UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT
INVESTMENT COMPANIES
Investment Company Act file number File No. 811-04415
COLLEGE RETIREMENT EQUITIES FUND
(Exact name of Registrant as specified in charter)
730 Third Avenue, New York, New York 10017-3206
(Address of principal executive offices) (Zip code)
Jeremy D. Franklin, Esq.
c/o TIAA-CREF
8500 Andrew Carnegie Blvd.
Charlotte, NC 28262-8500
(Name and address of agent for service)
Registrant’s telephone number, including area code: 704-595-1000
Date of fiscal year end: December 31
Date of reporting period: June 30, 2015
Item 1. Reports to Stockholders.
2015 Semiannual Report
College Retirement
Equities Fund
June 30, 2015
Understanding your CREF report
This semiannual report contains information about the eight CREF accounts and describes the accounts’ results for the six months ended June 30, 2015. The report contains three main sections:
• | The account performance section compares each account’s investment returns with those of its benchmark index. | |
• | The summary portfolios of investments list the industries and types of securities in which each account had investments as of June 30, 2015. | |
• | The financial statements provide detailed information about the operations and financial condition of each account. |
The views and opinions expressed in this report are through the end of the period, as stated on the cover of this report. They are subject to change at any time based on a variety of factors. As such, they are not guarantees of future performance or investment results and should not be taken as investment advice. The risks of investing in the CREF accounts vary from account to account; to see the risks of investing in an individual account, please refer to the latest CREF prospectus.
New share classes added
Beginning April 24, 2015, each CREF Account expanded into three classes. Previously, the CREF Accounts had a single class structure, which means that each CREF Account had the same expense ratio across employer-sponsored and individual plans/products of all sizes. To better align CREF’s pricing structure with the costs of serving a wide range of clients and participants, multiple classes were created. The classes are designated as R1, R2 and R3 for each CREF Account. Eligibility for each class was based either upon the amount of aggregate retirement plan assets a participant’s institution has invested in all CREF Accounts or, for participant assets not associated with a retirement plan, the type of product through which the CREF assets are held.
After multi-classing, expense ratios experienced by participants invested in a particular Account will vary depending on the class in which they are invested. While an Account’s administrative and distribution expenses and total expense ratios will vary among classes, each Account’s advisory expenses and mortality and expense risk charges will be the same across all classes. Additionally, the investment objective, strategy and risk profile for each Account will remain the same, and CREF will continue to be provided on an at-cost basis, with each class paying for its related costs.
As always, you should carefully consider the investment objectives, risks, charges and expenses of any account before investing. For a prospectus that contains this and other important information, please visit our website at tiaa-cref.org, or call 877 518-9161. We urge you to read the prospectus carefully before investing.
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Information for CREF participants
Portfolio holdings
Securities and Exchange Commission (SEC) rules allow investment companies to list the top holdings of each account in their annual and semiannual reports, instead of providing complete portfolio listings. CREF also files complete portfolio listings with the SEC, and they are available to the public.
You can obtain a complete list of CREF’s portfolio holdings (Schedules of Investments) as of the most recently completed fiscal quarter in the following ways:
• | By visiting our website at tiaa-cref.org; or | |
• | By calling us at 800 842-2252 to request a copy, which will be provided free of charge. |
You can also obtain a complete list of CREF’s portfolio holdings as of the most recently completed fiscal quarter, and for prior quarter-ends, from our SEC Form N-CSR and Form N-Q filings. Form N-CSR filings are as of December 31 or June 30; Form N-Q filings are as of March 31 or September 30. Copies of these forms are available:
• | Through the Electronic Data Gathering and Retrieval System (EDGAR) on the SEC’s website at www.sec.gov; or | |
• | From the SEC’s Office of Investor Education and Advocacy. | |
(Call 202 551-8090 for more information.) |
Proxy voting
CREF’s ownership of stock gives it the right to vote on proxy issues of companies in which it invests. A description of our proxy voting policies and procedures can be found on our website at tiaa-cref.org or on the SEC’s website at www.sec.gov. You can also call us at 800 842-2252 to request a free copy. A report of how the accounts voted during the most recently completed twelve-month period ended June 30 can be found on our website or on Form N-PX at www.sec.gov.
Contacting TIAA-CREF
There are three easy ways to contact us: by email, using the Contact Us link at the top of our home page; by mail at TIAA-CREF, 730 Third Avenue, New York, NY 10017–3206; or by phone at 800 842-2252.
Account management
The CREF accounts are managed by the portfolio management teams of TIAA-CREF Investment Management, LLC. The members of these teams are responsible for the day-to-day investment management of the accounts.
College Retirement Equities Fund ■ 2015 Semiannual Report | 3 |
About the accounts’ benchmarks
CREF Stock Account
The account’s composite benchmark is a weighted average of two indexes: the Russell 3000® Index, which measures the performance of the broad U.S. stock market, and the MSCI All Country World ex USA Investable Market Index, which measures the performance of large- and mid-cap stocks in 45 developed and emerging market nations throughout the world, excluding the United States.
CREF Global Equities Account
The account’s benchmark is the MSCI World Index, an aggregate of 23 country indexes in developed market nations, including the United States.
CREF Growth Account
The account’s benchmark is the Russell 1000® Growth Index, a subset of the Russell 1000 Index, which measures the performance of the stocks of the 1,000 largest companies in the Russell 3000 Index, based on market capitalization. The Russell 1000 Growth Index measures the performance of those stocks of the Russell 1000 Index with higher relative forecasted growth rates and price/book ratios.
CREF Equity Index Account
The account’s benchmark is the Russell 3000 Index, which measures the performance of the stocks of the 3,000 largest publicly traded U.S. companies, based on market capitalization. The index measures the performance of about 98% of the total market capitalization of the publicly traded U.S. equity market.
CREF Bond Market Account
The account’s benchmark is the Barclays U.S. Aggregate Bond Index, which measures the performance of the domestic investment-grade, fixed-rate bond market, including government and corporate securities, agency mortgage pass-through securities, asset-backed securities and commercial mortgage-backed securities.
CREF Inflation-Linked Bond Account
The account’s benchmark is the Barclays U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L), which measures the performance of fixed-income securities with fixed-rate coupon payments that are adjusted for inflation, as measured by the Consumer Price Index for All Urban Consumers (CPI-U).
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About the accounts’ benchmarks
CREF Social Choice Account
The account’s composite benchmark is a weighted average of three indexes: the Russell 3000 Index, which measures the performance of the broad U.S. stock market; the Barclays U.S. Aggregate Bond Index, which measures the performance of the domestic investment-grade, fixed-rate bond market; and the MSCI EAFE+Canada Index, which measures stock performance in 22 developed market nations, excluding the United States.
You cannot invest directly in any index. Index returns do not include a deduction for fees or expenses.
Russell 1000 and Russell 3000 are trademarks and service marks of Russell Investments. TIAA-CREF products are not promoted or sponsored by, or affiliated with, Russell Investments. MSCI makes no express or implied warranties or representations and shall have no liability whatsoever with respect to any MSCI data contained herein. This report is not approved, reviewed or produced by MSCI. EAFE stands for Europe, Australasia, Far East.
College Retirement Equities Fund ■ 2015 Semiannual Report | 5 |
Important information about expenses
All participants in the CREF accounts incur ongoing costs, including management fees and other account expenses.
The expense examples for each Class that appear on the performance pages are intended to help you understand your ongoing costs (in U.S. dollars) and do not reflect transactional costs incurred by the account for buying and selling securities. The examples are designed to help you compare these ongoing costs with the ongoing costs of investing in other variable annuity accounts and mutual funds. Participants in the CREF accounts do not incur a sales charge for purchases or other distributions.
The examples are based on an investment of $1,000 invested at the beginning of the six-month period and held for the entire period (January 1, 2015–June 30, 2015).
Actual expenses
The first section in each table uses the account’s actual expenses and its actual rate of return. You may use the information in this section, together with the amount you invested, to estimate the expenses that you paid over the six-month period.
Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line under the heading “Expenses paid during period” to estimate the expenses you paid during the six-month period.
Hypothetical example for comparison purposes
The second section in the table shows hypothetical account values and expenses based on the account’s actual expense ratio for each Class for the six-month period and an assumed 5% per year rate of return before expenses. This was not the account’s actual return.
This hypothetical example cannot be used to estimate the actual expenses you paid for the period but rather allows you to compare the ongoing costs of investing in the account with the costs of other accounts. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of other variable annuity accounts and mutual funds.
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Performance for the six months ended June 30, 2015
The CREF Stock Account returned 3.38% for the period, compared with the 2.77% return of its composite benchmark, a weighted average of the Russell 3000® Index and the MSCI All Country World ex USA Investable Market Index. For the twelve months ended June 30, 2015, the account returned 3.90%, versus 3.55% for the composite index. (All returns for the account are for Class R1.)
The broad U.S. stock market, as measured by the Russell 3000 Index, returned 1.94% for the reporting period, compared with 5.25% for the previous six months. Investors were in a cautious mode, as economic indicators in the United States were mixed and concerns about Greece and China weighed on stock returns. For the period, investors favored small-capitalization stocks over mid- and large-cap equities, and growth stocks outshined their value counterparts.
The MSCI All Country World ex USA Investable Market Index, which measures stock market performance in 45 developed and emerging countries, returned 4.59% in U.S. dollar terms. In local currency terms, the MSCI index gained 8.08% for the six months. Countries with the best performing markets were Russia, Hungary, Denmark, China and Japan. The weakest-performing markets were Greece, Colombia and Turkey.
The account outperforms its benchmark
For the six months, the account outperformed its benchmark due to both stock selection and allocation decisions. Top contributors included overweight positions in wireless communications company T-Mobile and French automaker Renault and an underweight in Berkshire Hathaway. Holdings that detracted from relative performance included an out-of-benchmark position in electronics storage manufacturer Seagate Technology and overweight positions in insurance giant ACE, railroad operator Union Pacific and electronics retailer Best Buy.
The account’s returns may sometimes diverge from the returns of its benchmark index more than would be expected. This divergence may be the result of the account’s fair value pricing adjustments or of the timing of foreign currency valuations. Many foreign exchanges close for trading before the account’s accumulation unit value (AUV) is calculated (generally 4 p.m. ET). In the intervening hours, the values of foreign securities can change, and these changes are not reflected immediately in the returns of the account’s benchmark. These changes are, however, taken into account to value the account’s portfolio holdings at the time the account’s AUV is calculated; these are known as fair value pricing adjustments.
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CREF Stock Account
Performance as of June 30, 2015
Total return | Average annual total return | |||||||||||||||||||
CREF Stock Account | Inception date | 6 months | 1 year | 5 years | 10 years | |||||||||||||||
Class R1 | 7/31/1952 | 3.38 | % | 3.90 | % | 14.45 | % | 7.03 | % | |||||||||||
Class R2 | 4/24/2015 | 3.43 | * | 3.94 | * | 14.46 | * | 7.04 | * | |||||||||||
Class R3 | 4/24/2015 | 3.44 | * | 3.96 | * | 14.47 | * | 7.04 | * | |||||||||||
CREF Stock Composite Benchmark† | — | 2.77 | 3.55 | 14.66 | 7.17 | |||||||||||||||
Broad market index | ||||||||||||||||||||
Russell 3000® Index | — | 1.94 | 7.29 | 17.54 | 8.15 |
The returns in this report show past performance, which is no guarantee of future results. Returns and the principal value of your investment will fluctuate. Current performance may be higher or lower than that shown, and you may have a gain or a loss when you redeem your accumulation units. For current performance information, including performance to the most recent month-end, please visit tiaa-cref.org.
You cannot invest directly in any index. Index returns do not include a deduction for fees or expenses.
* | The performance shown for Classes R2 and R3 that is prior to their inception date is based on performance of the Account’s Class R1. The performance for these periods has not been restated to reflect the lower expenses of the Classes R2 and R3. If those expenses had been reflected, the performance would have been higher. |
† | On June 30, 2015, the CREF Stock Composite Benchmark consisted of: 70.0% Russell 3000 Index and 30.0% MSCI All Country World ex USA Investable Market Index. The account’s benchmark, the components that make up the composite benchmark and the method of calculating the composite benchmark’s performance may vary over time. |
Expense example
Six months ended June 30, 2015
Beginning | Ending | Expenses paid | ||||||||||
account value | account value | during period | ||||||||||
CREF Stock Account | (1/1/15 | ) | (6/30/15 | ) | (1/1/15–6/30/15 | ) | ||||||
Actual return | ||||||||||||
Class R1 | $ | 1,000.00 | $ | 1,033.82 | $2.62 | ‡ | ||||||
Class R2 | 1,000.00 | 973.44 | 0.82 | § | ||||||||
Class R3 | 1,000.00 | 973.59 | 0.67 | § | ||||||||
5% annual hypothetical return | ||||||||||||
Class R1 | 1,000.00 | 1,022.22 | 2.61 | ‡ | ||||||||
Class R2 | 1,000.00 | 1,022.56 | 2.26 | § | ||||||||
Class R3 | 1,000.00 | 1,022.96 | 1.86 | § |
‡ | “Expenses paid during period” is based on the account’s actual expense ratio for the most recent fiscal half-year, multiplied by the average account value over the six-month period, multiplied by 181/365. There were 181 days in the six months ended June 30, 2015. The account’s annualized six-month expense ratio for that period was 0.52% for Class R1. |
§ | “Expenses paid during period” is based on the account’s actual expense ratio from commencement of operations on April 24, 2015 through June 30, 2015 for Classes R2 and R3, multiplied by the average account value |
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CREF Stock Account
over the period, multiplied by 67/365 for the actual expenses and 181/365 for the hypothetical expenses. There were 67 days in the period from commencement of operations on April 24, 2015 through June 30, 2015 and 181 days in the six months ended June 30, 2015. The account’s annualized expense ratio for the 67-day period was 0.45% for Class R2 and 0.37% for Class R3. |
For more information about this expense example, please see page 6.
Portfolio composition
% of net assets | ||||
Sector | as of 6/30/2015 | |||
Financials | 19.6 | |||
Information technology | 16.0 | |||
Consumer discretionary | 14.0 | |||
Health care | 13.4 | |||
Industrials | 11.0 | |||
Consumer staples | 8.0 | |||
Energy | 6.9 | |||
Materials | 4.9 | |||
Telecommunication services | 2.7 | |||
Utilities | 2.7 | |||
Short-term investments, other assets & liabilities, net | 0.8 | |||
Total | 100.0 |
Holdings by company size
% of equity investments | ||||
Market capitalization | as of 6/30/2015 | |||
More than $50 billion | 41.4 | |||
More than $15 billion–$50 billion | 24.8 | |||
More than $2 billion–$15 billion | 26.8 | |||
$2 billion or less | 7.0 | |||
Total | 100.0 |
Holdings by country
% of portfolio investments | ||||
as of 6/30/2015 | ||||
United States | 65.4 | |||
Japan | 4.8 | |||
United Kingdom | 4.2 | |||
France | 2.1 | |||
Canada | 1.9 | |||
Switzerland | 1.8 | |||
Germany | 1.7 | |||
China | 1.7 | |||
63 other nations | 11.9 | |||
Short-term investments | 4.5 | |||
Total | 100.0 |
College Retirement Equities Fund ■ 2015 Semiannual Report | 9 |
Performance for the six months ended June 30, 2015
The CREF Global Equities Account returned 3.95% for the period, compared with the 2.63% return of its benchmark, the MSCI World Index. For the twelve months ended June 30, 2015, the account returned 3.54%, versus 1.43% for the index (4.14% in local currencies). (All returns for the account are for Class R1.)
The U.S. stock market, as measured by the Russell 3000® Index, rose 1.94% in the first six months of 2015. Gains were concentrated early in the period, when the Federal Reserve indicated that it was in no hurry to start raising short-term interest rates. Global stocks, as measured by the MSCI World Index, returned 2.31% in the first quarter of 2015 and advanced 0.31% in the following quarter as central banks in some European markets and Japan boosted efforts to stimulate their sluggish economies.
Market performance varied significantly across countries. U.S. stocks, which comprised more than half of the benchmark’s total market capitalization at period-end, advanced only 1.4%. Japan and France—among the larger markets at period-end—made outsized contributions, gaining 13.6% and 5.0%, respectively. New Zealand and Canada were the worst-performing nations in the benchmark, declining 14.6% and 6.9%, respectively.
Stock selection boosts the account’s performance
The account’s outperformance of its benchmark was driven by strong stock selection. An overweight position in Dutch financial firm ING Group was the largest contributor to relative returns. Next in line was an out-of-benchmark investment in Chinese Internet provider Tencent Holdings, followed by an overweight in Japanese electronics maker Murata Manufacturing.
Conversely, overweight positions in poorly performing Yahoo and electronics storage manufacturer Seagate Technology detracted most from relative performance, followed by an underweight in Amazon.com, which performed well on strong earnings.
The account’s returns may sometimes diverge from the returns of its benchmark more than would be expected. This divergence may be the result of the account’s fair value pricing adjustments or of the timing of foreign currency valuations. Many foreign exchanges close for trading before the account’s accumulation unit value (AUV) is calculated (generally 4 p.m. ET). In the intervening hours, the values of foreign securities can change, and these changes are not reflected immediately in the returns of the account’s benchmark. These changes are, however, taken into account to value the account’s portfolio holdings at the time the account’s AUV is calculated; these are known as fair value pricing adjustments.
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CREF Global Equities Account
Performance as of June 30, 2015
Total return | Average annual total return | |||||||||||||||||||
CREF Global | ||||||||||||||||||||
Equities Account | Inception date | 6 months | 1 year | 5 years | 10 years | |||||||||||||||
Class R1 | 5/1/1992 | 3.95 | % | 3.54 | % | 13.46 | % | 6.49 | % | |||||||||||
Class R2 | 4/24/2015 | 3.99 | * | 3.59 | * | 13.47 | * | 6.50 | * | |||||||||||
Class R3 | 4/24/2015 | 4.01 | * | 3.60 | * | 13.47 | * | 6.50 | * | |||||||||||
MSCI World Index | — | 2.63 | 1.43 | 13.10 | 6.38 |
The returns in this report show past performance, which is no guarantee of future results. Returns and the principal value of your investment will fluctuate. Current performance may be higher or lower than that shown, and you may have a gain or a loss when you redeem your accumulation units. For current performance information, including performance to the most recent month-end, please visit tiaa-cref.org.
You cannot invest directly in any index. Index returns do not include a deduction for fees or expenses.
* | The performance shown for Classes R2 and R3 that is prior to their inception date is based on performance of the Account’s Class R1. The performance for these periods has not been restated to reflect the lower expenses of the Classes R2 and R3. If those expenses had been reflected, the performance would have been higher. |
Expense example
Six months ended June 30, 2015
Beginning | Ending | Expenses paid | ||||||||||
account value | account value | during period | ||||||||||
CREF Global Equities Account | (1/1/15 | ) | (6/30/15 | ) | (1/1/15–6/30/15 | ) | ||||||
Actual return | ||||||||||||
Class R1 | $ | 1,000.00 | $ | 1,039.48 | $2.68 | ‡ | ||||||
Class R2 | 1,000.00 | 975.44 | 0.82 | § | ||||||||
Class R3 | 1,000.00 | 975.59 | 0.67 | § | ||||||||
5% annual hypothetical return | ||||||||||||
Class R1 | 1,000.00 | 1,022.17 | 2.66 | ‡ | ||||||||
Class R2 | 1,000.00 | 1,022.56 | 2.26 | § | ||||||||
Class R3 | 1,000.00 | 1,022.96 | 1.86 | § |
‡ | “Expenses paid during period” is based on the account’s actual expense ratio for the most recent fiscal half-year, multiplied by the average account value over the six-month period, multiplied by 181/365. There were 181 days in the six months ended June 30, 2015. The account’s annualized six-month expense ratio for that period was 0.53% for Class R1. |
§ | “Expenses paid during period” is based on the account’s actual expense ratio from commencement of operations on April 24, 2015 through June 30, 2015 for Classes R2 and R3, multiplied by the average account value over the period, multiplied by 67/365 for the actual expenses and 181/365 for the hypothetical expenses. There were 67 days in the period from commencement of operations on April 24, 2015 through June 30, 2015 and 181 days in the six months ended June 30, 2015. The account’s annualized expense ratio for the 67-day period was 0.45% for Class R2 and 0.37% for Class R3. |
For more information about this expense example, please see page 6.
College Retirement Equities Fund ■ 2015 Semiannual Report | 11 |
CREF Global Equities Account
Portfolio composition
% of net assets | ||||
Sector | as of 6/30/2015 | |||
Financials | 19.4 | |||
Consumer discretionary | 16.4 | |||
Information technology | 14.8 | |||
Health care | 14.7 | |||
Industrials | 10.7 | |||
Consumer staples | 7.6 | |||
Energy | 6.4 | |||
Materials | 4.8 | |||
Utilities | 2.2 | |||
Telecommunication services | 2.0 | |||
Short-term investments, other assets & liabilities, net | 1.0 | |||
Total | 100.0 |
Holdings by company size
Market capitalization | % of equity investments as of 6/30/2015 | |||
More than $50 billion | 44.1 | |||
More than $15 billion–$50 billion | 28.0 | |||
More than $2 billion–$15 billion | 26.1 | |||
$2 billion or less | 1.8 | |||
Total | 100.0 |
Holdings by country
% of portfolio investments as of 6/30/2015 | ||||
United States | 54.3 | |||
Japan | 8.1 | |||
United Kingdom | 7.4 | |||
Switzerland | 4.1 | |||
France | 3.5 | |||
Canada | 2.9 | |||
Germany | 2.8 | |||
Australia | 1.7 | |||
33 other nations | 11.8 | |||
Short-term investments | 3.4 | |||
Total | 100.0 |
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Performance for the six months ended June 30, 2015
The CREF Growth Account returned 5.24% for the period, compared with the 3.96% return of its benchmark, the Russell 1000® Growth Index. For the twelve months ended June 30, 2015, the account returned 13.25%, versus 10.56% for the index. (All returns for the account are for Class R1.)
The broad U.S. stock market, as measured by the Russell 3000® Index, returned 1.94% for the reporting period, compared with 5.25% for the previous six months. Investors were in a cautious mode, as economic indicators in the United States were mixed and concerns about Greece and China weighed on stock returns. For the period, investors favored small-capitalization stocks over mid- and large-cap equities, and growth stocks outshined their value counterparts.
For the six-month period, growth equities outperformed the broad U.S. equity market by more than two percentage points. Within the growth category, large-cap stocks returned 3.96%, underperforming small-caps, which climbed 8.74%, and mid-caps, which rose 4.18%. (Returns by investment style and capitalization size are based on the Russell indexes.)
For the ten years ended June 30, 2015, the Russell 1000 Growth Index had an average annual return of 9.10%, versus the 8.15% average annual gain of the Russell 3000 Index.
Stock selections boost the account’s return
Seven of the ten industry sectors of the Russell 1000 Growth Index produced positive returns for the period. The best performing sectors were health care (up 11.2%), consumer discretionary (up 7.7%), information technology (up 4.4%) and energy (up 3.3%). As of June 30, 2015, this group of four sectors made up approximately two-thirds of the benchmark’s total market capitalization.
The account outpaced its benchmark by more than one percentage point in the first six months of 2015, aided by stock selection. An overweight position in Amazon.com was the top contributor to relative performance, followed by an underweight in telecommunications firm QUALCOMM, an overweight in Internet-based travel company Expedia and an underweight in Coca-Cola.
By contrast, the account’s relative performance was hindered by several stock choices that did not perform as anticipated, including an out-of-benchmark position in Yahoo, an underweight in Netflix, an overweight in Groupon and an underweight in Kraft Foods.
College Retirement Equities Fund ■ 2015 Semiannual Report | 13 |
CREF Growth Account
Performance as of June 30, 2015
Total return | Average annual total return | |||||||||||||||||||
CREF Growth Account | Inception date | 6 months | 1 year | 5 years | 10 years | |||||||||||||||
Class R1 | 4/29/1994 | 5.24 | % | 13.25 | % | 18.88 | % | 9.07 | % | |||||||||||
Class R2 | 4/24/2015 | 5.29 | * | 13.30 | * | 18.89 | * | 9.08 | * | |||||||||||
Class R3 | 4/24/2015 | 5.30 | * | 13.32 | * | 18.90 | * | 9.08 | * | |||||||||||
Russell 1000® Growth Index | — | 3.96 | 10.56 | 18.59 | 9.10 |
The returns in this report show past performance, which is no guarantee of future results. Returns and the principal value of your investment will fluctuate. Current performance may be higher or lower than that shown, and you may have a gain or a loss when you redeem your accumulation units. For current performance information, including performance to the most recent month-end, please visit tiaa-cref.org.
You cannot invest directly in any index. Index returns do not include a deduction for fees or expenses.
* | The performance shown for Classes R2 and R3 that is prior to their inception date is based on performance of the Account’s Class R1. The performance for these periods has not been restated to reflect the lower expenses of the Classes R2 and R3. If those expenses had been reflected, the performance would have been higher. |
Expense example
Six months ended June 30, 2015
Beginning | Ending | Expenses paid | ||||||||||
account value | account value | during period | ||||||||||
CREF Growth Account | (1/1/15) | (6/30/15) | (1/1/15–6/30/15) | |||||||||
Actual return | ||||||||||||
Class R1 | $ | 1,000.00 | $ | 1,052.41 | $2.29 | ‡ | ||||||
Class R2 | 1,000.00 | 980.57 | 0.73 | § | ||||||||
Class R3 | 1,000.00 | 980.73 | 0.56 | § | ||||||||
5% annual hypothetical return | ||||||||||||
Class R1 | 1,000.00 | 1,022.56 | 2.26 | ‡ | ||||||||
Class R2 | 1,000.00 | 1,022.81 | 2.01 | § | ||||||||
Class R3 | 1,000.00 | 1,023.26 | 1.56 | § |
‡ | “Expenses paid during period” is based on the account’s actual expense ratio for the most recent fiscal half-year, multiplied by the average account value over the six-month period, multiplied by 181/365. There were 181 days in the six months ended June 30, 2015. The account’s annualized six-month expense ratio for that period was 0.45% for Class R1. |
§ | “Expenses paid during period” is based on the account’s actual expense ratio from commencement of operations on April 24, 2015 through June 30, 2015 for Classes R2 and R3, multiplied by the average account value over the period, multiplied by 67/365 for the actual expenses and 181/365 for the hypothetical expenses. There were 67 days in the period from commencement of operations on April 24, 2015 through June 30, 2015 and 181 days in the six months ended June 30, 2015. The account’s annualized expense ratio for the 67-day period was 0.40% for Class R2 and 0.31% for Class R3. |
For more information about this expense example, please see page 6.
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CREF Growth Account
Portfolio composition
Sector | % of net assets as of 6/30/2015 | |||
Information technology | 30.6 | |||
Consumer discretionary | 21.7 | |||
Health care | 18.5 | |||
Industrials | 9.2 | |||
Consumer staples | 6.8 | |||
Financials | 6.1 | |||
Materials | 3.6 | |||
Energy | 1.9 | |||
Telecommunication services | 0.9 | |||
Short-term investments, other assets & liabilities, net | 0.7 | |||
Total | 100.0 |
Holdings by company size
Market capitalization | % of equity investments as of 6/30/2015 | |||
More than $50 billion | 48.2 | |||
More than $15 billion–$50 billion | 29.5 | |||
More than $2 billion–$15 billion | 22.0 | |||
$2 billion or less | 0.3 | |||
Total | 100.0 |
College Retirement Equities Fund ■ 2015 Semiannual Report | 15 |
Performance for the six months ended June 30, 2015
The CREF Equity Index Account returned 1.75% for the period, compared with the 1.94% return of its benchmark, the Russell 3000® Index. For the twelve months ended June 30, 2015, the account returned 6.91%, versus 7.29% for the index. (All returns for the account are for Class R1.)
For the six-month period, the account’s return trailed that of its benchmark index primarily because of the effect of expenses. The account’s return includes a deduction for expenses, while the benchmark’s does not. The account has a risk profile similar to that of its benchmark.
Broad equity markets lackluster amid heightened volatility
Investors were in a cautious mode during the six-month period. Economic indicators in the United States were mixed, and concerns about Greece and China, along with uncertainty regarding interest rates, produced greater volatility in the equity markets. As a result, returns for the period were modest, albeit positive. Investors generally favored small-capitalization stocks over those of mid- and large-cap equities, while growth stocks outshined their value counterparts. (Returns by investment style and market capitalization are based on the Russell indexes.)
Health care outperforms, utilities lag
For the six months, six of the ten industry sectors of the Russell 3000 Index posted positive returns. Health care led with a return of 11.4%, followed by consumer discretionary, telecommunication services and information technology, which returned 6.1%, 3.6% and 1.9%, respectively. Together, these four sectors represented nearly one-half of the benchmark’s total market capitalization on June 30, 2015. The worst-performing sectors were utilities, which are highly sensitive to interest rates, and energy and industrials, which returned –10.6%, –4.1% and –2.1%, respectively. Energy stock prices retreated in reaction to the sharp drop in crude oil prices early in the period.
Only two of the five largest stocks in the index in terms of market capitalization at period-end, Apple and General Electric, beat the benchmark. The others, Microsoft, Exxon Mobil and Johnson & Johnson, posted negative returns for the period.
16 | 2015 Semiannual Report ■ College Retirement Equities Fund |
CREF Equity Index Account
Performance as of June 30, 2015
Total return | Average annual total return | |||||||||||||||||||
CREF Equity Index Account | Inception date | 6 months | 1 year | 5 years | 10 years | |||||||||||||||
Class R1 | 4/29/1994 | 1.75 | % | 6.91 | % | 17.08 | % | 7.74 | % | |||||||||||
Class R2 | 4/24/2015 | 1.79 | * | 6.96 | * | 17.09 | * | 7.74 | * | |||||||||||
Class R3 | 4/24/2015 | 1.81 | * | 6.98 | * | 17.09 | * | 7.75 | * | |||||||||||
Russell 3000 Index | — | 1.94 | 7.29 | 17.54 | 8.15 |
The returns in this report show past performance, which is no guarantee of future results. Returns and the principal value of your investment will fluctuate. Current performance may be higher or lower than that shown, and you may have a gain or a loss when you redeem your accumulation units. For current performance information, including performance to the most recent month-end, please visit tiaa-cref.org.
You cannot invest directly in any index. Index returns do not include a deduction for fees or expenses.
* | The performance shown for Classes R2 and R3 that is prior to their inception date is based on performance of the Account’s Class R1. The performance for these periods has not been restated to reflect the lower expenses of the Classes R2 and R3. If those expenses had been reflected, the performance would have been higher. |
Expense example
Six months ended June 30, 2015
Beginning | Ending | Expenses paid | ||||||||||
account value | account value | during period | ||||||||||
CREF Equity Index Account | (1/1/15) | (6/30/15) | (1/1/15–6/30/15) | |||||||||
Actual return | ||||||||||||
Class R1 | $ | 1,000.00 | $ | 1,017.46 | $2.05 | ‡ | ||||||
Class R2 | 1,000.00 | 978.86 | 0.67 | § | ||||||||
Class R3 | 1,000.00 | 979.01 | 0.51 | § | ||||||||
5% annual hypothetical return | ||||||||||||
Class R1 | 1,000.00 | 1,022.76 | 2.06 | ‡ | ||||||||
Class R2 | 1,000.00 | 1,022.96 | 1.86 | § | ||||||||
Class R3 | 1,000.00 | 1,023.41 | 1.40 | § |
‡ | “Expenses paid during period” is based on the account’s actual expense ratio for the most recent fiscal half-year, multiplied by the average account value over the six-month period, multiplied by 181/365. There were 181 days in the six months ended June 30, 2015. The account’s annualized six-month expense ratio for that period was 0.41% for Class R1. |
§ | “Expenses paid during period” is based on the account’s actual expense ratio from commencement of operations on April 24, 2015 through June 30, 2015 for Classes R2 and R3, multiplied by the average account value over the period, multiplied by 67/365 for the actual expenses and 181/365 for the hypothetical expenses. There were 67 days in the period from commencement of operations on April 24, 2015 through June 30, 2015 and 181 days in the six months ended June 30, 2015. The account’s annualized expense ratio for the 67-day period was 0.37% for Class R2 and 0.28% for Class R3. |
For more information about this expense example, please see page 6.
College Retirement Equities Fund ■ 2015 Semiannual Report | 17 |
CREF Equity Index Account
Portfolio composition
Sector | % of net assets as of 6/30/2015 | |||
Information technology | 18.8 | |||
Financials | 18.1 | |||
Health care | 15.1 | |||
Consumer discretionary | 13.3 | |||
Industrials | 10.8 | |||
Consumer staples | 8.1 | |||
Energy | 7.2 | |||
Materials | 3.5 | |||
Utilities | 2.9 | |||
Telecommunication services | 2.0 | |||
Short-term investments, other assets & liabilities, net | 0.2 | |||
Total | 100.0 |
Holdings by company size
Market capitalization | % of equity investments as of 6/30/2015 | |||
More than $50 billion | 49.4 | |||
More than $15 billion–$50 billion | 23.4 | |||
More than $2 billion–$15 billion | 22.4 | |||
$2 billion or less | 4.8 | |||
Total | 100.0 |
18 | 2015 Semiannual Report ■ College Retirement Equities Fund |
Performance for the six months ended June 30, 2015
The CREF Bond Market Account returned –0.09% for the six-month period, compared with the –0.10% return of its benchmark, the Barclays U.S. Aggregate Bond Index. For the twelve months ended June 30, 2015, the account returned 1.34%, versus 1.86% for the index. (All returns for the account are for Class R1.)
The U.S. economy’s slow start in the first three months of 2015 was attributed mainly to severe winter weather, while the strong dollar also limited growth for the entire six-month period. On the positive side, energy prices stabilized during the period after falling precipitously in the last half of 2014, and good news on the employment front aided consumer confidence. Meanwhile, inflation remained below the Federal Reserve’s target.
While central banks overseas cut interest rates, uncertainty regarding the timing of potential interest rate hikes in the U.S. weighed on the prices of bonds. The broad domestic bond market, as measured by the Barclays U.S. Aggregate Bond Index, returned –0.10% for the six months, as rising long-term interest rates lowered the prices of many existing fixed-income securities. The rise in long-term rates occurred primarily in the second half of the period, as an improving outlook for the U.S. economy fueled concerns that the Fed might soon start raising its key policy rate, though at present, that decision remains data dependent.
Sector weightings drive outperformance
For the period, bonds with shorter maturities performed better than longer-term bonds. Asset-backed and commercial mortgage-backed securities (CMBS) had the strongest performance for the period, helped by an improving real estate market, low interest rates and low inflation. Government agencies had the third-strongest performance, followed by mortgage-backed securities. Treasuries, the largest benchmark sector with a 36% weighting, were up slightly, while corporates, with a 23% weighting, were down by one half of one percentage point.
The account slightly outperformed its benchmark, driven by favorable selection of corporate bonds and CMBS, and by an overweight position in CMBS. The account’s selection of government agency bonds also contributed to relative performance. By contrast, the account’s selection of and yield curve positioning in U.S. Treasuries detracted from relative performance.
College Retirement Equities Fund ■ 2015 Semiannual Report | 19 |
CREF Bond Market Account
Performance as of June 30, 2015
Total return | Average annual total return | |||||||||||||||||||
CREF Bond Market Account | Inception date | 6 months | 1 year | 5 years | 10 years | |||||||||||||||
Class R1 | 3/1/1990 | –0.09 | % | 1.34 | % | 3.38 | % | 4.01 | % | |||||||||||
Class R2 | 4/24/2015 | –0.05 | * | 1.38 | * | 3.39 | * | 4.01 | * | |||||||||||
Class R3 | 4/24/2015 | –0.03 | * | 1.40 | * | 3.39 | * | 4.02 | * | |||||||||||
Barclays U.S. Aggregate Bond Index | — | –0.10 | 1.86 | 3.35 | 4.44 |
The returns in this report show past performance, which is no guarantee of future results. Returns and the principal value of your investment will fluctuate. Current performance may be higher or lower than that shown, and you may have a gain or a loss when you redeem your accumulation units. For current performance information, including performance to the most recent month-end, please visit tiaa-cref.org.
You cannot invest directly in any index. Index returns do not include a deduction for fees or expenses.
* | The performance shown for Classes R2 and R3 that is prior to their inception date is based on performance of the Account’s Class R1. The performance for these periods has not been restated to reflect the lower expenses of the Classes R2 and R3. If those expenses had been reflected, the performance would have been higher. |
Expense example
Six months ended June 30, 2015
CREF Bond Market Account | Beginning account value (1/1/15) | Ending account value (6/30/15) | Expenses paid during period (1/1/15–6/30/15) | |||||||||
Actual return | ||||||||||||
Class R1 | $ | 1,000.00 | $ | 999.09 | $2.48 | ‡ | ||||||
Class R2 | 1,000.00 | 979.98 | 0.82 | § | ||||||||
Class R3 | 1,000.00 | 980.13 | 0.65 | § | ||||||||
5% annual hypothetical return | ||||||||||||
Class R1 | 1,000.00 | 1,022.32 | 2.51 | ‡ | ||||||||
Class R2 | 1,000.00 | 1,022.56 | 2.26 | § | ||||||||
Class R3 | 1,000.00 | 1,023.01 | 1.81 | § |
‡ | “Expenses paid during period” is based on the account’s actual expense ratio for the most recent fiscal half-year, multiplied by the average account value over the six-month period, multiplied by 181/365. There were 181 days in the six months ended June 30, 2015. The account’s annualized six-month expense ratio for that period was 0.50% for Class R1. |
§ | “Expenses paid during period” is based on the account’s actual expense ratio from commencement of operations on April 24, 2015 through June 30, 2015 for Classes R2 and R3, multiplied by the average account value over the period, multiplied by 67/365 for the actual expenses and 181/365 for the hypothetical expenses. There were 67 days in the period from commencement of operations on April 24, 2015 through June 30, 2015 and 181 days in the six months ended June 30, 2015. The account’s annualized expense ratio for the 67-day period was 0.45% for Class R2 and 0.36% for Class R3. |
For more information about this expense example, please see page 6.
20 | 2015 Semiannual Report ■ College Retirement Equities Fund |
CREF Bond Market Account
Portfolio composition
% of net assets as of 6/30/2015 | |
Corporate bonds | 27.2 |
Mortgage-backed securities* | 24.2 |
Foreign government & corporate bonds denominated in U.S. dollars | 15.4 |
Asset-backed securities | 9.1 |
U.S. Treasury securities | 9.1 |
Commercial mortgage-backed securities | 6.6 |
Municipal bonds | 4.0 |
U.S. agency securities | 2.0 |
Bank loan obligations | 0.9 |
Preferred stock | 0.1 |
Short-term investments, other assets & liabilities, net | 1.4 |
Total | 100.0 |
* | Includes mortgage pass-through securities and collateralized mortgage obligations |
Holdings by maturity
% of fixed-income investments (excluding short-term investments) as of 6/30/2015 | |
Less than 1 year | 7.4 |
1–3 years | 18.0 |
3–5 years | 18.7 |
5–10 years | 41.4 |
Over 10 years | 14.5 |
Total | 100.0 |
Holdings by credit quality†
% of fixed-income investments (excluding short-term investments) as of 6/30/2015 | |
Aaa/AAA | 42.3 |
Aa/AA | 9.2 |
A/A | 16.9 |
Baa/BBB | 21.7 |
Ba/BB | 4.2 |
B/B | 2.7 |
Below B/B | 1.4 |
Non-rated | 1.6 |
Total | 100.0 |
† | Credit quality ratings are based on the Barclays methodology, which uses the median rating of those compiled by the Moody’s, Standard & Poor’s and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice. |
College Retirement Equities Fund ■ 2015 Semiannual Report | 21 |
CREF Inflation-Linked Bond Account
Performance for the six months ended June 30, 2015
The CREF Inflation-Linked Bond Account returned 0.03% for the period, compared with the 0.34% return of its benchmark, the Barclays U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). For the twelve months ended June 30, 2015, the account returned –2.23%, versus –1.73% for the index. (All returns for the account are for Class R1.)
During the period, year-over-year inflation, as measured by the Consumer Price Index (CPI), increased from –0.3% in December 2014 to 0.3% in May 2015. The continued low inflation rate reflected low energy prices, stable wages and continued economic sluggishness abroad. Other favorable data included U.S. dollar appreciation, renewed housing market strength and the unemployment rate hitting 5.3% in June 2015, down from 5.6% in December 2014 and 6.1% one year earlier.
After falling substantially in 2014, crude oil prices, a commonly used indicator of current inflationary pressures, rose 10% from $53 a barrel on December 31, 2014, to $59 at period-end. Nevertheless, the energy component of the CPI declined at a year-over-year rate of 16.3% in May 2015, with gasoline down 25.0% year-over-year.
TIPS top the broad bond market
For the six months, the return of TIPS surpassed the –0.10% return of the broad U.S. investment-grade, fixed-rate bond market, as measured by the Barclays U.S. Aggregate Bond Index. Investors sought refuge in TIPS during a period in which 10-year U.S. Treasury yields crept up from 2.17% on December 31, 2014, to 2.35% by the end of June 2015. Between this trend and the increase in oil prices in June 2015, investor concerns may be mounting about potential price increases going forward.
The account underperformed its benchmark primarily because of its expense charge. The account’s return includes a deduction for expenses, while the benchmark’s does not. Since the account’s portfolio resembled the composition of its benchmark, the above discussion of the benchmark’s performance also applies to the account’s performance.
During the period, the account’s portfolio managers kept the account’s duration—a measure of its sensitivity to interest rate changes—close to that of the TIPS index. This strategy helped the account’s risk and reward characteristics more closely resemble those of its benchmark.
22 | 2015 Semiannual Report ■ College Retirement Equities Fund |
CREF Inflation-Linked Bond Account
Performance as of June 30, 2015
Total return | Average annual total return | |||||||||||||||||||
CREF Inflation-Linked | ||||||||||||||||||||
Bond Account | Inception date | 6 months | 1 year | 5 years | 10 years | |||||||||||||||
Class R1 | 5/1/1997 | 0.03 | % | –2.23 | % | 2.84 | % | 3.66 | % | |||||||||||
Class R2 | 4/24/2015 | 0.07 | * | –2.19 | * | 2.85 | * | 3.66 | * | |||||||||||
Class R3 | 4/24/2015 | 0.09 | * | –2.17 | * | 2.85 | * | 3.67 | * | |||||||||||
Barclays U.S. Treasury Inflation Protected Securities Index (Series-L) | — | 0.34 | –1.73 | 3.29 | 4.13 |
The returns in this report show past performance, which is no guarantee of future results. Returns and the principal value of your investment will fluctuate. Current performance may be higher or lower than that shown, and you may have a gain or a loss when you redeem your accumulation units. For current performance information, including performance to the most recent month-end, please visit tiaa-cref.org.
