVERNMENT AGENCY DEBT - 1.0% |
|
|
|
|
|
|
|
|
|
|
|||||
|
11,000,000 |
|
|
Federal Home Loan Bank (FHLB) |
|
0.040 |
|
|
02/13/13 |
|
|
|
10,999,474 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
TOTAL GOVERNMENT AGENCY DEBT |
|
|
|
|
|
|
|
|
10,999,474 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
162
TIAA-CREF FUNDS - Short-Term Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL |
|
|
ISSUER |
|
|
RATE |
|
MATURITY
|
|
VALUE |
|
||||
|
|
|
|
|
|
|
|||||||||
TREASURY DEBT - 7.1% |
|
|
|
|
|
|
|
|
|
|
|||||
$ |
40,000,000 |
|
|
United States Treasury Bill |
|
0.020 |
% |
|
01/03/13 |
|
|
$ |
39,999,956 |
|
|
|
23,000,000 |
|
|
United States Treasury Bill |
|
0.014 |
|
|
01/17/13 |
|
|
|
22,999,847 |
|
|
|
15,000,000 |
|
|
United States Treasury Bill |
|
0.030 |
|
|
01/24/13 |
|
|
|
14,999,712 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
TOTAL TREASURY DEBT |
|
|
|
|
|
|
|
|
77,999,515 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL SHORT-TERM INVESTMENTS |
|
|
|
|
|
|
|
|
88,998,989 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
(Cost $88,998,989) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS - 99.2% |
|
|
|
|
|
|
|
|
1,101,121,792 |
|
|
|
|
|
|
(Cost $1,084,213,141) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTHER ASSETS & LIABILITIES, NET - 0.8% |
|
|
|
|
|
|
|
|
9,191,448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
NET ASSETS - 100.0% |
|
|
|
|
|
|
|
$ |
1,110,313,240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
|
|||||||||||||||
|
|
|
|
|
|||||||||||
|
g |
|
|
Security is exempt from registration under Rule 144(A) of the Securities Act of 1933 and may be resold in transactions exempt from registration to qualified institutional buyers. At 12/31/2012, the aggregate value of these securities amounted to $245,970,588 or 22.2% of net assets. |
|||||||||||
|
i |
|
|
Floating or variable rate security. Coupon reflects the rate at period end. |
|||||||||||
|
k |
|
|
Principal amount for interest accrual purposes is periodically adjusted based on changes in the Consumer Price Index. |
|||||||||||
|
l |
|
|
All or a portion of these securities have been segregated by the custodian to cover collateral requirements on swap agreements. |
|||||||||||
|
m |
|
|
Indicates a security that has been deemed illiquid. |
163
TIAA-CREF FUNDS - Social Choice Bond Fund
TIAA-CREF FUNDS
SOCIAL CHOICE BOND FUND
SCHEDULE OF INVESTMENTS (unaudited)
December 31, 2012
164
TIAA-CREF FUNDS - Social Choice Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|