You cannot invest directly in any index. Index returns do not include a deduction for fees or expenses.
* | The performance shown for Classes R2 and R3 that is prior to their inception date is based on performance of the Account’s Class R1. The performance for these periods has not been restated to reflect the lower expenses of the Classes R2 and R3. If those expenses had been reflected, the performance would have been higher. |
Expense example
Six months ended June 30, 2015
Beginning | Ending | Expenses paid | ||||||||||
CREF Inflation-Linked | account value | account value | during period | |||||||||
Bond Account | (1/1/15) | (6/30/15) | (1/1/15–6/30/15) | |||||||||
Actual return | ||||||||||||
Class R1 | $ | 1,000.00 | $ | 1,000.30 | $2.13 | ‡ | ||||||
Class R2 | 1,000.00 | 975.43 | 0.71 | § | ||||||||
Class R3 | 1,000.00 | 975.58 | 0.56 | § | ||||||||
5% annual hypothetical return | ||||||||||||
Class R1 | 1,000.00 | 1,022.66 | 2.16 | ‡ | ||||||||
Class R2 | 1,000.00 | 1,022.86 | 1.96 | § | ||||||||
Class R3 | 1,000.00 | 1,023.26 | 1.56 | § |
‡ | “Expenses paid during period” is based on the account’s actual expense ratio for the most recent fiscal half-year, multiplied by the average account value over the six-month period, multiplied by 181/365. There were 181 days in the six months ended June 30, 2015. The account’s annualized six-month expense ratio for that period was 0.43% for Class R1. |
§ | “Expenses paid during period” is based on the account’s actual expense ratio from commencement of operations on April 24, 2015 through June 30, 2015 for Classes R2 and R3, multiplied by the average account value over the period, multiplied by 67/365 for the actual expenses and 181/365 for the hypothetical expenses. There were 67 days in the period from commencement of operations on April 24, 2015 through June 30, 2015 and 181 days in the six months ended June 30, 2015. The account’s annualized expense ratio for the 67-day period was 0.39% for Class R2 and 0.31% for Class R3. |
For more information about this expense example, please see page 6.
College Retirement Equities Fund ■ 2015 Semiannual Report | 23 |
CREF Inflation-Linked Bond Account
Portfolio composition
% of net assets as of 6/30/2015 | |
U.S. Treasury securities | 99.1 |
U.S. agency securities | 0.1 |
Short-term investments, other assets & liabilities, net | 0.8 |
Total | 100.0 |
Holdings by maturity
% of fixed-income investments (excluding short-term investments) as of 6/30/2015 | |
Less than 1 year | 0.9 |
1–3 years | 20.1 |
3–5 years | 14.5 |
5–10 years | 36.1 |
Over 10 years | 28.4 |
Total | 100.0 |
24 | 2015 Semiannual Report ■ College Retirement Equities Fund |
Performance for the six months ended June 30, 2015
The CREF Social Choice Account returned 0.66% for the period, compared with the 1.52% return of its composite benchmark, a weighted average of the Russell 3000® Index, the MSCI EAFE+Canada Index and the Barclays U.S. Aggregate Bond Index. For the twelve months ended June 30, 2015, the account returned 1.78%, versus 3.54% for the benchmark index. The account uses certain social criteria, while the benchmark does not. (All returns for the account are for Class R1.)
Because of its social criteria, the account did not invest in a number of stocks and bonds that were included in the indexes that comprise its composite benchmark. The account underperformed in part because of its exclusion of Apple, Amazon.com, Mitsubishi UFJ Financial and Swiss financial services provider UBS Group. Apple stock, in particular, rose in response to solid earnings reports driven by strong iPhone sales.
These negative effects were partly offset by the account’s omission of Royal Dutch Shell, Exxon Mobil, Spanish banking giant Banco Santander and Chevron. Shares in energy giants Royal Dutch Shell, Exxon Mobil and Chevron fell due to the decline in oil prices over the past year.
Stock positions hurt the account’s performance
To compensate for the account’s exclusion of some stocks, its managers use quantitative (mathematical) modeling and other techniques in an attempt to match the overall investment characteristics of the portfolio with those of its composite benchmark.
The account’s relative performance was hurt most by an overweight position in poorly performing Swiss food company Aryzta. Next in line were overweights in Hewlett-Packard and Yahoo, both of which experienced sizable losses.
These negative effects were partly offset by overweight positions in stock market operator Hong Kong Exchanges & Clearing and French automaker Renault, both of which produced sizable returns. An overweight in Starbucks also helped the account’s relative performance as the coffee distributor continued to benefit from long-term revenue growth.
Fixed income benefits the account’s performance
During the six months, the account’s fixed-income component outperformed the Barclays U.S. Aggregate Bond Index, a measure of the broad, domestic investment-grade, fixed-rate bond market, which returned –0.10%. The largest contributions to the account’s fixed-income performance versus the index came from being overweight corporate bonds and underweight U.S. Treasuries and mortgage-backed securities.
College Retirement Equities Fund ■ 2015 Semiannual Report | 25 |
CREF Social Choice Account
Performance as of June 30, 2015
Total return | Average annual total return | |||||||||||||||||||
CREF Social Choice Account | Inception date | 6 months | 1 year | 5 years | 10 years | |||||||||||||||
Class R1 | 3/1/1990 | 0.66 | % | 1.78 | % | 10.11 | % | 6.01 | % | |||||||||||
Class R2 | 4/24/2015 | 0.70 | * | 1.82 | * | 10.12 | * | 6.01 | * | |||||||||||
Class R3 | 4/24/2015 | 0.71 | * | 1.84 | * | 10.12 | * | 6.01 | * | |||||||||||
CREF Social Choice Composite Benchmark† | — | 1.52 | 3.54 | 10.83 | 6.28 | |||||||||||||||
Broad market index | ||||||||||||||||||||
Russell 3000® Index | — | 1.94 | 7.29 | 17.54 | 8.15 |
The returns in this report show past performance, which is no guarantee of future results. Returns and the principal value of your investment will fluctuate. Current performance may be higher or lower than that shown, and you may have a gain or a loss when you redeem your accumulation units. For current performance information, including performance to the most recent month-end, please visit tiaa-cref.org.
You cannot invest directly in any index. Index returns do not include a deduction for fees or expenses.
* | The performance shown for Classes R2 and R3 that is prior to their inception date is based on performance of the Account’s Class R1. The performance for these periods has not been restated to reflect the lower expenses of the Classes R2 and R3. If those expenses had been reflected, the performance would have been higher. |
† | On June 30, 2015, the CREF Social Choice Composite Benchmark consisted of: 42.0% Russell 3000 Index; 40.0% Barclays U.S. Aggregate Bond Index; and 18.0% MSCI EAFE+Canada Index. The account’s benchmark, the components that make up the composite benchmark and the method of calculating the composite benchmark’s performance may vary over time. |
Expense example
Six months ended June 30, 2015
Beginning | Ending | Expenses paid | ||||||||||
account value | account value | during period | ||||||||||
CREF Social Choice Account | (1/1/15) | (6/30/15) | (1/1/15–6/30/15) | |||||||||
Actual return | ||||||||||||
Class R1 | $ | 1,000.00 | $ | 1,006.55 | $2.34 | ‡ | ||||||
Class R2 | 1,000.00 | 974.19 | 0.74 | § | ||||||||
Class R3 | 1,000.00 | 974.34 | 0.58 | § | ||||||||
5% annual hypothetical return | ||||||||||||
Class R1 | 1,000.00 | 1,022.46 | 2.36 | ‡ | ||||||||
Class R2 | 1,000.00 | 1,022.76 | 2.06 | § | ||||||||
Class R3 | 1,000.00 | 1,023.21 | 1.61 | § |
‡ | “Expenses paid during period” is based on the account’s actual expense ratio for the most recent fiscal half-year, multiplied by the average account value over the six-month period, multiplied by 181/365. There were 181 days in the six months ended June 30, 2015. The account’s annualized six-month expense ratio for that period was 0.47% for Class R1. |
§ | “Expenses paid during period” is based on the account’s actual expense ratio from commencement of operations on April 24, 2015 through June 30, 2015 for Classes R2 and R3, multiplied by the average account value |
26 | 2015 Semiannual Report ■ College Retirement Equities Fund |
CREF Social Choice Account
over the period, multiplied by 67/365 for the actual expenses and 181/365 for the hypothetical expenses. There were 67 days in the period from commencement of operations on April 24, 2015 through June 30, 2015 and 181 days in the six months ended June 30, 2015. The account’s annualized expense ratio for the 67-day period was 0.41% for Class R2 and 0.32% for Class R3. |
For more information about this expense example, please see page 6.
Portfolio composition
% of net assets as of 6/30/2015 | |
Equities | 60.1 |
Long-term bonds | 38.9 |
Short-term investments, other assets & liabilities, net | 1.0 |
Total | 100.0 |
Holdings by company size
% of equity investments | |
Market capitalization | as of 6/30/2015 |
More than $50 billion | 37.0 |
More than $15 billion–$50 billion | 43.0 |
More than $2 billion–$15 billion | 18.1 |
$2 billion or less | 1.9 |
Total | 100.0 |
Holdings by maturity
% of fixed-income investments | |
(excluding short-term investments) | |
as of 6/30/2015 | |
Less than 1 year | 3.3 |
1–3 years | 18.1 |
3–5 years | 19.7 |
5–10 years | 38.4 |
Over 10 years | 20.5 |
Total | 100.0 |
College Retirement Equities Fund ■ 2015 Semiannual Report | 27 |
Performance for the six months ended June 30, 2015
The CREF Money Market Account returned 0.00% for the six-month period, compared with the 0.01% return of the iMoneyNet Money Fund Averages™ —All Taxable, a simple average of over 1,000 taxable money market funds. The iMoneyNet average is not an index, and its return reflects the deduction of expenses charged by the funds included in the average. (The return for the account is for Class R1.)
The Federal Reserve’s target for short-term interest rates remained between 0.00% and 0.25% during the period, despite speculation regarding a June rate hike. Expectations are for a rate hike to begin in late 2015, with the Fed’s decision to raise rates remaining data dependent. Short-term U.S. Treasury supply continued on a moderate decline during the reporting period, while the commercial paper market also remained tight, with outstanding issuance down by more than $1 trillion since mid-2007. Commercial paper issuance remains low in shorter maturities as banks need to issue longer-maturity debt to comply with liquidity coverage ratio requirements for maturities that come due within 30 days.
LIBOR yields rose during the period, with longer-dated rates climbing the most. The steepening of the yield curve still reflects market expectations for higher rates in 2015, as one- and 12-month LIBOR yields rose approximately one basis point (0.01%) and eight basis points (0.08%), respectively, by June 30, 2015. The yield on three-month Treasuries went from 0.04% on December 31, 2014 to 0.01% at period-end.
Portfolio strategies focus on safety and yield
To comply with SEC regulations and in pursuit of additional yield, the account remained committed to holding longer-dated, floating-rate government agency paper (with one- to two-year maturities) in order to capture slightly higher yields. Our commercial paper exposure is diversified across industries and issuers, nearly all of which are U.S.-domiciled. The account has limited exposure in Europe with the exception of a recently added program in Denmark. The account has also made selective investments in top-tier Pacific Rim banks. As of June 30, 2015, the account’s weighted average maturity was 54 days, versus 38 days for the average iMoneyNet fund.
In response to the historically low interest rates, part or all of the Money Market Account’s 12b-1 distribution fees and/or administrative fees were voluntarily withheld (waived) by TIAA to prevent the account’s yield from turning negative.
28 | 2015 Semiannual Report ■ College Retirement Equities Fund |
CREF Money Market Account
Net annualized yield for the 7 days ended June 30, 2015*
Current yield | Effective yield | |||||||
CREF Money Market Account† | ||||||||
Class R1 | 0.00 | % | 0.00 | % | ||||
Class R2 | 0.00 | 0.00 | ||||||
Class R3 | 0.00 | 0.00 | ||||||
iMoneyNet Money Fund Averages™—All Taxable‡ | 0.02 | 0.02 |
The current yield more closely reflects current earnings than does the total return.
* | Typically, iMoneyNet reports its 7-day yields as of Tuesday of each week. |
Performance as of June 30, 2015
Total return | Average annual total return | |||||||||||||||||||
CREF Money | ||||||||||||||||||||
Market Account† | Inception date | 6 months | 1 year | 5 years | 10 years | |||||||||||||||
Class R1 | 4/1/1988 | 0.00 | % | 0.00 | % | 0.00 | % | 1.37 | % | |||||||||||
Class R2 | 4/24/2015 | 0.00 | * | 0.00 | * | 0.00 | * | 1.37 | * | |||||||||||
Class R3 | 4/24/2015 | 0.00 | * | 0.00 | * | 0.00 | * | 1.37 | * | |||||||||||
iMoneyNet Money Fund Averages—All Taxable‡ | — | 0.01 | 0.02 | 0.02 | 1.30 |
The returns in this report show past performance, which is no guarantee of future results. Returns and the principal value of your investment will fluctuate. Current performance may be higher or lower than that shown, and you may have a gain or a loss when you redeem your accumulation units. For current performance information, including performance to the most recent month-end, please visit tiaa-cref.org.
An investment in the CREF Money Market Account is neither insured nor guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other government agency. As with any investment, you can lose money by investing in this account.
Note: Unlike most money market funds, the CREF Money Market Account does not distribute income on a daily basis. Therefore, the account does not maintain a constant value of $1.00 per accumulation unit.
* | The performance shown for Classes R2 and R3 that is prior to their inception date is based on performance of the Account’s Class R1. The performance for these periods has not been restated to reflect the lower expenses of the Classes R2 and R3. If those expenses had been reflected, the performance would have been higher. |
† | Beginning July 16, 2009, TIAA has voluntarily withheld (“waived”) a portion of the 12b-1 distribution and/or administrative expenses for each Class of the CREF Money Market Account. Without this waiver, the 7-day current and effective annualized yields and total returns would have been lower. This 12b-1 and administrative fee waiver may be discontinued at any time without notice. Amounts waived on or after October 1, 2010, are subject to possible recovery by TIAA under certain conditions. |
‡ | The iMoneyNet Money Fund Averages—All Taxable category is a simple average of over 1,000 taxable money market funds. You cannot invest in it directly. |
College Retirement Equities Fund ■ 2015 Semiannual Report | 29 |
CREF Money Market Account
Expense example
Six months ended June 30, 2015
Beginning | Ending | Expenses paid | ||||||||||
account value | account value | during period | ||||||||||
CREF Money Market Account | (1/1/15) | (6/30/15) | (1/1/15–6/30/15) | |||||||||
Actual return | ||||||||||||
Class R1 | $ | 1,000.00 | $ | 1,000.00 | $0.64 | ‡ | ||||||
Class R2 | 1,000.00 | 1,000.00 | 0.26 | § | ||||||||
Class R3 | 1,000.00 | 1,000.00 | 0.26 | § | ||||||||
5% annual hypothetical return | ||||||||||||
Class R1 | 1,000.00 | 1,024.15 | 0.65 | ‡ | ||||||||
Class R2 | 1,000.00 | 1,024.10 | 0.70 | § | ||||||||
Class R3 | 1,000.00 | 1,024.10 | 0.70 | § |
‡ | “Expenses paid during period” is based on the account’s actual expense ratio for the most recent fiscal half-year, multiplied by the average account value over the six-month period, multiplied by 181/365. There were 181 days in the six months ended June 30, 2015. The account’s annualized six-month expense ratio for that period was 0.13% for Class R1. The expense charges of the account reflect a voluntary waiver. Without this waiver, the expenses of the account would have been higher and its performance lower. |
§ | “Expenses paid during period” is based on the account’s actual expense ratio from commencement of operations on April 24, 2015 through June 30, 2015 for Classes R2 and R3, multiplied by the average account value over the period, multiplied by 67/365 for the actual expenses and 181/365 for the hypothetical expenses. There were 67 days in the period from commencement of operations on April 24, 2015 through June 30, 2015 and 181 days in the six months ended June 30, 2015. The account’s annualized expense ratio for the 67-day period was 0.14% for Class R2 and 0.14% for Class R3. The expense charges of the account reflect a voluntary waiver. Without this waiver, the expenses of the account would have been higher and its performance lower. |
For more information about this expense example, please see page 6.
Portfolio composition
% of net assets | |
as of 6/30/2015 | |
Commercial paper | 42.3 |
U.S. government agency securities | 25.7 |
U.S. Treasury securities | 16.1 |
Floating rate securities, government | 11.7 |
Certificates of deposit | 3.7 |
Corporate debt | 0.2 |
Asset-backed securities | 0.2 |
Other assets & liabilities, net | 0.1 |
Total | 100.0 |
30 | 2015 Semiannual Report ■ College Retirement Equities Fund |
Summary portfolio of investments (unaudited)
CREF Stock Account ■ June 30, 2015
Principal | Issuer | Value (000) | % of net assets | ||||||||||||
BONDS | |||||||||||||||
CORPORATE BONDS | |||||||||||||||
CAPITAL GOODS | $ | 0 | ^ | 0.0 | % | ||||||||||
DIVERSIFIED FINANCIALS | 474 | 0.0 | |||||||||||||
FOOD, BEVERAGE & TOBACCO | 26 | 0.0 | |||||||||||||
UTILITIES | 590 | 0.0 | |||||||||||||
TOTAL CORPORATE BONDS | (Cost $1,119) | 1,090 | 0.0 | ||||||||||||
GOVERNMENT BONDS | |||||||||||||||
U.S. TREASURY SECURITIES | 294 | 0.0 | |||||||||||||
TOTAL GOVERNMENT BONDS | (Cost $303) | 294 | 0.0 | ||||||||||||
TOTAL BONDS | (Cost $1,422) | 1,384 | 0.0 | ||||||||||||
Shares | Company | ||||||||||||||
COMMON STOCKS | |||||||||||||||
AUTOMOBILES & COMPONENTS | |||||||||||||||
5,663,802 | * | Toyota Motor Corp | 379,006 | 0.3 | |||||||||||
Other | 2,401,757 | 2.0 | |||||||||||||
2,780,763 | 2.3 | ||||||||||||||
BANKS | |||||||||||||||
43,338,234 | Bank of America Corp | 737,617 | 0.6 | ||||||||||||
12,729,588 | Citigroup, Inc | 703,182 | 0.6 | ||||||||||||
12,873,907 | JPMorgan Chase & Co | 872,336 | 0.7 | ||||||||||||
22,453,888 | Wells Fargo & Co | 1,262,807 | 1.0 | ||||||||||||
Other | 6,293,495 | 5.1 | |||||||||||||
9,869,437 | 8.0 | ||||||||||||||
CAPITAL GOODS | |||||||||||||||
3,106,275 | n | 3M Co | 479,298 | 0.4 | |||||||||||
32,304,385 | General Electric Co | 858,328 | 0.7 | ||||||||||||
5,241,277 | Honeywell International, Inc | 534,453 | 0.4 | ||||||||||||
214,500,762 | *,a,m | Rolls-Royce Holdings plc | 337 | 0.0 | |||||||||||
Other | 7,217,216 | 5.9 | |||||||||||||
9,089,632 | 7.4 | ||||||||||||||
COMMERCIAL & PROFESSIONAL SERVICES | 1,403,948 | 1.1 | |||||||||||||
CONSUMER DURABLES & APPAREL | 2,867,209 | 2.3 | |||||||||||||
CONSUMER SERVICES | 2,351,730 | 1.9 | |||||||||||||
DIVERSIFIED FINANCIALS | 4,529,153 | 3.7 | |||||||||||||
ENERGY | |||||||||||||||
6,154,309 | Chevron Corp | 593,706 | 0.5 | ||||||||||||
12,827,153 | d | Exxon Mobil Corp | 1,067,219 | 0.9 | |||||||||||
Other | 6,820,359 | 5.5 | |||||||||||||
8,481,284 | 6.9 |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 31 |
Summary portfolio of investments (unaudited) | continued |
CREF Stock Account ■ June 30, 2015 |
Shares | Company | Value (000) | % of net assets | |||||||||||
FOOD & STAPLES RETAILING | ||||||||||||||
5,308,546 | CVS Corp | $ | 556,760 | 0.4 | % | |||||||||
Other | 1,697,269 | 1.4 | ||||||||||||
2,254,029 | 1.8 | |||||||||||||
FOOD, BEVERAGE & TOBACCO | ||||||||||||||
7,439,805 | Altria Group, Inc | 363,881 | 0.3 | |||||||||||
9,844,443 | Coca-Cola Co | 386,197 | 0.3 | |||||||||||
5,486,245 | PepsiCo, Inc | 512,086 | 0.4 | |||||||||||
Other | 4,590,535 | 3.7 | ||||||||||||
5,852,699 | 4.7 | |||||||||||||
HEALTH CARE EQUIPMENT & SERVICES | ||||||||||||||
3,045,976 | UnitedHealth Group, Inc | 371,609 | 0.3 | |||||||||||
Other | 4,810,230 | 3.9 | ||||||||||||
5,181,839 | 4.2 | |||||||||||||
HOUSEHOLD & PERSONAL PRODUCTS | ||||||||||||||
8,417,795 | Procter & Gamble Co | 658,608 | 0.5 | |||||||||||
Other | 1,044,550 | 0.9 | ||||||||||||
1,703,158 | 1.4 | |||||||||||||
INSURANCE | ||||||||||||||
4,414,513 | * | Berkshire Hathaway, Inc (Class B) | 600,860 | 0.5 | ||||||||||
7,133,756 | Metlife, Inc | 399,419 | 0.3 | |||||||||||
Other | 4,224,547 | 3.4 | ||||||||||||
5,224,826 | 4.2 | |||||||||||||
MATERIALS | 5,993,010 | 4.9 | ||||||||||||
MEDIA | ||||||||||||||
10,563,223 | Comcast Corp (Class A) | 635,272 | 0.5 | |||||||||||
4,327,722 | Time Warner, Inc | 378,286 | 0.3 | |||||||||||
6,572,661 | Walt Disney Co | 750,204 | 0.6 | |||||||||||
Other | 2,408,307 | 2.0 | ||||||||||||
4,172,069 | 3.4 | |||||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | ||||||||||||||
7,195,639 | AbbVie, Inc | 483,475 | 0.4 | |||||||||||
1,955,187 | * | Allergan plc | 593,321 | 0.5 | ||||||||||
1,053,093 | *,n | Biogen Idec, Inc | 425,386 | 0.4 | ||||||||||
4,002,060 | * | Celgene Corp | 463,178 | 0.4 | ||||||||||
4,621,635 | n | Eli Lilly & Co | 385,860 | 0.3 | ||||||||||
5,671,398 | Gilead Sciences, Inc | 664,007 | 0.5 | |||||||||||
8,673,352 | Johnson & Johnson | 845,305 | 0.7 | |||||||||||
10,598,879 | Merck & Co, Inc | 603,394 | 0.5 | |||||||||||
4,882,556 | Novartis AG. | 480,251 | 0.4 | |||||||||||
23,707,828 | Pfizer, Inc | 794,924 | 0.6 | |||||||||||
Other | 5,539,451 | 4.5 | ||||||||||||
11,278,552 | 9.2 | |||||||||||||
REAL ESTATE | 4,647,772 | 3.8 |
32 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | continued |
CREF Stock Account ■ June 30, 2015 |
Shares | Company | Value (000) | % of net assets | ||||||||||||
RETAILING | |||||||||||||||
1,696,374 | *,n | Amazon.com, Inc | $ | 736,379 | 0.6 | % | |||||||||
5,917,870 | Home Depot, Inc | 657,653 | 0.5 | ||||||||||||
Other | 3,626,914 | 3.0 | |||||||||||||
5,020,946 | 4.1 | ||||||||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | |||||||||||||||
12,962,888 | Intel Corp | 394,266 | 0.3 | ||||||||||||
Other | 2,753,554 | 2.3 | |||||||||||||
3,147,820 | 2.6 | ||||||||||||||
SOFTWARE & SERVICES | |||||||||||||||
8,310,965 | * | Facebook, Inc | 712,790 | 0.6 | |||||||||||
1,191,328 | * | Google, Inc | 620,098 | 0.5 | |||||||||||
953,713 | * | Google, Inc (Class A) | 515,043 | 0.4 | |||||||||||
2,819,951 | International Business Machines Corp | 458,693 | 0.4 | ||||||||||||
5,079,436 | Mastercard, Inc (Class A) | 474,826 | 0.4 | ||||||||||||
27,237,382 | Microsoft Corp | 1,202,530 | 1.0 | ||||||||||||
13,952,244 | Oracle Corp | 562,276 | 0.4 | ||||||||||||
9,025,716 | Visa, Inc (Class A) | 606,077 | 0.5 | ||||||||||||
Other | 5,209,041 | 4.2 | |||||||||||||
10,361,374 | 8.4 | ||||||||||||||
TECHNOLOGY HARDWARE & EQUIPMENT | |||||||||||||||
20,539,624 | Apple, Inc | 2,576,182 | 2.1 | ||||||||||||
23,331,153 | Cisco Systems, Inc | 640,674 | 0.5 | ||||||||||||
Other | 2,997,111 | 2.4 | |||||||||||||
6,213,967 | 5.0 | ||||||||||||||
TELECOMMUNICATION SERVICES | |||||||||||||||
15,248,345 | AT&T, Inc | 541,621 | 0.4 | ||||||||||||
13,514,154 | Verizon Communications, Inc | 629,895 | 0.5 | ||||||||||||
Other | 2,207,955 | 1.8 | |||||||||||||
3,379,471 | 2.7 | ||||||||||||||
TRANSPORTATION | |||||||||||||||
4,145,249 | Union Pacific Corp | 395,332 | 0.3 | ||||||||||||
Other | 2,651,307 | 2.2 | |||||||||||||
3,046,639 | 2.5 | ||||||||||||||
UTILITIES | 3,364,715 | 2.7 | |||||||||||||
TOTAL COMMON STOCKS | (Cost $110,940,510) | 122,216,042 | 99.2 |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 33 |
Summary portfolio of investments (unaudited) | continued |
CREF Stock Account ■ June 30, 2015 |
Shares | Company | Value (000) | % of net assets | ||||||||
PURCHASED OPTIONS | |||||||||||
CONSUMER SERVICES | $ | 1 | 0.0 | % | |||||||
ENERGY | 1 | 0.0 | |||||||||
HEALTH CARE EQUIPMENT & SERVICES | 3 | 0.0 | |||||||||
MATERIALS | 0 | ^ | 0.0 | ||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 4 | 0.0 | |||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 2 | 0.0 | |||||||||
TRANSPORTATION | 0 | ^ | 0.0 | ||||||||
TOTAL PURCHASED OPTIONS | (Cost $49) | 11 | 0.0 | ||||||||
PREFERRED STOCKS | |||||||||||
BANKS | 20,112 | 0.0 | |||||||||
CAPITAL GOODS | 421 | 0.0 | |||||||||
DIVERSIFIED FINANCIALS | 1,900 | 0.0 | |||||||||
REAL ESTATE | 19 | 0.0 | |||||||||
TOTAL PREFERRED STOCKS | (Cost $29,163) | 22,452 | 0.0 | ||||||||
RIGHTS / WARRANTS | |||||||||||
AUTOMOBILES & COMPONENTS | 57 | 0.0 | |||||||||
CAPITAL GOODS | 640 | 0.0 | |||||||||
COMMERCIAL & PROFESSIONAL SERVICES | 0 | ^ | 0.0 | ||||||||
CONSUMER DURABLES & APPAREL | 36 | 0.0 | |||||||||
CONSUMER SERVICES | 20 | 0.0 | |||||||||
DIVERSIFIED FINANCIALS | 31 | 0.0 | |||||||||
ENERGY | 734 | 0.0 | |||||||||
FOOD & STAPLES RETAILING | 24 | 0.0 | |||||||||
HEALTH CARE EQUIPMENT & SERVICES | 19 | 0.0 | |||||||||
MATERIALS | 530 | 0.0 | |||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 322 | 0.0 | |||||||||
REAL ESTATE | 89 | 0.0 | |||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 243 | 0.0 | |||||||||
SOFTWARE & SERVICES | 11 | 0.0 | |||||||||
TECHNOLOGY HARDWARE & EQUIPMENT | 11 | 0.0 | |||||||||
TELECOMMUNICATION SERVICES | 554 | 0.0 | |||||||||
TRANSPORTATION | 73 | 0.0 | |||||||||
UTILITIES | 7 | 0.0 | |||||||||
TOTAL RIGHTS / WARRANTS | (Cost $3,511) | 3,401 | 0.0 |
34 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | concluded |
CREF Stock Account ■ June 30, 2015 |
Principal | Issuer | Value (000) | % of net assets | ||||||||||||
SHORT-TERM INVESTMENTS | |||||||||||||||
GOVERNMENT AGENCY DEBT | $ | 662,808 | 0.5 | % | |||||||||||
TREASURY DEBT | 54,760 | 0.1 | |||||||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | |||||||||||||||
CERTIFICATE OF DEPOSIT | 780,000 | 0.6 | |||||||||||||
GOVERNMENT AGENCY DEBT | 377,991 | 0.3 | |||||||||||||
REPURCHASE AGREEMENT | |||||||||||||||
$500,000,000 | o | Goldman Sachs | 0.070%, 07/02/15 | 500,000 | 0.4 | ||||||||||
600,000,000 | p | Merrill Lynch | 0.100%, 07/01/15 | 600,000 | 0.5 | ||||||||||
415,000,000 | q | Royal Bank of Scotland | 0.090%, 07/07/15 | 415,000 | 0.3 | ||||||||||
r | Other Repurchase Agreements | 0.020%–0.150%, 07/01/15–07/06/15 | 2,164,000 | 1.8 | |||||||||||
3,679,000 | 3.0 | ||||||||||||||
TREASURY DEBT | 49,000 | 0.0 | |||||||||||||
VARIABLE RATE SECURITIES | 187,223 | 0.2 | |||||||||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | 5,073,214 | 4.1 | |||||||||||||
TOTAL SHORT-TERM INVESTMENTS | (Cost $5,791,748) | 5,790,782 | 4.7 | ||||||||||||
TOTAL PORTFOLIO | (Cost $116,766,403) | 128,034,072 | 103.9 | ||||||||||||
OTHER ASSETS & LIABILITIES, NET | (4,760,934 | ) | (3.9 | ) | |||||||||||
NET ASSETS | $ | 123,273,138 | 100.0 | % |
^ | Amount represents less than $1,000. |
* | Non-income producing |
a | Affiliated holding |
d | All or a portion of these securities have been segregated by the custodian to cover margin or other requirements on open futures transactions. |
m | Indicates a security that has been deemed illiquid. |
n | All or a portion of these securities have been segregated by the custodian to cover margin requirements on open written contracts. |
o | Agreement with Goldman Sachs, 0.07% dated 6/30/15 to be repurchased at $500,000,000 on 7/02/15, collateralized by U.S. Government Agency Securities valued at $510,000,000. |
p | Agreement with Merrill Lynch, 0.10% dated 6/30/15 to be repurchased at $600,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $611,839,000. |
q | Agreement with Royal Bank of Scotland, 0.09% dated 6/30/15 to be repurchased at $415,000,000 on 7/07/15, collateralized by U.S. Government Agency Securities valued at $423,306,000. |
r | Agreements, 0.02%–0.15% dated 6/30/15 to be repurchased at $2,164,000,000 on 7/01/15–7/06/15, collateralized by U.S. Government Agency Securities valued at $2,207,281,000. |
“Other” securities represent the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets.
At 6/30/15, the aggregate value of securities on loan is $4,906,846,000.
At 6/30/15, the aggregate value of securities exempt from registration under Rule 144(A) of the Securities Act of 1933 amounted to $199,228,000 or 0.2% of net assets. Such securities are deemed liquid and may be resold in transactions exempt from registration to qualified institutional buyers.
Cost amounts are in thousands.
For ease of presentation, a number of classification categories have been grouped together in the Summary portfolio of investments. Note that the Account uses more specific categories in following its investment limitations on investment concentrations.
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 35 |
Summary of market values by country (unaudited)
CREF Stock Account ■ June 30, 2015
Country | Value (000) | % of total portfolio | ||||||
DOMESTIC | ||||||||
UNITED STATES | $ | 89,361,501 | 69.9 | % | ||||
TOTAL DOMESTIC | 89,361,501 | 69.9 | ||||||
FOREIGN | ||||||||
ARGENTINA | 4,236 | 0.0 | ||||||
AUSTRALIA | 1,546,498 | 1.2 | ||||||
AUSTRIA | 132,889 | 0.1 | ||||||
BAHAMAS | 74 | 0.0 | ||||||
BELGIUM | 262,803 | 0.2 | ||||||
BERMUDA | 14,894 | 0.0 | ||||||
BRAZIL | 583,941 | 0.5 | ||||||
CANADA | 2,407,390 | 1.9 | ||||||
CAYMAN ISLANDS | 1,230 | 0.0 | ||||||
CHILE | 94,094 | 0.1 | ||||||
CHINA | 2,180,714 | 1.7 | ||||||
COLOMBIA | 39,633 | 0.0 | ||||||
CYPRUS | 73 | 0.0 | ||||||
CZECH REPUBLIC | 15,828 | 0.0 | ||||||
DENMARK | 473,861 | 0.4 | ||||||
EGYPT | 26,712 | 0.0 | ||||||
FAROE ISLANDS | 3,396 | 0.0 | ||||||
FINLAND | 253,966 | 0.2 | ||||||
FRANCE | 2,636,362 | 2.1 | ||||||
GEORGIA | 3,380 | 0.0 | ||||||
GERMANY | 2,226,492 | 1.7 | ||||||
GIBRALTAR | 1,115 | 0.0 | ||||||
GREECE | 26,744 | 0.0 | ||||||
GUERNSEY, C.I. | 468 | 0.0 | ||||||
HONG KONG | 1,092,263 | 0.9 | ||||||
HUNGARY | 19,717 | 0.0 | ||||||
INDIA | 758,796 | 0.6 | ||||||
INDONESIA | 185,909 | 0.1 | ||||||
IRELAND | 561,222 | 0.4 | ||||||
ISLE OF MAN | 1,686 | 0.0 | ||||||
ISRAEL | 227,581 | 0.2 | ||||||
ITALY | 629,325 | 0.5 | ||||||
JAPAN | 6,150,833 | 4.8 | ||||||
JERSEY, C.I. | 12,051 | 0.0 | ||||||
JORDAN | 12,100 | 0.0 | ||||||
KOREA, REPUBLIC OF | 1,319,069 | 1.0 | ||||||
LUXEMBOURG | 66,234 | 0.1 | ||||||
MACAU | 5,098 | 0.0 |
Country | Value (000) | % of total portfolio | ||||||
MALAYSIA | $ | 244,378 | 0.2 | % | ||||
MALTA | 5,283 | 0.0 | ||||||
MEXICO | 450,694 | 0.4 | ||||||
MONACO | 11,354 | 0.0 | ||||||
NETHERLANDS | 1,074,508 | 0.8 | ||||||
NEW ZEALAND | 104,126 | 0.1 | ||||||
NORWAY | 254,791 | 0.2 | ||||||
PAKISTAN | 2,917 | 0.0 | ||||||
PANAMA | 9,353 | 0.0 | ||||||
PERU | 17,359 | 0.0 | ||||||
PHILIPPINES | 158,784 | 0.1 | ||||||
POLAND | 107,346 | 0.1 | ||||||
PORTUGAL | 59,541 | 0.0 | ||||||
PUERTO RICO | 16,368 | 0.0 | ||||||
QATAR | 55,490 | 0.0 | ||||||
ROMANIA | 1,701 | 0.0 | ||||||
RUSSIA | 290,212 | 0.2 | ||||||
SINGAPORE | 510,040 | 0.4 | ||||||
SOUTH AFRICA | 632,017 | 0.5 | ||||||
SPAIN | 584,628 | 0.5 | ||||||
SRI LANKA | 1,219 | 0.0 | ||||||
SWEDEN | 781,971 | 0.6 | ||||||
SWITZERLAND | 2,355,632 | 1.8 | ||||||
TAIWAN | 1,151,207 | 0.9 | ||||||
THAILAND | 210,376 | 0.2 | ||||||
TURKEY | 135,848 | 0.1 | ||||||
UKRAINE | 1,332 | 0.0 | ||||||
UNITED ARAB EMIRATES | 82,513 | 0.1 | ||||||
UNITED KINGDOM | 5,380,404 | 4.2 | ||||||
VIETNAM | 1,682 | 0.0 | ||||||
VIRGIN ISLANDS, BRITISH | 223 | 0.0 | ||||||
VIRGIN ISLANDS, U.S. | 597 | 0.0 | ||||||
TOTAL FOREIGN | 38,672,571 | 30.1 | ||||||
TOTAL PORTFOLIO | $ | 128,034,072 | 100.0 | % |
36 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited)
CREF Global Equities Account ■ June 30, 2015
Shares | Company | Value (000) | % of net assets | |||||||||
COMMON STOCKS | ||||||||||||
AUSTRALIA | $ | 344,316 | 1.8 | % | ||||||||
AUSTRIA | 16,848 | 0.1 | ||||||||||
BELGIUM | 55,839 | 0.3 | ||||||||||
BRAZIL | 10,823 | 0.1 | ||||||||||
CANADA | 592,785 | 3.0 | ||||||||||
CHINA | 175,704 | 0.9 | ||||||||||
DENMARK | 117,815 | 0.6 | ||||||||||
FINLAND | 82,063 | 0.4 | ||||||||||
FRANCE | ||||||||||||
2,000,004 | Total S.A. | 98,102 | 0.5 | |||||||||
Other | 599,789 | 3.0 | ||||||||||
697,891 | 3.5 | |||||||||||
GERMANY | ||||||||||||
532,427 | Bayer AG. | 74,561 | 0.4 | |||||||||
969,494 | Daimler AG. (Registered) | 88,316 | 0.4 | |||||||||
Other | 394,353 | 2.0 | ||||||||||
557,230 | 2.8 | |||||||||||
HONG KONG | 194,647 | 1.0 | ||||||||||
INDIA | 104,261 | 0.5 | ||||||||||
INDONESIA | 4,137 | 0.0 | ||||||||||
IRELAND | 235,179 | 1.2 | ||||||||||
ISRAEL | 20,650 | 0.1 | ||||||||||
ITALY | 206,522 | 1.1 | ||||||||||
JAPAN | ||||||||||||
1,969,048 | Toyota Motor Corp | 131,763 | 0.7 | |||||||||
Other | 1,499,824 | 7.6 | ||||||||||
1,631,587 | 8.3 | |||||||||||
JERSEY, C.I. | 310 | 0.0 | ||||||||||
KOREA, REPUBLIC OF | 54,486 | 0.3 | ||||||||||
LUXEMBOURG | 23,013 | 0.1 | ||||||||||
MACAU | 398 | 0.0 | ||||||||||
MALAYSIA | 14,844 | 0.1 | ||||||||||
MEXICO | 19,520 | 0.1 | ||||||||||
NETHERLANDS | ||||||||||||
6,206,748 | ING Groep NV | 103,065 | 0.5 | |||||||||
Other | 231,767 | 1.2 | ||||||||||
334,832 | 1.7 |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 37 |
Summary portfolio of investments (unaudited) | continued |
CREF Global Equities Account ■ June 30, 2015 |
Shares | Company | Value (000) | % of net assets | |||||||||
NEW ZEALAND | $ | 12,195 | 0.1 | % | ||||||||
NORWAY | 72,603 | 0.4 | ||||||||||
PHILIPPINES | 25,528 | 0.1 | ||||||||||
POLAND | 3,923 | 0.0 | ||||||||||
PORTUGAL | 6,799 | 0.0 | ||||||||||
RUSSIA | 6,611 | 0.0 | ||||||||||
SINGAPORE | 70,119 | 0.4 | ||||||||||
SOUTH AFRICA | 33,765 | 0.2 | ||||||||||
SPAIN | 161,559 | 0.8 | ||||||||||
SWEDEN | 145,321 | 0.7 | ||||||||||
SWITZERLAND | ||||||||||||
1,184,900 | Nestle S.A. | 85,491 | 0.4 | |||||||||
2,146,818 | Novartis AG. | 211,162 | 1.1 | |||||||||
463,571 | Roche Holding AG. | 129,982 | 0.7 | |||||||||
3,253,973 | UBS AG. | 69,038 | 0.3 | |||||||||
Other | 335,781 | 1.7 | ||||||||||
831,454 | 4.2 | |||||||||||
TAIWAN | 87,551 | 0.4 | ||||||||||
THAILAND | 20,562 | 0.1 | ||||||||||
TURKEY | 28,641 | 0.2 | ||||||||||
UNITED ARAB EMIRATES | 21,828 | 0.1 | ||||||||||
UNITED KINGDOM | ||||||||||||
25,240,929 | Barclays plc | 103,454 | 0.5 | |||||||||
805,048 | Delphi Automotive plc | 68,502 | 0.4 | |||||||||
3,567,639 | Prudential plc | 85,978 | 0.4 | |||||||||
Other | 1,235,966 | 6.3 | ||||||||||
1,493,900 | 7.6 |
38 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | continued |
CREF Global Equities Account ■ June 30, 2015 |
Shares | Company | Value (000) | % of net assets | ||||||||||||
UNITED STATES | |||||||||||||||
1,070,770 | AbbVie, Inc | $ | 71,945 | 0.4 | % | ||||||||||
387,226 | * | Alexion Pharmaceuticals, Inc | 69,999 | 0.4 | |||||||||||
411,994 | * | Allergan plc | 125,024 | 0.6 | |||||||||||
227,365 | * | Amazon.com, Inc | 98,697 | 0.5 | |||||||||||
3,661,543 | Apple, Inc | 459,249 | 2.3 | ||||||||||||
6,359,013 | Bank of America Corp | 108,230 | 0.5 | ||||||||||||
814,737 | * | Celgene Corp | 94,294 | 0.5 | |||||||||||
819,074 | Chevron Corp | 79,016 | 0.4 | ||||||||||||
3,717,616 | Cisco Systems, Inc | 102,086 | 0.5 | ||||||||||||
2,466,148 | Comcast Corp (Class A) | 148,314 | 0.8 | ||||||||||||
1,175,958 | CVS Corp | 123,334 | 0.6 | ||||||||||||
959,190 | EOG Resources, Inc | 83,977 | 0.4 | ||||||||||||
1,440,044 | d | Exxon Mobil Corp | 119,812 | 0.6 | |||||||||||
1,343,413 | * | Facebook, Inc | 115,218 | 0.6 | |||||||||||
2,873,752 | General Electric Co | 76,356 | 0.4 | ||||||||||||
1,026,225 | Gilead Sciences, Inc | 120,150 | 0.6 | ||||||||||||
246,219 | * | Google, Inc | 128,159 | 0.6 | |||||||||||
1,365,298 | Home Depot, Inc | 151,726 | 0.8 | ||||||||||||
1,190,677 | Honeywell International, Inc | 121,413 | 0.6 | ||||||||||||
1,118,433 | iShares MSCI EAFE Index Fund | 71,009 | 0.4 | ||||||||||||
928,631 | Johnson & Johnson | 90,504 | 0.5 | ||||||||||||
2,057,673 | JPMorgan Chase & Co | 139,428 | 0.7 | ||||||||||||
395,022 | McKesson Corp | 88,805 | 0.4 | ||||||||||||
1,841,779 | Merck & Co, Inc | 104,853 | 0.5 | ||||||||||||
1,238,440 | Metlife, Inc | 69,340 | 0.4 | ||||||||||||
2,548,813 | Microsoft Corp | 112,530 | 0.6 | ||||||||||||
2,031,458 | Mondelez International, Inc | 83,574 | 0.4 | ||||||||||||
710,312 | NextEra Energy, Inc | 69,632 | 0.4 | ||||||||||||
2,420,013 | Oracle Corp | 97,527 | 0.5 | ||||||||||||
1,138,116 | PepsiCo, Inc | 106,232 | 0.5 | ||||||||||||
4,074,604 | Pfizer, Inc | 136,621 | 0.7 | ||||||||||||
1,012,552 | Time Warner, Inc | 88,507 | 0.4 | ||||||||||||
1,873,033 | Verizon Communications, Inc | 87,302 | 0.4 | ||||||||||||
1,985,763 | Visa, Inc (Class A) | 133,344 | 0.7 | ||||||||||||
838,526 | Walt Disney Co | 95,709 | 0.5 | ||||||||||||
4,205,788 | Wells Fargo & Co | 236,534 | 1.2 | ||||||||||||
Other | 6,781,157 | 34.4 | |||||||||||||
10,989,607 | 55.7 | ||||||||||||||
TOTAL COMMON STOCKS | (Cost $17,192,828) | 19,507,666 | 99.0 | ||||||||||||
RIGHTS / WARRANTS | |||||||||||||||
SINGAPORE | 6 | 0.0 | |||||||||||||
SPAIN | 457 | 0.0 | |||||||||||||
UNITED STATES | 57 | 0.0 | |||||||||||||
TOTAL RIGHTS / WARRANTS | (Cost $550) | 520 | 0.0 |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 39 |
Summary portfolio of investments (unaudited) | concluded |
CREF Global Equities Account ■ June 30, 2015 |
Principal | Issuer | Value (000) | % of net assets | ||||||||||||
SHORT-TERM INVESTMENTS | |||||||||||||||
GOVERNMENT AGENCY DEBT | $ | 162,655 | 0.8 | % | |||||||||||
TREASURY DEBT | 15,998 | 0.1 | |||||||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | |||||||||||||||
CERTIFICATE OF DEPOSIT | 60,000 | 0.3 | |||||||||||||
REPURCHASE AGREEMENTS | |||||||||||||||
$128,000,000 | n | BNP | 0.090%, 07/01/15 | 128,000 | 0.7 | ||||||||||
80,000,000 | o | Calyon | 0.100%, 07/01/15 | 80,000 | 0.4 | ||||||||||
p | Other Repurchase Agreements | 0.020%–0.150%, 07/01/15 | 197,000 | 1.0 | |||||||||||
405,000 | 2.1 | ||||||||||||||
VARIABLE RATE SECURITIES | 32,951 | 0.1 | |||||||||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | 497,951 | 2.5 | |||||||||||||
TOTAL SHORT-TERM INVESTMENTS | (Cost $676,773) | 676,604 | 3.4 | ||||||||||||
TOTAL PORTFOLIO | (Cost $17,870,151) | 20,184,790 | 102.4 | ||||||||||||
OTHER ASSETS & LIABILITIES, NET | (470,703 | ) | (2.4 | ) | |||||||||||
NET ASSETS | $ | 19,714,087 | 100.0 | % |
* | Non-income producing |
d | All or a portion of these securities have been segregated by the custodian to cover margin or other requirements on open futures transactions. |
n | Agreement with BNP, 0.09% dated 6/30/15 to be repurchased at $128,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $130,560,000. |
o | Agreement with Calyon, 0.10% dated 6/30/15 to be repurchased at $80,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $81,600,000. |
p | Agreements, 0.02%–0.15% dated 6/30/15 to be repurchased at $197,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $200,942,000. |
“Other” securities represent the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets.
At 6/30/15, the aggregate value of securities on loan is $475,515,000.
At 6/30/15, the aggregate value of securities exempt from registration under Rule 144(A) of the Securities Act of 1933 amounted to $31,845,000 or 0.2% of net assets. Such securities are deemed liquid and may be resold in transactions exempt from registration to qualified institutional buyers.
Cost amounts are in thousands.
For ease of presentation, a number of classification categories have been grouped together in the Summary portfolio of investments. Note that the Account uses more specific categories in following its investment limitations on investment concentrations.
40 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary of market values by sector (unaudited)
CREF Global Equities Account ■ June 30, 2015
Sector | Value (000) | % of net assets | ||||||
FINANCIALS | $ | 3,829,893 | 19.4 | % | ||||
CONSUMER DISCRETIONARY | 3,222,647 | 16.4 | ||||||
INFORMATION TECHNOLOGY | 2,922,468 | 14.8 | ||||||
HEALTH CARE | 2,889,899 | 14.7 | ||||||
INDUSTRIALS | 2,106,076 | 10.7 | ||||||
CONSUMER STAPLES | 1,490,465 | 7.6 | ||||||
ENERGY | 1,266,129 | 6.4 | ||||||
MATERIALS | 949,910 | 4.8 | ||||||
UTILITIES | 432,186 | 2.2 | ||||||
TELECOMMUNICATION SERVICES | 398,513 | 2.0 | ||||||
SHORT-TERM INVESTMENTS | 676,604 | 3.4 | ||||||
OTHER ASSETS & LIABILITIES, NET | (470,703 | ) | (2.4 | ) | ||||
NET ASSETS | $ | 19,714,087 | 100.0 | % |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 41 |
Summary portfolio of investments (unaudited)
CREF Growth Account ■ June 30, 2015
Shares | Company | Value (000) | % of net assets | |||||||||
COMMON STOCKS | ||||||||||||
AUTOMOBILES & COMPONENTS | ||||||||||||
430,061 | *,e | Tesla Motors, Inc | $ | 115,368 | 0.5 | % | ||||||
Other | 291,391 | 1.3 | ||||||||||
406,759 | 1.8 | |||||||||||
BANKS | 51,686 | 0.2 | ||||||||||
CAPITAL GOODS | ||||||||||||
1,041,230 | 3M Co | 160,662 | 0.7 | |||||||||
782,067 | Boeing Co | 108,488 | 0.5 | |||||||||
1,333,756 | Honeywell International, Inc | 136,003 | 0.6 | |||||||||
Other | 804,636 | 3.7 | ||||||||||
1,209,789 | 5.5 | |||||||||||
COMMERCIAL & PROFESSIONAL SERVICES | ||||||||||||
1,895,103 | * | Verisk Analytics, Inc | 137,888 | 0.6 | ||||||||
Other | 150,212 | 0.7 | ||||||||||
288,100 | 1.3 | |||||||||||
CONSUMER DURABLES & APPAREL | ||||||||||||
2,128,646 | Nike, Inc (Class B) | 229,936 | 1.0 | |||||||||
Other | 312,382 | 1.4 | ||||||||||
542,318 | 2.4 | |||||||||||
CONSUMER SERVICES | ||||||||||||
2,215,192 | * | Norwegian Cruise Line Holdings Ltd | 124,140 | 0.6 | ||||||||
4,319,599 | Starbucks Corp | 231,595 | 1.0 | |||||||||
Other | 422,354 | 1.9 | ||||||||||
778,089 | 3.5 | |||||||||||
DIVERSIFIED FINANCIALS | ||||||||||||
1,266,834 | McGraw-Hill Financial, Inc | 127,254 | 0.6 | |||||||||
997,160 | Moody’s Corp | 107,653 | 0.5 | |||||||||
Other | 573,963 | 2.6 | ||||||||||
808,870 | 3.7 | |||||||||||
ENERGY | 423,447 | 1.9 | ||||||||||
FOOD & STAPLES RETAILING | ||||||||||||
856,887 | Costco Wholesale Corp | 115,731 | 0.5 | |||||||||
1,531,038 | CVS Corp | 160,575 | 0.7 | |||||||||
Other | 144,145 | 0.7 | ||||||||||
420,451 | 1.9 | |||||||||||
FOOD, BEVERAGE & TOBACCO | ||||||||||||
1,455,386 | * | Monster Beverage Corp | 195,051 | 0.9 | ||||||||
Other | 647,991 | 2.9 | ||||||||||
843,042 | 3.8 | |||||||||||
HEALTH CARE EQUIPMENT & SERVICES | 1,094,329 | 4.9 |
42 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | continued |
CREF Growth Account ■ June 30, 2015 |
Shares | Company | Value (000) | % of net assets | |||||||||
HOUSEHOLD & PERSONAL PRODUCTS | ||||||||||||
2,216,072 | Estee Lauder Cos (Class A) | $ | 192,045 | 0.9 | % | |||||||
Other | 62,092 | 0.3 | ||||||||||
254,137 | 1.2 | |||||||||||
INSURANCE | 109,648 | 0.5 | ||||||||||
MATERIALS | ||||||||||||
1,558,750 | Monsanto Co | 166,147 | 0.8 | |||||||||
1,297,041 | PPG Industries, Inc | 148,797 | 0.7 | |||||||||
Other | 473,259 | 2.1 | ||||||||||
788,203 | 3.6 | |||||||||||
MEDIA | ||||||||||||
4,598,311 | Comcast Corp (Class A) | 276,542 | 1.2 | |||||||||
1,596,399 | Time Warner, Inc | 139,541 | 0.6 | |||||||||
3,121,952 | Walt Disney Co | 356,340 | 1.6 | |||||||||
Other | 345,944 | 1.6 | ||||||||||
1,118,367 | 5.0 | |||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | ||||||||||||
2,299,116 | AbbVie, Inc | 154,478 | 0.7 | |||||||||
1,146,593 | * | Alexion Pharmaceuticals, Inc | 207,270 | 0.9 | ||||||||
1,136,600 | * | Allergan plc | 344,913 | 1.6 | ||||||||
1,065,898 | Amgen, Inc | 163,637 | 0.7 | |||||||||
640,196 | * | Biogen Idec, Inc | 258,601 | 1.2 | ||||||||
1,945,188 | Bristol-Myers Squibb Co | 129,433 | 0.6 | |||||||||
2,672,638 | * | Celgene Corp | 309,318 | 1.4 | ||||||||
1,723,602 | Eli Lilly & Co | 143,903 | 0.7 | |||||||||
3,306,153 | Gilead Sciences, Inc | 387,084 | 1.7 | |||||||||
545,257 | * | Illumina, Inc | 119,062 | 0.5 | ||||||||
Other | 782,039 | 3.5 | ||||||||||
2,999,738 | 13.5 | |||||||||||
REAL ESTATE | ||||||||||||
3,615,783 | * | CBRE Group, Inc | 133,784 | 0.6 | ||||||||
Other | 246,810 | 1.1 | ||||||||||
380,594 | 1.7 | |||||||||||
RETAILING | ||||||||||||
1,152,104 | * | Amazon.com, Inc | 500,117 | 2.2 | ||||||||
1,369,983 | Expedia, Inc | 149,807 | 0.7 | |||||||||
3,006,893 | Home Depot, Inc | 334,156 | 1.5 | |||||||||
Other | 971,551 | 4.4 | ||||||||||
1,955,631 | 8.8 | |||||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 436,516 | 2.0 |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 43 |
Summary portfolio of investments (unaudited) | continued |
CREF Growth Account ■ June 30, 2015 |
Shares | Company | Value (000) | % of net assets | |||||||||||
SOFTWARE & SERVICES | ||||||||||||||
3,495,613 | * | Adobe Systems, Inc | $ | 283,180 | 1.3 | % | ||||||||
2,719,422 | * | eBay, Inc | 163,818 | 0.7 | ||||||||||
5,648,192 | * | Facebook, Inc | 484,417 | 2.2 | ||||||||||
835,614 | * | Google, Inc | 434,945 | 2.0 | ||||||||||
510,184 | * | Google, Inc (Class A) | 275,520 | 1.2 | ||||||||||
3,023,036 | Intuit, Inc | 304,631 | 1.4 | |||||||||||
3,085,232 | Mastercard, Inc (Class A) | 288,408 | 1.3 | |||||||||||
6,940,088 | Microsoft Corp | 306,405 | 1.4 | |||||||||||
3,014,524 | Oracle Corp | 121,485 | 0.6 | |||||||||||
3,262,422 | * | Salesforce.com, Inc | 227,163 | 1.0 | ||||||||||
6,087,788 | Visa, Inc (Class A) | 408,795 | 1.8 | |||||||||||
2,847,834 | * | Yahoo!, Inc | 111,891 | 0.5 | ||||||||||
Other | 1,284,763 | 5.8 | ||||||||||||
4,695,421 | 21.2 | |||||||||||||
TECHNOLOGY HARDWARE & EQUIPMENT | ||||||||||||||
10,438,106 | d | Apple, Inc | 1,309,199 | 5.9 | ||||||||||
4,244,467 | Cisco Systems, Inc | 116,553 | 0.6 | |||||||||||
Other | 247,832 | 1.1 | ||||||||||||
1,673,584 | 7.6 | |||||||||||||
TELECOMMUNICATION SERVICES | ||||||||||||||
2,639,978 | Verizon Communications, Inc | 123,049 | 0.5 | |||||||||||
Other | 84,469 | 0.4 | ||||||||||||
207,518 | 0.9 | |||||||||||||
TRANSPORTATION | ||||||||||||||
1,432,051 | Union Pacific Corp | 136,575 | 0.6 | |||||||||||
Other | 403,578 | 1.8 | ||||||||||||
540,153 | 2.4 | |||||||||||||
UTILITIES | 5,389 | 0.0 | ||||||||||||
TOTAL COMMON STOCKS | (Cost $17,443,516) | 22,031,779 | 99.3 | |||||||||||
Principal | Issuer | |||||||||||||
SHORT-TERM INVESTMENTS | ||||||||||||||
GOVERNMENT AGENCY DEBT | 128,594 | 0.6 | ||||||||||||
TREASURY DEBT | 2,000 | 0.0 | ||||||||||||
Shares | Company | |||||||||||||
INVESTMENTS IN REGISTERED INVESTMENT COMPANIES | ||||||||||||||
370,758,612 | a,c | TIAA-CREF Short Term Lending Portfolio of the State Street Navigator Securities Lending Trust | 370,759 | 1.7 | ||||||||||
370,759 | 1.7 | |||||||||||||
TOTAL SHORT-TERM INVESTMENTS | (Cost $501,349) | 501,353 | 2.3 | |||||||||||
TOTAL PORTFOLIO | (Cost $17,944,865) | 22,533,132 | 101.6 | |||||||||||
OTHER ASSETS & LIABILITIES, NET | (356,235 | ) | (1.6 | ) | ||||||||||
NET ASSETS | $ | 22,176,897 | 100.0 | % |
44 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | concluded |
CREF Growth Account ■ June 30, 2015
* | Non-income producing. |
a | Affiliated holding |
c | Investments made with cash collateral received from securities on loan. |
d | All or a portion of these securities have been segregated by the custodian to cover margin or other requirements on open futures transactions. |
e | All or a portion of these securities are out on loan. The aggregate value of securities on loan is $365,133,000. |
“Other” securities represent the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets.
At 6/30/15, the aggregate value of securities exempt from registration under Rule 144(A) of the Securities Act of 1933 amounted to $44,976,000 or 0.2% of net assets. Such securities are deemed liquid and may be resold in transactions exempt from registration to qualified institutional buyers.
Cost amounts are in thousands.
For ease of presentation, a number of classification categories have been grouped together in the Summary portfolio of investments. Note that the Account uses more specific categories in following its investment limitations on investment concentrations.
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 45 |
Summary portfolio of investments (unaudited)
CREF Equity Index Account ■ June 30, 2015
Shares | Company | Value (000) | % of net assets | |||||||||
COMMON STOCKS | ||||||||||||
AUTOMOBILES & COMPONENTS | $ | 199,776 | 1.2 | % | ||||||||
BANKS | ||||||||||||
7,768,549 | Bank of America Corp | 132,221 | 0.8 | |||||||||
2,244,177 | Citigroup, Inc | 123,968 | 0.7 | |||||||||
2,744,993 | JPMorgan Chase & Co | 186,001 | 1.1 | |||||||||
3,445,961 | Wells Fargo & Co | 193,801 | 1.1 | |||||||||
Other | 421,692 | 2.5 | ||||||||||
1,057,683 | 6.2 | |||||||||||
CAPITAL GOODS | ||||||||||||
469,229 | 3M Co | 72,402 | 0.4 | |||||||||
511,444 | Boeing Co | 70,948 | 0.4 | |||||||||
7,452,988 | General Electric Co | 198,026 | 1.2 | |||||||||
658,454 | United Technologies Corp | 73,042 | 0.5 | |||||||||
Other | 871,663 | 5.1 | ||||||||||
1,286,081 | 7.6 | |||||||||||
COMMERCIAL & PROFESSIONAL SERVICES | 182,247 | 1.1 | ||||||||||
CONSUMER DURABLES & APPAREL | 286,849 | 1.7 | ||||||||||
CONSUMER SERVICES | 380,459 | 2.2 | ||||||||||
DIVERSIFIED FINANCIALS | 678,799 | 4.0 | ||||||||||
ENERGY | ||||||||||||
1,390,986 | Chevron Corp | 134,188 | 0.8 | |||||||||
3,092,729 | Exxon Mobil Corp | 257,315 | 1.5 | |||||||||
939,105 | Schlumberger Ltd | 80,942 | 0.5 | |||||||||
Other | 751,187 | 4.4 | ||||||||||
1,223,632 | 7.2 | |||||||||||
FOOD & STAPLES RETAILING | ||||||||||||
834,677 | CVS Corp | 87,541 | 0.5 | |||||||||
1,168,343 | Wal-Mart Stores, Inc | 82,871 | 0.5 | |||||||||
Other | 173,089 | 1.0 | ||||||||||
343,501 | 2.0 | |||||||||||
FOOD, BEVERAGE & TOBACCO | ||||||||||||
1,454,584 | Altria Group, Inc | 71,143 | 0.4 | |||||||||
2,900,557 | Coca-Cola Co | 113,789 | 0.7 | |||||||||
1,091,781 | PepsiCo, Inc | 101,907 | 0.6 | |||||||||
1,145,878 | Philip Morris International, Inc | 91,865 | 0.5 | |||||||||
Other | 373,784 | 2.2 | ||||||||||
752,488 | 4.4 | |||||||||||
HEALTH CARE EQUIPMENT & SERVICES | ||||||||||||
1,054,137 | Medtronic plc | 78,111 | 0.4 | |||||||||
704,140 | UnitedHealth Group, Inc | 85,905 | 0.5 | |||||||||
Other | 758,655 | 4.5 | ||||||||||
922,671 | 5.4 |
46 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | continued |
CREF Equity Index Account ■ June 30, 2015
Shares | Company | Value (000) | % of net assets | |||||||||
HOUSEHOLD & PERSONAL PRODUCTS | ||||||||||||
2,006,545 | Procter & Gamble Co | $ | 156,992 | 0.9 | % | |||||||
Other | 125,266 | 0.8 | ||||||||||
282,258 | 1.7 | |||||||||||
INSURANCE | ||||||||||||
1,375,357 | * | Berkshire Hathaway, Inc (Class B) | 187,200 | 1.1 | ||||||||
Other | 499,691 | 2.9 | ||||||||||
686,891 | 4.0 | |||||||||||
MATERIALS | 591,276 | 3.5 | ||||||||||
MEDIA | ||||||||||||
1,570,259 | Comcast Corp (Class A) | 94,435 | 0.6 | |||||||||
1,254,998 | Walt Disney Co | 143,245 | 0.8 | |||||||||
Other | 364,964 | 2.1 | ||||||||||
602,644 | 3.5 | |||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | ||||||||||||
1,294,202 | AbbVie, Inc | 86,958 | 0.5 | |||||||||
290,278 | * | Allergan plc | 88,088 | 0.5 | ||||||||
562,349 | Amgen, Inc | 86,332 | 0.5 | |||||||||
174,066 | * | Biogen Idec, Inc | 70,312 | 0.4 | ||||||||
1,233,652 | Bristol-Myers Squibb Co | 82,087 | 0.5 | |||||||||
586,722 | * | Celgene Corp | 67,904 | 0.4 | ||||||||
1,086,981 | Gilead Sciences, Inc | 127,264 | 0.8 | |||||||||
2,051,183 | Johnson & Johnson | 199,908 | 1.2 | |||||||||
2,090,555 | Merck & Co, Inc | 119,015 | 0.7 | |||||||||
4,554,694 | Pfizer, Inc | 152,719 | 0.9 | |||||||||
Other | 564,662 | 3.3 | ||||||||||
1,645,249 | 9.7 | |||||||||||
REAL ESTATE | 651,932 | 3.8 | ||||||||||
RETAILING | ||||||||||||
281,887 | * | Amazon.com, Inc | 122,364 | 0.7 | ||||||||
960,879 | Home Depot, Inc | 106,782 | 0.6 | |||||||||
Other | 567,484 | 3.4 | ||||||||||
796,630 | 4.7 | |||||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | ||||||||||||
3,509,102 | Intel Corp | 106,729 | 0.6 | |||||||||
Other | 297,790 | 1.8 | ||||||||||
404,519 | 2.4 |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 47 |
Summary portfolio of investments (unaudited) | continued |
CREF Equity Index Account ■ June 30, 2015
Shares | Company | Value (000) | % of net assets | ||||||||||
SOFTWARE & SERVICES | |||||||||||||
1,600,576 | * | Facebook, Inc | $ | 137,273 | 0.8 | % | |||||||
217,501 | * | Google, Inc | 113,212 | 0.7 | |||||||||
213,159 | * | Google, Inc (Class A) | 115,114 | 0.7 | |||||||||
671,642 | International Business Machines Corp | 109,249 | 0.6 | ||||||||||
739,700 | Mastercard, Inc (Class A) | 69,147 | 0.4 | ||||||||||
5,983,771 | Microsoft Corp | 264,184 | 1.5 | ||||||||||
2,343,471 | Oracle Corp | 94,442 | 0.6 | ||||||||||
1,447,991 | Visa, Inc (Class A) | 97,233 | 0.6 | ||||||||||
Other | 787,283 | 4.6 | |||||||||||
1,787,137 | 10.5 | ||||||||||||
TECHNOLOGY HARDWARE & EQUIPMENT | |||||||||||||
4,261,350 | Apple, Inc | 534,480 | 3.1 | ||||||||||
3,761,726 | Cisco Systems, Inc | 103,297 | 0.6 | ||||||||||
1,205,755 | Qualcomm, Inc | 75,516 | 0.5 | ||||||||||
Other | 309,357 | 1.8 | |||||||||||
1,022,650 | 6.0 | ||||||||||||
TELECOMMUNICATION SERVICES | |||||||||||||
3,841,077 | AT&T, Inc | 136,435 | 0.8 | ||||||||||
3,017,135 | Verizon Communications, Inc | 140,629 | 0.8 | ||||||||||
Other | 65,469 | 0.4 | |||||||||||
342,533 | 2.0 | ||||||||||||
TRANSPORTATION | 365,554 | 2.1 | |||||||||||
UTILITIES | 485,349 | 2.9 | |||||||||||
TOTAL COMMON STOCKS | (Cost $9,364,976) | 16,978,808 | 99.8 | ||||||||||
RIGHTS / WARRANTS | |||||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 82 | 0.0 | |||||||||||
TELECOMMUNICATION SERVICES | 118 | 0.0 | |||||||||||
TOTAL RIGHTS / WARRANTS | (Cost $184) | 200 | 0.0 | ||||||||||
SHORT-TERM INVESTMENTS | |||||||||||||
INVESTMENTS IN REGISTERED INVESTMENT COMPANIES | |||||||||||||
548,286,817 | a,c | TIAA-CREF Short Term Lending Portfolio of the State Street Navigator Securities Lending Trust | 548,287 | 3.2 | |||||||||
548,287 | 3.2 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS | (Cost $548,287) | 548,287 | 3.2 | ||||||||||
TOTAL PORTFOLIO | (Cost $9,913,447) | 17,527,295 | 103.0 | ||||||||||
OTHER ASSETS & LIABILITIES, NET | (514,615 | ) | (3.0 | ) | |||||||||
NET ASSETS | $ | 17,012,680 | 100.0 | % |
48 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | concluded |
CREF Equity Index Account ■ June 30, 2015
* | Non-income producing |
^ | Amount represents less than $1,000. |
a | Affiliated holding |
c | Investments made with cash collateral received from securities on loan. |
“Other” securities represent the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets.
At 6/30/15, the aggregate value of securities on loan is $538,804,000.
Cost amounts are in thousands.
For ease of presentation, a number of classification categories have been grouped together in the Summary portfolio of investments. Note that the Account uses more specific categories in following its investment limitations on investment concentrations.
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 49 |
Summary portfolio of investments (unaudited)
CREF Bond Market Account ■ June 30, 2015
Principal | Issuer | Value (000) | % of net assets | |||||||||||
BANK LOAN OBLIGATIONS | ||||||||||||||
AUTOMOBILES & COMPONENTS | $ | 9,322 | 0.1 | % | ||||||||||
CAPITAL GOODS | 4,222 | 0.0 | ||||||||||||
COMMERCIAL & PROFESSIONAL SERVICES | 3,375 | 0.0 | ||||||||||||
CONSUMER DURABLES & APPAREL | 1,203 | 0.0 | ||||||||||||
CONSUMER SERVICES | 12,948 | 0.1 | ||||||||||||
DIVERSIFIED FINANCIALS | 4,903 | 0.0 | ||||||||||||
ENERGY | 4,020 | 0.0 | ||||||||||||
FOOD & STAPLES RETAILING | 5,571 | 0.1 | ||||||||||||
FOOD, BEVERAGE & TOBACCO | 6,996 | 0.1 | ||||||||||||
HEALTH CARE EQUIPMENT & SERVICES | 8,533 | 0.1 | ||||||||||||
MATERIALS | 9,391 | 0.1 | ||||||||||||
MEDIA | 14,287 | 0.1 | ||||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 801 | 0.0 | ||||||||||||
RETAILING | 1,545 | 0.0 | ||||||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 10,729 | 0.1 | ||||||||||||
SOFTWARE & SERVICES | 10,334 | 0.1 | ||||||||||||
TECHNOLOGY HARDWARE & EQUIPMENT | 4,731 | 0.0 | ||||||||||||
TELECOMMUNICATION SERVICES | 1,222 | 0.0 | ||||||||||||
UTILITIES | 194 | 0.0 | ||||||||||||
TOTAL BANK LOAN OBLIGATIONS (Cost $114,356) | 114,327 | 0.9 | ||||||||||||
BONDS | ||||||||||||||
CORPORATE BONDS | ||||||||||||||
AUTOMOBILES & COMPONENTS | 35,469 | 0.3 | ||||||||||||
BANKS | ||||||||||||||
$70,000,000 | g | Toronto-Dominion Bank | 1.500%, 03/13/17 | 70,634 | 0.5 | |||||||||
Other | 867,184 | 6.5 | ||||||||||||
937,818 | 7.0 | |||||||||||||
CAPITAL GOODS | 132,116 | 1.0 | ||||||||||||
COMMERCIAL & PROFESSIONAL SERVICES | 99,411 | 0.7 | ||||||||||||
CONSUMER DURABLES & APPAREL | 23,588 | 0.2 | ||||||||||||
CONSUMER SERVICES | 111,427 | 0.8 | ||||||||||||
DIVERSIFIED FINANCIALS | ||||||||||||||
47,429,783 | Tagua Leasing LLC | 1.900%, 07/12/24 | 46,976 | 0.4 | ||||||||||
116,825,000 | Morgan Stanley | 1.750%–6.375%, 02/25/16–07/24/42 | 117,964 | 0.9 | ||||||||||
Other | 510,518 | 3.8 | ||||||||||||
675,458 | 5.1 |
50 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | continued |
CREF Bond Market Account ■ June 30, 2015
Principal | Issuer | Value (000) | % of net assets | |||||||||||
ENERGY | $ | 331,561 | 2.5% | |||||||||||
FOOD & STAPLES RETAILING | 42,767 | 0.3 | ||||||||||||
FOOD, BEVERAGE & TOBACCO | 147,035 | 1.0 | ||||||||||||
HEALTH CARE EQUIPMENT & SERVICES | 152,675 | 1.1 | ||||||||||||
HOUSEHOLD & PERSONAL PRODUCTS | 24,098 | 0.2 | ||||||||||||
INSURANCE | 254,671 | 1.9 | ||||||||||||
MATERIALS | 242,444 | 1.8 | ||||||||||||
MEDIA | 229,364 | 1.8 | ||||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 154,792 | 1.1 | ||||||||||||
REAL ESTATE | 128,775 | 1.0 | ||||||||||||
RETAILING | 77,080 | 0.6 | ||||||||||||
SOFTWARE & SERVICES | 95,740 | 0.7 | ||||||||||||
TECHNOLOGY HARDWARE & EQUIPMENT | 160,134 | 1.2 | ||||||||||||
TELECOMMUNICATION SERVICES | ||||||||||||||
$132,330,000 | g | Verizon Communications, Inc | 0.700%–6.000%, 11/02/15–03/15/55 | 124,878 | 1.0 | |||||||||
Other | 167,185 | 1.2 | ||||||||||||
292,063 | 2.2 | |||||||||||||
TRANSPORTATION | 148,508 | 1.1 | ||||||||||||
UTILITIES | 502,510 | 3.7 | ||||||||||||
TOTAL CORPORATE BONDS | (Cost $4,998,716) | 4,999,504 | 37.3 | |||||||||||
GOVERNMENT BONDS | ||||||||||||||
AGENCY SECURITIES | ||||||||||||||
180,990,000 | Private Export Funding Corp (PEFCO) | 1.375%–5.450%, 07/15/16–11/15/22 | 187,180 | 1.4 | ||||||||||
Other | 102,131 | 0.8 | ||||||||||||
289,311 | 2.2 | |||||||||||||
FOREIGN GOVERNMENT BONDS | 691,070 | 5.1 | ||||||||||||
MORTGAGE BACKED | ||||||||||||||
49,000,000 | h | Federal Home Loan Mortgage Corp Gold (FGLMC) | 3.500%, 07/15/30 | 51,581 | 0.4 | |||||||||
56,000,000 | h | FGLMC | 3.000%, 08/15/30 | 57,759 | 0.4 | |||||||||
69,334,699 | FGLMC | 4.000%, 02/01/45 | 73,381 | 0.5 | ||||||||||
292,838,008 | FGLMC | 3.000%–8.000%, 12/01/16–08/15/45 | 309,991 | 2.3 | ||||||||||
115,000,000 | h | Federal National Mortgage Association (FNMA) | 2.500%, 08/25/30 | 115,961 | 0.9 | |||||||||
75,000,000 | h | FNMA | 3.000%, 08/25/30 | 77,426 | 0.6 | |||||||||
50,166,834 | FNMA | 3.000%, 01/01/35 | 51,013 | 0.4 | ||||||||||
57,414,548 | FNMA | 4.000%, 01/01/45 | 61,462 | 0.5 | ||||||||||
101,000,000 | h | FNMA | 3.000%, 08/25/45 | 100,124 | 0.7 | |||||||||
208,000,000 | h | FNMA | 3.500%, 08/25/45 | 213,391 | 1.6 | |||||||||
116,000,000 | h | FNMA | 4.000%, 08/25/45 | 122,468 | 0.9 | |||||||||
159,000,000 | h | FNMA | 4.500%, 08/25/45 | 171,521 | 1.3 | |||||||||
90,000,000 | h | FNMA | 5.000%, 08/25/45 | 99,311 | 0.7 |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 51 |
Summary portfolio of investments (unaudited) | continued |
CREF Bond Market Account ■ June 30, 2015
Principal | Issuer | Value (000) | % of net assets | |||||||||||
MORTGAGE BACKED–continued | ||||||||||||||
$175,000,000 | h | FNMA | 3.500%, 09/25/45 | $ | 179,033 | 1.3 | % | |||||||
893,100,873 | FNMA | 0.537%–9.000%, 04/01/16–09/25/45 | 913,893 | 6.8 | ||||||||||
55,000,000 | h | Government National Mortgage Association (GNMA) | 3.000%, 07/20/45 | 55,418 | 0.4 | |||||||||
62,000,000 | h | GNMA | 3.000%, 08/20/45 | 62,314 | 0.5 | |||||||||
235,000,000 | h | GNMA | 3.500%, 08/20/45 | 242,803 | 1.8 | |||||||||
63,000,000 | h | GNMA | 4.000%, 08/20/45 | 66,593 | 0.5 | |||||||||
71,000,000 | h | GNMA | 4.000%, 09/20/45 | 74,917 | 0.6 | |||||||||
Other | 151,757 | 1.1 | ||||||||||||
3,252,117 | 24.2 | |||||||||||||
MUNICIPAL BONDS | ||||||||||||||
177,800,000 | State of Illinois | 0.750%–5.463%, 06/15/16–04/01/28 | 173,586 | 1.3 | ||||||||||
55,000,000 | University of California | 1.796%, 07/01/19 | 54,312 | 0.4 | ||||||||||
Other | 314,573 | 2.3 | ||||||||||||
542,471 | 4.0 | |||||||||||||
U.S. TREASURY SECURITIES | ||||||||||||||
49,175,000 | United States Treasury Bond | 5.250%, 02/15/29 | 64,047 | 0.5 | ||||||||||
100,686,000 | United States Treasury Bond | 5.375%, 02/15/31 | 135,076 | 1.0 | ||||||||||
45,602,000 | United States Treasury Bond | 4.500%, 02/15/36 | 57,134 | 0.4 | ||||||||||
56,375,000 | United States Treasury Bond | 3.625%, 08/15/43 | 61,735 | 0.5 | ||||||||||
156,989,000 | United States Treasury Bond | 2.500%–6.375%, 08/15/27–05/15/45 | 175,618 | 1.3 | ||||||||||
133,872,000 | United States Treasury Note | 8.000%, 11/15/21 | 182,568 | 1.4 | ||||||||||
90,000,000 | United States Treasury Note | 1.750%, 02/28/22 | 88,341 | 0.6 | ||||||||||
458,877,900 | United States Treasury Note | 0.250%–3.125%, 07/31/15–05/15/25 | 459,517 | 3.4 | ||||||||||
1,224,036 | 9.1 | |||||||||||||
TOTAL GOVERNMENT BONDS | (Cost $5,954,904) | 5,999,005 | 44.6 | |||||||||||
STRUCTURED ASSETS | ||||||||||||||
ASSET BACKED | ||||||||||||||
136,912,794 | g | Dominos Pizza Master Issuer LLC Series - 2012 1A (Class A2) | 5.216%, 01/25/42 | 141,243 | 1.1 | |||||||||
67,134,000 | g | Hertz Vehicle Financing LLC Series - 2010 1A (Class A2) | 3.740%, 02/25/17 | 67,957 | 0.5 | |||||||||
79,872,000 | Santander Drive Auto Receivables Trust Series - 2013 5 (Class C) | 2.250%, 06/17/19 | 80,831 | 0.6 | ||||||||||
52,250,000 | Santander Drive Auto Receivables Trust Series - 2014 2 (Class B) | 1.620%, 02/15/19 | 52,494 | 0.4 | ||||||||||
Other | 891,638 | 6.5 | ||||||||||||
1,234,163 | 9.1 | |||||||||||||
OTHER MORTGAGE BACKED | ||||||||||||||
49,550,000 | i | Wachovia Bank Commercial Mortgage Trust Series - 2007 C32 (Class AJ) | 5.750%, 06/15/49 | 50,799 | 0.4 | |||||||||
88,795,000 | g | Wachovia Bank Commercial Mortgage Trust Series - 2007 C32 (Class AMFX) | 5.703%, 06/15/49 | 94,225 | 0.7 | |||||||||
Other | 733,443 | 5.5 | ||||||||||||
878,467 | 6.6 | |||||||||||||
TOTAL STRUCTURED ASSETS | (Cost $2,111,527) | 2,112,630 | 15.7 | |||||||||||
TOTAL BONDS | (Cost $13,065,147) | 13,111,139 | 97.6 |
52 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | concluded |
CREF Bond Market Account ■ June 30, 2015
Shares | Company | Value (000) | % of net assets | ||||||||||||
PREFERRED STOCKS | |||||||||||||||
BANKS | $ | 7,491 | 0.1 | % | |||||||||||
TOTAL PREFERRED STOCKS | (Cost $49,942) | 7,491 | 0.1 | ||||||||||||
Principal | Issuer | ||||||||||||||
SHORT-TERM INVESTMENTS | |||||||||||||||
GOVERNMENT AGENCY DEBT | |||||||||||||||
$62,000,000 | w | Federal Home Loan Bank (FHLB) | 0.040%, 07/01/15 | 62,000 | 0.5 | ||||||||||
50,000,000 | w | FHLB | 0.040%, 07/17/15 | 50,000 | 0.4 | ||||||||||
50,000,000 | w | FHLB | 0.070%, 07/24/15 | 49,999 | 0.4 | ||||||||||
90,000,000 | FHLB | 0.050%, 08/17/15 | 89,995 | 0.6 | |||||||||||
92,000,000 | w | FHLB | 0.090%, 08/21/15 | 91,995 | 0.7 | ||||||||||
53,000,000 | FHLB | 0.063%, 08/26/15 | 52,997 | 0.4 | |||||||||||
Other | 133,492 | 0.9 | |||||||||||||
530,478 | 3.9 | ||||||||||||||
TREASURY DEBT | |||||||||||||||
49,000,000 | w | United States Treasury Bill | 0.062%–0.065%, 08/06/15 | 49,000 | 0.4 | ||||||||||
75,000,000 | w | United States Treasury Bill | 0.056%–0.067%, 08/13/15 | 75,000 | 0.6 | ||||||||||
165,000,000 | w | United States Treasury Bill | 0.086%–0.106%, 08/20/15 | 164,999 | 1.2 | ||||||||||
133,000,000 | w | United States Treasury Bill | 0.085%–0.093%, 09/17/15 | 133,001 | 1.0 | ||||||||||
268,000,000 | w | United States Treasury Bill | 0.091%–0.108%, 10/15/15 | 267,986 | 2.0 | ||||||||||
188,000,000 | w | United States Treasury Bill | 0.079%–0.138%, 11/12/15 | 187,974 | 1.4 | ||||||||||
188,000,000 | w | United States Treasury Bill | 0.080%–0.150%, 12/10/15 | 187,958 | 1.4 | ||||||||||
110,000,000 | w | United States Treasury Bill | 0.122%–0.130%, 02/04/16 | 109,942 | 0.8 | ||||||||||
100,000,000 | w | United States Treasury Bill | 0.148%–0.249%, 03/03/16 | 99,902 | 0.8 | ||||||||||
100,000,000 | w | United States Treasury Bill | 0.208%–0.218%, 03/31/16 | 99,867 | 0.7 | ||||||||||
100,000,000 | w | United States Treasury Bill | 0.211%–0.231%, 04/28/16 | 99,841 | 0.7 | ||||||||||
Other | 80,162 | 0.6 | |||||||||||||
1,555,632 | 11.6 | ||||||||||||||
TOTAL SHORT-TERM INVESTMENTS | (Cost $2,085,711) | 2,086,110 | 15.5 | ||||||||||||
TOTAL PORTFOLIO | (Cost $15,315,156) | 15,319,067 | 114.1 | ||||||||||||
OTHER ASSETS & LIABILITIES, NET | (1,898,648 | ) | (14.1 | ) | |||||||||||
NET ASSETS | $ | 13,420,419 | 100.0 | % |
g | Security is exempt from registration under Rule 144(A) of the Securities Act of 1933. Such securities are deemed liquid and may be resold in transactions exempt from registration to qualified institutional buyers. At 6/30/15, the aggregate value of these securities, including those in “Other,” is $2,152,642,000, or 16.0%, 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 rate reflects the rate at period end. |
w | All or a portion of these securities have been segregated by the custodian to cover collateral requirements on mortgage dollar rolls. |
“Other” securities represent the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1%, or less of net assets.
Cost amounts are in thousands.
For ease of presentation, a number of classification categories have been grouped together in the Summary portfolio of investments. Note that the Account uses more specific categories in following its investment limitations on investment concentrations.
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 53 |
Portfolio of investments (unaudited)
CREF Inflation-Linked Bond Account ■ June 30, 2015
Value | % of net | ||||||||||||||||
Principal | Issuer | (000) | assets | ||||||||||||||
GOVERNMENT BONDS | |||||||||||||||||
AGENCY SECURITIES | |||||||||||||||||
$ | 3,500,000 | Private Export Funding Corp (PEFCO) | 2.300%, 09/15/20 | $ | 3,516 | 0.1 | % | ||||||||||
3,000,000 | PEFCO | 3.250% 06/15/25 | 3,015 | 0.0 | |||||||||||||
3,500,000 | Ukraine Government AID Bonds | 1.847% 05/29/20 | 3,503 | 0.0 | |||||||||||||
10,034 | 0.1 | ||||||||||||||||
U.S. TREASURY SECURITIES | |||||||||||||||||
59,914,738 | k | United States Treasury Inflation Indexed Bonds | 0.125%, 04/15/16 | 60,191 | 0.8 | ||||||||||||
193,967,801 | k | United States Treasury Inflation Indexed Bonds | 2.500%, 07/15/16 | 201,090 | 2.8 | ||||||||||||
175,982,706 | k | United States Treasury Inflation Indexed Bonds | 2.375%, 01/15/17 | 184,507 | 2.6 | ||||||||||||
401,983,032 | k | United States Treasury Inflation Indexed Bonds | 0.125%, 04/15/17 | 407,228 | 5.7 | ||||||||||||
138,920,550 | k | United States Treasury Inflation Indexed Bonds | 2.625%, 07/15/17 | 148,960 | 2.1 | ||||||||||||
146,864,165 | k | United States Treasury Inflation Indexed Bonds | 1.625%, 01/15/18 | 155,068 | 2.2 | ||||||||||||
317,886,676 | k | United States Treasury Inflation Indexed Bonds | 0.125%, 04/15/18 | 322,605 | 4.5 | ||||||||||||
148,769,472 | k | United States Treasury Inflation Indexed Bonds | 1.375%, 07/15/18 | 157,626 | 2.2 | ||||||||||||
146,005,725 | k | United States Treasury Inflation Indexed Bonds | 2.125%, 01/15/19 | 158,781 | 2.2 | ||||||||||||
220,105,880 | k | United States Treasury Inflation Indexed Bonds | 0.125%, 04/15/19 | 222,702 | 3.1 | ||||||||||||
136,286,460 | k | United States Treasury Inflation Indexed Bonds | 1.875%, 07/15/19 | 148,371 | 2.1 | ||||||||||||
223,514,415 | k | United States Treasury Inflation Indexed Bonds | 1.375%, 01/15/20 | 238,584 | 3.3 | ||||||||||||
79,810,540 | k | United States Treasury Inflation Indexed Bonds | 0.125%, 04/15/20 | 80,322 | 1.1 | ||||||||||||
289,245,557 | k | United States Treasury Inflation Indexed Bonds | 1.250%, 07/15/20 | 308,973 | 4.3 | ||||||||||||
360,077,939 | k | United States Treasury Inflation Indexed Bonds | 1.125%, 01/15/21 | 380,304 | 5.3 | ||||||||||||
341,989,002 | k | United States Treasury Inflation Indexed Bonds | 0.625%, 07/15/21 | 352,436 | 4.9 | ||||||||||||
340,740,374 | k | United States Treasury Inflation Indexed Bonds | 0.125%, 01/15/22 | 337,147 | 4.7 | ||||||||||||
398,141,730 | k | United States Treasury Inflation Indexed Bonds | 0.125%, 07/15/22 | 394,440 | 5.5 | ||||||||||||
269,564,480 | k | United States Treasury Inflation Indexed Bonds | 0.125%, 01/15/23 | 264,342 | 3.7 | ||||||||||||
51,847,110 | k | United States Treasury Inflation Indexed Bonds | 0.375%, 07/15/23 | 51,928 | 0.7 | ||||||||||||
77,312,925 | k | United States Treasury Inflation Indexed Bonds | 0.625%, 01/15/24 | 78,454 | 1.1 | ||||||||||||
69,745,900 | k | United States Treasury Inflation Indexed Bonds | 0.125%, 07/15/24 | 67,844 | 1.0 | ||||||||||||
57,933,880 | k | United States Treasury Inflation Indexed Bonds | 0.250%, 01/15/25 | 56,662 | 0.8 | ||||||||||||
223,106,576 | k | United States Treasury Inflation Indexed Bonds | 2.375%, 01/15/25 | 261,784 | 3.7 | ||||||||||||
212,561,617 | k | United States Treasury Inflation Indexed Bonds | 2.000%, 01/15/26 | 243,250 | 3.4 | ||||||||||||
159,783,030 | k | United States Treasury Inflation Indexed Bonds | 2.375%, 01/15/27 | 190,491 | 2.7 | ||||||||||||
197,512,821 | k | United States Treasury Inflation Indexed Bonds | 1.750%, 01/15/28 | 222,896 | 3.1 | ||||||||||||
138,996,869 | k | United States Treasury Inflation Indexed Bonds | 3.625%, 04/15/28 | 188,710 | 2.7 | ||||||||||||
179,504,397 | k | United States Treasury Inflation Indexed Bonds | 2.500%, 01/15/29 | 220,328 | 3.1 | ||||||||||||
168,507,732 | k | United States Treasury Inflation Indexed Bonds | 3.875%, 04/15/29 | 237,886 | 3.3 | ||||||||||||
48,995,934 | k | United States Treasury Inflation Indexed Bonds | 3.375%, 04/15/32 | 68,763 | 1.0 | ||||||||||||
79,521,237 | k | United States Treasury Inflation Indexed Bonds | 2.125%, 02/15/40 | 97,239 | 1.4 | ||||||||||||
79,296,222 | k | United States Treasury Inflation Indexed Bonds | 2.125%, 02/15/41 | 97,646 | 1.4 | ||||||||||||
225,421,253 | k | United States Treasury Inflation Indexed Bonds | 0.750%, 02/15/42 | 205,345 | 2.9 | ||||||||||||
117,308,280 | k | United States Treasury Inflation Indexed Bonds | 0.625%, 02/15/43 | 103,057 | 1.5 | ||||||||||||
102,019,560 | k | United States Treasury Inflation Indexed Bonds | 1.375%, 02/15/44 | 107,878 | 1.5 | ||||||||||||
30,140,400 | k | United States Treasury Inflation Indexed Bonds | 0.750%, 02/15/45 | 27,256 | 0.4 | ||||||||||||
15,000,000 | United States Treasury Note | 1.500%, 05/31/20 | 14,903 | 0.2 | |||||||||||||
7,500,000 | United States Treasury Note | 2.125%, 05/15/25 | 7,352 | 0.1 | |||||||||||||
7,073,349 | 99.1 | ||||||||||||||||
TOTAL GOVERNMENT BONDS | (Cost $6,751,535) | 7,083,383 | 99.2 |
54 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Portfolio of investments (unaudited) | concluded |
CREF Inflation-Linked Bond Account ■ June 30, 2015
Value | % of net | |||||||||||||
Principal | Issuer | (000) | assets | |||||||||||
SHORT-TERM INVESTMENTS | ||||||||||||||
GOVERNMENT AGENCY DEBT | ||||||||||||||
$9,150,000 | Federal Home Loan Bank (FHLB) | 0.055%, 08/14/15 | $ | 9,150 | 0.2 | % | ||||||||
9,150 | 0.2 | |||||||||||||
TOTAL SHORT-TERM INVESTMENTS | (Cost $9,150) | 9,150 | 0.2 | |||||||||||
TOTAL PORTFOLIO | (Cost $6,760,685) | 7,092,533 | 99.4 | |||||||||||
OTHER ASSETS & LIABILITIES, NET | 44,120 | 0.6 | ||||||||||||
NET ASSETS | $ | 7,136,653 | 100.0 | % |
k | Principal amount for interest accrual purposes is periodically adjusted based on changes in the Consumer Price Index. |
Cost amounts are in thousands.
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 55 |
Summary portfolio of investments (unaudited)
CREF Social Choice Account ■ June 30, 2015
Value | % of net | |||||||||||||||
Principal | Issuer | (000) | assets | |||||||||||||
BANK LOAN OBLIGATIONS | ||||||||||||||||
ENERGY | $ | 18,646 | 0.1 | % | ||||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 1,568 | 0.0 | ||||||||||||||
UTILITIES | 26,083 | 0.2 | ||||||||||||||
TOTAL BANK LOAN OBLIGATIONS | (Cost $45,751) | 46,297 | 0.3 | |||||||||||||
BONDS | ||||||||||||||||
CORPORATE BONDS | ||||||||||||||||
AUTOMOBILES & COMPONENTS | 24,446 | 0.2 | ||||||||||||||
BANKS | ||||||||||||||||
$51,000,000 | e | Bank of America Corp | 1.950%, 05/12/18 | 50,965 | 0.4 | |||||||||||
Other | 381,549 | 2.7 | ||||||||||||||
432,514 | 3.1 | |||||||||||||||
CAPITAL GOODS | 89,845 | 0.6 | ||||||||||||||
COMMERCIAL & PROFESSIONAL SERVICES | 57,463 | 0.4 | ||||||||||||||
CONSUMER DURABLES & APPAREL | 5,106 | 0.0 | ||||||||||||||
CONSUMER SERVICES | 104,192 | 0.7 | ||||||||||||||
DIVERSIFIED FINANCIALS | ||||||||||||||||
45,500,000 | Morgan Stanley | 2.200%, 12/07/18 | 45,852 | 0.3 | ||||||||||||
Other | 71,680 | 0.5 | ||||||||||||||
117,532 | 0.8 | |||||||||||||||
ENERGY | 142,393 | 1.1 | ||||||||||||||
FOOD & STAPLES RETAILING | 11,406 | 0.1 | ||||||||||||||
FOOD, BEVERAGE & TOBACCO | 23,764 | 0.2 | ||||||||||||||
HEALTH CARE EQUIPMENT & SERVICES | 52,092 | 0.4 | ||||||||||||||
HOUSEHOLD & PERSONAL PRODUCTS | 3,963 | 0.0 | ||||||||||||||
INSURANCE | 73,720 | 0.5 | ||||||||||||||
MATERIALS | 103,571 | 0.7 | ||||||||||||||
MEDIA | 12,999 | 0.1 | ||||||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 50,091 | 0.4 | ||||||||||||||
REAL ESTATE | 59,382 | 0.4 | ||||||||||||||
TECHNOLOGY HARDWARE & EQUIPMENT | 18,711 | 0.1 | ||||||||||||||
TELECOMMUNICATION SERVICES | 33,104 | �� | 0.2 | |||||||||||||
TRANSPORTATION | 108,748 | 0.8 | ||||||||||||||
UTILITIES | 290,612 | 2.1 | ||||||||||||||
TOTAL CORPORATE BONDS | (Cost $1,818,281) | 1,815,654 | 12.9 |
56 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | continued |
CREF Social Choice Account ■ June 30, 2015
Value | % of net | ||||||||||||||||
Principal | Issuer | (000) | assets | ||||||||||||||
GOVERNMENT BONDS | |||||||||||||||||
AGENCY SECURITIES | |||||||||||||||||
$184,796,807 | Overseas Private Investment | ||||||||||||||||
Corp (OPIC) | 0.000%–4.440%, 04/30/16–07/31/33 | $ | 188,979 | 1.4 | % | ||||||||||||
Other | 478,211 | 3.3 | |||||||||||||||
667,190 | 4.7 | ||||||||||||||||
FOREIGN GOVERNMENT BONDS | |||||||||||||||||
44,000,000 | European Bank for Reconstruction & Development | 1.625%, 04/10/18 | 44,353 | 0.3 | |||||||||||||
45,000,000 | Inter-American Development Bank | 1.185%, 07/09/18 | 44,964 | 0.3 | |||||||||||||
48,000,000 | KFW | 1.750%, 10/15/19 | 48,241 | 0.3 | |||||||||||||
Other | 598,411 | 4.4 | |||||||||||||||
735,969 | 5.3 | ||||||||||||||||
MORTGAGE BACKED | |||||||||||||||||
67,000,000 | h | Federal National Mortgage Association (FNMA) | 3.500%, 08/25/45 | 68,736 | 0.5 | ||||||||||||
55,000,000 | h | FNMA | 4.500%, 08/25/45 | 59,331 | 0.4 | ||||||||||||
59,000,000 | h | FNMA | 3.500%, 09/25/45 | 60,360 | 0.4 | ||||||||||||
46,000,000 | h | FNMA | 4.000%, 08/25/45 | 48,565 | 0.4 | ||||||||||||
477,759,961 | FNMA | 0.537%–8.000%, 10/01/16–09/25/45 | 496,826 | 3.5 | |||||||||||||
80,000,000 | h | Government National Mortgage Association (GNMA) | 3.500%, 08/20/45 | 82,656 | 0.6 | ||||||||||||
177,401,106 | GNMA | 2.300%–9.000%, 12/15/17–09/20/45 | 166,655 | 1.2 | |||||||||||||
Other | 143,088 | 1.0 | |||||||||||||||
1,126,217 | 8.0 | ||||||||||||||||
MUNICIPAL BONDS | 510,064 | 3.6 | |||||||||||||||
U.S. TREASURY SECURITIES | |||||||||||||||||
50,000,000 | United States Treasury Bond | 2.875%, 05/15/43 | 47,422 | 0.3 | |||||||||||||
67,665,000 | United States Treasury Note | 1.375%, 03/31/20 | 66,946 | 0.5 | |||||||||||||
Other | 99,363 | 0.7 | |||||||||||||||
213,731 | 1.5 | ||||||||||||||||
TOTAL GOVERNMENT BONDS | (Cost $3,215,535) | 3,253,171 | 23.1 | ||||||||||||||
STRUCTURED ASSETS | |||||||||||||||||
ASSET BACKED | 213,215 | 1.5 | |||||||||||||||
OTHER MORTGAGE BACKED | 193,248 | 1.4 | |||||||||||||||
TOTAL STRUCTURED ASSETS | (Cost $404,736) | 406,463 | 2.9 | ||||||||||||||
TOTAL BONDS | (Cost $5,438,552) | 5,475,288 | 38.9 |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 57 |
Summary portfolio of investments (unaudited) | continued |
CREF Social Choice Account ■ June 30, 2015
Value | % of net | |||||||||||||
Shares | Company | (000) | assets | |||||||||||
COMMON STOCKS | ||||||||||||||
AUTOMOBILES & COMPONENTS | $ | 259,884 | 1.9 | % | ||||||||||
BANKS | ||||||||||||||
1,137,380 | US Bancorp | 49,362 | 0.3 | |||||||||||
Other | 518,920 | 3.7 | ||||||||||||
568,282 | 4.0 | |||||||||||||
CAPITAL GOODS | ||||||||||||||
331,997 | 3M Co | 51,227 | 0.4 | |||||||||||
Other | 550,489 | 3.9 | ||||||||||||
601,716 | 4.3 | |||||||||||||
COMMERCIAL & PROFESSIONAL SERVICES | 66,329 | 0.5 | ||||||||||||
CONSUMER DURABLES & APPAREL | ||||||||||||||
469,105 | Nike, Inc (Class B) | 50,672 | 0.4 | |||||||||||
Other | 78,351 | 0.5 | ||||||||||||
129,023 | 0.9 | |||||||||||||
CONSUMER SERVICES | ||||||||||||||
605,511 | McDonald’s Corp | 57,566 | 0.4 | |||||||||||
883,487 | Starbucks Corp | 47,368 | 0.3 | |||||||||||
Other | 82,610 | 0.6 | ||||||||||||
187,544 | 1.3 | |||||||||||||
DIVERSIFIED FINANCIALS | 472,205 | 3.4 | ||||||||||||
ENERGY | 597,733 | 4.3 | ||||||||||||
FOOD & STAPLES RETAILING | 111,797 | 0.8 | ||||||||||||
FOOD, BEVERAGE & TOBACCO | ||||||||||||||
724,866 | PepsiCo, Inc | 67,659 | 0.5 | |||||||||||
Other | 273,178 | 1.9 | ||||||||||||
340,837 | 2.4 | |||||||||||||
HEALTH CARE EQUIPMENT & SERVICES | 289,845 | 2.1 | ||||||||||||
HOUSEHOLD & PERSONAL PRODUCTS | ||||||||||||||
1,051,491 | Procter & Gamble Co | 82,269 | 0.6 | |||||||||||
Other | 103,760 | 0.7 | ||||||||||||
186,029 | 1.3 | |||||||||||||
INSURANCE | ||||||||||||||
669,087 | * | Berkshire Hathaway, Inc (Class B) | 91,070 | 0.7 | ||||||||||
Other | 371,816 | 2.6 | ||||||||||||
462,886 | 3.3 | |||||||||||||
MATERIALS | 462,195 | 3.3 | ||||||||||||
MEDIA | ||||||||||||||
563,751 | Time Warner, Inc | 49,278 | 0.3 | |||||||||||
438,953 | Walt Disney Co | 50,102 | 0.4 | |||||||||||
Other | 172,718 | 1.2 | ||||||||||||
272,098 | 1.9 |
58 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | continued |
CREF Social Choice Account ■ June 30, 2015
Value | % of net | |||||||||||||
Shares | Company | (000) | assets | |||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | ||||||||||||||
364,083 | Amgen, Inc | $ | 55,894 | 0.4 | % | |||||||||
127,590 | * | Biogen Idec, Inc | 51,539 | 0.4 | ||||||||||
833,571 | Bristol-Myers Squibb Co | 55,466 | 0.4 | |||||||||||
601,374 | Gilead Sciences, Inc | 70,409 | 0.5 | |||||||||||
984,593 | Johnson & Johnson | 95,958 | 0.7 | |||||||||||
1,188,407 | Merck & Co, Inc | 67,656 | 0.5 | |||||||||||
495,737 | Novartis AG. | 48,761 | 0.3 | |||||||||||
Other | 371,852 | 2.6 | ||||||||||||
817,535 | 5.8 | |||||||||||||
REAL ESTATE | 355,090 | 2.5 | ||||||||||||
RETAILING | ||||||||||||||
687,555 | Lowe’s Companies, Inc | 46,046 | 0.3 | |||||||||||
Other | 222,173 | 1.6 | ||||||||||||
268,219 | 1.9 | |||||||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | ||||||||||||||
2,055,022 | Intel Corp | 62,503 | 0.4 | |||||||||||
Other | 112,413 | 0.8 | ||||||||||||
174,916 | 1.2 | |||||||||||||
SOFTWARE & SERVICES | ||||||||||||||
131,737 | * | Google, Inc | 68,570 | 0.5 | ||||||||||
122,772 | * | Google, Inc (Class A) | 66,302 | 0.5 | ||||||||||
394,226 | International Business Machines Corp | 64,125 | 0.4 | |||||||||||
489,160 | Mastercard, Inc (Class A) | 45,727 | 0.3 | |||||||||||
1,446,765 | Oracle Corp | 58,304 | 0.4 | |||||||||||
Other | 391,054 | 2.9 | ||||||||||||
694,082 | 5.0 | |||||||||||||
TECHNOLOGY HARDWARE & EQUIPMENT | ||||||||||||||
2,233,432 | Cisco Systems, Inc | 61,330 | 0.5 | |||||||||||
839,623 | Qualcomm, Inc | 52,585 | 0.4 | |||||||||||
Other | 201,956 | 1.4 | ||||||||||||
315,871 | 2.3 | |||||||||||||
TELECOMMUNICATION SERVICES | ||||||||||||||
1,616,280 | Verizon Communications, Inc | 75,335 | 0.5 | |||||||||||
Other | 153,405 | 1.1 | ||||||||||||
228,740 | 1.6 | |||||||||||||
TRANSPORTATION | 227,408 | 1.6 | ||||||||||||
UTILITIES | 288,913 | 2.1 | ||||||||||||
TOTAL COMMON STOCKS | (Cost $6,065,831) | 8,379,177 | 59.7 | |||||||||||
PREFERRED STOCKS | ||||||||||||||
BANKS | 18,298 | 0.1 | ||||||||||||
TOTAL PREFERRED STOCKS | (Cost $38,865) | 18,298 | 0.1 |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 59 |
Summary portfolio of investments (unaudited) | continued |
CREF Social Choice Account ■ June 30, 2015
Value | % of net | ||||||||||||||||
Shares | Company | (000) | assets | ||||||||||||||
RIGHTS / WARRANTS | |||||||||||||||||
AUTOMOBILES & COMPONENTS | $ | 34 | 0.0 | % | |||||||||||||
ENERGY | 318 | 0.0 | |||||||||||||||
TOTAL RIGHTS / WARRANTS | (Cost $337) | 352 | 0.0 | ||||||||||||||
Principal | Issuer | ||||||||||||||||
SHORT-TERM INVESTMENTS | |||||||||||||||||
GOVERNMENT AGENCY DEBT | |||||||||||||||||
$50,000,000 | Federal Home Loan Bank (FHLB) | 0.050%, 08/17/15 | 49,997 | 0.4 | |||||||||||||
47,000,000 | w | FHLB | 0.085%, 09/09/15 | 46,995 | 0.3 | ||||||||||||
Other | 220,349 | 1.6 | |||||||||||||||
317,341 | 2.3 | ||||||||||||||||
TREASURY DEBT | |||||||||||||||||
57,900,000 | w | United States Treasury Bill | 0.095%, 09/24/15 | 57,900 | 0.4 | ||||||||||||
86,000,000 | w | United States Treasury Bill | 0.091%–0.100%, 10/15/15 | 85,996 | 0.6 | ||||||||||||
56,000,000 | w | United States Treasury Bill | 0.079%–0.140%, 11/12/15 | 55,992 | 0.4 | ||||||||||||
92,000,000 | w | United States Treasury Bill | 0.080%–0.150%, 12/10/15 | 91,979 | 0.7 | ||||||||||||
48,000,000 | w | United States Treasury Bill | 0.140%, 01/07/16 | 47,982 | 0.3 | ||||||||||||
Other | 17,098 | 0.1 | |||||||||||||||
356,947 | 2.5 | ||||||||||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | |||||||||||||||||
GOVERNMENT AGENCY DEBT | |||||||||||||||||
74,500,000 | Federal Home Loan Bank (FHLB) | 0.070%–0.075%, 07/08/15 | 74,499 | 0.5 | |||||||||||||
50,000,000 | FHLB | 0.080%, 07/17/15 | 49,998 | 0.4 | |||||||||||||
117,000,000 | FHLB | 0.050%–0.075%, 07/24/15 | 116,994 | 0.8 | |||||||||||||
50,000,000 | FHLB | 0.070%, 08/12/15 | 49,996 | 0.3 | |||||||||||||
Other | 123,336 | 0.9 | |||||||||||||||
414,823 | 2.9 | ||||||||||||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | 414,823 | 2.9 | |||||||||||||||
TOTAL SHORT-TERM INVESTMENTS | (Cost $1,088,999) | 1,089,111 | 7.7 | ||||||||||||||
TOTAL PORTFOLIO | (Cost $12,678,335) | 15,008,523 | 106.7 | ||||||||||||||
OTHER ASSETS & LIABILITIES, NET | (945,474 | ) | (6.7 | ) | |||||||||||||
NET ASSETS | $ | 14,063,049 | 100.0 | % |
60 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | concluded |
CREF Social Choice Account ■ June 30, 2015
* | Non-income producing |
e | All or a portion of these securities are out on loan. The aggregate value of securities on loan is $431,226,000. |
h | All or a portion of these securities were purchased on a delayed delivery basis. |
w | All or a portion of these securities have been segregated by the custodian to cover collateral requirements on mortgage dollar rolls. |
“Other” securities represent the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets.
At 6/30/15, the aggregate value of securities exempt from registration under Rule 144(A) of the Securities Act of 1933 amounted to $673,726,000 or 4.8% of net assets. Such securities are deemed liquid and may be resold in transactions exempt from registration to qualified institutional buyers.
Cost amounts are in thousands.
For ease of presentation, a number of classification categories have been grouped together in the Summary portfolio of investments. Note that the Account uses more specific categories in following its investment limitations on investment concentrations.
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 61 |
Summary portfolio of investments (unaudited)
CREF Money Market Account ■ June 30, 2015
Value | % of net | |||||||||||||||
Principal | Issuer | (000) | assets | |||||||||||||
SHORT-TERM INVESTMENTS | ||||||||||||||||
ASSET BACKED | $ | 20,218 | 0.2 | % | ||||||||||||
CERTIFICATE OF DEPOSIT | ||||||||||||||||
$188,000,000 | Banco Del Estado De Chile | 0.210%–0.230%, 07/08/15–09/17/15 | 188,000 | 1.7 | ||||||||||||
50,000,000 | Korea Development Bank | 0.180%, 07/21/15 | 50,000 | 0.4 | ||||||||||||
Other | 183,630 | 1.6 | ||||||||||||||
421,630 | 3.7 | |||||||||||||||
COMMERCIAL PAPER | ||||||||||||||||
125,050,000 | y | Apple, Inc | 0.100%–0.115%, 07/07/15–08/05/15 | 125,043 | 1.1 | |||||||||||
53,000,000 | y | Commonwealth Bank of Australia | 0.155%–0.160%, 08/10/15 | 52,991 | 0.5 | |||||||||||
121,140,000 | y | Commonwealth Bank of Australia | 0.160%–0.245%, 08/17/15–10/02/15 | 121,099 | 1.1 | |||||||||||
203,105,000 | y | DBS Bank Ltd | 0.150%–0.210%, 07/13/15–09/02/15 | 203,071 | 1.8 | |||||||||||
55,000,000 | Exxon Mobil Corp | 0.090%–0.105%, 08/17/15 | 54,993 | 0.5 | ||||||||||||
262,100,000 | Exxon Mobil Corp | 0.090%–0.125%, 07/07/15–09/23/15 | 262,070 | 2.3 | ||||||||||||
132,836,000 | y | Fairway Finance LLC | 0.180%–0.270%, 07/07/15–11/05/15 | 132,797 | 1.2 | |||||||||||
213,050,000 | General Electric Capital Corp | 0.100%–1.000%, 07/09/15–12/11/15 | 213,000 | 1.9 | ||||||||||||
73,435,000 | y | Hydro-Quebec | 0.130%, 08/13/15 | 73,424 | 0.6 | |||||||||||
127,000,000 | y | Johnson & Johnson | 0.080%–0.100%, 08/06/15–09/14/15 | 126,982 | 1.1 | |||||||||||
55,000,000 | y | National Australia Bank Ltd | 0.140%, 07/28/15 | 54,994 | 0.5 | |||||||||||
185,000,000 | y | National Australia Bank Ltd | 0.140%–0.190%, 07/13/15–09/01/15 | 184,967 | 1.6 | |||||||||||
196,600,000 | y | Nestle Capital Corp | 0.095%–0.140%, 07/08/15–09/23/15 | 196,571 | 1.7 | |||||||||||
203,927,000 | y | Old Line Funding LLC | 0.150%–0.300%, 07/15/15–10/08/15 | 203,869 | 1.8 | |||||||||||
131,370,000 | Oversea-Chinese Banking Corp Ltd | 0.195%–0.215%, 07/23/15–09/09/15 | 131,338 | 1.2 | ||||||||||||
79,585,000 | Province of Ontario Canada | 0.100%–0.110%, 08/04/15 | 79,577 | 0.7 | ||||||||||||
194,687,000 | Province of Ontario Canada | 0.100%–0.140%, 07/02/15–09/29/15 | 194,666 | 1.7 | ||||||||||||
129,000,000 | y | Province of Quebec Canada | 0.120%–0.130%, 07/21/15–09/17/15 | 128,974 | 1.1 | |||||||||||
209,700,000 | y | PSP Capital, Inc | 0.140%–0.190%, 07/06/15–09/17/15 | 209,674 | 1.8 | |||||||||||
70,000,000 | y | Roche Holdings, Inc | 0.100%, 07/28/15 | 69,995 | 0.6 | |||||||||||
131,860,000 | y | Roche Holdings, Inc | 0.085%–0.110%, 07/27/15–08/20/15 | 131,845 | 1.2 | |||||||||||
137,210,000 | y | Svenska Handelsbanken AB | 0.190%–0.220%, 08/17/15–09/18/15 | 137,162 | 1.2 | |||||||||||
139,000,000 | y | Toronto-Dominion Holdings USA, Inc | 0.170%–0.200%, 07/02/15–09/17/15 | 138,975 | 1.2 | |||||||||||
140,000,000 | Toyota Motor Credit Corp | 0.120%–0.170%, 07/09/15–08/28/15 | 139,987 | 1.2 | ||||||||||||
Other | 1,440,275 | 12.7 | ||||||||||||||
4,808,339 | 42.3 | |||||||||||||||
CORPORATE DEBT | 24,035 | 0.2 | ||||||||||||||
GOVERNMENT AGENCY DEBT | ||||||||||||||||
78,122,000 | Federal Home Loan Bank (FHLB) | 0.053%–0.080%, 07/01/15 | 78,122 | 0.7 | ||||||||||||
106,569,000 | FHLB | 0.075%–0.086%, 07/06/15 | 106,568 | 0.9 | ||||||||||||
92,000,000 | FHLB | 0.075%–0.088%, 07/08/15 | 91,998 | 0.8 | ||||||||||||
55,000,000 | FHLB | 0.065%–0.085%, 07/10/15 | 54,999 | 0.5 | ||||||||||||
50,045,000 | FHLB | 0.050%–0.088%, 07/14/15 | 50,044 | 0.4 | ||||||||||||
79,140,000 | FHLB | 0.065%–0.105%, 07/17/15 | 79,137 | 0.7 | ||||||||||||
139,000,000 | FHLB | 0.075%–0.083%, 07/22/15 | 138,993 | 1.2 | ||||||||||||
148,550,000 | FHLB | 0.045%–0.130%, 07/24/15 | 148,542 | 1.3 | ||||||||||||
165,426,000 | FHLB | 0.045%–0.090%, 07/29/15 | 165,416 | 1.5 | ||||||||||||
102,100,000 | FHLB | 0.060%–0.092%, 08/05/15 | 102,092 | 0.9 |
62 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
Summary portfolio of investments (unaudited) | continued |
CREF Money Market Account ■ June 30, 2015
Value | % of net | |||||||||||||||
Principal | Issuer | (000) | assets | |||||||||||||
GOVERNMENT AGENCY DEBT—continued | ||||||||||||||||
$157,760,000 | FHLB | 0.040%–0.135%, 08/07/15 | $ | 157,748 | 1.4 | % | ||||||||||
112,416,000 | FHLB | 0.048%–0.097%, 08/12/15 | 112,405 | 1.0 | ||||||||||||
155,200,000 | FHLB | 0.058%–0.098%, 08/14/15 | 155,186 | 1.4 | ||||||||||||
98,800,000 | FHLB | 0.065%–0.095%, 08/21/15 | 98,790 | 0.9 | ||||||||||||
83,472,000 | FHLB | 0.067%–0.093%, 08/26/15 | 83,462 | 0.7 | ||||||||||||
132,315,000 | FHLB | 0.063%–0.083%, 08/28/15 | 132,300 | 1.2 | ||||||||||||
58,980,000 | FHLB | 0.065%–0.135%, 09/02/15 | 58,971 | 0.5 | ||||||||||||
103,750,000 | FHLB | 0.065%–0.090%, 09/04/15 | 103,734 | 0.9 | ||||||||||||
96,590,000 | FHLB | 0.083%–0.088%, 09/18/15 | 96,572 | 0.8 | ||||||||||||
59,950,000 | FHLB | 0.082%–0.090%, 09/23/15 | 59,938 | 0.5 | ||||||||||||
297,492,000 | FHLB | 0.045%–0.150%, 07/15/15–11/18/15 | 297,454 | 2.6 | ||||||||||||
234,019,000 | Federal Home Loan Mortgage Corp (FHLMC) | 0.060%–0.260%, 07/06/15–12/28/15 | 233,956 | 2.1 | ||||||||||||
271,935,000 | Federal National Mortgage Association (FNMA) | 0.055%–0.150%, 07/01/15–01/05/16 | 271,899 | 2.4 | ||||||||||||
Other | 39,993 | 0.4 | ||||||||||||||
2,918,319 | 25.7 | |||||||||||||||
TREASURY DEBT | ||||||||||||||||
80,000,000 | United States Treasury Bill | 0.060%–0.101%, 08/20/15 | 79,991 | 0.7 | ||||||||||||
75,000,000 | United States Treasury Bill | 0.057%–0.160%, 11/12/15 | 74,977 | 0.6 | ||||||||||||
417,955,000 | United States Treasury Bill | 0.026%–0.198%, 07/02/15–02/04/16 | 417,850 | 3.7 | ||||||||||||
140,000,000 | United States Treasury Note | 0.250%, 07/15/15 | 140,006 | 1.2 | ||||||||||||
86,420,000 | United States Treasury Note | 0.250%, 07/31/15 | 86,431 | 0.8 | ||||||||||||
100,000,000 | United States Treasury Note | 0.375%, 08/31/15 | 100,036 | 0.9 | ||||||||||||
76,995,000 | United States Treasury Note | 0.250%, 09/15/15 | 77,017 | 0.7 | ||||||||||||
90,300,000 | United States Treasury Note | 0.250%, 09/30/15 | 90,329 | 0.8 | ||||||||||||
100,000,000 | United States Treasury Note | 0.250%, 10/15/15 | 100,020 | 0.9 | ||||||||||||
100,000,000 | United States Treasury Note | 0.250%, 11/30/15 | 100,040 | 0.9 | ||||||||||||
88,295,000 | United States Treasury Note | 0.250%, 12/15/15 | 88,328 | 0.8 | ||||||||||||
100,000,000 | United States Treasury Note | 0.375%, 01/15/16 | 100,106 | 0.9 | ||||||||||||
100,000,000 | United States Treasury Note | 0.250%, 02/29/16 | 100,027 | 0.9 | ||||||||||||
75,000,000 | United States Treasury Note | 0.375%, 03/15/16 | 75,056 | 0.6 | ||||||||||||
86,030,000 | United States Treasury Note | 0.375%, 03/31/16 | 86,116 | 0.7 | ||||||||||||
Other | 116,393 | 1.0 | ||||||||||||||
1,832,723 | 16.1 | |||||||||||||||
VARIABLE RATE SECURITIES | ||||||||||||||||
54,500,000 | i | Federal Farm Credit Bank (FFCB) | 0.200%, 08/10/15 | 54,502 | 0.5 | |||||||||||
65,000,000 | i | FFCB | 0.140%, 10/01/15 | 64,998 | 0.6 | |||||||||||
70,000,000 | i | FFCB | 0.200%, 01/13/16 | 70,000 | 0.6 | |||||||||||
60,100,000 | i | FFCB | 0.250%, 02/01/16 | 60,125 | 0.5 | |||||||||||
150,000,000 | i | FFCB | 0.155%, 08/10/16 | 149,972 | 1.3 | |||||||||||
120,000,000 | i | FFCB | 0.167%, 01/24/17 | 119,991 | 1.1 | |||||||||||
76,000,000 | i | FFCB | 0.184%, 03/02/17 | 76,000 | 0.7 | |||||||||||
356,000,000 | i | FFCB | 0.140%–0.280%, 09/09/15–10/11/16 | 356,002 | 3.1 | |||||||||||
50,000,000 | i | Federal Home Loan Bank (FHLB) | 0.200%, 08/19/15 | 50,000 | 0.4 | |||||||||||
50,000,000 | i | Wells Fargo Bank NA | 0.320%, 10/06/15 | 50,000 | 0.5 | �� | ||||||||||
Other | 281,491 | 2.4 | ||||||||||||||
1,333,081 | 11.7 |
See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 63 |
Summary portfolio of investments (unaudited) | concluded |
CREF Money Market Account ■ June 30, 2015
Value | % of net | |||||||||
(000) | assets | |||||||||
TOTAL SHORT-TERM INVESTMENTS | (Cost $11,358,345) | $ | 11,358,345 | 99.9 | % | |||||
TOTAL PORTFOLIO | (Cost $11,358,345) | 11,358,345 | 99.9 | |||||||
OTHER ASSETS & LIABILITIES, NET | 7,416 | 0.1 | ||||||||
NET ASSETS | $ | 11,365,761 | 100.0 | % |
i | Floating or variable rate security. Coupon rate reflects the rate at period end. |
y | Security exempt from registration under Section 4(2) of the Securities Act of 1933. Such securities are deemed liquid and may be resold in transactions exempt from registration only to dealers in that program or other “accredited investors.” At 6/30/2015, the aggregate value of these securities, including those in “Other,” was $3,228,648,000 or 28.4% of net assets. |
“Other” securities represent the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets.
Cost amounts are in thousands.
For ease of presentation, a number of classification categories have been grouped together in the Summary portfolio of investments. Note that the Account uses more specific categories in following its investment limitations on investment concentrations.
64 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements |
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College Retirement Equities Fund ■ 2015 Semiannual Report | 65 |
Statements of assets and liabilities (unaudited)
College Retirement Equities Funds ■ June 30, 2015
(amounts in thousands, except accumulation unit value) | Stock Account | Global Equities Account | Growth Account | Equity Index Account | Bond Market Account | Inflation-Linked Bond Account | Social Choice Account | Money Market Account | ||||||||||||||||||||||||||
ASSETS | ||||||||||||||||||||||||||||||||||
Unaffiliated issuers*† | $ | 128,033,735 | $ | 20,184,790 | $ | 22,162,373 | $ | 16,979,008 | $ | 15,319,067 | $ | 7,092,533 | $ | 15,008,523 | $ | 11,358,345 | ||||||||||||||||||
Affiliated issuers‡ | 337 | — | 370,759 | 548,287 | — | — | — | — | ||||||||||||||||||||||||||
Total portfolio investments, at value | $ | 128,034,072 | $ | 20,184,790 | $ | 22,533,132 | $ | 17,527,295 | $ | 15,319,067 | $ | 7,092,533 | $ | 15,008,523 | $ | 11,358,345 | ||||||||||||||||||
Cash**# | 27,101 | 13,550 | 16,364 | 4,720 | 95,904 | 12,885 | 55,123 | 7 | ||||||||||||||||||||||||||
Cash — foreign^ | 16,325 | 785 | — | — | — | — | 383 | — | ||||||||||||||||||||||||||
Dividends and interest receivable | 243,554 | 40,130 | 13,016 | 20,247 | 79,816 | 33,172 | 47,120 | 1,401 | ||||||||||||||||||||||||||
Receivable from securities transactions | 4,589,527 | 209,573 | 1,359,360 | 422,156 | 18,364 | — | 1,084,026 | — | ||||||||||||||||||||||||||
Receivable for delayed delivery securities | — | — | — | — | 2,052,769 | — | 674,580 | — | ||||||||||||||||||||||||||
Due from affiliates | — | — | 296 | — | — | — | — | 6,129 | ||||||||||||||||||||||||||
Receivable for variation margin on open futures contracts | 512 | 203 | 125 | — | — | — | — | — | ||||||||||||||||||||||||||
Other | 23,993 | 2,795 | 1,804 | 3,659 | 1,445 | 1,127 | 2,956 | 1,365 | ||||||||||||||||||||||||||
Total assets | 132,935,084 | 20,451,826 | 23,924,097 | 17,978,077 | 17,567,365 | 7,139,717 | 16,872,711 | 11,367,247 | ||||||||||||||||||||||||||
LIABILITIES | ||||||||||||||||||||||||||||||||||
Payable for collateral for securities loaned | 5,098,981 | 500,760 | 370,759 | 548,287 | — | — | 428,349 | — | ||||||||||||||||||||||||||
Payable for securities transactions | 4,419,805 | 232,491 | 1,374,819 | 413,132 | 20,278 | — | 963,932 | — | ||||||||||||||||||||||||||
Payable for delayed delivery securities | — | — | — | — | 4,122,515 | — | 1,401,408 | — | ||||||||||||||||||||||||||
Due to affiliates | 132,062 | 2,811 | 106 | 2,530 | 2,683 | 1,722 | 14,393 | 53 | ||||||||||||||||||||||||||
Written options§ | 74 | — | — | — | — | — | — | — | ||||||||||||||||||||||||||
Payable for trustee compensation | 7,034 | 1,527 | 1,516 | 1,342 | 1,373 | 1,127 | 1,273 | 1,366 | ||||||||||||||||||||||||||
Other | 3,990 | 150 | — | 106 | 97 | 215 | 307 | 67 | ||||||||||||||||||||||||||
Total liabilities | 9,661,946 | 737,739 | 1,747,200 | 965,397 | 4,146,946 | 3,064 | 2,809,662 | 1,486 | ||||||||||||||||||||||||||
NET ASSETS | $ | 123,273,138 | $ | 19,714,087 | $ | 22,176,897 | $ | 17,012,680 | $ | 13,420,419 | $ | 7,136,653 | $ | 14,063,049 | $ | 11,365,761 | ||||||||||||||||||
CLASS R1 (Accumulation): | Net assets | $ | 15,528,296 | $ | 3,518,238 | $ | 4,215,409 | $ | 3,402,241 | $ | 2,194,508 | $ | 1,214,006 | $ | 2,441,343 | $ | 2,148,932 | |||||||||||||||||
Units outstanding | 41,103 | 24,386 | 31,130 | 20,697 | 19,357 | 18,244 | 12,478 | 84,161 | ||||||||||||||||||||||||||
Unit value | $ | 377.79 | $ | 144.27 | $ | 135.41 | $ | 164.38 | $ | 113.37 | $ | 66.54 | $ | 195.65 | $ | 25.53 | ||||||||||||||||||
CLASS R2 (Accumulation): | Net assets | $ | 37,065,451 | $ | 6,798,054 | $ | 7,630,651 | $ | 5,918,124 | $ | 4,658,549 | $ | 2,258,344 | $ | 4,991,019 | $ | 3,498,843 | |||||||||||||||||
Units outstanding | 98,069 | 47,099 | 56,328 | 35,987 | 41,075 | 33,924 | 25,499 | 137,028 | ||||||||||||||||||||||||||
Unit value | $ | 377.95 | $ | 144.33 | $ | 135.47 | $ | 164.45 | $ | 113.42 | $ | 66.57 | $ | 195.73 | $ | 25.53 | ||||||||||||||||||
CLASS R3 (Accumulation): | Net assets | $ | 58,225,691 | $ | 9,028,622 | $ | 9,992,905 | $ | 7,358,315 | $ | 6,290,514 | $ | 3,446,224 | $ | 6,288,542 | $ | 5,522,601 | |||||||||||||||||
Units outstanding | 154,031 | 62,544 | 73,753 | 44,736 | 55,455 | 51,760 | 32,123 | 216,287 | ||||||||||||||||||||||||||
Unit value | $ | 378.01 | $ | 144.36 | $ | 135.49 | $ | 164.48 | $ | 113.43 | $ | 66.58 | $ | 195.76 | $ | 25.53 | ||||||||||||||||||
ANNUITY: | Net assets | $ | 12,453,700 | $ | 369,173 | $ | 337,932 | $ | 334,000 | $ | 276,848 | $ | 218,079 | $ | 342,145 | $ | 195,385 | |||||||||||||||||
* Includes securities loaned of | $ | 4,906,846 | $ | 475,515 | $ | 365,133 | $ | 538,804 | $ | — | $ | — | $ | 431,226 | $ | — | ||||||||||||||||||
** Includes cash collateral for securities loaned of | $ | 26,485 | $ | 2,957 | $ | — | $ | — | $ | — | $ | — | $ | 26,945 | $ | — | ||||||||||||||||||
# Includes cash collateral for mortgage dollar rolls of | $ | — | $ | — | $ | — | $ | — | $ | 95,000 | $ | — | $ | 27,549 | $ | — | ||||||||||||||||||
† Portfolio investments; unaffiliated issuers cost | $ | 116,766,080 | $ | 17,870,151 | $ | 17,574,106 | $ | 9,365,160 | $ | 15,315,156 | $ | 6,760,685 | $ | 12,678,335 | $ | 11,358,345 | ||||||||||||||||||
‡ Portfolio investments; affiliated issuers cost | $ | 323 | $ | — | $ | 370,759 | $ | 548,287 | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||||
^ Foreign cash, cost | $ | 16,619 | $ | 787 | $ | — | $ | — | $ | — | $ | — | $ | 384 | $ | — | ||||||||||||||||||
§ Written options premiums | $ | 104 | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||||
66 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements | See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 67 |
Statements of operations (unaudited)
College Retirement Equities Funds ■ For the period ended June 30, 2015
(amounts in thousands) | Stock Account | Global Equities Account | Growth Account | Equity Index Account | Bond Market Account | Inflation-Linked Bond Account | Social Choice Account | Money Market Account | |||||||||||||||||||||||||
INVESTMENT INCOME | |||||||||||||||||||||||||||||||||
Dividends* | $ | 1,649,427 | $ | 290,630 | $ | 137,182 | $ | 219,104 | $ | — | $ | — | $ | 100,164 | $ | — | |||||||||||||||||
Income from securities lending | 41,422 | 5,356 | 1,830 | 3,347 | — | — | 2,420 | — | |||||||||||||||||||||||||
Interest | 291 | 60 | 57 | 4 | 175,202 | 3,032 | 70,974 | 7,344 | |||||||||||||||||||||||||
Other | — | — | — | — | 58 | — | — | — | |||||||||||||||||||||||||
Total income | 1,691,140 | 296,046 | 139,069 | 222,455 | 175,260 | 3,032 | 173,558 | 7,344 | |||||||||||||||||||||||||
EXPENSES | |||||||||||||||||||||||||||||||||
Investment management fees | 85,920 | 13,627 | 7,976 | 2,709 | 8,199 | 1,881 | 6,030 | 3,225 | |||||||||||||||||||||||||
Administrative — Class R1 | 114,330 | 18,585 | 20,987 | 16,592 | 12,824 | 6,981 | 13,667 | 10,835 | |||||||||||||||||||||||||
Administrative — Class R2a | 15,942 | 2,893 | 3,232 | 2,519 | 1,952 | 950 | 2,125 | 1,457 | |||||||||||||||||||||||||
Administrative — Class R3a | 22,407 | 2,940 | 3,211 | 2,402 | 2,028 | 1,133 | 2,075 | 1,745 | |||||||||||||||||||||||||
Distribution fees — Class R1 | 41,782 | 6,844 | 7,753 | 6,148 | 4,713 | 2,565 | 5,020 | 4,014 | |||||||||||||||||||||||||
Distribution fees — Class R2a | 6,557 | 1,185 | 1,325 | 1,032 | 801 | 388 | 871 | 596 | |||||||||||||||||||||||||
Distribution fees — Class R3a | 9,172 | 1,196 | 1,308 | 978 | 827 | 460 | 845 | 709 | |||||||||||||||||||||||||
Mortality and expense risk charges | 3,121 | 490 | 550 | 429 | 338 | 182 | 358 | 281 | |||||||||||||||||||||||||
Total expenses | 299,231 | 47,760 | 46,342 | 32,809 | 31,682 | 14,540 | 30,991 | 22,862 | |||||||||||||||||||||||||
Less: Expenses withheld by TIAA | — | — | — | — | — | — | — | 15,518 | |||||||||||||||||||||||||
Net expenses | 299,231 | 47,760 | 46,342 | 32,809 | 31,682 | 14,540 | 30,991 | 7,344 | |||||||||||||||||||||||||
Net investment income (loss) | 1,391,909 | 248,286 | 92,727 | 189,646 | 143,578 | (11,508 | ) | 142,567 | — | ||||||||||||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON TOTAL INVESTMENTS | |||||||||||||||||||||||||||||||||
Realized gain (loss): | |||||||||||||||||||||||||||||||||
Portfolio investments: | |||||||||||||||||||||||||||||||||
Unaffiliated issuers | 6,073,778 | 581,031 | 1,271,261 | 463,397 | 66,847 | 12,752 | 670,155 | 1 | |||||||||||||||||||||||||
Futures transactions | 17,463 | 5,270 | 9,276 | 2,227 | — | — | — | — | |||||||||||||||||||||||||
Purchased options | 15 | — | — | — | — | — | — | — | |||||||||||||||||||||||||
Written options | 38 | — | — | — | — | — | — | — | |||||||||||||||||||||||||
Foreign currency transactions | (8,572 | ) | (1,289 | ) | (260 | ) | — | (574 | ) | — | (127 | ) | — | ||||||||||||||||||||
Net realized gain (loss) on total investments | 6,082,722 | 585,012 | 1,280,277 | 465,624 | 66,273 | 12,752 | 670,028 | 1 | |||||||||||||||||||||||||
Change in unrealized appreciation (depreciation) on: | |||||||||||||||||||||||||||||||||
Portfolio investments: | |||||||||||||||||||||||||||||||||
Unaffiliated issuers‡ | (3,135,777 | ) | (67,385 | ) | (241,519 | ) | (343,578 | ) | (215,806 | ) | 6,229 | (709,170 | ) | — | |||||||||||||||||||
Affiliated issuers | (70,035 | ) | — | — | — | — | — | — | — | ||||||||||||||||||||||||
Futures transactions | (6,774 | ) | (4,392 | ) | (2,603 | ) | 94 | — | — | — | — | ||||||||||||||||||||||
Purchased options | (40 | ) | — | — | — | — | — | — | — | ||||||||||||||||||||||||
Written options | 32 | — | — | — | — | — | — | — | |||||||||||||||||||||||||
Translation of assets (other than portfolio investments) and liabilities denominated in foreign currencies | 1,189 | 372 | 64 | — | 106 | — | (207 | ) | — | ||||||||||||||||||||||||
Net change in unrealized appreciation (depreciation) on total investments | (3,211,405 | ) | (71,405 | ) | (244,058 | ) | (343,484 | ) | (215,700 | ) | 6,229 | (709,377 | ) | — | |||||||||||||||||||
Net realized and unrealized gain (loss) on total investments | 2,871,317 | 513,607 | 1,036,219 | 122,140 | (149,427 | ) | 18,981 | (39,349 | ) | 1 | |||||||||||||||||||||||
Net increase (decrease) in net assets from operations | $ | 4,263,226 | $ | 761,893 | $ | 1,128,946 | $ | 311,786 | $ | (5,849 | ) | $ | 7,473 | $ | 103,218 | $ | 1 | ||||||||||||||||
a | Class commenced operations on April 24, 2015 | ||||||||||||||||||||||||||||||||
* | Net of foreign withholding taxes of unaffiliated issuers | $ | 66,913 | $ | 13,083 | $ | 164 | $ | 59 | $ | 11 | $ | — | $ | 3,312 | $ | — | ||||||||||||||||
‡ | Includes net change in unrealized foreign capital gains taxes of | $ | 1,136 | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — |
68 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements | See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 69 |
Statements of changes in net assets
College Retirement Equities Funds ■ For the period or year ended
Stock Account | Global Equities Account | Growth Account | ||||||||||||||||||||||||
(amounts in thousands except accumulation units) | June 30, 2015 | December 31, 2014 | June 30, 2015 | December 31, 2014 | June 30, 2015 | December 31, 2014 | ||||||||||||||||||||
(unaudited | ) | (unaudited | ) | (unaudited | ) | |||||||||||||||||||||
OPERATIONS | ||||||||||||||||||||||||||
Net investment income (loss) | $ | 1,391,909 | $ | 2,228,632 | $ | 248,286 | $ | 391,079 | $ | 92,727 | $ | 171,402 | ||||||||||||||
Net realized gain (loss) on total investments | 6,082,722 | 16,011,511 | 585,012 | 1,906,677 | 1,280,277 | 2,550,165 | ||||||||||||||||||||
Net change in unrealized appreciation (depreciation) on total investments | (3,211,405 | ) | (10,422,708 | ) | (71,405 | ) | (1,517,255 | ) | (244,058 | ) | (138,453 | ) | ||||||||||||||
Net increase (decrease) in net assets from operations | 4,263,226 | 7,817,435 | 761,893 | 780,501 | 1,128,946 | 2,583,114 | ||||||||||||||||||||
FROM PARTICIPANT TRANSACTIONS | ||||||||||||||||||||||||||
Premiums and contributions: | Class R1 | 1,403,782 | 4,319,676 | 424,308 | 1,070,247 | 468,577 | 1,071,482 | |||||||||||||||||||
Class R2* | 215,582 | — | 68,002 | — | 61,639 | — | ||||||||||||||||||||
Class R3* | 425,618 | — | 106,390 | — | 110,531 | — | ||||||||||||||||||||
Net transfers between CREF Accounts | Class R1 | (546,898 | ) | (1,171,616 | ) | 112,172 | 50,310 | 134,677 | 116,778 | |||||||||||||||||
Class R2* | (80,200 | ) | — | 36,078 | — | 3,444 | — | |||||||||||||||||||
Class R3* | (143,274 | ) | — | 38,954 | — | 19,417 | — | |||||||||||||||||||
Transfers in connection with new classes (see note 1): | Class R1 | (99,377,815 | ) | — | (16,268,614 | ) | — | (18,108,628 | ) | — | ||||||||||||||||
Class R2* | 38,646,737 | — | 6,989,560 | — | 7,851,208 | — | ||||||||||||||||||||
Class R3* | 60,731,078 | — | 9,279,054 | — | 10,257,420 | — | ||||||||||||||||||||
Withdrawals and death benefits | Class R1 | (4,204,985 | ) | (11,435,122 | ) | (702,158 | ) | (1,823,003 | ) | (787,229 | ) | (1,790,011 | ) | |||||||||||||
Class R2* | (701,247 | ) | — | (124,120 | ) | — | (134,105 | ) | — | |||||||||||||||||
Class R3* | (1,107,097 | ) | — | (161,147 | ) | — | (181,177 | ) | — | |||||||||||||||||
Annuity payments: | (725,536 | ) | (1,399,568 | ) | (18,060 | ) | (33,999 | ) | (15,750 | ) | (27,098 | ) | ||||||||||||||
Net increase (decrease) from participant transactions | (5,464,255 | ) | (9,686,630 | ) | (219,581 | ) | (736,445 | ) | (319,976 | ) | (628,849 | ) | ||||||||||||||
Net increase (decrease) in net assets | (1,201,029 | ) | (1,869,195 | ) | 542,312 | 44,056 | 808,970 | 1,954,265 | ||||||||||||||||||
NET ASSETS | ||||||||||||||||||||||||||
Beginning of period | 124,474,167 | 126,343,362 | 19,171,775 | 19,127,719 | 21,367,927 | 19,413,662 | ||||||||||||||||||||
End of period | $ | 123,273,138 | $ | 124,474,167 | $ | 19,714,087 | $ | 19,171,775 | $ | 22,176,897 | $ | 21,367,927 | ||||||||||||||
ACCUMULATION UNITS: | ||||||||||||||||||||||||||
Units purchased: | Class R1 | 3,757,324 | 12,197,388 | 2,974,434 | 7,869,284 | 3,524,050 | 8,996,130 | |||||||||||||||||||
Class R2* | 559,967 | — | 462,120 | — | 450,155 | — | ||||||||||||||||||||
Class R3* | 971,504 | — | 693,085 | — | 767,049 | — | ||||||||||||||||||||
Units sold / transferred: | Class R1 | (12,705,972 | ) | (36,192,771 | ) | (4,151,078 | ) | (13,227,623 | ) | (4,897,071 | ) | (14,393,475 | ) | |||||||||||||
Class R2* | (2,027,909 | ) | — | (599,190 | ) | — | (952,878 | ) | — | |||||||||||||||||
Class R3* | (3,356,737 | ) | — | (858,604 | ) | — | (1,260,877 | ) | — | |||||||||||||||||
Units transferred in connection with new classes (see note 1): | Class R1 | (255,953,113 | ) | — | (109,945,874 | ) | — | (131,077,470 | ) | — | ||||||||||||||||
Class R2* | 99,536,831 | — | 47,236,553 | — | 56,830,177 | — | ||||||||||||||||||||
Class R3* | 156,416,282 | — | 62,709,321 | — | 74,247,293 | — | ||||||||||||||||||||
Outstanding: | ||||||||||||||||||||||||||
Beginning of period | 306,004,586 | 329,999,969 | 135,508,586 | 140,866,925 | 163,580,881 | 168,978,226 | ||||||||||||||||||||
End of period | 293,202,763 | 306,004,586 | 134,029,353 | 135,508,586 | 161,211,309 | 163,580,881 |
* | Class commenced operations on April 24, 2015 |
70 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements | See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 71 |
Statements of changes in net assets | continued |
College Retirement Equities Funds ■ For the period or year ended
Equity Index Account | Bond Market Account | Inflation-Linked Bond Account | ||||||||||||||||||||||||
(amounts in thousands except accumulation units) | June 30, 2015 | December 31, 2014 | June 30, 2015 | December 31, 2014 | June 30, 2015 | December 31, 2014 | ||||||||||||||||||||
(unaudited | ) | (unaudited | ) | (unaudited | ) | |||||||||||||||||||||
OPERATIONS | ||||||||||||||||||||||||||
Net investment income (loss) | $ | 189,646 | $ | 257,052 | $ | 143,578 | $ | 260,503 | $ | (11,508 | ) | $ | 150,507 | |||||||||||||
Net realized gain (loss) on total investments | 465,624 | 308,571 | 66,273 | 227,912 | 12,752 | 47,863 | ||||||||||||||||||||
Net change in unrealized appreciation (depreciation) on total investments | (343,484 | ) | 1,317,916 | (215,700 | ) | 225,270 | 6,229 | 54,581 | ||||||||||||||||||
Net increase (decrease) in net assets from operations | 311,786 | 1,883,539 | (5,849 | ) | 713,685 | 7,473 | 252,951 | |||||||||||||||||||
FROM PARTICIPANT TRANSACTIONS | ||||||||||||||||||||||||||
Premiums and contributions: | Class R1 | 378,806 | 973,093 | 365,104 | 1,019,064 | 192,679 | 604,456 | |||||||||||||||||||
Class R2* | 50,650 | — | 63,085 | — | 30,996 | — | ||||||||||||||||||||
Class R3* | 75,312 | — | 97,328 | — | 51,079 | — | ||||||||||||||||||||
Net transfers between CREF Accounts | Class R1 | 80,795 | 139,255 | 203,095 | 421,556 | 9,755 | 764 | |||||||||||||||||||
Class R2* | (5,323 | ) | — | 39,074 | — | 969 | — | |||||||||||||||||||
Class R3* | (4,844 | ) | — | 35,440 | — | 3,427 | — | |||||||||||||||||||
Transfers in connection with new classes (see note 1): | Class R1 | (13,730,649 | ) | — | (11,217,891 | ) | — | (5,913,201 | ) | — | ||||||||||||||||
Class R2* | 6,128,195 | — | 4,761,372 | — | 2,341,436 | — | ||||||||||||||||||||
Class R3* | 7,602,454 | — | 6,456,519 | — | 3,571,765 | — | ||||||||||||||||||||
Withdrawals and death benefits | Class R1 | (759,279 | ) | (1,652,552 | ) | (627,206 | ) | (1,674,638 | ) | (369,904 | ) | (1,105,605 | ) | |||||||||||||
Class R2* | (127,267 | ) | — | (109,576 | ) | — | (57,572 | ) | — | |||||||||||||||||
Class R3* | (144,647 | ) | — | (157,787 | ) | — | (91,080 | ) | — | |||||||||||||||||
Annuity payments: | (16,065 | ) | (28,590 | ) | (12,763 | ) | (24,610 | ) | (10,390 | ) | (21,455 | ) | ||||||||||||||
Net increase (decrease) from participant transactions | (471,862 | ) | (568,794 | ) | (104,206 | ) | (258,628 | ) | (240,041 | ) | (521,840 | ) | ||||||||||||||
Net increase (decrease) in net assets | (160,076 | ) | 1,314,745 | (110,055 | ) | 455,057 | (232,568 | ) | (268,889 | ) | ||||||||||||||||
NET ASSETS | ||||||||||||||||||||||||||
Beginning of period | 17,172,756 | 15,858,011 | 13,530,474 | 13,075,417 | 7,369,221 | 7,638,110 | ||||||||||||||||||||
End of period | $ | 17,012,680 | $ | 17,172,756 | $ | 13,420,419 | $ | 13,530,474 | $ | 7,136,653 | $ | 7,369,221 | ||||||||||||||
ACCUMULATION UNITS: | ||||||||||||||||||||||||||
Units purchased: | Class R1 | 2,311,464 | 6,439,432 | 3,177,533 | 9,154,464 | 2,853,727 | 9,041,378 | |||||||||||||||||||
Class R2* | 303,599 | — | 552,853 | — | 463,431 | — | ||||||||||||||||||||
Class R3* | 420,992 | — | 800,177 | — | 726,976 | — | ||||||||||||||||||||
Units sold / transferred: | Class R1 | (4,122,487 | ) | (10,252,632 | ) | (3,694,074 | ) | (11,510,738 | ) | (5,342,013 | ) | (16,661,477 | ) | |||||||||||||
Class R2* | (793,311 | ) | — | (618,686 | ) | — | (847,248 | ) | — | |||||||||||||||||
Class R3* | (935,373 | ) | — | (1,132,579 | ) | — | (1,302,391 | ) | — | |||||||||||||||||
Units transferred in connection with new classes (see note 1): | Class R1 | (81,727,526 | ) | — | (96,927,805 | ) | — | (86,643,103 | ) | — | ||||||||||||||||
Class R2* | 36,476,221 | — | 41,140,476 | — | 34,307,863 | — | ||||||||||||||||||||
Class R3* | 45,251,305 | — | 55,787,329 | — | 52,335,240 | — | ||||||||||||||||||||
Outstanding: | ||||||||||||||||||||||||||
Beginning of period | 104,235,513 | 108,048,713 | 116,801,630 | 119,157,904 | 107,375,584 | 114,995,683 | ||||||||||||||||||||
End of period | 101,420,397 | 104,235,513 | 115,886,854 | 116,801,630 | 103,928,066 | 107,375,584 |
* | Class commenced operations on April 24, 2015 |
72 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements | See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 73 |
Statements of changes in net assets | concluded |
College Retirement Equities Funds ■ For the period or year ended
Social Choice Account | Money Market Account | |||||||||||||||||
(amounts in thousands except accumulation units) | June 30, 2015 | December 31, 2014 | June 30, 2015 | December 31, 2014 | ||||||||||||||
(unaudited | ) | (unaudited | ) | |||||||||||||||
OPERATIONS | ||||||||||||||||||
Net investment income (loss) | $ | 142,567 | $ | 272,327 | $ | — | $ | — | ||||||||||
Net realized gain (loss) on total investments | 670,028 | 451,821 | 1 | — | ||||||||||||||
Net change in unrealized appreciation (depreciation) on total investments | (709,377 | ) | 198,027 | — | — | |||||||||||||
Net increase (decrease) in net assets from operations | 103,218 | 922,175 | 1 | — | ||||||||||||||
FROM PARTICIPANT TRANSACTIONS | ||||||||||||||||||
Premiums and contributions: | Class R1 | 277,224 | 944,799 | 1,473,044 | 3,821,009 | |||||||||||||
Class R2* | 50,751 | — | 171,406 | — | ||||||||||||||
Class R3* | 70,241 | — | 327,843 | — | ||||||||||||||
Net transfers between CREF Accounts | Class R1 | (27,117 | ) | 345,290 | 11,192 | 97,663 | ||||||||||||
Class R2* | (11,720 | ) | — | 32,319 | — | |||||||||||||
Class R3* | (7,355 | ) | — | 65,923 | — | |||||||||||||
Transfers in connection with new classes (see note 1): | Class R1 | (11,710,319 | ) | — | (8,968,831 | ) | — | |||||||||||
Class R2* | 5,180,194 | — | 3,500,092 | — | ||||||||||||||
Class R3* | 6,530,125 | — | 5,468,739 | — | ||||||||||||||
Withdrawals and death benefits | Class R1 | (516,715 | ) | (1,163,971 | ) | (1,627,273 | ) | (4,418,705 | ) | |||||||||
Class R2* | (94,916 | ) | — | (204,979 | ) | — | ||||||||||||
Class R3* | (122,790 | ) | — | (333,218 | ) | — | ||||||||||||
Annuity payments: | (16,252 | ) | (30,773 | ) | (10,240 | ) | (21,137 | ) | ||||||||||
Net increase (decrease) from participant transactions | (398,649 | ) | 95,345 | (93,983 | ) | (521,170 | ) | |||||||||||
Net increase (decrease) in net assets | (295,431 | ) | 1,017,520 | (93,982 | ) | (521,170 | ) | |||||||||||
NET ASSETS | ||||||||||||||||||
Beginning of period | 14,358,480 | 13,340,960 | 11,459,743 | 11,980,913 | ||||||||||||||
End of period | $ | 14,063,049 | $ | 14,358,480 | $ | 11,365,761 | $ | 11,459,743 | ||||||||||
ACCUMULATION UNITS: | ||||||||||||||||||
Units purchased: | Class R1 | 1,406,326 | 5,015,238 | 57,690,833 | 149,643,251 | |||||||||||||
Class R2* | 255,251 | — | 6,712,930 | — | ||||||||||||||
Class R3* | 314,539 | — | 12,733,591 | — | ||||||||||||||
Units sold / transferred: | Class R1 | (2,756,862 | ) | (4,437,235 | ) | (63,292,064 | ) | (169,736,670 | ) | |||||||||
Class R2* | (536,235 | ) | — | (6,762,025 | ) | — | ||||||||||||
Class R3* | (689,653 | ) | — | (10,624,365 | ) | — | ||||||||||||
Units transferred in connection with new classes (see note 1): | Class R1 | (58,278,007 | ) | — | (351,254,672 | ) | — | |||||||||||
Class R2* | 25,779,946 | — | 137,077,375 | — | ||||||||||||||
Class R3* | 32,498,061 | — | 214,177,297 | — | ||||||||||||||
Outstanding: | ||||||||||||||||||
Beginning of period | 72,106,665 | 71,528,662 | 441,017,139 | 461,110,558 | ||||||||||||||
End of period | 70,100,031 | 72,106,665 | 437,476,039 | 441,017,139 |
* | Class commenced operations on April 24, 2015 |
74 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements | See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 75 |
College Retirement Equities Fund
Selected per accumulation unit data | Ratios and supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Gain (loss) from investment operations | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net realized | Ratios to average net assets | Accumulation | ||||||||||||||||||||||||||||||||||||||||||||||||||||
For the | Net | & unrealized | Net | Accumulation | Accumulation | Net | units | Accumulation | ||||||||||||||||||||||||||||||||||||||||||||||
period | investment | gain (loss | ) | change in | unit value | unit value | investment | Portfolio | outstanding at | fund net | ||||||||||||||||||||||||||||||||||||||||||||
or year | Investment | income | on total | accumulation | beginning | end of | Total | Gross | income | turnover | end of period | assets | ||||||||||||||||||||||||||||||||||||||||||
ended | income | a | Expensesa | (loss | )a | investments | unit value | of period | period | return | b | expenses | (loss | ) | rate | (in millions | ) | (in millions | )g | |||||||||||||||||||||||||||||||||||
STOCK ACCOUNT | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R1: | 6/30/15 | §h | $4.195 | $0.967 | $3.228 | $ 9.131 | $ 12.359 | $365.431 | $377.790 | 3.38 | %c | 0.52 | %d | 1.74 | %d | 28 | %c | 41 | $ 15,528 | |||||||||||||||||||||||||||||||||||
12/31/14 | 7.897 | 1.620 | 6.277 | 15.744 | 22.021 | 343.410 | 365.431 | 6.41 | 0.46 | 1.77 | 58 | 306 | 111,823 | |||||||||||||||||||||||||||||||||||||||||
12/31/13 | 6.581 | 1.476 | 5.105 | 69.661 | 74.766 | 268.644 | 343.410 | 27.83 | 0.48 | 1.68 | 59 | 330 | 113,325 | |||||||||||||||||||||||||||||||||||||||||
12/31/12 | 6.328 | 1.244 | 5.084 | 34.469 | 39.553 | 229.091 | 268.644 | 17.26 | 0.49 | 2.01 | 57 | 353 | 94,887 | |||||||||||||||||||||||||||||||||||||||||
12/31/11 | 5.308 | 1.151 | 4.157 | (16.066 | ) | (11.909 | ) | 241.000 | 229.091 | (4.94 | ) | 0.48 | 1.73 | 56 | 377 | 86,395 | ||||||||||||||||||||||||||||||||||||||
12/31/10 | 4.506 | 1.006 | 3.500 | 29.246 | 32.746 | 208.254 | 241.000 | 15.72 | 0.47 | 1.63 | 61 | 401 | 96,598 | |||||||||||||||||||||||||||||||||||||||||
Class R2: | 6/30/15 | §g | 2.586 | 0.319 | 2.267 | (12.579 | ) | (10.312 | ) | 388.266 | 377.954 | 3.43 | c | 0.45 | d | 3.20 | d | 28 | c | 98 | 37,065 | |||||||||||||||||||||||||||||||||
Class R3: | 6/30/15 | §g | 2.586 | 0.259 | 2.327 | (12.580 | ) | (10.253 | ) | 388.266 | 378.013 | 3.44 | c | 0.37 | d | 3.28 | d | 28 | c | 154 | 58,226 | |||||||||||||||||||||||||||||||||
GLOBAL EQUITIES ACCOUNT | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R1: | 6/30/15 | §h | 1.747 | 0.371 | 1.376 | 4.103 | 5.479 | 138.793 | 144.272 | 3.95 | c | 0.53 | d | 1.95 | d | 27 | c | 24 | 3,518 | |||||||||||||||||||||||||||||||||||
12/31/14 | 3.394 | 0.623 | 2.771 | 2.779 | 5.550 | 133.243 | 138.793 | 4.17 | 0.46 | 2.04 | 59 | 136 | 18,808 | |||||||||||||||||||||||||||||||||||||||||
12/31/13 | 2.590 | 0.616 | 1.974 | 26.579 | 28.553 | 104.690 | 133.243 | 27.27 | 0.52 | 1.67 | 63 | 141 | 18,770 | |||||||||||||||||||||||||||||||||||||||||
12/31/12 | 2.566 | 0.522 | 2.044 | 14.260 | 16.304 | 88.386 | 104.690 | 18.45 | 0.53 | 2.09 | 70 | 142 | 14,917 | |||||||||||||||||||||||||||||||||||||||||
12/31/11 | 2.131 | 0.490 | 1.641 | (9.051 | ) | (7.410 | ) | 95.796 | 88.386 | (7.74 | ) | 0.52 | 1.74 | 78 | 146 | 12,898 | ||||||||||||||||||||||||||||||||||||||
12/31/10 | 1.888 | 0.432 | 1.456 | 8.987 | 10.443 | 85.353 | 95.796 | 12.24 | 0.50 | 1.69 | 81 | 152 | 14,527 | |||||||||||||||||||||||||||||||||||||||||
Class R2: | 6/30/15 | §g | 1.150 | 0.123 | 1.027 | (4.662 | ) | (3.635 | ) | 147.969 | 144.334 | 3.99 | c | 0.45 | d | 3.79 | d | 27 | c | 47 | 6,798 | |||||||||||||||||||||||||||||||||
Class R3: | 6/30/15 | §g | 1.150 | 0.100 | 1.050 | (4.662 | ) | (3.612 | ) | 147.969 | 144.357 | 4.01 | c | 0.37 | d | 3.88 | d | 27 | c | 63 | 9,029 | |||||||||||||||||||||||||||||||||
GROWTH ACCOUNT | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R1: | 6/30/15 | §h | 0.835 | 0.300 | 0.535 | 6.208 | 6.743 | 128.668 | 135.411 | 5.24 | c | 0.45 | d | 0.81 | d | 29 | c | 31 | 4,215 | |||||||||||||||||||||||||||||||||||
12/31/14 | 1.501 | 0.482 | 1.019 | 14.445 | 15.464 | 113.204 | 128.668 | 13.66 | 0.41 | 0.86 | 57 | 164 | 21,048 | |||||||||||||||||||||||||||||||||||||||||
12/31/13 | 1.288 | 0.450 | 0.838 | 28.513 | 29.351 | 83.853 | 113.204 | 35.00 | 0.46 | 0.86 | 63 | 169 | 19,129 | |||||||||||||||||||||||||||||||||||||||||
12/31/12 | 1.388 | 0.382 | 1.006 | 10.481 | 11.487 | 72.366 | 83.853 | 15.87 | 0.47 | 1.24 | 67 | 176 | 14,728 | |||||||||||||||||||||||||||||||||||||||||
12/31/11 | 0.979 | 0.333 | 0.646 | 0.202 | 0.848 | 71.518 | 72.366 | 1.19 | 0.46 | 0.88 | 57 | 181 | 13,079 | |||||||||||||||||||||||||||||||||||||||||
12/31/10 | 0.907 | 0.293 | 0.614 | 8.706 | 9.320 | 62.198 | 71.518 | 14.98 | 0.46 | 0.96 | 77 | 187 | 13,350 | |||||||||||||||||||||||||||||||||||||||||
Class R2: | 6/30/15 | §g | 0.318 | 0.100 | 0.218 | (2.901 | ) | (2.683 | ) | 138.152 | 135.469 | 5.29 | c | 0.40 | d | 0.87 | d | 29 | c | 56 | 7,631 | |||||||||||||||||||||||||||||||||
Class R3: | 6/30/15 | §g | 0.318 | 0.078 | 0.240 | (2.901 | ) | (2.661 | ) | 138.152 | 135.491 | 5.30 | c | 0.31 | d | 0.95 | d | 29 | c | 74 | 9,993 |
76 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements | See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 77 |
Financial highlights | continued |
College Retirement Equities Fund
Selected per accumulation unit data | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Gain (loss) from investment operations | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net realized | Ratios to average net assets | Portfolio | Accumulation | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
For the | Net | & unrealized | Net | Accumulation | Accumulation | Net | turnover rate | units | Accumulation | ||||||||||||||||||||||||||||||||||||||||||||||||||
period | investment | gain (loss | ) | change in | unit value | unit value | investment | Portfolio | excluding | outstanding at | fund net | ||||||||||||||||||||||||||||||||||||||||||||||||
or year | Investment | income | on total | accumulation | beginning | end of | Total | Gross | income | turnover | mortgage | end of period | assets | ||||||||||||||||||||||||||||||||||||||||||||||
ended | income | a | Expenses | a | (loss | )a | investments | unit value | of period | period | return | b | expenses | (loss | ) | rate | dollar rolls | (in millions | ) | (in millions | ) | ||||||||||||||||||||||||||||||||||||||
EQUITY INDEX ACCOUNT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R1: | 6/30/15 | §h | $1.683 | $0.333 | $1.350 | $ 1.471 | $ 2.821 | $161.562 | $164.383 | 1.75 | %c | 0.41 | %d | 1.66 | %d | 4 | %c | — | % | 21 | $ 3,402 | ||||||||||||||||||||||||||||||||||||||
12/31/14 | 2.937 | 0.558 | 2.379 | 15.145 | 17.524 | 144.038 | 161.562 | 12.17 | 0.37 | 1.58 | 4 | — | 104 | 16,841 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/13 | 2.546 | 0.531 | 2.015 | 33.715 | 35.730 | 108.308 | 144.038 | 32.99 | 0.42 | 1.59 | 5 | — | 108 | 15,563 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/12 | 2.391 | 0.442 | 1.949 | 12.978 | 14.927 | 93.381 | 108.308 | 15.98 | 0.43 | 1.89 | 4 | — | 109 | 11,797 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/11 | 1.832 | 0.390 | 1.442 | (0.825 | ) | 0.617 | 92.764 | 93.381 | 0.66 | 0.41 | 1.53 | 5 | — | 112 | 10,502 | ||||||||||||||||||||||||||||||||||||||||||||
12/31/10 | 1.613 | 0.343 | 1.270 | 11.830 | 13.100 | 79.664 | 92.764 | 16.45 | 0.42 | 1.54 | 8 | — | 116 | 10,765 | |||||||||||||||||||||||||||||||||||||||||||||
Class R2: | 6/30/15 | §g | 1.173 | 0.112 | 1.061 | (4.612 | ) | (3.551 | ) | 168.005 | 164.454 | 1.79 | c | 0.37 | d | 3.45 | d | 4 | c | — | 36 | 5,918 | |||||||||||||||||||||||||||||||||||||
Class R3: | 6/30/15 | §g | 1.173 | 0.086 | 1.087 | (4.612 | ) | (3.525 | ) | 168.005 | 164.480 | 1.81 | c | 0.28 | d | 3.54 | d | 4 | c | — | 45 | 7,358 | |||||||||||||||||||||||||||||||||||||
BOND MARKET ACCOUNT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R1: | 6/30/15 | §h | 1.469 | 0.285 | 1.184 | (1.287 | ) | (0.103 | ) | 113.471 | 113.368 | (0.09 | )c | 0.50 | d | 2.08 | d | 160 | c | 57 | c | 19 | 2,195 | ||||||||||||||||||||||||||||||||||||
12/31/14 | 2.665 | 0.494 | 2.171 | 3.764 | 5.935 | 107.536 | 113.471 | 5.52 | 0.44 | 1.95 | 290 | 89 | 117 | 13,254 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/13 | 2.485 | 0.482 | 2.003 | (4.211 | ) | (2.208 | ) | 109.744 | 107.536 | (2.01 | ) | 0.45 | 1.85 | 363 | 105 | 119 | 12,814 | ||||||||||||||||||||||||||||||||||||||||||
12/31/12 | 2.835 | 0.482 | 2.353 | 3.163 | 5.516 | 104.228 | 109.744 | 5.29 | 0.45 | 2.19 | 356 | 117 | 130 | 14,222 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/11 | 3.341 | 0.439 | 2.902 | 3.876 | 6.778 | 97.450 | 104.228 | 6.96 | 0.44 | 2.88 | 261 | 62 | 126 | 13,124 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/10 | 3.470 | 0.422 | 3.048 | 3.096 | 6.144 | 91.306 | 97.450 | 6.73 | 0.44 | 3.19 | 230 | 62 | 122 | 11,915 | |||||||||||||||||||||||||||||||||||||||||||||
Class R2: | 6/30/15 | §g | 0.549 | 0.094 | 0.455 | (2.773 | ) | (2.318 | ) | 115.735 | 113.417 | (0.05 | )c | 0.45 | d | 2.17 | d | 160 | c | 57 | c | 41 | 4,659 | ||||||||||||||||||||||||||||||||||||
Class R3: | 6/30/15 | §g | 0.549 | 0.076 | 0.473 | (2.773 | ) | (2.300 | ) | 115.735 | 113.435 | (0.03 | )c | 0.36 | d | 2.26 | d | 160 | c | 57 | c | 55 | 6,291 | ||||||||||||||||||||||||||||||||||||
INFLATION-LINKED BOND ACCOUNT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R1: | 6/30/15 | §h | (0.722 | ) | 0.142 | (0.864 | ) | 0.884 | 0.020 | 66.522 | 66.542 | 0.03 | c | 0.43 | d | (2.59 | )d | 4 | c | — | 18 | 1,214 | |||||||||||||||||||||||||||||||||||||
12/31/14 | 1.573 | 0.257 | 1.316 | 0.824 | 2.140 | 64.382 | 66.522 | 3.32 | 0.39 | 1.97 | 9 | — | 107 | 7,143 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/13 | 1.207 | 0.301 | 0.906 | (7.289 | ) | (6.383 | ) | 70.765 | 64.382 | (9.02 | ) | 0.45 | 1.34 | 13 | — | 115 | 7,404 | ||||||||||||||||||||||||||||||||||||||||||
12/31/12 | 2.050 | 0.310 | 1.740 | 2.523 | 4.263 | 66.502 | 70.765 | 6.40 | 0.45 | 2.52 | 11 | — | 149 | 10,544 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/11 | 2.817 | 0.272 | 2.545 | 5.187 | 7.732 | 58.770 | 66.502 | 13.16 | 0.43 | 4.05 | 13 | — | 146 | 9,699 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/10 | 1.596 | 0.254 | 1.342 | 1.929 | 3.271 | 55.499 | 58.770 | 5.89 | 0.44 | 2.33 | 15 | — | 135 | 7,955 | |||||||||||||||||||||||||||||||||||||||||||||
Class R2: | 6/30/15 | §g | 0.652 | 0.048 | 0.604 | (2.281 | ) | (1.677 | ) | 68.248 | 66.571 | 0.07 | c | 0.39 | d | 4.92 | d | 4 | c | — | 34 | 2,258 | |||||||||||||||||||||||||||||||||||||
Class R3: | 6/30/15 | §g | 0.652 | 0.038 | 0.614 | (2.281 | ) | (1.667 | ) | 68.248 | 66.581 | 0.09 | c | 0.31 | d | 5.00 | d | 4 | c | — | 52 | 3,446 |
78 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements | See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 79 |
Financial highlights | concluded |
College Retirement Equities Fund
Selected per accumulation unit data | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Gain (loss) from investment operations | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net realized | Ratios to average net assets | Portfolio | Accumulation | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
For the | Net | & unrealized | Net | Accumulation | Accumulation | Net | turnover rate | units | Accumulation | ||||||||||||||||||||||||||||||||||||||||||||||||||
period | investment | gain (loss | ) | change in | unit value | unit value | investment | Portfolio | excluding | outstanding at | fund net | ||||||||||||||||||||||||||||||||||||||||||||||||
or year | Investment | income | on total | accumulation | beginning | end of | Total | Gross | income | turnover | mortgage | end of period | assets | ||||||||||||||||||||||||||||||||||||||||||||||
ended | income | a | Expenses | a | (loss | )a | investments | unit value | of period | period | return | b | expenses | (loss | ) | rate | dollar rolls | (in millions | ) | (in millions | ) | ||||||||||||||||||||||||||||||||||||||
SOCIAL CHOICE ACCOUNT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R1: | 6/30/15 | §h | $2.289 | $0.456 | $1.833 | $(0.579 | ) | $ 1.254 | $194.396 | $195.650 | 0.66 | %c | 0.47 | %d | 1.88 | %d | 65 | %c | 32 | %c | 12 | $ 2,441 | |||||||||||||||||||||||||||||||||||||
12/31/14 | 4.446 | 0.773 | 3.673 | 8.760 | 12.433 | 181.963 | 194.396 | 6.83 | 0.41 | 1.95 | 120 | 52 | 72 | 14,017 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/13 | 3.804 | 0.757 | 3.047 | 22.950 | 25.997 | 155.966 | 181.963 | 16.67 | 0.45 | 1.79 | 133 | 46 | 72 | 13,016 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/12 | 3.866 | 0.677 | 3.189 | 12.242 | 15.431 | 140.535 | 155.966 | 10.98 | 0.45 | 2.14 | 149 | 52 | 71 | 10,999 | |||||||||||||||||||||||||||||||||||||||||||||
12/31/11 | 3.732 | 0.619 | 3.113 | (0.595 | ) | 2.518 | 138.017 | 140.535 | 1.82 | 0.44 | 2.22 | 122 | 45 | 72 | 10,074 | ||||||||||||||||||||||||||||||||||||||||||||
12/31/10 | 3.618 | 0.561 | 3.057 | 11.683 | 14.740 | 123.277 | 138.017 | 11.95 | 0.44 | 2.39 | 98 | 40 | 72 | 9,968 | |||||||||||||||||||||||||||||||||||||||||||||
Class R2: | 6/30/15 | §g | 0.959 | 0.149 | 0.810 | (6.015 | ) | (5.205 | ) | 200.939 | 195.734 | 0.70 | c | 0.41 | d | 2.22 | d | 65 | c | 32 | c | 25 | 4,991 | ||||||||||||||||||||||||||||||||||||
Class R3: | 6/30/15 | §g | 0.959 | 0.118 | 0.841 | (6.015 | ) | (5.174 | ) | 200.939 | 195.765 | 0.71 | c | 0.32 | d | 2.30 | d | 65 | c | 32 | c | 32 | 6,289 |
Selected per accumulation unit data | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Gain (loss) from investment operations | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net realized | Ratios to average net assets | Accumulation | |||||||||||||||||||||||||||||||||||||||||||||||||||||
For the | Net | & unrealized | Net | Accumulation | Accumulation | Expenses | Net | units | Accumulation | ||||||||||||||||||||||||||||||||||||||||||||||
period | investment | gain (loss | ) | change in | unit value | unit value | net of | investment | outstanding at | fund net | |||||||||||||||||||||||||||||||||||||||||||||
or year | Investment | income | on total | accumulation | beginning | end of | Total | Gross | TIAA | income | end of period | assets | |||||||||||||||||||||||||||||||||||||||||||
ended | income | a | Expenses | a | (loss | )a | investments | unit value | of period | period | return | b | expenses | withholding | (loss) | (in millions | ) | (in millions | )g | ||||||||||||||||||||||||||||||||||||
MONEY MARKET ACCOUNT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R1: | 6/30/15 | §h | $0.016 | $0.016 | $0.000 | $0.000 | $0.000 | $25.534 | $25.534 | 0.00 | %c | 0.44 | %d | 0.13 | %d | 0.00 | %d | 84 | $ 2,149 | ||||||||||||||||||||||||||||||||||||
12/31/14 | 0.029 | 0.029 | 0.000 | 0.000 | 0.000 | 25.534 | 25.534 | 0.00 | 0.39 | 0.11 | 0.00 | 441 | 11,261 | ||||||||||||||||||||||||||||||||||||||||||
12/31/13 | 0.036 | 0.036 | 0.000 | 0.000 | 0.000 | 25.534 | 25.534 | 0.00 | 0.41 | 0.14 | 0.00 | 461 | 11,774 | ||||||||||||||||||||||||||||||||||||||||||
12/31/12 | 0.044 | 0.044 | 0.000 | 0.000 | 0.000 | 25.534 | 25.534 | 0.00 | 0.42 | 0.17 | 0.00 | 458 | 11,701 | ||||||||||||||||||||||||||||||||||||||||||
12/31/11 | 0.044 | 0.044 | 0.000 | 0.001 | 0.001 | 25.533 | 25.534 | 0.00 | 0.41 | 0.17 | 0.00 | 477 | 12,178 | ||||||||||||||||||||||||||||||||||||||||||
12/31/10 | 0.062 | 0.062 | 0.000 | 0.000 | 0.000 | 25.533 | 25.533 | 0.00 | 0.41 | 0.24 | 0.00 | 463 | 11,816 | ||||||||||||||||||||||||||||||||||||||||||
Class R2: | 6/30/15 | §g | 0.006 | 0.006 | 0.000 | 0.000 | 0.000 | 25.534 | 25.534 | 0.00 | c | 0.39 | d | 0.14 | d | 0.00 | d | 137 | 3,499 | ||||||||||||||||||||||||||||||||||||
Class R3: | 6/30/15 | §g | 0.006 | 0.006 | 0.000 | 0.000 | 0.000 | 25.534 | 25.534 | 0.00 | c | 0.31 | d | 0.14 | d | 0.00 | d | 216 | 5,523 |
§ | Unaudited |
a | Based on average units outstanding. |
b | Based on per accumulation unit data. |
c | The percentages shown for this period are not annualized. |
d | The percentages shown for this period are annualized. |
g | Class R2 & R3 commenced operations on April 24, 2015. |
h | Prior to April 24, 2015, CREF offered only one class of units, which became Class R1 on that date. |
80 | 2015 Semiannual Report ■ College Retirement Equities Fund | See notes to financial statements | See notes to financial statements | College Retirement Equities Fund ■ 2015 Semiannual Report | 81 |
Notes to financial statements (unaudited)
College Retirement Equities Fund
Note 1—organization and significant accounting policies
The purpose of the College Retirement Equities Fund (“CREF”), as stated in its charter, is to aid and strengthen non-profit educational and research organizations, governmental entities, and other non-profit institutions by providing their employees with variable retirement benefits. CREF is registered with the Securities and Exchange Commission (“Commission”) under the Investment Company Act of 1940, as amended (“1940 Act”), as an open-end management investment company. It consists of eight investment portfolios: the Stock, Global Equities, Growth, Equity Index, Bond Market, Inflation-Linked Bond, Social Choice and Money Market Accounts (individually referred to as the “Account” or collectively referred to as the “Accounts”).
On April 24, 2015, CREF was converted from its one original class to three different classes, Class R1, Class R2 and Class R3, and all existing participant balances as of that date were transferred to the class for which they were eligible. Eligibility requirements for each class are based either upon the amount of aggregate retirement plan assets a participant’s institution has invested in all CREF Accounts or, for participants not associated with a retirement plan, the type of product through which the CREF assets are held. These transfers have been reflected as such on the Statements of Changes in Net Assets. Each Class differs by the allocation of class-specific expenses.
The accompanying financial statements were prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”), which may require the use of estimates made by management and the evaluation of subsequent events. Actual results may differ from those estimates. The Accounts are investment companies and follow the accounting guidance in the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification 946,
Financial Services—Investment Companies. The Accumulation Unit Value (“AUV”) for financial reporting purposes may differ from the AUV for processing transactions. The AUV for financial reporting purposes includes security and participant transactions through the date of the report. Total return is computed based on the AUV used for processing transactions. The following is a summary of the significant accounting policies consistently followed by the Accounts.
Security valuation: For all Accounts (other than the Money Market Account), investments in securities are recorded at their estimated fair value as described in the valuation of investments note to the financial statements. Investments held by the Money Market Account are recorded at amortized cost, which approximates fair value. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter accreting or amortizing any discount or premium to its face value at a constant rate until maturity.
Accumulation and Annuity Funds: The Accumulation Fund represents the net assets attributable to participants in the accumulation phase of their investment. The Annuity Fund represents the net assets attributable to the participants currently receiving annuity payments. The net increase or decrease in net assets from investment operations is apportioned between the funds based upon their relative
82 | 2015 Semiannual Report ■ College Retirement Equities Fund |
daily net asset values. Death benefits are paid to beneficiaries if the annuitant dies during the accumulation period or the annuity period. Annuitants bear the mortality risk under their contracts.
Investments and investment income: Securities transactions are accounted for as of the trade date for financial reporting purposes. Interest income is recorded as earned and includes accretion of discounts and amortization of premiums using the effective yield method. Dividend income is recorded on the ex-dividend date. Foreign dividend income is recorded on the ex-dividend date or as soon as possible after the Accounts determine the existence of a dividend declaration after exercising reasonable due diligence. Realized gains and losses on securities transactions are based upon the specific identification method. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments and/or as a realized gain.
Income, expenses, realized gains and losses and unrealized appreciation and depreciation of an Account are allocated on a pro rata basis to each class, except for administrative fees and distribution fees, which are unique to each class of each Account. Most expenses of CREF can be directly attributed to an Account or Class. Expenses that cannot be directly attributed are allocated based upon the average net assets of each Account or class.
Foreign currency transactions and translation: Assets, including investments, and liabilities denominated in foreign currencies are translated into U.S. dollar values each day using exchange rates obtained from an independent third party. Purchases and sales of securities, income, and expenses are translated into U.S. dollars at the prevailing exchange rate on the date of the transaction. The effect of changes in foreign currency exchange rates on realized and unrealized security gains and losses is reflected as a component of security gains and losses.
Income taxes: CREF is taxed as a life insurance company under Subchapter L of the Internal Revenue Code. CREF should incur no federal income tax liability. Under the rules of taxation applicable to life insurance companies, CREF’s Accumulation and Annuity Funds for participants will generally be treated as life insurance reserves; therefore, any increase in such reserves will be deductible. CREF files income tax returns in U.S. federal and applicable state jurisdictions. An account’s federal income tax returns are generally subject to examination for a period of three fiscal years after filed. State and local tax returns may be subject to examination for an additional period of time depending on the jurisdiction. Management has analyzed the Accounts’ tax positions taken for all open federal income tax years and has concluded that no provision for federal income tax is required in the Accounts’ financial statements.
Foreign taxes: The Accounts may be subject to foreign taxes on income, gains on investments or currency repatriation, a portion of which may be recoverable. The Accounts will accrue such taxes and recoveries as applicable, based upon the current interpretation of tax rules and regulations that exist in the markets in which the Accounts invest.
College Retirement Equities Fund ■ 2015 Semiannual Report | 83 |
Notes to financial statements (unaudited)
Trustee compensation: The Accounts pay the members of the Board of Trustees (“Board”), all of whom are independent, certain remuneration for their services, plus travel and other expenses. Trustees may elect to participate in a deferred compensation plan and defer all or a portion of their compensation. In addition, trustees participate in a long-term compensation plan. Amounts deferred are retained by the Accounts until paid. Amounts payable to the trustees for compensation are included in the accompanying Statements of Assets and Liabilities. Trustees’ fees, including any deferred and long-term compensation incurred, are reflected in the Statements of Operations.
New accounting pronouncement: In June 2014, the FASB issued Accounting Standards Update No. 2014-11 Transfers and Servicing (Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financing, and Disclosures (the “Update”). The Update will require, among other items, additional disclosures for transactions that are accounted for as secured borrowings, such as loaned securities. The Update is effective for annual reporting periods beginning after December 15, 2014, and for interim periods beginning after March 15, 2015. The Accounts adopted the Update for this semiannual report. The adoption of the Update did not have a material impact on the Accounts’ financial statements and notes disclosure.
New rule issuance: In July 2014, the Commission issued Final Rule Release No. 33-9616, Money Market Account Reform; Amendments to Form PF, which amends the rules governing money market accounts. The final amendments impose different implementation dates for the changes that certain money market accounts will need to make. Management is currently evaluating the implication of these amendments and their impact of the Final Rule to the Account’s financial statements and related disclosures.
Note 2—valuation of investments
Portfolio investments are valued at fair value utilizing various valuation methods approved by the Board. U.S. GAAP establishes a hierarchy that prioritizes market inputs to valuation methods. The three levels of inputs are:
• | Level 1 – quoted prices in active markets for identical securities |
• | Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.) |
• | Level 3 – significant unobservable inputs (including the Accounts’ own assumptions in determining the fair value of investments) |
The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized
84 | 2015 Semiannual Report ■ College Retirement Equities Fund |
continued
in Level 3. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
A description of the valuation techniques applied to the Accounts’ major categories of assets and liabilities measured at fair value follows:
Exchange-traded equity securities, common and preferred stock: Equity securities listed or traded on a national market or exchange are valued based on their sale price on such market or exchange at the close of business on the date of valuation, or at the mean of the closing bid and asked prices if no sale is reported. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy.
Debt securities: Debt securities, including equity-linked notes, will generally be valued using prices provided by a pricing service that may employ various indications of value including but not limited to broker-dealer quotations. Certain debt securities, other than money market instruments, are valued based on the most recent bid price or the equivalent quoted yield for such securities (or those of comparable maturity, quality and type). Debt securities are generally categorized in Level 2 of the fair value hierarchy; in instances where prices, yields or any other key inputs are unobservable, they are categorized in Level 3 of the hierarchy.
Short-term investments: Prior to January 2, 2015, short-term investments with maturities of 60 days or less were valued at amortized cost. Short-term investments with maturities in excess of 60 days were valued in the same manner as debt securities. Effective January 2, 2015, all short-term investments are valued in the same manner as debt securities. Short-term investments are generally categorized in Level 2 of the fair value hierarchy.
The Money Market Account: The Money Market Account’s portfolio securities are valued on an amortized cost basis. Money Market investments are generally categorized in Level 2 of the fair value hierarchy.
Investments in registered investment companies: These investments are valued at their net asset value on the valuation date. These investments are categorized in Level 1 of the fair value hierarchy.
Futures contracts: Stock and bond index futures, which are traded on commodity exchanges, are valued at the last sale price as of the close of such commodity exchanges and are categorized in Level 1 of the fair value hierarchy.
Options: Purchased and written options listed or traded on a national market or exchange are valued at the last sale price as of the close of such exchange or at the mean of the closing bid and asked prices if no sale is reported. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy.
College Retirement Equities Fund ■ 2015 Semiannual Report | 85 |
Notes to financial statements (unaudited)
Credit default swap contracts: Credit default swap contracts are marked-to-market daily based upon a price utilized by a pricing service. Credit default swaps are generally categorized as Level 2 in the fair value hierarchy.
Foreign equity securities are valued at the last sale price or official closing price reported on the exchange where traded and converted to U.S. dollars at the prevailing rates of exchange on the date of valuation. For events affecting the value of foreign securities between the time when the exchange on which they are traded closes and the time when the Accounts’ net assets are calculated, such securities will be valued at fair value in accordance with procedures adopted by the Board. Foreign securities are generally categorized in Level 2 of the fair value hierarchy.
Any portfolio security for which market quotations are not readily available or for which the above valuation procedures are deemed not to reflect fair value are valued at fair value, as determined in good faith using procedures approved by the Board. To the extent the inputs are observable and timely, the values would be categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized as Level 3.
Transfers between levels are recognized at the end of the reporting period. For the period ended June 30, 2015, there were no material transfers between levels by the Accounts.
As of June 30, 2015, 100% of the value of investments in the Inflation-Linked Bond and Money Market Accounts were valued based on Level 2 inputs.
The following table summarizes the market value of the Accounts’ investments as of June 30, 2015, based on the inputs used to value them (dollar amounts are in thousands):
Account | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Stock | ||||||||||||||||
Equity investments: | ||||||||||||||||
Consumer discretionary | $ | 11,948,573 | $ | 5,243,406 | $ | 161 | $ | 17,192,140 | ||||||||
Consumer staples | 6,579,692 | 3,230,186 | 33 | 9,809,911 | ||||||||||||
Energy | 6,210,749 | 2,271,268 | 1 | 8,482,018 | ||||||||||||
Financials | 14,355,486 | 9,937,626 | 373 | 24,293,485 | ||||||||||||
Health care | 13,067,599 | 3,378,636 | 14,497 | 16,460,732 | ||||||||||||
Industrials | 9,037,490 | 4,501,496 | 2,597 | 13,541,583 | ||||||||||||
Information technology | 16,575,766 | 3,143,461 | 4,512 | 19,723,739 | ||||||||||||
Materials | 3,030,493 | 2,956,853 | 6,194 | 5,993,540 | ||||||||||||
Telecommunication services | 1,744,967 | 1,634,561 | 497 | 3,380,025 | ||||||||||||
Utilities | 2,268,067 | 1,095,741 | 914 | 3,364,722 | ||||||||||||
Corporate bonds | — | 590 | 500 | 1,090 | ||||||||||||
Government bonds | — | 294 | — | 294 | ||||||||||||
Purchased options** | 11 | — | — | 11 | ||||||||||||
Written options** | (74 | ) | — | — | (74 | ) | ||||||||||
Short-term investments | — | 5,790,782 | — | 5,790,782 | ||||||||||||
Futures** | (5,249 | ) | — | — | (5,249 | ) | ||||||||||
Total | $ | 84,813,570 | $ | 43,184,900 | $ | 30,279 | $ | 128,028,749 |
86 | 2015 Semiannual Report ■ College Retirement Equities Fund |
continued
Account | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Global Equities | ||||||||||||||||
Equity investments: | ||||||||||||||||
Asia | $ | — | $ | 1,631,587 | $ | — | $ | 1,631,587 | ||||||||
Australasia | — | 344,317 | — | 344,317 | ||||||||||||
Europe | 300,145 | 3,850,341 | — | 4,150,486 | ||||||||||||
North America | 10,977,669 | 604,780 | — | 11,582,449 | ||||||||||||
All other equity investments* | 104,736 | 1,682,009 | 12,602 | 1,799,347 | ||||||||||||
Short-term investments | — | 676,604 | — | 676,604 | ||||||||||||
Futures** | (2,420 | ) | — | — | (2,420 | ) | ||||||||||
Total | $ | 11,380,130 | $ | 8,789,638 | $ | 12,602 | $ | 20,182,370 | ||||||||
Growth | ||||||||||||||||
Equity investments: | ||||||||||||||||
Consumer discretionary | $ | 4,646,842 | $ | 154,322 | $ | — | $ | 4,801,164 | ||||||||
Consumer staples | 1,476,393 | 41,237 | — | 1,517,630 | ||||||||||||
Financials | 1,338,408 | 12,390 | — | 1,350,798 | ||||||||||||
Health care | 4,054,264 | 39,803 | — | 4,094,067 | ||||||||||||
Information technology | 6,685,450 | 120,071 | — | 6,805,521 | ||||||||||||
Telecommunication services | 193,825 | 13,693 | — | 207,518 | ||||||||||||
All other equity investments* | 3,255,081 | — | — | 3,255,081 | ||||||||||||
Short-term investments | 370,759 | 130,594 | — | 501,353 | ||||||||||||
Futures** | (1,452 | ) | — | — | (1,452 | ) | ||||||||||
Total | $ | 22,019,570 | $ | 512,110 | $ | — | $ | 22,531,680 | ||||||||
Equity Index | ||||||||||||||||
Equity investments: | ||||||||||||||||
Health care | $ | 2,567,920 | $ | — | $ | 82 | $ | 2,568,002 | ||||||||
Telecommunication services | 342,533 | — | 118 | 342,651 | ||||||||||||
All other equity investments * | 14,068,355 | — | — | 14,068,355 | ||||||||||||
Short-term investments | 548,287 | — | — | 548,287 | ||||||||||||
Total | $ | 17,527,095 | $ | — | $ | 200 | $ | 17,527,295 | ||||||||
Bond Market | ||||||||||||||||
Bank loan obligations | $ | — | $ | 114,327 | $ | — | $ | 114,327 | ||||||||
Corporate bonds | — | 4,999,504 | — | 4,999,504 | ||||||||||||
Government bonds | — | 5,999,005 | — | 5,999,005 | ||||||||||||
Structured assets | — | 2,112,630 | — | 2,112,630 | ||||||||||||
Preferred Stocks | 7,491 | — | — | 7,491 | ||||||||||||
Short-term investments | — | 2,086,110 | — | 2,086,110 | ||||||||||||
Total | $ | 7,491 | $ | 15,311,576 | $ | — | $ | 15,319,067 |
College Retirement Equities Fund ■ 2015 Semiannual Report | 87 |
Notes to financial statements (unaudited)
Account | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Social Choice | ||||||||||||||||
Equity investments: | ||||||||||||||||
Consumer discretionary | $ | 800,177 | $ | 316,625 | $ | — | $ | 1,116,802 | ||||||||
Consumer staples | 426,199 | 212,464 | — | 638,663 | ||||||||||||
Energy | 444,885 | 153,166 | — | 598,051 | ||||||||||||
Financials | 1,213,264 | 663,497 | — | 1,876,761 | ||||||||||||
Health care | 851,966 | 255,414 | — | 1,107,380 | ||||||||||||
Industrials | 590,230 | 305,223 | — | 895,453 | ||||||||||||
Information technology | 1,078,099 | 106,770 | — | 1,184,869 | ||||||||||||
Materials | 281,834 | 180,361 | — | 462,195 | ||||||||||||
Telecommunication services | 111,662 | 117,078 | — | 228,740 | ||||||||||||
Utilities | 201,954 | 86,959 | — | 288,913 | ||||||||||||
Bank loan obligations | — | 46,297 | — | 46,297 | ||||||||||||
Corporate bonds | — | 1,815,654 | — | 1,815,654 | ||||||||||||
Government bonds | — | 3,253,171 | — | 3,253,171 | ||||||||||||
Structured assets | — | 406,463 | — | 406,463 | ||||||||||||
Short-term investments | — | 1,089,111 | — | 1,089,111 | ||||||||||||
Total | $ | 6,000,270 | $ | 9,008,253 | $ | — | $ | 15,008,523 |
* | For detailed categories, see the accompanying Summary portfolio of investments. |
** | Derivative instruments, excluding purchased options, are not reflected in the Summary portfolio of investments. |
Note 3—derivative instruments
As defined by U.S. GAAP, a derivative is a financial instrument whose value is derived from an underlying security price, foreign exchange rate, interest rate, index of prices or rates, or other variables. Derivatives require little or no initial investment and permit or require net settlement. The Accounts value derivatives at fair value.
At June 30, 2015, the following Accounts have invested in derivative contracts which are reflected in the Statements of Assets and Liabilities as follows (dollar amounts are in thousands):
Asset derivatives | Liabilities derivatives | |||||||||||
Fair value | Fair value | |||||||||||
Derivative contracts | Location | amount | Location | amount | ||||||||
Stock Account | ||||||||||||
Equity contracts | Futures* | $(5,249 | ) | Written options | $(74 | ) | ||||||
Equity contracts | Portfolio investments | 11 | ||||||||||
Global Equities Account | ||||||||||||
Equity contracts | Futures* | (2,420 | ) | |||||||||
Growth Account | ||||||||||||
Equity contracts | Futures* | (1,452 | ) |
* | The fair value presented includes cumulative gain (loss) on open futures contracts; however, the value reflected on the accompanying Statements of Assets and Liabilities is only the receivable for variation margin on open futures contracts. |
88 | 2015 Semiannual Report ■ College Retirement Equities Fund |
continued
For the period ended June 30, 2015, the effect of derivative contracts on the Accounts’ Statements of Operations was as follows (dollar amounts are in thousands):
Change in | ||||||||||
unrealized | ||||||||||
Realized | appreciation | |||||||||
Derivative contracts | Location | gain (loss | ) | (depreciation | ) | |||||
Stock Account | ||||||||||
Equity contracts | Futures transactions | $17,463 | $(6,774 | ) | ||||||
Equity contracts | Purchased options | 15 | (40 | ) | ||||||
Equity contracts | Written options | 38 | 32 | |||||||
Global Equities Account | ||||||||||
Equity contracts | Futures transactions | 5,270 | (4,392 | ) | ||||||
Growth Account | ||||||||||
Equity contracts | Futures transactions | 9,276 | (2,603 | ) | ||||||
Equity Index Account | ||||||||||
Equity contracts | Futures transactions | 2,227 | 94 |
Futures contracts: Certain Accounts are subject to equity price risk in the normal course of pursuing their investment objectives. The Accounts use futures contracts to manage exposure to the equity markets and for cash management purposes to remain highly invested in these markets while minimizing transaction costs. Buying futures contracts tends to increase exposure to the underlying instrument/index, while selling futures contracts tends to decrease exposure to the underlying instrument/index or hedge other investments. Initial margin deposits are made upon entering into a futures contract, and variation margin receipts or payments are settled daily reflecting changes in the value of the futures contracts. Daily changes in the value of such contracts are reflected in net unrealized gains and losses. Gains or losses are realized upon the expiration or closing of the futures contracts or if the counterparties do not perform in accordance with contractual provisions. With futures, there is minimal counterparty credit risk to the Accounts since futures are exchange-traded and the exchange’s clearinghouse, as counterparty to all exchange-traded funds, guarantees the futures against default. During the period ended June 30, 2015, the Stock Account, the Global Equities Account, the Growth Account, and the Equity Index Account had exposure to futures contracts, based on underlying notional values, generally between 0% and 1% of net assets.
At June 30, 2015, the Accounts held the following open futures contracts (dollar amounts are in thousands):
Number of | Settlement | Expiration | Unrealized | |||||||||||||
Account | Futures | contracts | value | date | gain (loss | ) | ||||||||||
Stock | S&P 500 Index E-Mini | 2,053 | $210,884 | September 2015 | $(4,584 | ) | ||||||||||
S&P Mid-Cap 400 E-Mini | 174 | 26,067 | September 2015 | (486 | ) | |||||||||||
Russell 2000 Mini Index | 164 | 20,507 | September 2015 | (179 | ) | |||||||||||
Total | 2,391 | 257,458 | (5,249 | ) | ||||||||||||
Global Equities | S&P 500 Index E-Mini | 1,043 | 107,137 | September 2015 | (2,420 | ) | ||||||||||
Growth | S&P 500 Index E-Mini | 650 | 66,768 | September 2015 | (1,452 | ) |
College Retirement Equities Fund ■ 2015 Semiannual Report | 89 |
Notes to financial statements (unaudited)
Options: Certain Accounts are subject to equity price risk in the normal course of pursuing their investment objectives. The Accounts use options contracts for hedging and cash management purposes and to seek to increase total return. Call and put options give the holder the right, in return for a premium paid, to purchase or sell, respectively, a security at a specified exercise price at any time during the period of the option. Purchased options are included in the summary portfolio of investments, and written options are separately reflected as a liability in the Statements of Assets and Liabilities. Premiums on unexercised, expired options are recorded as realized gains or losses; premiums on exercised options are recorded as an adjustment to the proceeds from the sale or cost of the purchase. The difference between the premium and the amount received or paid in a closing transaction is also treated as a realized gain or loss. Risks related to the use of options include possible illiquidity of the options markets, price movements in underlying security values, and losses that may exceed amounts recognized on the Statements of Assets and Liabilities. During the period ended June 30, 2015, the Stock Account had exposure to options, based on underlying nominal values, generally between 0% and 1% of net assets.
Purchased options outstanding as of June 30, 2015 were as follows (dollar amounts are in thousands):
Number of contracts | Value | |||||||
Stock Account | ||||||||
3M Co, Call, 7/17/15 at $165 | 10 | $— | ||||||
Delta Air Lines, Inc, Call, 7/17/15 at $52.50 | 50 | — | ||||||
Humana, Inc, Call, 7/17/15 at $215 | 30 | 3 | ||||||
MGM Resorts International, Call, 9/18/15 at $23 | 50 | 1 | ||||||
Mylan NV, Call, 8/21/15 at $75 | 10 | 2 | ||||||
Perrigo Co plc, Call, 7/17/15 at $220 | 15 | 1 | ||||||
Pioneer Natural Resources Co, Call, 9/18/15 at $195 | 38 | 1 | ||||||
Texas Instruments, Inc, Put, 7/17/15 at $50 | 30 | 2 | ||||||
Zoetis, Inc, Call, 8/21/15 at $60 | 30 | 1 | ||||||
Total | 263 | $11 |
90 | 2015 Semiannual Report ■ College Retirement Equities Fund |
continued
Written options outstanding as of June 30, 2015 were as follows (dollar amounts are in thousands):
Number of Contracts | Value | |||||||
Stock Account | ||||||||
3M Co, Put, 7/17/15 at $145 | 30 | $ (1 | ) | |||||
Amazon.com, Inc, Call, 7/17/15 at $465 | 10 | (1 | ) | |||||
Amazon.com, Inc, Put, 7/17/15 at $390 | 10 | (1 | ) | |||||
Avago Technologies Ltd, Put, 7/17/15 at $125 | 20 | (2 | ) | |||||
Baker Hughes, Inc, Put, 7/17/15 at $55 | 30 | (1 | ) | |||||
Biogen, Inc, Put, 7/17/15 at $360 | 10 | (1 | ) | |||||
Constellation Brands, Inc, Call, 7/17/15 at $125 | 15 | (1 | ) | |||||
Constellation Brands, Inc, Call, 7/17/15 at $130 | 10 | — | ||||||
Eli Lilly & Co, Call, 7/17/15 at $94 | 30 | — | ||||||
EOG Resources, Inc, Put, 7/17/15 at $80 | 30 | (1 | ) | |||||
HCA Holdings, Inc, Call, 7/2/15 at $94 | 15 | (1 | ) | |||||
Humana, Inc, Put, 7/2/15 at $185 | 30 | (9 | ) | |||||
Humana, Inc, Put, 7/17/15 at $150 | 10 | (1 | ) | |||||
MGM Resorts International, Put, 9/18/15 at $18 | 30 | (4 | ) | |||||
Micron Technology, Inc, Put, 7/17/15 at $16 | 25 | — | ||||||
Monsanto Co, Put, 7/17/15 at $100 | 20 | (1 | ) | |||||
Mylan NV, Put, 8/21/15 at $62.50 | 10 | (2 | ) | |||||
Mylan NV, Call, 8/21/15 at $80 | 10 | (1 | ) | |||||
NetFlix, Inc, Call, 7/2/15 at $750 | 5 | — | ||||||
NetFlix, Inc, Put, 7/17/15 at $570 | 5 | (3 | ) | |||||
Palo Alto Networks, Inc, Put, 7/17/15 at $160 | 20 | (1 | ) | |||||
Perrigo Co plc, Put, 7/17/15 at $170 | 15 | (2 | ) | |||||
Pioneer Natural Resources Co, Put, 9/18/15 at $130 | 20 | (9 | ) | |||||
Pioneer Natural Resources Co, Call, 9/18/15 at $205 | 38 | — | ||||||
Pioneer Natural Resources Co, Put, 12/18/15 at $130 | 38 | (30 | ) | |||||
Texas Instruments, Inc, Put, 7/17/15 at $45 | 30 | — | ||||||
United Continental Holdings, Inc, Call, 7/17/15 at $70 | 50 | — | ||||||
Zoetis, Inc, Call, 8/21/15 at $55 | 5 | — | ||||||
Zoetis, Inc, Put, 8/21/15 at $45 | 5 | (1 | ) | |||||
Total | 576 | $(74 | ) |
Transactions in written options and related premiums received during the period ended June 30, 2015 were as follows:
Number of contracts | Premiums | |||||||
Stock Account | ||||||||
Outstanding at beginning of period | — | $ — | ||||||
Written | 5,265 | 467 | ||||||
Purchased | (2,001 | ) | (252 | ) | ||||
Exercised | (17 | ) | (4 | ) | ||||
Expired | (2,671 | ) | (107 | ) | ||||
Outstanding at end of period | 576 | $ 104 |
Credit default swap contracts: The Accounts are subject to credit risk in the normal course of pursuing their investment objectives. Credit default swaps can be settled
College Retirement Equities Fund ■ 2015 Semiannual Report | 91 |
Notes to financial statements (unaudited)
either directly with the counterparty (bilateral) or through a central clearinghouse (centrally cleared). A credit default swap is a contract between a buyer and a seller of protection against pre-defined credit events for the reference entity. As a seller in a credit default swap contract, the Account is required to pay an agreed upon amount to the counterparty with the occurrence of a specified credit event, such as certain bankruptcies related to an underlying credit instrument, index, or issuer which would likely result in a loss to the Account. The agreed upon amount approximates the notional value of the swap and is estimated to be the maximum potential future payment that the Account could be required to make under the contract. In return, the Account receives from the counterparty a periodic stream of payments over the term of the contract provided that no credit event has occurred. If no credit event occurs, the Account keeps the stream of payments with no payment obligations. When the Account sells a credit default swap contract it will cover its commitment. This may be achieved by, among other methods, maintaining cash or liquid assets in a segregated account equal to the aggregate notional value of the reference entities for all outstanding credit default swap contracts sold by the Account.
The Account may also buy credit default swap contracts, in which case the Account functions as the counterparty referenced above. This involves the risk that the contract may expire worthless. Bilateral swaps involve counterparty risk that the seller may fail to satisfy its payment obligations to the Account with the occurrence of a credit event. Centrally cleared swaps have minimal counterparty credit risk to the Accounts as they are entered into with a central clearinghouse which guarantees the swap against default.
The value of a bilateral swap included in net assets is the unrealized gain or loss of the contract plus or minus any unamortized premiums paid or received, respectively. Appreciated swaps and premiums paid are reflected as assets, while depreciated swaps and premiums received are reflected as liabilities on the Statements of Assets and Liabilities. Centrally cleared swaps initial margin deposits are made, and variation margin payments are made or received reflecting daily changes in the value of the swap contract. The daily fluctuation in fair value is accounted for as a variation margin receivable or payable on the Statements of Assets and Liabilities.
Under the terms of the credit default swap contracts, the Account receives or makes quarterly payments based on a payment rate on a fixed notional amount. These payments are recorded as a realized gain or loss in the Statements of Operations. Payments received or made as a result of a credit event or termination of the contract are recognized as realized gains or losses. Daily changes in the value of such contracts are reflected in net unrealized gains and losses.
The Accounts (other than the Money Market Account) invest in credit default swaps to hedge or manage the risks associated with assets held in the Account and/or to facilitate the implementation of portfolio strategies to seek to increase the total return. During the period ended June 30, 2015, the CREF Bond Account had no exposure to credit default swap contracts.
There were no open credit default swap contracts outstanding as of June 30, 2015.
92 | 2015 Semiannual Report ■ College Retirement Equities Fund |
continued
Note 4—investment adviser and affiliates
Investment advisory services for the Accounts are provided by TIAA-CREF Investment Management, LLC (“TCIM”) in accordance with an Investment Management Services Agreement. TCIM is a registered investment adviser and a wholly owned subsidiary of Teachers Insurance and Annuity Association of America (“TIAA”), a companion organization of CREF. Investment management expenses generally include investment management, portfolio accounting and custodial services and are the same across all classes of an Account.
Administrative services are provided to the Accounts by TIAA, pursuant to an Administrative Services Agreement with CREF. Distribution functions are provided to the Accounts by TIAA-CREF Individual & Institutional Services, LLC (“Services”), a wholly owned subsidiary of TIAA, pursuant to a Principal Underwriting and Distribution Services Agreement with CREF and the Rule 12b-1 plan. Teachers Personal Investors Services, Inc. (“TPIS”), a wholly owned subsidiary of TIAA, may also provide distribution functions for the Accounts on a limited basis. Participants invested in a particular CREF Account will be subject to different administrative and distribution expenses depending upon the class of the Account they own.
TIAA charges a mortality and expense charge of 0.005% to guarantee that CREF participants transferring Accounts to TIAA for the immediate purchase of lifetime payout annuities will not be charged more than the rate stipulated in the CREF contract. This charge is the same across all Accounts and classes.
The services provided by TCIM, Services, TPIS, and TIAA are provided to CREF at cost, and CREF also reimburses TCIM, Services, TPIS, and TIAA for certain third party expenses and trustee fees paid on its behalf. Payments from the CREF Accounts are made on a daily basis according to formulas established each year with the objective of keeping the estimated expenses as close as possible to each Account’s actual expenses. Any differences between actual expenses and the estimated expenses remitted are adjusted.
As of June 30, 2015, the following table represents the effective expense deductions as an annual percentage of average daily net assets to approximate the costs that CREF incurred:
Investment | ||||||||||||||||||||||||||||
management | ||||||||||||||||||||||||||||
fee | Administrative fee | Distribution fee | ||||||||||||||||||||||||||
Account | All classes | Class R1 | Class R2 | Class R3 | Class R1 | Class R2 | Class R3 | |||||||||||||||||||||
Stock | 0.138 | % | 0.272 | % | 0.228 | % | 0.168 | % | 0.099 | % | 0.094 | % | 0.069 | % | ||||||||||||||
Global Equities | 0.139 | 0.275 | 0.226 | 0.166 | 0.101 | 0.093 | 0.068 | |||||||||||||||||||||
Growth | 0.073 | 0.275 | 0.227 | 0.167 | 0.102 | 0.093 | 0.068 | |||||||||||||||||||||
Equity Index | 0.032 | 0.275 | 0.226 | 0.166 | 0.102 | 0.093 | 0.068 | |||||||||||||||||||||
Bond Market | 0.121 | 0.274 | 0.227 | 0.167 | 0.101 | 0.093 | 0.068 | |||||||||||||||||||||
Inflation-Linked Bond | 0.052 | 0.275 | 0.227 | 0.167 | 0.101 | 0.093 | 0.068 | |||||||||||||||||||||
Social Choice | 0.084 | 0.275 | 0.227 | 0.167 | 0.101 | 0.093 | 0.068 | |||||||||||||||||||||
Money Market | 0.057 | 0.275 | 0.227 | 0.167 | 0.102 | 0.093 | 0.068 |
College Retirement Equities Fund ■ 2015 Semiannual Report | 93 |
Notes to financial statements (unaudited) | continued |
For the period ended June 30, 2015, TIAA withheld (“waived”) a portion of the distribution Rule 12b-1 and as necessary, administrative expenses for the Money Market Account totaling $12,063,492 for Class R1 (inclusive of $10,134,557 prior to the creation of additional classes), $1,652,643 for Class R2 and $1,801,417 for Class R3. The withholding of expenses is voluntary in nature and can be discontinued at any time. Any expenses waived after October 1, 2010 are subject to possible recovery by TIAA from the Account for three years after the waiver. TIAA may recover from the Account a portion of the amounts waived at such time as the class’s daily yield would be positive absent the effect of the waiver, and in such event the amount of recovery on any day will be approximately 25% of the class’s yield (net of all expenses) on that day. As a result of the conversion, previously recoverable amounts have been allocated to the newly formed classes, using April 24, 2015 end of day net assets. As of June 30, 2015, the cumulative amount of expenses waived subject to recovery is $18,647,534 for Class R1, $29,070,463 for Class R2 and $46,189,679 for Class R3. The aggregate amounts waived and reimbursed are disclosed on the Statements of Operations.
Amounts owed to Account affiliates for payment of Account expenses, payments for units purchased, and receipt for units sold are disclosed as due to/from affiliates on the Statements of Assets and Liabilities. Account expenses owed to affiliates are reflected in the Statements of Operations.
The Accounts may purchase or sell investment securities in transactions with affiliated entities under procedures adopted by the Board, pursuant to the 1940 Act. These transactions are effected at market rates without incurring broker commissions.
Companies in which an Account holds 5% or more of the outstanding voting shares are considered “affiliated companies” of the Account, pursuant to the 1940 Act. Information regarding transactions with affiliated companies is as follows (dollar amounts are in thousands):
94 | 2015 Semiannual Report ■ College Retirement Equities Fund |
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College Retirement Equities Fund ■ 2015 Semiannual Report | 95 |
Notes to financial statements (unaudited)
Issue | Value at December 31, 2014 | Purchase cost | Sales proceeds | Realized gain (loss) | Dividend income | Shares at June 30, 2015 | Value at June 30, 2015 | |||||||||||||||||||||
Stock Account | ||||||||||||||||||||||||||||
Berry Plastics Group Inc | $226,929 | $ | 10,395 | $ | 57,164 | $ | 21,652 | $ | — | $ | — | ** | $ | — | ||||||||||||||
Papa Murphy’s Holdings Inc | 11,747 | 48 | 6,699 | 2,712 | — | — | ** | — | ||||||||||||||||||||
Rolls-Royce Holdings plc | * | 323 | — | — | — | 337 | ||||||||||||||||||||||
$238,676 | $ | 10,766 | $ | 63,863 | $ | 24,364 | $ | — | 214,500,762 | $ | 337 | |||||||||||||||||
Growth Account | ||||||||||||||||||||||||||||
TIAA-CREF Short Term Lending Portfolio of the State Street Navigator Securities Lending Trust | $417,995 | $ | 191,075 | $ | 238,311 | $ | — | $ | — | $ | 370,758,612 | $ | 370,759 | |||||||||||||||
Equity Index Account | ||||||||||||||||||||||||||||
TIAA-CREF Short Term Lending Portfolio of the State Street Navigator Securities Lending Trust | $564,844 | $ | 128,069 | $ | 144,626 | $ | — | $ | — | $ | 548,286,817 | $ | 548,287 |
* | Not an affiliate investment as of December 31, 2014 |
** | Not an affiliate investment as of June 30, 2015 |
Note 5—investments
Securities lending: Certain Accounts may lend their securities to qualified institutional borrowers to earn additional income. An Account receives collateral (in the form of cash, Treasury securities or other collateral permitted by applicable law) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of loaned securities during the period of the loan; any additional collateral required due to changes in security values is delivered to the Account the next business day. Cash collateral received by the Account will generally be invested in high-quality short-term instruments or in one or more funds maintained by the securities lending agent (“Agent”) for the purpose of investing cash collateral. The value of the loaned securities and the liability to return the cash collateral received are reflected in the Statements of Assets and Liabilities. As of June 30, 2015, securities lending transactions (with the exception of the CREF Social Choice Account) are for equity securities, and the resulting loans are continuous, can be recalled at any time, and have no set maturity. For the CREF Social Choice Account, all loans from securities lending transactions are continuous, can be recalled at any time, and have no set maturity, with $253,108,000 of equity securities pledged as collateral and $178,118,000 of fixed income securities pledged as collateral. Securities lending income recognized by the Accounts consists of earnings on invested collateral and lending fees, net of any rebates to the borrower and compensation to the Agent. Such income is reflected separately in the Statements of Operations. In lending its securities, an Account bears the market risk with respect to the investment of collateral and the risk that the Agent may default on its contractual obligations to the Account. The Agent bears the risk that the borrower may default on its obligation to return the loaned securities as the Agent is contractually obligated to indemnify the Account if at the time of a default by a borrower some or all of the loan securities have not been returned.
Repurchase agreements: Each Account may enter into repurchase agreements with banks or broker-dealers. Repurchase agreements involve the purchase of securities from an institution, subject to the seller’s agreement to repurchase and the Account’s agreement to resell such securities at a mutually agreed-upon price. Pursuant to the terms of the repurchase agreement, securities purchased subject to repurchase agreements must have an aggregate market value greater than or equal to the agreed-upon repurchase price plus accrued interest at all times. If the value of the underlying securities falls below the value of the repurchase price plus accrued interest, the Account will require the seller to deposit additional collateral by the next business day. If a request for additional collateral is not met, or if the seller defaults on its repurchase obligation, the Account maintains the right to sell the underlying securities at market value and pursue a claim for any remaining loss against the seller.
Securities purchased on a when-issued or delayed-delivery basis: The Accounts may purchase securities on a when-issued or delayed-delivery basis. Securities purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after trade date; interest income is not accrued until settlement date. At the time an Account enters into such transactions, it is required to have segregated assets with a current value at least equal to the amount of its when-issued or delayed-delivery purchase commitments.
Treasury Inflation-Protected Securities: The Accounts (other than the Money Market Account) may invest in Treasury Inflation-Protected Securities, specially structured bonds in which the principal amount is adjusted periodically to keep pace with inflation, as measured by the U.S. Consumer Price Index.
Mortgage dollar rolls transactions: Some of the Accounts may enter into mortgage dollar rolls in which an Account sells mortgage securities for delivery in the current month, realizing a gain (loss), and simultaneously contracts to repurchase similar securities on a specified future date. During the roll period, an Account forgoes
96 | 2015 Semiannual Report ■ College Retirement Equities Fund | 2015 Semiannual Report ■ College Retirement Equities Fund | 97 |
Notes to financial statements (unaudited)
principal and interest paid on the securities. The Account is compensated by the interest earned on the cash proceeds of the initial sale and by the lower repurchase price at the future date. The difference between the sales proceeds and the lower repurchase price is recorded as a realized gain. The Account maintains a segregated account, the dollar value of which is at least equal to its obligations with respect to dollar rolls.
Restricted securities: Restricted securities held by the Accounts, if any, may not be sold except in exempt transactions or in a public offering registered under the Securities Act of 1933. The risk of investing in such securities is generally greater than the risk of investing in securities that are widely held and publicly traded.
Net unrealized appreciation (depreciation): At June 30, 2015, net unrealized appreciation (depreciation) based on the aggregate cost of portfolio investments for federal income tax purposes, consisting of gross unrealized appreciation and gross unrealized depreciation was as follows (dollar amounts are in thousands):
Account | Gross unrealized appreciation | Gross unrealized (depreciation | ) | Net unrealized appreciation (depreciation | ) | |||||||
Stock | $16,383,187 | $(5,115,518 | ) | $11,267,669 | ||||||||
Global Equities | 3,063,644 | (749,005 | ) | 2,314,639 | ||||||||
Growth | 4,847,190 | (258,923 | ) | 4,588,267 | ||||||||
Equity Index | 8,101,774 | (487,926 | ) | 7,613,848 | ||||||||
Bond Market | 187,575 | (183,664 | ) | 3,911 | ||||||||
Inflation-Linked Bond | 445,589 | (113,741 | ) | 331,848 | ||||||||
Social Choice | 2,598,332 | (268,144 | ) | 2,330,188 |
Purchases and sales: Purchases and sales of securities (other than short-term instruments) for all of the Accounts for the period ended June 30, 2015 were as follows (dollar amounts are in thousands):
Stock Account | Global Equities Account | Growth Account | ||||||||||
Purchases: | ||||||||||||
Non-Government | $ | 35,044,651 | $ | 5,202,040 | $ | 6,383,816 | ||||||
Government | — | — | — | |||||||||
Total Purchases | $ | 35,044,651 | $ | 5,202,040 | $ | 6,383,816 | ||||||
Sales: | ||||||||||||
Non-Government | $ | 39,418,824 | $ | 5,177,046 | $ | 6,586,941 | ||||||
Government | — | — | — | |||||||||
Total Sales | $ | 39,418,824 | $ | 5,177,046 | $ | 6,586,941 |
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concluded
Equity Index Account | Bond Market Account | Inflation-Linked Bond Account | Social Choice Account | |||||||||||||
Purchases: | ||||||||||||||||
Non-Government | $ | 718,788 | $ | 2,968,220 | $ | — | $ | 2,854,274 | ||||||||
Government | — | 18,806,890 | 274,773 | 6,399,355 | ||||||||||||
Total Purchases | $ | 718,788 | $ | 21,775,110 | $ | 274,773 | $ | 9,253,629 | ||||||||
Sales: | ||||||||||||||||
Non-Government | $ | 993,169 | $ | 2,242,058 | $ | — | $ | 3,017,545 | ||||||||
Government | — | 19,085,183 | 501,489 | 6,445,881 | ||||||||||||
Total Sales | $ | 993,169 | $ | 21,327,241 | $ | 501,489 | $ | 9,463,426 |
Note 6—line of credit
Each of the Accounts, except the Money Market Account, participates in a $1.5 billion unsecured revolving credit facility that can be used for temporary purposes, including, without limitation, the funding of participant withdrawals. This facility expired June 2015. A new facility was entered into on June 23, 2015 expiring June 21, 2016. Certain affiliated accounts and mutual funds, each of which is managed by TCIM, or an affiliate of TCIM, also participate in this facility. An annual commitment fee for the credit facility is borne by the participating accounts and mutual funds on a pro rata basis. Interest associated with any borrowing under the facility is charged to the borrowing accounts or mutual funds at a specified rate of interest. The Accounts are not liable for borrowings under the facility by other affiliated accounts or mutual funds. For the period ended June 30, 2015, there were no borrowings under this credit facility by the Accounts.
Note 7—indemnification
In the normal course of business, each Account enters into contracts that contain a variety of representations and warranties and that provide general indemnities. An Account’s maximum exposure under these arrangements is unknown, as this would involve future claims against the Account that have not yet occurred. Also, under the Accounts’ organizational documents, the trustees and officers of the Accounts are indemnified against certain liabilities that may arise out of their duties to the Accounts. However, based on experience, the Accounts expect the risk of loss due to these warranties and indemnities to be unlikely.
College Retirement Equities Fund ■ 2015 Semiannual Report | 99 |
Board renewal of investment management agreement (unaudited)
Among its other duties, the Board of Trustees (the “Board” or the “Trustees”) of the College Retirement Equities Fund (“CREF”) is responsible for determining whether to initially approve and subsequently annually renew the investment management agreement (the “Agreement”) between TIAA-CREF Investment Management, LLC (“TCIM”) and CREF on behalf of each of its accounts (the “Accounts”). Under the Agreement, TCIM is responsible for providing investment advisory services and overseeing the everyday operations and other service providers of the Accounts.
Most investment companies that are registered under the Investment Company Act of 1940 (the “1940 Act”) enter into investment management agreements that are subject to Section 15(c) of the 1940 Act. This provision provides, in part, that, after an initial period of up to two years, the investment management agreement will remain in effect only if a fund’s board, including a majority of those trustees who have no direct or indirect interest in the agreement, and who are not “interested persons” of the fund, as that term is defined in the 1940 Act, annually renews the agreement. CREF’s Agreement with TCIM is not subject to this requirement due to its unique “at-cost” structure under which TCIM provides services to CREF on an at-cost basis. Nevertheless, the Board determined that it would conduct an annual review of the Agreement, as described below, in a manner generally consistent with relevant 1940 Act requirements.
Overview of the renewal process
The Board held meetings on March 12, 2015 and March 26, 2015, at which it considered the annual renewal of the Agreement with respect to each Account using its previously-established process. As part of this process, the Board delegated certain tasks to its Operations Committee. Among these tasks, the Operations Committee worked with TCIM, other Board members and legal counsel to the Trustees to develop guidelines and specific requests relating to the types of information to be provided to the Board in connection with the proposed contract renewals. The Operations Committee also worked with TCIM to schedule and report on various follow-up items throughout the prior year that were requested by the Committee and the Board during the 2014 renewal process. During a series of meetings held prior to the March 12 and March 26, 2015 Board meetings, the Operations Committee, along with other Committees, as applicable, reviewed such guidelines and follow-up requests in consultation with TCIM representatives and input from other Trustees, legal counsel to the Trustees and legal counsel to TCIM and CREF, and then evaluated the information produced in accordance with those guidelines and requests.
Among other matters, the Operations Committee, following its consultations with others as noted above, confirmed or established various guidelines regarding the preparation of reports to be provided to the Board with respect to each Account by the Board Reporting and Compliance unit of Lipper, Inc. (“Lipper”). Lipper is an independent provider of investment company data that is widely recognized as a leading source of independent data used by independent directors and trustees of investment companies during their advisory contract review processes.
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Based on guidelines provided by the Operations Committee on behalf of the Board, Lipper produced, among other information, performance and expense comparison data regarding each Account, including data relating to each Account’s management fee rates, total expense ratios, short-term and long-term investment performance, portfolio turnover rates and brokerage commission costs. Lipper also compared much of this data for each Account against a universe of investment companies and against a more selective peer group of mutual funds with similar investment objectives and strategies that underlie variable insurance products, each of which was selected by Lipper, and, in the case of the investment performance data, against one or more appropriate broad-based benchmark indices. In each case, Lipper summarized the methodologies it employed to provide the data contained in its reports. In addition, Lipper represented to the Board that its reports were designed specifically to provide the Board with the fee, expense and performance information that is necessary to help the Board perform its review. Lipper also represented that the purpose of its materials is to provide an unbiased view of each Account’s relative position regarding the level of fees, expenses and total return performance against a competitive peer group and universe (as applicable) identified by Lipper (and not TCIM).
In advance of the Board meetings held on March 12 and March 26, 2015, legal counsel to the Trustees requested on behalf of the Board, and TCIM provided, information that was designed to assist the Board in its consideration of whether to renew the Agreement for each Account. In addition to the data provided by Lipper as described above, this information included, but was not limited to, the following: (1) further information relating to each Account’s investment performance, including performance ratings provided by Morningstar, Inc. (“Morningstar”), which is a widely recognized mutual fund ranking service, and a narrative analysis of the performance of each Account that had underperformed certain Board-specified criteria, together with an explanation of any events that had a material impact on the Account’s performance during that period; (2) a description of any fee waiver or expense reimbursement arrangements that were proposed or were in place during the prior year and the extent to which such arrangements would be continued or modified in the coming year; (3) a comparison of each Account’s fee rate under the Agreement to the fee rates of any other comparable accounts managed by TCIM or its affiliates; (4) any “fall-out” benefits that accrued or were identified as reasonably likely to accrue to TCIM or its affiliates due to their relationship with the Accounts aside from TCIM’s direct fee payments pursuant to the Agreement; (5) information regarding TCIM’s financial resources, senior professional personnel, overall staffing levels, portfolio manager compensation arrangements, insurance coverage, portfolio trading and best execution practices, and any actual and potential conflicts of interest identified by TCIM in connection with rendering services to the Accounts; (6) a copy of the Agreement and certain related agreements between the Accounts and affiliates of TCIM; (7) a copy of TCIM’s Form ADV registration statement as filed with the Securities and Exchange Commission (which was presented only to legal counsel to the Trustees); and (8) proposed narrative explanations of reasons why the Board should renew the Agreement.
College Retirement Equities Fund ■ 2015 Semiannual Report | 101 |
Board renewal of investment management agreement (unaudited)
In considering whether to renew the Agreement with respect to each Account, the Board reviewed various factors with respect to the Account, including: (1) the nature, extent and quality of services provided or to be provided by TCIM to the Account; (2) the Account’s investment performance; (3) the costs of the services provided to the Account and CREF’s at-cost expense structure; (4) the structure of and costs associated with the mortality and expense risk charge; (5) fees charged by other advisers; (6) the extent to which economies of scale have been realized or are anticipated to be realized as the Account grows; (7) whether the at-cost expense structure reflects any such economies of scale for the benefit of Account investors; (8) comparisons of services and fee rates with any contracts entered into by TCIM with other clients to whom TCIM provides comparable services; and (9) any other benefits derived or anticipated to be derived by TCIM or its affiliates from their relationship with the Account. As a general matter, the Board viewed these factors in their totality, with no single factor being the principal factor in determining whether to renew the Agreement.
In reaching its decisions regarding the renewal of the Agreement for each Account, the Board took into account the information described above, other information provided to the Board in connection with this process, and relevant information provided to the Board and to its Committees on an ongoing basis in connection with the Board’s general oversight duties with respect to the Accounts. In addition, the Board received and considered information from its legal counsel as to certain relevant guidelines that relate to the renewal process and certain other legal authorities.
While the Board considered the Agreement with respect to all Accounts, the Board received and considered Account-specific information and made its renewal determinations on an Account-by-Account basis. In deciding whether to renew the Agreement for each Account, each Trustee may have accorded different weight to different factors and, thus, each Trustee may have had a different basis for his or her ultimate decision to vote to renew the Agreement for each Account. At its meeting on March 26, 2015, the Board voted unanimously to renew the Agreement for each Account. Set forth below are certain general factors the Board considered for all of the Accounts, followed by a summary of certain specific factors the Board considered for each particular Account.
The nature, extent and quality of services
The Board considered that TCIM is an experienced investment adviser that has managed the Accounts for many years. Investment professionals at TCIM or its affiliates also manage the TIAA-CREF Funds, the TIAA-CREF Life Funds and TIAA Separate Account VA-1. Under the Agreement, TCIM is responsible for, among other duties: managing the assets of the Accounts, including conducting research, recommending investments and placing orders to buy and sell securities for the Accounts’ investment portfolios; active daily monitoring of the investment portfolios by various personnel with specific responsibility for the particular types of investments in question; reporting on the investment performance of the Accounts to
102 | 2015 Semiannual Report ■ College Retirement Equities Fund |
continued
the Board on a regular basis; and carrying out, or overseeing the provision of, various administrative services to the Accounts. The Board considered that TCIM has carried out these responsibilities in a competent and professional manner.
The Board also considered, among other factors, the performance of each of the Accounts, as discussed below. In addition, the Board considered the nature and quality of non-portfolio management services provided by TCIM and its affiliates. In this regard, the Board considered its ongoing review of the performance of certain affiliated and unaffiliated service providers, including the quality of services provided by those firms and TCIM’s oversight of those service providers and the outsourcing of certain services to other firms.
Investment performance
The Board considered the investment performance of each Account, over the periods indicated in the Account-by-Account synopsis below. The Board considered each Account’s performance as compared to its peer group and peer universe (as applicable) and its benchmark index. The Board also reviewed the performance of each Account before any reductions for fees or expenses. This analysis considered the impact of net asset value rounding and excluded the effects of fair valuation, foreign exchange rates, effective tax rates, securities lending and class action litigation on each Account’s performance as compared to the performance of its benchmark index. For details regarding each Account’s performance, see the Account-by-Account synopsis below. The Board considered that, in those cases in which a Account had underperformed its benchmark, peer group or peer universe of mutual funds for an extended period of time, TCIM had represented that it had taken or was planning to implement affirmative actions reasonably designed to enhance the Account’s investment performance, or TCIM had explained to the Board’s satisfaction that no such actions were necessary. Thus, the Board concluded that, under the totality of circumstances considered, the investment performance of each Account was within an acceptable range or that appropriate actions, if any, had been or were being implemented.
Costs and expenses
The Board considered the amounts charged by TCIM to each Account in 2014 and the estimated amounts to be charged by TCIM to each Account in 2015 (for the period April 24, 2015–April 30, 2016). This included investment advisory costs paid to TCIM, expressed in dollar terms and as a percentage of assets, as well as a reconciliation and analysis of those expenses. The Board considered that TCIM charges expenses “at cost” and these charges are adjusted at least quarterly to reflect the actual expenses incurred with respect to each Account during the most recent quarter. The Board considered the rationale for TCIM’s anticipated costs in providing services to CREF and considered whether these anticipated costs are reasonable in relation to the nature and quality of services provided by TCIM. The Board also considered the structure of and costs associated with the mortality and expense risk charge. The Board noted that, because TCIM provides its services on an at-cost basis
College Retirement Equities Fund ■ 2015 Semiannual Report | 103 |
Board renewal of investment management agreement (unaudited)
under the arrangement outlined in the Agreement, there was no profit or loss data for the Board to consider.
During this review, the Board noted its ongoing efforts to examine the level of personnel and other resources available to TCIM for its portfolio management functions so as to assess whether sufficient resources are being devoted to these functions.
Fees charged by other advisers
The Board considered information regarding fees paid to other advisers for managing similar funds, as analyzed by Lipper. The Board determined that the management fee rates charged to an Account under the Agreement typically were lower than the management fee rates charged to many or most other comparable mutual funds that underlie variable insurance products. In this regard, the Board also considered the inherent limitations of such comparisons in light of uncertainty as to how the fees of such similar mutual funds that underlie variable insurance products are set and potentially material differences between an Account and its comparable mutual funds that underlie variable insurance products (including CREF’s at-cost expense structure and the nature of services provided to CREF). Additionally, the Board also considered the potential limitations of such comparisons due to, among other factors, the fact that, in many instances, Lipper based its comparisons on financial data relating to fiscal periods that differed from the period for which the Account’s data were derived. Based on all factors considered, the Board concluded that the management fee rates under the Agreement with respect to each Account were within an acceptable range in relation to those charged by appropriate groups of comparable mutual funds that underlie variable insurance products.
Economies of scale
The Board considered that certain economies of scale are already integrated into each Account’s cost structure due to the at-cost expense arrangements pursuant to which TCIM renders investment advisory services to CREF. The Board also considered that, in certain circumstances, an increase in CREF assets can result in additional expenses being allocated to CREF pursuant to the cost allocation methodologies that are used to calculate payments to be made by CREF pursuant to the at-cost expense arrangements.
Fee comparison with other TCIM clients
The Board considered that CREF is the only client of TCIM and, thus, TCIM has no comparable client accounts. The Board also considered information regarding portfolios managed by Teachers Advisors, Inc. (“TAI”), TCIM’s affiliate, which provides similar investment management services to other affiliated investment companies. In addition, TAI manages institutional client assets through a small number of unregistered commingled funds and separate accounts with similar investment strategies and investment staff as certain of the Accounts. The Board
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continued
considered that TAI is a for-profit company and, as a result, it generally renders management services to investment companies and other accounts with similar investment objectives and strategies at higher fee rates than the advisory costs charged by TCIM to CREF. The Board considered the schedule of management fee rates for each of these funds and accounts, and the management fee rates actually charged to clients with current separate accounts that are managed under similar investment strategies. The Board also considered that: TCIM and its affiliates render somewhat different services to CREF as compared to services rendered by TAI and its affiliates regarding the portfolios that TAI manages; and some of these other funds and accounts are offered through products that charge additional fees to their investors, are offered in different types of markets, are provided with different types or levels of services by TAI, target different types of investors, and/or are packaged with other products. The Board concluded that these factors, among others, justify different management fee rate schedules.
Other benefits
The Board also considered additional benefits to TCIM and its affiliates arising from the Agreement. For example, TCIM and its affiliates may benefit from the advisory relationship with the Accounts to the extent that this relationship results in potential investors viewing the TIAA-CREF group of companies as a leading retirement plan provider in the academic and nonprofit markets and as a single source for all their financial service needs. Both TCIM and certain Accounts managed by TCIM or its affiliates may benefit from economies of scale to the extent that these Accounts are managed in the same manner and by the same personnel as certain of the TIAA-CREF Funds and TIAA-CREF Life Funds. TCIM and the Accounts may also benefit from TCIM’s ability to acquire investment research related to its commission (i.e., soft dollar) arrangements. Additionally, TCIM and its affiliates may benefit to the extent the mortality and expense risk charge exceeds the expenses of the annuity guarantees it supports.
Account-by-account factors
The Board considered the following specific factors (among others) in connection with its determination to renew the Agreement with respect to each Account. If an Account is described in the following discussions as being in the “1st” quintile, it is in the best of five groups (that is, the group has the best performance or the lowest expenses, as the case may be). References below to quintiles are based on data provided to the Board in the reports prepared by Lipper. All time periods referenced below are ended December 31, 2014. Under the Morningstar rating system, 5 stars is the highest (best) rating category and 1 star is the lowest (worst) rating category. For reference, one basis point is equal to 0.01%.
College Retirement Equities Fund ■ 2015 Semiannual Report | 105 |
Board renewal of investment management agreement (unaudited)
CREF Stock Account
• | The Account is operated as an at-cost arrangement, with no profits to TCIM. The Account’s pro forma investment management costs are expected to be 0.120% of average daily net assets for the April 24, 2015–April 30, 2016 period. |
• | The Account’s actual management costs and total costs are in the 1st quintile of the group of comparable funds selected by Lipper for expense comparison purposes (“Expense Group”) and in the 1st quintile of the universe of comparable funds selected by Lipper for expense comparison purposes (“Expense Universe”). |
• | The Account ranked 1 out of 3 within the group of comparable funds selected by Lipper for performance comparison purposes (“Performance Group”) for each of the one-, three- and five-year periods. The Account ranked 2 out of 2 within its Performance Group for the ten-year period. The Account was in the 1st, 2nd, 1st and 1st quintiles of the universe of comparable funds selected by Lipper for performance comparison purposes (“Performance Universe”) for the one-, three-, five- and ten-year periods, respectively. |
• | The Account received an Overall Morningstar Rating of 2 stars. |
CREF Global Equities Account
• | The Account is operated as an at-cost arrangement, with no profits to TCIM. The Account’s pro forma investment management costs are expected to be 0.125% of average daily net assets for the April 24, 2015–April 30, 2016 period. |
• | The Account’s actual management costs and total costs are each in the 1st quintile of both its Expense Group and Expense Universe. |
• | The Account ranked 2 out of 3, 1 out of 3, 1 out of 3 and 2 out of 2 within its Performance Group for the one-, three-, five- and ten-year periods, respectively. The Account was in the 3rd, 2nd, 2nd and 3rd quintiles of its Performance Universe for the one-, three-, five- and ten-year periods, respectively. |
• | The Account received an Overall Morningstar Rating of 3 stars. |
CREF Growth Account
• | The Account is operated as an at-cost arrangement, with no profits to TCIM. The Account’s pro forma investment management costs are expected to be 0.070% of average daily net assets for the April 24, 2015–April 30, 2016 period. |
• | The Account’s actual management costs and total costs are each in the 1st quintile of both its Expense Group and Expense Universe. |
• | The Account was in the 3rd, 3rd, 5th and 3rd quintiles of its Performance Group for the one-, three-, five- and ten-year periods, respectively. The Account was in the 1st, 3rd, 3rd and 3rd quintiles of its Performance Universe for the one-, three-, five-and ten-year periods, respectively. |
• | The Account received an Overall Morningstar Rating of 4 stars. |
106 | 2015 Semiannual Report ■ College Retirement Equities Fund |
continued
CREF Equity Index Account
• | The Account is operated as an at-cost arrangement, with no profits to TCIM. The Account’s pro forma investment management costs are expected to be 0.040% of average daily net assets for the April 24, 2015–April 30, 2016 period. |
• | The Account’s actual management costs and total costs are each in the 1st quintile of both its Expense Group and Expense Universe. |
• | The Account ranked 1 out of 3, 1 out of 3, 1 out of 3 and 1 out of 2 within its Performance Group for the one-, three-, five- and ten-year periods, respectively. The Account was in the 2nd, 2nd, 2nd and 3rd quintiles of its Performance Universe for the one-, three-, five- and ten-year periods, respectively. |
• | For the one- and three-year periods, the Fund’s relative gross performance as compared to its benchmark, the Russell 3000® Index, was +2 and -1 basis points, respectively. |
• | The Account received an Overall Morningstar Rating of 4 stars. |
CREF Bond Market Account
• | The Account is operated as an at-cost arrangement, with no profits to TCIM. The Account’s pro forma investment management costs are expected to be 0.120% of average daily net assets for the April 24, 2015–April 30, 2016 period. |
• | The Account’s actual management costs and total costs are each in the 1st quintile of its Expense Group and Expense Universe. |
• | The Account was in the 4th, 5th, 4th and 3rd quintiles of its Performance Group for the one, three-, five- and ten-year periods, respectively. The Account was in the 3rd, 3rd, 3rd and 4th quintiles of its Performance Universe for the one-, three-, five- and ten-year periods, respectively. |
• | The Account received an Overall Morningstar Rating of 3 stars. |
CREF Inflation-Linked Bond Account
• | The Account is operated as an at-cost arrangement, with no profits to TCIM. The Account’s pro forma investment management costs are expected to be 0.065% of average daily net assets for the April 24, 2015–April 30, 2016 period. |
• | The Account’s actual management costs and total costs are each in the 1st quintile of both its Expense Group and Expense Universe. |
• | The Account was in the 2nd and 3rd quintiles of its Performance Group for the one- and three-year periods, respectively, and ranked 4 out of 5 and 2 out of 2 within its Performance Group for the five- and ten-year periods, respectively. The Account was in the 3rd, 4th, 4th and 4th quintiles of its Performance Universe for the one-, three-, five- and ten-year periods, respectively. |
• | The Account received an Overall Morningstar Rating of 3 stars. |
College Retirement Equities Fund ■ 2015 Semiannual Report | 107 |
Board renewal of investment management agreement (unaudited) | concluded |
CREF Social Choice Account
• | The Account is operated as an at-cost arrangement, with no profits to TCIM. The Account’s pro forma investment management costs are expected to be 0.080% of average daily net assets for the April 24, 2015–April 30, 2016 period. |
• | The Account’s actual management costs and total costs are each in the 1st quintile of both its Expense Group and Expense Universe. |
• | The Account was in the 4th, 4th, 3rd and 4th quintiles of its Performance Group for the one-, three-, five- and ten-year periods, respectively. The Account was in the 2nd, 2nd, 2nd and 3rd quintiles of its Performance Universe for the one-, three-, five- and ten-year periods, respectively. |
• | The Account received an Overall Morningstar Rating of 3 stars. |
CREF Money Market Account
• | The Account is operated as an at-cost arrangement, with no profits to TCIM. The Account’s pro forma investment management costs are expected to be 0.065% of average daily net assets for the April 24, 2015–April 30, 2016 period. |
• | The Account’s actual management costs and total costs are each in the 1st quintile of both its Expense Group and Expense Universe. |
• | The Account was in the 2nd, 3rd, 5th and 2nd quintiles of its Performance Group for the one, three-, five- and ten-year periods, respectively. The Account was in the 3rd, 3rd, 3rd and 2nd quintiles of its Performance Universe for the one-, three-, five- and ten-year periods, respectively. |
• | In order to avoid a negative yield, CREF’s administrator, Teachers Insurance and Annuity Association of America (“TIAA”), has agreed to withhold administrative and distribution expenses attributable to the Account. Through December 31, 2014, the cumulative waived amounts exceeded $147 million. Under certain circumstances, a portion of these withheld amounts contractually may be recouped by TIAA if the Account’s yield becomes positive. |
• | Money market funds are not rated by Morningstar. |
Based primarily on the foregoing factors and considerations, the Board renewed the Agreement for each Account.
108 | 2015 Semiannual Report ■ College Retirement Equities Fund |
Additional information about index providers (unaudited)
Russell Indexes
The Russell 1000® Index, the Russell 1000 Growth Index and the Russell 3000® Index are trademarks/service marks of the Russell Investment Group. The Russell Investment Group is the owner of the copyrights relating to the Russell Indexes and is the source and owner of the data contained or reflected in the performance values relating to the Russell Indexes. The accounts are not promoted by, nor in any way affiliated with, the Russell Investment Group. The Russell Investment Group is not responsible for and has not reviewed the accounts nor any associated literature or publications and the Russell Investment Group makes no representation or warranty, express or implied, as to their accuracy, or completeness.
Russell reserves the right, at any time and without notice, to alter, amend, terminate or in any way change the Russell Indexes. Russell has no obligation to take the needs of any particular account or its participants or any other product or person into consideration in determining, composing or calculating any of the Russell Indexes.
Russell’s publication of the Russell Indexes in no way suggests or implies an opinion by Russell as to the attractiveness or appropriateness of investment in any or all securities upon which the Russell Indexes are based. RUSSELL MAKES NO REPRESENTATION, WARRANTY OR GUARANTEE REGARDING THE USE OR THE RESULTS OF USE OF THE RUSSELL INDEXES OR ANY DATA INCLUDED THEREIN, OR ANY SECURITIES (OR COMBINATION THEREOF) COMPRISING THE RUSSELL INDEXES. RUSSELL MAKES NO OTHER EXPRESS OR IMPLIED WARRANTY, AND EXPRESSLY DISCLAIMS ANY WARRANTY, OF ANY KIND, INCLUDING WITHOUT LIMITATION, ANY WARRANTY OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE WITH RESPECT TO THE RUSSELL INDEX(ES) OR ANY DATA OR ANY SECURITY (OR COMBINATION THEREOF) INCLUDED THEREIN.
MSCI Indexes
The accounts are not sponsored, endorsed, sold or promoted by MSCI Inc. (“MSCI”), any of its affiliates, any of its information providers or any other third party involved in, or related to, compiling, computing or creating any MSCI index (collectively, the “MSCI Parties”). The MSCI indexes are the exclusive property of MSCI. MSCI and the MSCI index names are service mark(s) of MSCI or its affiliates and have been licensed for use for certain purposes by Teachers Advisors, Inc. None of the MSCI parties makes any representation or warranty, express or implied, to the issuer or owners of these accounts or any other person or entity regarding the advisability of investing in accounts generally or in these accounts particularly or the ability of any MSCI index to track corresponding stock market performance. MSCI or its affiliates are the licensors of certain trademarks, service marks and trade names and of the MSCI indexes which are determined, composed and calculated by MSCI without regard to these accounts or the issuer or owners of these accounts or any other person or entity. None of the MSCI parties has any obligation to take the needs of the issuer or owners of these accounts or any other person or entity into consideration in determining, composing or calculating the MSCI indexes. None of the MSCI parties is responsible for or has participated in the determination of the timing of, prices at, or quantities of these
College Retirement Equities Fund ■ 2015 Semiannual Report | 109 |
Additional information about index providers (unaudited) | concluded |
accounts to be issued or in the determination or calculation of the equation by or the consideration into which these accounts is redeemable. Further, none of the MSCI parties has any obligation or liability to the issuer or owners of these accounts or any other person or entity in connection with the administration, marketing or offering of these accounts.
ALTHOUGH MSCI SHALL OBTAIN INFORMATION FOR INCLUSION IN OR FOR USE IN THE CALCULATION OF THE MSCI INDEXES FROM SOURCES THAT MSCI CONSIDERS RELIABLE, NONE OF THE MSCI PARTIES WARRANTS OR GUARANTEES THE ORIGINALITY, ACCURACY AND/OR THE COMPLETENESS OF ANY MSCI INDEX OR ANY DATA INCLUDED THEREIN. NONE OF THE MSCI PARTIES MAKES ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY THE ISSUER OF THESE ACCOUNTS, OWNERS OF THESE ACCOUNTS, OR ANY OTHER PERSON OR ENTITY, FROM THE USE OF ANY MSCI INDEX OR ANY DATA INCLUDED THEREIN. NONE OF THE MSCI PARTIES SHALL HAVE ANY LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS OF OR IN CONNECTION WITH ANY MSCI INDEX OR ANY DATA INCLUDED THEREIN. FURTHER, NONE OF THE MSCI PARTIES MAKES ANY EXPRESS OR IMPLIED WARRANTIES OF ANY KIND, AND THE MSCI PARTIES HEREBY EXPRESSLY DISCLAIM ALL WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE, WITH RESPECT TO EACH MSCI INDEX AND ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL ANY OF THE MSCI PARTIES HAVE ANY LIABILITY FOR ANY DIRECT, INDIRECT, SPECIAL, PUNITIVE, CONSEQUENTIAL OR ANY OTHER DAMAGES (INCLUDING LOST PROFITS) EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.
No purchaser, seller or holder of these securities, products or accounts, or any other person or entity, should use or refer to any MSCI trade name, trademark or service mark to sponsor, endorse, market or promote these securities without first contacting MSCI to determine whether MSCI’s permission is required. Under no circumstances may any person or entity claim any affiliation with MSCI without the prior written permission of MSCI.
110 | 2015 Semiannual Report ■ College Retirement Equities Fund |
TIAA-CREF website
Account performance, personal account information and transactions, product descriptions, and information about investment choices and income options
tiaa-cref.org
24 hours a day, 7 days a week
Automated telephone service
Check account performance and accumulation balances, change allocations, transfer funds and verify credited premiums
800 842-2252
24 hours a day, 7 days a week
National contact center
Retirement saving and planning, income options and payments, beneficiary services and tax reporting
800 842-2252
8 a.m. to 10 p.m. (ET), Monday–Friday
9 a.m. to 6 p.m. (ET), Saturday
Planning and service center
TIAA-CREF mutual funds
800 223-1200
8 a.m. to 10 p.m. (ET), Monday–Friday
Insurance planning center
After-tax annuities and life insurance For an existing policy or contract
800 223-1200
To apply for a new policy or contract
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Item 2. Code of Ethics.
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Item 6. Schedule of Investments.
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
COLLEGE RETIREMENT EQUITIES FUND
STOCK ACCOUNT
SCHEDULE OF INVESTMENTS (unaudited)
June 30, 2015
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
BONDS - 0.0% | ||||||||||||||||
CORPORATE BONDS - 0.0% | ||||||||||||||||
CAPITAL GOODS - 0.0% | ||||||||||||||||
$ | 31,135 | j,m | PDG Realty S.A. Empreendimentos e Participacoes | 0.000 | % | 09/19/16 | $ | 0 | ^ | |||||||
TOTAL CAPITAL GOODS | 0 | ^ | ||||||||||||||
DIVERSIFIED FINANCIALS - 0.0% | ||||||||||||||||
466,000 | m | Asia Pacific Investment Partners | 8.000 | 04/29/16 | 474 | |||||||||||
TOTAL DIVERSIFIED FINANCIALS | 474 | |||||||||||||||
FOOD, BEVERAGE & TOBACCO - 0.0% | ||||||||||||||||
800 | m | Marfrig Global Foods S.A. | 1.000 | 07/15/15 | 26 | |||||||||||
TOTAL FOOD, BEVERAGE & TOBACCO | 26 | |||||||||||||||
UTILITIES - 0.0% | ||||||||||||||||
INR | 36,691,125 | NTPC Ltd | 8.490 | 03/25/25 | 590 | |||||||||||
TOTAL UTILITIES | 590 | |||||||||||||||
TOTAL CORPORATE BONDS | 1,090 | |||||||||||||||
(Cost $1,119) | ||||||||||||||||
GOVERNMENT BONDS - 0.0% | ||||||||||||||||
U.S. TREASURY SECURITIES - 0.0% | ||||||||||||||||
$ | 300,000 | United States Treasury Note | 1.750 | 05/15/22 | 294 | |||||||||||
TOTAL U.S. TREASURY SECURITIES | 294 | |||||||||||||||
TOTAL GOVERNMENT BONDS | 294 | |||||||||||||||
(Cost $303) | ||||||||||||||||
TOTAL BONDS | 1,384 | |||||||||||||||
(Cost $1,422) |
SHARES | COMPANY | |||||||||
COMMON STOCKS - 99.2% | ||||||||||
AUTOMOBILES & COMPONENTS - 2.3% | ||||||||||
50,085 | Actron Technology Corp | 187 | ||||||||
251,800 | Aisan Industry Co Ltd | 2,362 | ||||||||
747,901 | Aisin Seiki Co Ltd | 31,800 | ||||||||
358,200 | e | Akebono Brake Industry Co Ltd | 1,149 | |||||||
399,175 | * | American Axle & Manufacturing Holdings, Inc | 8,347 | |||||||
186,571 | Amtek Auto Ltd | 465 |
1 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
51,527 | Amtek India Ltd | $ | 191 | |||||||
464,337 | Apollo Tyres Ltd | 1,240 | ||||||||
66,065 | ARB Corp Ltd | 664 | ||||||||
52,825 | * | Asahi India Glass Ltd | 123 | |||||||
14,821 | AtlasBX Co Ltd | 491 | ||||||||
78,216 | e | Autoliv, Inc | 9,132 | |||||||
10,104 | Autoneum Holding AG. | 1,998 | ||||||||
136,162 | Bajaj Holdings and Investment Ltd | 5,431 | ||||||||
35,855 | Balkrishna Industries Ltd | 402 | ||||||||
392,759 | Bayerische Motoren Werke AG. | 43,013 | ||||||||
10,434 | Bayerische Motoren Werke AG. (Preference) | 883 | ||||||||
113,751 | Bharat Forge Ltd | 1,896 | ||||||||
563,392 | BorgWarner, Inc | 32,023 | ||||||||
12,173 | Bosch Ltd | 4,177 | ||||||||
151,897 | Brembo S.p.A. | 6,480 | ||||||||
925,442 | e | Bridgestone Corp | 34,207 | |||||||
5,431,900 | Brilliance China Automotive Holdings Ltd | 8,466 | ||||||||
776,700 | e | Byd Co Ltd | 4,654 | |||||||
431,000 | Calsonic Kansei Corp | 3,065 | ||||||||
55,824 | Ceat Ltd | 580 | ||||||||
1,402,000 | e | Chaowei Power Holdings Ltd | 913 | |||||||
1,602,200 | Cheng Shin Rubber Industry Co Ltd | 3,547 | ||||||||
201,858 | China Motor Corp | 157 | ||||||||
2,548,758 | Chongqing Changan Automobile Co Ltd | 6,509 | ||||||||
182,526 | e | Cie Automotive S.A. | 2,960 | |||||||
176,927 | Compagnie Plastic-Omnium S.A. | 4,526 | ||||||||
167,067 | Continental AG. | 39,558 | ||||||||
325,427 | Cooper Tire & Rubber Co | 11,009 | ||||||||
86,973 | *,e | Cooper-Standard Holding, Inc | 5,346 | |||||||
26,388 | Cub Elecparts, Inc | 331 | ||||||||
20,201 | Dae Won Kang Up Co Ltd | 85 | ||||||||
24,400 | Daido Metal Co Ltd | 235 | ||||||||
106,667 | e | Daihatsu Motor Co Ltd | 1,518 | |||||||
17,200 | * | Daikyonishikawa Corp | 588 | |||||||
1,677,297 | Daimler AG. (Registered) | 152,794 | ||||||||
604,042 | e | Dana Holding Corp | 12,431 | |||||||
2,669,069 | Delphi Automotive plc | 227,111 | ||||||||
497,201 | Denso Corp | 24,737 | ||||||||
267,000 | Depo Auto Parts Ind Co Ltd | 908 | ||||||||
16,774 | Dong Ah Tire & Rubber Co Ltd | 344 | ||||||||
3,233,050 | Dongfeng Motor Group Co Ltd | 4,331 | ||||||||
116,296 | Dongyang Mechatronics Corp | 656 | ||||||||
75,468 | *,e | Dorman Products, Inc | 3,597 | |||||||
1,923,500 | Double Coin Holdings Ltd | 3,006 | ||||||||
2,173,100 | Drb-Hicom BHD | 915 | ||||||||
126,160 | Drew Industries, Inc | 7,320 | ||||||||
22,100 | Eagle Industry Co Ltd | 514 | ||||||||
66,000 | E-Lead Electronic Co Ltd | 116 | ||||||||
87,226 | e | ElringKlinger AG. | 2,346 | |||||||
33,882 | Exedy Corp | 846 | ||||||||
834,872 | e | Faurecia | 34,515 | |||||||
35,900 | FCC Co Ltd | 548 |
2 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
323,260 | Federal Corp | $ | 163 | |||||||
100,015 | * | Federal Mogul Corp (Class A) | 1,135 | |||||||
3,169,094 | *,e | Fiat DaimlerChrysler Automobiles NV | 46,491 | |||||||
10,740,563 | Ford Motor Co | 161,216 | ||||||||
87,212 | Ford Otomotiv Sanayi AS | 1,167 | ||||||||
34,168 | * | Fox Factory Holding Corp | 549 | |||||||
18,811 | *,e | Fuel Systems Solutions, Inc | 141 | |||||||
634,425 | Fuji Heavy Industries Ltd | 23,328 | ||||||||
182,897 | * | Futaba Industrial Co Ltd | 888 | |||||||
760,000 | *,g | Fuyao Glass Industry Group Co Ltd | 1,861 | |||||||
5,583,675 | Geely Automobile Holdings Ltd | 2,977 | ||||||||
4,230,271 | *,e,m | General Motors Co | 0 | ^ | ||||||
6,062,000 | *,m | General Motors Co | 0 | ^ | ||||||
40,684,487 | *,m | General Motors Co | 0 | ^ | ||||||
722,689 | *,e,m | General Motors Co | 0 | ^ | ||||||
85,268,000 | *,e,m | General Motors Co | 0 | ^ | ||||||
18,507,434 | *,m | General Motors Co | 0 | ^ | ||||||
26,439,191 | *,m | General Motors Co | 0 | ^ | ||||||
24,057,000 | *,m | General Motors Co | 0 | ^ | ||||||
7,950,000 | *,m | General Motors Co | 0 | ^ | ||||||
35,983,677 | *,m | General Motors Co | 0 | ^ | ||||||
2,863,042 | General Motors Co | 95,425 | ||||||||
1,187,380 | Gentex Corp | 19,497 | ||||||||
147,430 | * | Gentherm, Inc | 8,095 | |||||||
1,418,167 | GKN plc | 7,451 | ||||||||
29,277 | Global & Yuasa Battery Co Ltd | 1,004 | ||||||||
3,783 | Goodyear Lastikleri Turk AS. | 87 | ||||||||
1,196,917 | Goodyear Tire & Rubber Co | 36,087 | ||||||||
65,432 | Grammer AG. | 2,163 | ||||||||
2,547,644 | m | Great Wall Motor Co Ltd | 12,489 | |||||||
16,100 | G-Tekt Corp | 157 | ||||||||
2,881,971 | e | Guangzhou Automobile Group Co Ltd | 2,666 | |||||||
36,094 | Halla Climate Control Corp | 1,247 | ||||||||
40,540 | Halla Holdings Corp | 1,883 | ||||||||
81,020 | Hanil E-Hwa Co Ltd | 975 | ||||||||
61,196 | Hanil E-Wha Co Ltd | 602 | ||||||||
101,952 | Hankook Tire Co Ltd | 3,834 | ||||||||
154,577 | Harley-Davidson, Inc | 8,710 | ||||||||
82,000 | Hero Honda Motors Ltd | 3,248 | ||||||||
1,694,191 | Honda Motor Co Ltd | 54,756 | ||||||||
1,934,597 | Hota Industrial Manufacturing Co Ltd | 6,217 | ||||||||
314,099 | Hu Lane Associate, Inc | 1,403 | ||||||||
243,900 | * | Hunan Tyen Machinery Co Ltd | 180 | |||||||
74,375 | Hwa Shin Co Ltd | 393 | ||||||||
10,730,000 | *,e | Hybrid Kinetic Group Ltd | 830 | |||||||
180,148 | Hyundai Mobis | 34,201 | ||||||||
320,059 | Hyundai Motor Co | 38,963 | ||||||||
40,677 | Hyundai Motor Co Ltd (2nd Preference) | 3,825 | ||||||||
24,904 | Hyundai Motor Co Ltd (Preference) | 2,276 | ||||||||
17,646 | Hyundai Wia Corp | 1,626 | ||||||||
1,088,295 | Isuzu Motors Ltd | 14,278 | ||||||||
1,065,438 | Johnson Controls, Inc | 52,771 |
3 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
424,896 | Kayaba Industry Co Ltd | $ | 1,471 | |||||||
432,603 | Keihin Corp | 6,199 | ||||||||
792,775 | Kenda Rubber Industrial Co Ltd | 1,233 | ||||||||
546,018 | Kia Motors Corp | 22,152 | ||||||||
49,000 | Kinugawa Rubber Industrial Co Ltd | 266 | ||||||||
49,836 | Koito Manufacturing Co Ltd | 1,940 | ||||||||
1,455,365 | * | Kongsberg Automotive ASA | 1,011 | |||||||
121,177 | * | Kumho Tire Co, Inc | 789 | |||||||
119,500 | * | Launch Tech Co Ltd | 327 | |||||||
802,830 | Lear Corp | 90,126 | ||||||||
31,889 | Leoni AG. | 2,015 | ||||||||
176,964 | Linamar Corp | 11,493 | ||||||||
42,000 | Macauto Industrial Co Ltd | 159 | ||||||||
666,260 | Magna International, Inc (Class A) | 37,394 | ||||||||
203,000 | Magna International, Inc (Class A) (NY) | 11,386 | ||||||||
523,466 | Mahindra & Mahindra Ltd | 10,534 | ||||||||
113,400 | Mahle-Metal Leve S.A. Industria e Comercio | 781 | ||||||||
6,513 | Mando Corp | 726 | ||||||||
174,769 | Martinrea International, Inc | 1,868 | ||||||||
2,581,279 | Mazda Motor Corp | 50,513 | ||||||||
335,781 | Metair Investments Ltd | 1,006 | ||||||||
61,219 | Metaldyne Performance Group, Inc | 1,111 | ||||||||
8,597 | MGI Coutier | 136 | ||||||||
457,028 | Michelin (C.G.D.E.) (Class B) | 48,090 | ||||||||
614,000 | Minth Group Ltd | 1,372 | ||||||||
33,000 | Mitsuba Corp | 866 | ||||||||
158,717 | Mitsubishi Motors Corp | 1,350 | ||||||||
145,097 | * | Modine Manufacturing Co | 1,557 | |||||||
7,690 | e | Montupet | 555 | |||||||
197,260 | Motherson Sumi Systems Ltd | 1,603 | ||||||||
8,283 | Motonic Corp | 79 | ||||||||
47,495 | * | Motorcar Parts of America, Inc | 1,429 | |||||||
2,387 | MRF Ltd | 1,282 | ||||||||
22,300 | e | Musashi Seimitsu Industry Co Ltd | 432 | |||||||
478,948 | Nan Kang Rubber Tire Co Ltd | 473 | ||||||||
1,003 | Nexen Corp | 79 | ||||||||
141,017 | Nexen Tire Corp | 1,579 | ||||||||
2,502,000 | Nexteer Automotive Group Ltd | 2,605 | ||||||||
114,344 | NGK Spark Plug Co Ltd | 3,167 | ||||||||
259,554 | NHK Spring Co Ltd | 2,858 | ||||||||
95,551 | Nifco, Inc | 4,141 | ||||||||
51,000 | Nippon Seiki Co Ltd | 1,014 | ||||||||
6,371,930 | Nissan Motor Co Ltd | 66,567 | ||||||||
75,241 | Nissan Shatai Co Ltd | 1,029 | ||||||||
42,100 | Nissin Kogyo Co Ltd | 695 | ||||||||
293,239 | NOK Corp | 9,086 | ||||||||
136,461 | Nokian Renkaat Oyj | 4,275 | ||||||||
7,617 | Otokar Otobus Karoseri Sanayi AS | 242 | ||||||||
349,600 | e | Pacific Industrial Co Ltd | 3,340 | |||||||
431,200 | PCS Machine Group Holding PCL | 99 | ||||||||
444,217 | * | Peugeot S.A. | 9,161 | |||||||
161,436 | e | Piaggio & C S.p.A. | 542 |
4 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
21,200 | Piolax Inc | $ | 1,085 | |||||||
68,512 | Pirelli & C S.p.A. | 1,156 | ||||||||
70,533 | Porsche AG. | 5,947 | ||||||||
397,400 | Press Kogyo Co Ltd | 1,858 | ||||||||
26,547,194 | PT Astra International Tbk | 14,052 | ||||||||
1,755,900 | PT Gajah Tunggal Tbk | 112 | ||||||||
37,283 | Pyeong Hwa Automotive Co Ltd | 472 | ||||||||
8,576,000 | Qingling Motors Co Ltd | 2,888 | ||||||||
96,140 | Remy International, Inc | 2,126 | ||||||||
1,240,008 | Renault S.A. | 130,012 | ||||||||
83,000 | Riken Corp | 320 | ||||||||
40,368 | S&T Daewoo Co Ltd | 2,404 | ||||||||
4,801 | S&T Holdings Co Ltd | 120 | ||||||||
40,715 | e | SAF-Holland S.A. | 628 | |||||||
142,000 | Sanden Corp | 660 | ||||||||
460,920 | * | Sanyang Industry Co Ltd | 370 | |||||||
34,074 | Sejong Industrial Co Ltd | 317 | ||||||||
8,766 | *,e | Shiloh Industries, Inc | 114 | |||||||
283,400 | Showa Corp | 2,820 | ||||||||
57,614 | SL Corp | 924 | ||||||||
40,142 | *,e | Sogefi S.p.A. | 111 | |||||||
932,825 | Somboon Advance Technology PCL | 515 | ||||||||
35,267 | e | Spartan Motors, Inc | 162 | |||||||
2,430,500 | Sri Trang Agro-Industry PCL (Foreign) | 921 | ||||||||
38,128 | * | Ssangyong Motor Co | 297 | |||||||
72,632 | e | Standard Motor Products, Inc | 2,551 | |||||||
177,487 | Stanley Electric Co Ltd | 3,696 | ||||||||
107,832 | * | Stoneridge, Inc | 1,263 | |||||||
16,451 | Strattec Security Corp | 1,130 | ||||||||
803,425 | Sumitomo Electric Industries Ltd | 12,435 | ||||||||
632,873 | Sumitomo Rubber Industries, Inc | 9,803 | ||||||||
55,018 | Sundram Fasteners Ltd | 131 | ||||||||
29,390 | Sungwoo Hitech Co Ltd | 251 | ||||||||
64,939 | Superior Industries International, Inc | 1,189 | ||||||||
82,498 | Suzuki Motor Corp | 2,784 | ||||||||
2,143,653 | T RAD Co Ltd | 4,254 | ||||||||
71,100 | Tachi-S Co Ltd | 1,014 | ||||||||
61,900 | Taiho Kogyo Co Ltd | 822 | ||||||||
35,200 | *,e | Takata Corp | 383 | |||||||
2,551,754 | Tata Motors Ltd | 17,290 | ||||||||
52,900 | Teikoku Piston Ring Co Ltd | 1,588 | ||||||||
242,460 | * | Tenneco, Inc | 13,927 | |||||||
490,635 | *,e | Tesla Motors, Inc | 131,618 | |||||||
173,898 | Thor Industries, Inc | 9,787 | ||||||||
648,000 | Tianneng Power International Ltd | 309 | ||||||||
575,180 | Tofas Turk Otomobil Fabrik | 3,925 | ||||||||
190,263 | Tokai Rika Co Ltd | 4,752 | ||||||||
152,200 | Tokai Rubber Industries, Inc | 1,214 | ||||||||
347,699 | Tong Yang Industry Co Ltd | 368 | ||||||||
36,500 | Topre Corp | 659 | ||||||||
105,523 | * | Tower International, Inc | 2,749 | |||||||
99,400 | Toyo Tire & Rubber Co Ltd | 2,101 |
5 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
67,877 | Toyoda Gosei Co Ltd | $ | 1,636 | |||||||
63,000 | e | Toyota Boshoku Corp | 1,062 | |||||||
168,540 | Toyota Industries Corp | 9,598 | ||||||||
5,663,802 | Toyota Motor Corp | 379,006 | ||||||||
55,700 | TS Tech Co Ltd | 1,489 | ||||||||
119,230 | Tube Investments Of India | 647 | ||||||||
58,089 | Tung Thih Electronic Co Ltd | 329 | ||||||||
47,600 | Tupy S.A. | 247 | ||||||||
109,366 | TVS Motor Co Ltd | 419 | ||||||||
538,566 | UMW Holdings BHD | 1,446 | ||||||||
92,800 | Unipres Corp | 1,940 | ||||||||
260,492 | Valeo S.A. | 41,205 | ||||||||
187,707 | * | Visteon Corp | 19,705 | |||||||
186,496 | Volkswagen AG. | 43,182 | ||||||||
47,795 | Volkswagen AG. (Preference) | 11,092 | ||||||||
3,893 | * | WABCO India Ltd | 326 | |||||||
74,567 | e | Winnebago Industries, Inc | 1,759 | |||||||
1,776,900 | *,e | Xinchen China Power Holdings Ltd | 695 | |||||||
2,134,000 | Xingda International Holdings Ltd | 619 | ||||||||
1,868,785 | e | Xinyi Glass Holdings Co Ltd | 992 | |||||||
344,544 | Yamaha Motor Co Ltd | 7,528 | ||||||||
337,500 | Yokohama Rubber Co Ltd | 6,772 | ||||||||
299,000 | Yorozu Corp | 6,596 | ||||||||
627,646 | Yulon Motor Co Ltd | 728 | ||||||||
80,000 | Zhejiang Shibao Co Ltd | 160 | ||||||||
TOTAL AUTOMOBILES & COMPONENTS | 2,780,763 | |||||||||
BANKS - 8.0% | ||||||||||
44,189 | 1st Source Corp | 1,508 | ||||||||
728,030 | 77 Bank Ltd | 4,438 | ||||||||
363,700 | Aareal Bank AG. | 14,300 | ||||||||
2,031,825 | Abu Dhabi Commercial Bank PJSC | 4,231 | ||||||||
16,934 | Access National Corp | 329 | ||||||||
66,847,354 | Agricultural Bank of China | 35,911 | ||||||||
17,800 | Aichi Bank Ltd | 1,002 | ||||||||
2,436,469 | Akbank TAS | 7,043 | ||||||||
94,178 | Al Khalij Commercial Bank | 579 | ||||||||
1,197,805 | Albaraka Turk Katilim Bankasi AS | 652 | ||||||||
3,970,268 | * | Aldermore Group plc | 19,239 | |||||||
133,314 | * | Alior Bank S.A. | 3,163 | |||||||
390,750 | Allahabad Bank | 531 | ||||||||
1,012,200 | Alliance Financial Group BHD | 1,177 | ||||||||
4,262,394 | * | Alpha Bank S.A. | 1,286 | |||||||
315,270 | *,m | Amagerbanken AS | 0 | ^ | ||||||
32,984 | American National Bankshares, Inc | 785 | ||||||||
111,789 | Ameris Bancorp | 2,827 | ||||||||
32,098 | e | Ames National Corp | 806 | |||||||
1,995,204 | AMMB Holdings BHD | 3,185 | ||||||||
16,077 | *,e | Anchor BanCorp Wisconsin, Inc | 611 | |||||||
385,685 | Andhra Bank | 411 | ||||||||
9,022,391 | Aozora Bank Ltd | 34,042 | ||||||||
87,032 | Apollo Residential Mortgage | 1,279 |
6 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
30,786 | Arrow Financial Corp | $ | 832 | |||||||
125,100 | Ashikaga Holdings Co Ltd | 539 | ||||||||
104,160 | * | Asia United Bank | 169 | |||||||
167,005 | Associated Banc-Corp | 3,385 | ||||||||
344,219 | Astoria Financial Corp | 4,747 | ||||||||
3,485,876 | Australia & New Zealand Banking Group Ltd | 86,510 | ||||||||
240,721 | Awa Bank Ltd | 1,533 | ||||||||
443,005 | * | Axis Bank Ltd | 3,883 | |||||||
177,123 | e | Banc of California, Inc | 2,435 | |||||||
44,848 | * | Banca Carige S.p.A | 84 | |||||||
21,894,812 | Banca Intesa S.p.A. | 79,511 | ||||||||
4,125,276 | Banca Intesa S.p.A. RSP | 13,170 | ||||||||
468,399 | * | Banca Monte dei Paschi di Siena S.p.A | 913 | |||||||
474,148 | Banca Popolare dell’Emilia Romagna Scrl | 4,230 | ||||||||
12,246,313 | Banca Popolare di Milano | 12,915 | ||||||||
1,211,761 | Banca Popolare di Sondrio SCARL | 5,909 | ||||||||
18,968 | Bancfirst Corp | 1,241 | ||||||||
977,648 | Banche Popolari Unite Scpa | 7,845 | ||||||||
173,567 | Banco ABC Brasil S.A. | 653 | ||||||||
2,385,817 | Banco Bilbao Vizcaya Argentaria S.A. | 23,510 | ||||||||
352,247 | * | Banco BPI S.A. | 404 | |||||||
1,318,657 | * | Banco Bradesco S.A. | 11,867 | |||||||
4,701,051 | * | Banco Bradesco S.A. (Preference) | 43,093 | |||||||
41,404,880 | *,e | Banco Comercial Portugues S.A. | 3,619 | |||||||
200,145 | Banco Davivienda S.A. | 2,054 | ||||||||
65,800 | Banco Daycoval S.A. | 196 | ||||||||
25,197,485 | Banco de Chile | 2,762 | ||||||||
54,056 | Banco de Credito e Inversiones | 2,376 | ||||||||
2,357,284 | Banco de Oro Universal Bank | 5,662 | ||||||||
1,183,691 | Banco de Sabadell S.A. | 2,867 | ||||||||
18,596 | *,m | Banco de Sabadell S.A. (Int Shares) | 45 | |||||||
1,993,727 | Banco do Brasil S.A. | 15,570 | ||||||||
177,447 | Banco do Estado do Rio Grande do Sul | 509 | ||||||||
16,063,377 | *,m | Banco Espirito Santo S.A. | 179 | |||||||
58,200 | * | Banco Industrial e Comercial S.A. | 145 | |||||||
5,662,022 | Banco Itau Holding Financeira S.A. | 62,318 | ||||||||
94,941 | Banco Latinoamericano de Exportaciones S.A. (Class E) | 3,055 | ||||||||
308,091 | * | Banco Popolare SC | 5,073 | |||||||
422,244 | Banco Popular Espanol S.A. | 2,054 | ||||||||
1,014,603 | Banco Santander Brasil S.A. | 5,522 | ||||||||
10,867,150 | Banco Santander Central Hispano S.A. | 76,440 | ||||||||
65,656,558 | Banco Santander Chile S.A. | 3,318 | ||||||||
482,040 | BanColombia S.A. (Preference) | 5,162 | ||||||||
259,456 | Bancorpsouth, Inc | 6,684 | ||||||||
131,000 | Bangkok Bank PCL | 689 | ||||||||
655,700 | Bangkok Bank PCL (ADR) | 3,448 | ||||||||
422,255 | Bangkok Bank PCL (Foreign) | 2,227 | ||||||||
41,576,148 | *,e | BANIF-Banco Internacional do Funchal S.A. | 292 | |||||||
57,148 | Bank Handlowy w Warszawie S.A. | 1,519 | ||||||||
1,149,147 | Bank Hapoalim Ltd | 6,185 | ||||||||
1,906,590 | * | Bank Leumi Le-Israel | 8,056 | |||||||
399,436 | Bank Millennium S.A. | 696 |
7 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
180,957 | Bank Mutual Corp | $ | 1,388 | |||||||
43,338,234 | Bank of America Corp | 737,617 | ||||||||
500,000 | Bank of Baroda | 1,132 | ||||||||
139,401,403 | e | Bank of China Ltd | 90,469 | |||||||
1,510,000 | Bank of Chongqing Co Ltd | 1,442 | ||||||||
16,864,940 | Bank of Communications Co Ltd | 17,554 | ||||||||
43,491 | * | Bank of Cyprus Pcl | 10 | |||||||
1,192,201 | Bank of East Asia Ltd | 5,208 | ||||||||
110,351 | Bank of Georgia Holdings plc | 3,380 | ||||||||
34,652 | e | Bank of Hawaii Corp | 2,311 | |||||||
41,473,193 | * | Bank of Ireland | 16,788 | |||||||
29,900 | Bank of Iwate Ltd | 1,346 | ||||||||
451,599 | Bank of Kaohsiung | 136 | ||||||||
679,727 | Bank of Kyoto Ltd | 7,819 | ||||||||
23,033 | Bank of Marin Bancorp | 1,172 | ||||||||
1,028,711 | e | Bank of Montreal | 60,957 | |||||||
148,000 | e | Bank of Nagoya Ltd | 579 | |||||||
1,577,614 | e | Bank of Nova Scotia | 81,432 | |||||||
24,000 | Bank of Okinawa Ltd | 1,024 | ||||||||
392,966 | Bank of Queensland Ltd | 3,867 | ||||||||
155,541 | Bank of Saga Ltd | 396 | ||||||||
297,705 | e | Bank of the Ozarks, Inc | 13,620 | |||||||
1,052,767 | Bank of the Philippine Islands | 2,206 | ||||||||
157,900 | Bank of the Ryukyus Ltd | 2,354 | ||||||||
1,219,512 | Bank of Yokohama Ltd | 7,468 | ||||||||
150,002 | Bank Pekao S.A. | 7,178 | ||||||||
12,638,304 | Bank Rakyat Indonesia | 9,782 | ||||||||
33,917 | Bank Zachodni WBK S.A. | 3,076 | ||||||||
64,104 | e | BankFinancial Corp | 755 | |||||||
1,909,794 | * | Bankia S.A. | 2,431 | |||||||
133,429 | Bankinter S.A. | 990 | ||||||||
221,972 | BankUnited | 7,975 | ||||||||
77,558 | Banner Corp | 3,717 | ||||||||
6,283 | e | Banque Cantonale Vaudoise | 3,894 | |||||||
1,645,800 | e | Banregio Grupo Financiero SAB de C.V. | 9,529 | |||||||
15,437 | Bar Harbor Bankshares | 547 | ||||||||
1,183,546 | e | Barclays Africa Group Ltd | 17,793 | |||||||
53,697,369 | Barclays plc | 220,087 | ||||||||
1,248,620 | BB&T Corp | 50,332 | ||||||||
273,263 | BBCN Bancorp, Inc | 4,042 | ||||||||
15,647 | *,e | BBX Capital Corp | 254 | |||||||
30,592 | * | Bear State Financial, Inc | 286 | |||||||
367,793 | Bendigo Bank Ltd | 3,478 | ||||||||
452,071 | * | Beneficial Bancorp, Inc | 5,646 | |||||||
78,370 | Berkshire Hills Bancorp, Inc | 2,232 | ||||||||
75,235 | * | Blue Hills Bancorp, Inc | 1,053 | |||||||
60,874 | BNC Bancorp | 1,177 | ||||||||
1,318,949 | BNP Paribas | 80,037 | ||||||||
9,639,537 | BOC Hong Kong Holdings Ltd | 40,120 | ||||||||
41,841 | *,e | BofI Holding, Inc | 4,423 | |||||||
26,256 | e | BOK Financial Corp | 1,827 | |||||||
285,070 | Boston Private Financial Holdings, Inc | 3,823 |
8 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
12,442 | BRE Bank S.A. | $ | 1,364 | |||||||
44,863 | Bridge Bancorp, Inc | 1,197 | ||||||||
40,532 | * | Bridge Capital Holdings | 1,208 | |||||||
309,096 | Brookline Bancorp, Inc | 3,490 | ||||||||
69,481 | Bryn Mawr Bank Corp | 2,096 | ||||||||
648,553 | BS Financial Group, Inc | 8,246 | ||||||||
23,108 | * | BSB Bancorp, Inc | 511 | |||||||
5,923,222 | Bumiputra-Commerce Holdings BHD | 8,582 | ||||||||
17,563 | *,e | C1 Financial, Inc | 340 | |||||||
23,702 | Camden National Corp | 917 | ||||||||
615,740 | e | Canadian Imperial Bank of Commerce/Canada | 45,389 | |||||||
78,716 | e | Canadian Western Bank | 1,813 | |||||||
64,856 | *,e | Capital Bank Financial Corp | 1,885 | |||||||
40,550 | Capital City Bank Group, Inc | 619 | ||||||||
26,960 | Capitec Bank Holdings Ltd | 1,075 | ||||||||
384,800 | Capitol Federal Financial | 4,633 | ||||||||
88,949 | Cardinal Financial Corp | 1,938 | ||||||||
147,425 | * | Cascade Bancorp | 764 | |||||||
305,505 | Cathay General Bancorp | 9,914 | ||||||||
115,871 | Centerstate Banks of Florida, Inc | 1,565 | ||||||||
139,088 | Central Pacific Financial Corp | 3,303 | ||||||||
13,150 | Century Bancorp, Inc | 535 | ||||||||
5,240,754 | Chang Hwa Commercial Bank | 3,006 | ||||||||
48,389 | Charter Financial Corp | 601 | ||||||||
131,185 | Chemical Financial Corp | 4,337 | ||||||||
1,237,266 | Chiba Bank Ltd | 9,422 | ||||||||
53,000 | Chiba Kogyo Bank Ltd | 401 | ||||||||
10,197,010 | China Citic Bank | 8,119 | ||||||||
160,897,791 | China Construction Bank | 146,764 | ||||||||
15,806,661 | China Development Financial Holding Corp | 5,989 | ||||||||
8,197,000 | China Everbright Bank Co Ltd | 4,910 | ||||||||
7,225,760 | China Merchants Bank Co Ltd | 20,988 | ||||||||
7,144,694 | China Minsheng Banking Corp Ltd | 9,349 | ||||||||
24,340,497 | Chinatrust Financial Holding Co | 19,172 | ||||||||
170,000 | Chong Hing Bank Ltd | 519 | ||||||||
19,573,014 | e | Chongqing Rural Commercial Bank | 15,656 | |||||||
131,805 | Chugoku Bank Ltd | 2,077 | ||||||||
310,126 | CIT Group, Inc | 14,418 | ||||||||
12,729,588 | Citigroup, Inc | 703,182 | ||||||||
35,938 | e | Citizens & Northern Corp | 739 | |||||||
710,146 | Citizens Financial Group, Inc | 19,394 | ||||||||
43,892 | e | City Holding Co | 2,162 | |||||||
38,216 | City National Corp | 3,454 | ||||||||
112,773 | City Union Bank Ltd | 179 | ||||||||
114,132 | Clifton Bancorp, Inc | 1,597 | ||||||||
49,297 | CNB Financial Corp | 907 | ||||||||
104,249 | CoBiz, Inc | 1,363 | ||||||||
189,118 | Columbia Banking System, Inc | 6,154 | ||||||||
27,765 | Comdirect Bank AG. | 284 | ||||||||
168,842 | Comerica, Inc | 8,665 | ||||||||
79,647 | Commerce Bancshares, Inc | 3,725 | ||||||||
129,463 | Commercial Bank of Qatar QSC | 1,952 |
9 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
2,398,588 | Commercial International Bank | $ | 17,598 | |||||||
7,091,194 | * | Commerzbank AG. | 90,651 | |||||||
1,372,905 | Commonwealth Bank of Australia | 90,031 | ||||||||
131,829 | e | Community Bank System, Inc | 4,979 | |||||||
52,983 | Community Trust Bancorp, Inc | 1,848 | ||||||||
39,449 | * | CommunityOne Bancorp | 425 | |||||||
113,500 | e | ConnectOne Bancorp, Inc | 2,444 | |||||||
231,260,672 | CorpBanca S.A. | 2,553 | ||||||||
79,217 | Credicorp Ltd (NY) | 11,005 | ||||||||
4,794,909 | Credit Agricole S.A. | 71,588 | ||||||||
83,830 | Credito Emiliano S.p.A. | 691 | ||||||||
7,005,640 | Criteria CaixaBank S.A. | 32,599 | ||||||||
59,833 | * | CU Bancorp | 1,326 | |||||||
118,237 | Cullen/Frost Bankers, Inc | 9,291 | ||||||||
69,662 | * | Customers Bancorp, Inc | 1,873 | |||||||
291,970 | e | CVB Financial Corp | 5,142 | |||||||
1,414,235 | Dah Sing Banking Group Ltd | 3,091 | ||||||||
518,464 | e | Dah Sing Financial Holdings Ltd | 3,398 | |||||||
291,000 | Daishi Bank Ltd | 1,228 | ||||||||
432,927 | Danske Bank AS | 12,727 | ||||||||
2,471,334 | DBS Group Holdings Ltd | 37,919 | ||||||||
1,346,033 | * | Development Credit Bank Ltd | 2,750 | |||||||
139,319 | Dewan Housing Finance Corp Ltd | 919 | ||||||||
173,414 | DGB Financial Group Co Ltd | 1,816 | ||||||||
110,719 | Dime Community Bancshares | 1,876 | ||||||||
558,863 | DNB NOR Holding ASA | 9,307 | ||||||||
191,562 | Doha Bank QSC | 2,790 | ||||||||
1,118,502 | Dubai Islamic Bank PJSC | 2,070 | ||||||||
7,285,097 | E.Sun Financial Holding Co Ltd | 4,862 | ||||||||
84,674 | *,e | Eagle Bancorp, Inc | 3,722 | |||||||
1,234,267 | East West Bancorp, Inc | 55,320 | ||||||||
417,200 | * | EastWest Banking Corp | 180 | |||||||
143,000 | Eighteenth Bank Ltd | 438 | ||||||||
28,175 | e | Enterprise Bancorp, Inc | 660 | |||||||
74,347 | Enterprise Financial Services Corp | 1,693 | ||||||||
410,513 | * | Erste Bank der Oesterreichischen Sparkassen AG. | 11,696 | |||||||
158,537 | * | Essent Group Ltd | 4,336 | |||||||
10,475,135 | * | Eurobank Ergasias SA | 1,399 | |||||||
392,283 | EverBank Financial Corp | 7,708 | ||||||||
3,851,853 | Far Eastern International Bank | 1,355 | ||||||||
20,101 | * | Farmers Capital Bank Corp | 571 | |||||||
71,692 | * | FCB Financial Holdings, Inc | 2,280 | |||||||
42,238 | Federal Agricultural Mortgage Corp (Class C) | 1,227 | ||||||||
2,362,959 | Federal Bank Ltd | 5,478 | ||||||||
61,970 | Fidelity Southern Corp | 1,081 | ||||||||
2,530,623 | Fifth Third Bancorp | 52,688 | ||||||||
67,470 | Financial Institutions, Inc | 1,676 | ||||||||
209,401 | FinecoBank Banca Fineco S.p.A | 1,551 | ||||||||
84,423 | First Bancorp (NC) | 1,408 | ||||||||
538,799 | * | First Bancorp (Puerto Rico) | 2,597 | |||||||
36,040 | e | First Bancorp, Inc | 701 | |||||||
241,212 | e | First Busey Corp | 1,585 |
10 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
14,428 | e | First Business Financial Services, Inc | $ | 676 | ||||||
35,736 | First Citizens Bancshares, Inc (Class A) | 9,400 | ||||||||
261,469 | First Commonwealth Financial Corp | 2,507 | ||||||||
59,574 | First Community Bancshares, Inc | 1,085 | ||||||||
63,527 | First Connecticut Bancorp | 1,008 | ||||||||
33,808 | First Defiance Financial Corp | 1,269 | ||||||||
162,997 | First Financial Bancorp | 2,924 | ||||||||
179,939 | e | First Financial Bankshares, Inc | 6,233 | |||||||
45,377 | First Financial Corp | 1,623 | ||||||||
8,739,826 | First Financial Holding Co Ltd | 5,354 | ||||||||
8,182 | e | First Financial Northwest, Inc | 102 | |||||||
2,700,627 | First Gulf Bank PJSC | 11,144 | ||||||||
422,324 | First Horizon National Corp | 6,618 | ||||||||
138,900 | First International Bank Of Israel Ltd | 1,979 | ||||||||
78,479 | First Interstate Bancsystem, Inc | 2,177 | ||||||||
106,159 | First Merchants Corp | 2,622 | ||||||||
370,209 | First Midwest Bancorp, Inc | 7,023 | ||||||||
12,700 | e | First National Financial Corp | 201 | |||||||
40,264 | * | First NBC Bank Holding Co | 1,450 | |||||||
329,463 | First Niagara Financial Group, Inc | 3,110 | ||||||||
45,846 | First of Long Island Corp | 1,271 | ||||||||
367,692 | First Republic Bank | 23,176 | ||||||||
450,468 | FirstMerit Corp | 9,383 | ||||||||
59,573 | * | Flagstar Bancorp, Inc | 1,101 | |||||||
105,150 | Flushing Financial Corp | 2,209 | ||||||||
587,013 | FNB Corp | 8,406 | ||||||||
52,828 | Fox Chase Bancorp, Inc | 894 | ||||||||
12,405 | * | Franklin Financial Network, Inc | 285 | |||||||
676,412 | Fukuoka Financial Group, Inc | 3,506 | ||||||||
334,965 | Fulton Financial Corp | 4,375 | ||||||||
175,392 | e | Genworth MI Canada, Inc | 4,606 | |||||||
997,991 | e | Genworth Mortgage Insurance Australia Ltd | 2,413 | |||||||
44,871 | German American Bancorp, Inc | 1,321 | ||||||||
1,106,104 | * | Get Bank S.A. | 403 | |||||||
588,956 | * | Getin Holding S.A. | 260 | |||||||
302,809 | Glacier Bancorp, Inc | 8,909 | ||||||||
27,303 | Great Southern Bancorp, Inc | 1,151 | ||||||||
220,424 | Great Western Bancorp, Inc | 5,314 | ||||||||
24,099 | * | Green Bancorp, Inc | 370 | |||||||
120,974 | Gruh Finance Ltd | 497 | ||||||||
2,983,870 | Grupo Aval Acciones y Valores | 1,460 | ||||||||
5,488,238 | Grupo Financiero Banorte S.A. de C.V. | 30,113 | ||||||||
3,574,607 | Grupo Financiero Inbursa S.A. | 8,101 | ||||||||
2,081,757 | e | Grupo Financiero Santander Mexico SAB de C.V. | 3,846 | |||||||
63,827 | Guaranty Bancorp | 1,054 | ||||||||
1,024,859 | Gunma Bank Ltd | 7,562 | ||||||||
370,116 | Hachijuni Bank Ltd | 2,791 | ||||||||
129,070 | *,e | Hampton Roads Bankshares, Inc | 268 | |||||||
332,622 | Hana Financial Group, Inc | 8,650 | ||||||||
212,949 | Hancock Holding Co | 6,795 | ||||||||
767,588 | Hang Seng Bank Ltd | 14,992 | ||||||||
155,614 | e | Hanmi Financial Corp | 3,865 |
11 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
307,530 | * | HDFC Bank Ltd | $ | 5,148 | ||||||
16,495 | * | HDFC Bank Ltd (ADR) | 998 | |||||||
45,729 | e | Heartland Financial USA, Inc | 1,702 | |||||||
76,999 | Heritage Commerce Corp | 740 | ||||||||
116,652 | Heritage Financial Corp | 2,085 | ||||||||
19,861 | Heritage Financial Group | 599 | ||||||||
74,559 | Heritage Oaks Bancorp | 587 | ||||||||
324,000 | Higashi-Nippon Bank Ltd | 1,172 | ||||||||
226,331 | Higo Bank Ltd | 1,473 | ||||||||
775,252 | * | Hilltop Holdings, Inc | 18,676 | |||||||
2,705 | Hingham Institution for Savings | 311 | ||||||||
191,647 | Hiroshima Bank Ltd | 1,144 | ||||||||
256,000 | Hokkoku Bank Ltd | 938 | ||||||||
556,000 | Hokuetsu Bank Ltd | 1,157 | ||||||||
889,947 | Hokuhoku Financial Group, Inc | 2,100 | ||||||||
192,769 | Home Bancshares, Inc | 7,048 | ||||||||
65,288 | e | Home Capital Group, Inc | 2,262 | |||||||
55,749 | HomeStreet, Inc | 1,272 | ||||||||
105,184 | * | HomeTrust Bancshares, Inc | 1,763 | |||||||
512,797 | Hong Leong Bank BHD | 1,819 | ||||||||
324,012 | Hong Leong Credit BHD | 1,301 | ||||||||
29,183 | Horizon Bancorp | 728 | ||||||||
3,230,428 | Housing Development Finance Corp | 65,710 | ||||||||
16,511,194 | HSBC Holdings plc | 147,848 | ||||||||
260,000 | HSBC Holdings plc (Hong Kong) | 2,334 | ||||||||
6,765,113 | Hua Nan Financial Holdings Co Ltd | 3,892 | ||||||||
9,250,438 | Hudson City Bancorp, Inc | 91,394 | ||||||||
41,936 | Hudson Valley Holding Corp | 1,183 | ||||||||
4,068,333 | Huntington Bancshares, Inc | 46,013 | ||||||||
535,692 | Hyakugo Bank Ltd | 2,654 | ||||||||
247,000 | Hyakujushi Bank Ltd | 883 | ||||||||
120,956 | e | IBERIABANK Corp | 8,253 | |||||||
1,975,821 | ICICI Bank Ltd | 9,588 | ||||||||
22,814 | e | ICICI Bank Ltd (ADR) | 238 | |||||||
22,332 | * | Impac Mortgage Holdings, Inc | 427 | |||||||
73,715 | e | Independent Bank Corp (MA) | 3,456 | |||||||
72,308 | Independent Bank Corp (MI) | 981 | ||||||||
42,683 | Independent Bank Group, Inc | 1,831 | ||||||||
124,614 | Indian Bank | 278 | ||||||||
193,599 | IndusInd Bank Ltd | 2,651 | ||||||||
147,060,566 | Industrial & Commercial Bank of China | 116,696 | ||||||||
741,013 | Industrial Bank of Korea | 9,586 | ||||||||
161,617 | International Bancshares Corp | 4,343 | ||||||||
6,241,682 | Investors Bancorp, Inc | 76,773 | ||||||||
541,290 | *,m | Irish Bank Resolution Corp Ltd | 0 | ^ | ||||||
1,039,573 | * | Israel Discount Bank Ltd | 1,994 | |||||||
120,000 | Itau Unibanco Banco Multiplo S.A. (ADR) | 1,314 | ||||||||
197,745 | Iyo Bank Ltd | 2,428 | ||||||||
406,618 | Jammu & Kashmir Bank Ltd | 641 | ||||||||
329,517 | JB Financial Group Co Ltd | 1,957 | ||||||||
319,900 | Jimoto Holdings Inc | 567 | ||||||||
845,525 | Joyo Bank Ltd | 4,734 |
12 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
12,873,907 | JPMorgan Chase & Co | $ | 872,336 | |||||||
315,555 | Juroku Bank Ltd | 1,290 | ||||||||
70,313 | * | Jyske Bank | 3,531 | |||||||
256,000 | Kagoshima Bank Ltd | 1,849 | ||||||||
96,100 | Kansai Urban Banking Corp | 1,167 | ||||||||
67,700 | Kanto Tsukuba Bank Ltd | 227 | ||||||||
815,612 | Karnataka Bank Ltd | 1,852 | ||||||||
81,430 | * | Karur Vysya Bank Ltd | 620 | |||||||
130,500 | Kasikornbank PCL | 728 | ||||||||
474,300 | Kasikornbank PCL - NVDR | 2,646 | ||||||||
1,858,306 | Kasikornbank PCL (Foreign) | 10,365 | ||||||||
904,263 | KB Financial Group, Inc | 29,866 | ||||||||
268,645 | KBC Groep NV | 18,009 | ||||||||
243,384 | * | Kearny Financial Corp | 2,716 | |||||||
730,000 | Keiyo Bank Ltd | 3,835 | ||||||||
6,965,503 | Keycorp | 104,622 | ||||||||
337,632 | Kiatnakin Bank PCL | 352 | ||||||||
763,000 | King’s Town Bank | 662 | ||||||||
163,200 | Kiyo Bank Ltd | 2,490 | ||||||||
18,970 | * | KJB Financial Group Co Ltd | 130 | |||||||
40,881 | Komercni Banka AS | 9,062 | ||||||||
3,640,270 | Krung Thai Bank PCL (Foreign) | 1,843 | ||||||||
125,029 | Ladder Capital Corp | 2,169 | ||||||||
149,153 | Lakeland Bancorp, Inc | 1,773 | ||||||||
69,849 | Lakeland Financial Corp | 3,029 | ||||||||
28,848 | e | Laurentian Bank of Canada | 1,112 | |||||||
162,217 | LegacyTexas Financial Group, Inc | 4,899 | ||||||||
17,782 | * | LendingTree, Inc | 1,398 | |||||||
4,031,728 | LH Financial Group PCL | 223 | ||||||||
3,738,826 | * | Liberbank S.A. | 2,723 | |||||||
538,879 | LIC Housing Finance Ltd | 3,810 | ||||||||
50,262,446 | Lloyds TSB Group plc | 67,462 | ||||||||
63,456 | e | M&T Bank Corp | 7,928 | |||||||
13,790 | e | Macatawa Bank Corp | 73 | |||||||
75,262 | MainSource Financial Group, Inc | 1,652 | ||||||||
11,080,348 | Malayan Banking BHD | 26,830 | ||||||||
577,802 | Malaysia Building Society | 259 | ||||||||
5,646,074 | *,m | Marfin Popular Bank Public Co Ltd | 63 | |||||||
423,227 | Masraf Al Rayan | 5,379 | ||||||||
223,088 | MB Financial, Inc | 7,683 | ||||||||
23,705,357 | Mega Financial Holding Co Ltd | 21,352 | ||||||||
68,921 | Mercantile Bank Corp | 1,476 | ||||||||
16,900 | Merchants Bancshares, Inc | 559 | ||||||||
147,916 | * | Meridian Bancorp, Inc | 1,984 | |||||||
38,276 | Meta Financial Group, Inc | 1,643 | ||||||||
2,281,723 | Metropolitan Bank & Trust | 4,756 | ||||||||
1,187,850 | *,e | MGIC Investment Corp | 13,518 | |||||||
30,278 | e | Midsouth Bancorp, Inc | 462 | |||||||
22,123 | MidWestOne Financial Group, Inc | 728 | ||||||||
68,000 | Mie Bank Ltd | 160 | ||||||||
223,000 | Minato Bank Ltd | 572 | ||||||||
22,128,979 | Mitsubishi UFJ Financial Group, Inc | 159,206 |
13 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
8,472,361 | Mitsui Trust Holdings, Inc | $ | 38,758 | |||||||
368,000 | Miyazaki Bank Ltd | 1,376 | ||||||||
30,064 | Mizrahi Tefahot Bank Ltd | 373 | ||||||||
17,594,063 | Mizuho Financial Group, Inc | 38,069 | ||||||||
82,768 | Musashino Bank Ltd | 3,266 | ||||||||
260,928 | Nanto Bank Ltd | 933 | ||||||||
2,287,158 | National Australia Bank Ltd | 58,744 | ||||||||
109,778 | National Bank Holdings Corp | 2,287 | ||||||||
712,868 | National Bank of Abu Dhabi PJSC | 2,131 | ||||||||
916,637 | National Bank of Canada | 34,434 | ||||||||
1,926,132 | * | National Bank of Greece S.A. | 2,120 | |||||||
24,044 | e | National Bankshares, Inc | 704 | |||||||
15,829 | * | National Commerce Corp | 408 | |||||||
420,785 | National Penn Bancshares, Inc | 4,746 | ||||||||
99,558 | *,e | Nationstar Mortgage Holdings, Inc | 1,673 | |||||||
2,601,524 | Natixis | 18,776 | ||||||||
129,191 | NBT Bancorp, Inc | 3,381 | ||||||||
384,645 | Nedbank Group Ltd | 7,638 | ||||||||
308,433 | e | New York Community Bancorp, Inc | 5,669 | |||||||
116,499 | NewBridge Bancorp | 1,040 | ||||||||
1,611,300 | Nishi-Nippon City Bank Ltd | 4,642 | ||||||||
231,629 | *,e | NMI Holdings, Inc | 1,858 | |||||||
1,883,958 | Nordea Bank AB | 23,496 | ||||||||
1,072,100 | North Pacific Bank Ltd | 4,786 | ||||||||
194,557 | Northfield Bancorp, Inc | 2,928 | ||||||||
11,020 | e | Northrim BanCorp, Inc | 282 | |||||||
310,647 | Northwest Bancshares, Inc | 3,982 | ||||||||
47,484 | OceanFirst Financial Corp | 886 | ||||||||
426,984 | *,e | Ocwen Financial Corp | 4,355 | |||||||
171,210 | e | OFG Bancorp | 1,827 | |||||||
552,000 | Ogaki Kyoritsu Bank Ltd | 2,015 | ||||||||
155,000 | Oita Bank Ltd | 660 | ||||||||
5,618 | e | Old Line Bancshares, Inc | 89 | |||||||
328,185 | e | Old National Bancorp | 4,746 | |||||||
77,122 | * | Old Second Bancorp, Inc | 509 | |||||||
250,169 | OneSavings Bank plc | 1,238 | ||||||||
72,290 | Opus Bank | 2,615 | ||||||||
197,327 | Oriental Bank of Commerce | 519 | ||||||||
219,691 | e | Oritani Financial Corp | 3,526 | |||||||
666,205 | e | OTP Bank | 13,167 | |||||||
4,417,285 | Oversea-Chinese Banking Corp | 33,359 | ||||||||
83,106 | Pacific Continental Corp | 1,124 | ||||||||
107,244 | * | Pacific Premier Bancorp, Inc | 1,819 | |||||||
318,068 | PacWest Bancorp | 14,873 | ||||||||
12,909 | e | Palmetto Bancshares, Inc | 255 | |||||||
301,753 | Paragon Group of Cos plc | 1,962 | ||||||||
34,445 | e | Park National Corp | 3,009 | |||||||
173,819 | Park Sterling Bank | 1,252 | ||||||||
63,191 | Peapack Gladstone Financial Corp | 1,404 | ||||||||
16,074 | e | Penns Woods Bancorp, Inc | 709 | |||||||
54,598 | Pennsylvania Commerce Bancorp, Inc | 1,427 | ||||||||
35,756 | * | PennyMac Financial Services, Inc | 648 |
14 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
65,829 | Peoples Bancorp, Inc | $ | 1,536 | |||||||
25,923 | e | Peoples Financial Services Corp | 1,027 | |||||||
286,720 | e | People’s United Financial, Inc | 4,648 | |||||||
3,067,276 | * | Philippine National Bank | 4,687 | |||||||
1,091,437 | * | Piccolo Credito Valtellinese Scarl | 1,448 | |||||||
153,765 | Pinnacle Financial Partners, Inc | 8,360 | ||||||||
6,088,031 | * | Piraeus Bank S.A. | 2,247 | |||||||
762,255 | PNC Financial Services Group, Inc | 72,910 | ||||||||
96,281 | * | Popular, Inc | 2,779 | |||||||
1,019,879 | Powszechna Kasa Oszczednosci Bank Polski S.A. | 8,432 | ||||||||
51,552 | Preferred Bank | 1,549 | ||||||||
200,737 | PrivateBancorp, Inc | 7,993 | ||||||||
286,061 | Prosperity Bancshares, Inc | 16,517 | ||||||||
167,097 | Provident Financial Services, Inc | 3,173 | ||||||||
66,336,700 | PT Bank Bukopin Tbk | 3,280 | ||||||||
12,779,887 | PT Bank Central Asia Tbk | 12,906 | ||||||||
2,902,802 | PT Bank Danamon Indonesia Tbk | 935 | ||||||||
20,732,800 | PT Bank Jabar Banten Tbk | 1,273 | ||||||||
13,534,668 | PT Bank Mandiri Persero Tbk | 10,174 | ||||||||
9,414,113 | PT Bank Negara Indonesia | 3,732 | ||||||||
44,500,000 | * | PT Bank Pan Indonesia Tbk | 3,667 | |||||||
33,999,900 | PT Bank Pembangunan Daerah Jawa Timur Tbk | 1,212 | ||||||||
20,116,794 | PT Bank Tabungan Negara Tbk | 1,790 | ||||||||
3,092,309 | Public Bank BHD | 15,343 | ||||||||
56,347 | Qatar Islamic Bank SAQ | 1,660 | ||||||||
259,583 | Qatar National Bank | 13,735 | ||||||||
31,868 | QCR Holdings, Inc | 693 | ||||||||
588,635 | e | Radian Group, Inc | 11,043 | |||||||
40,565 | *,e | Raiffeisen International Bank Holding AG. | 590 | |||||||
2,386,188 | Regions Financial Corp | 24,721 | ||||||||
89,280 | e | Renasant Corp | 2,911 | |||||||
34,074 | Republic Bancorp, Inc (Class A) | 876 | ||||||||
22,874 | *,e | Republic First Bancorp, Inc | 79 | |||||||
2,919,235 | Resona Holdings, Inc | 15,922 | ||||||||
622,598 | RHB Capital BHD | 1,216 | ||||||||
368,120 | Rizal Commercial Banking Corp | 328 | ||||||||
5,200 | *,m | Roskilde Bank | 0 | ^ | ||||||
76,701 | Royal Bank of Canada | 4,690 | ||||||||
2,418,385 | e | Royal Bank of Canada (Toronto) | 147,891 | |||||||
2,248,750 | * | Royal Bank of Scotland Group plc | 12,434 | |||||||
105,724 | S&T Bancorp, Inc | 3,128 | ||||||||
69,950 | e | Sandy Spring Bancorp, Inc | 1,957 | |||||||
143,000 | San-In Godo Bank Ltd | 1,379 | ||||||||
5,816,307 | Sberbank of Russian Federation (ADR) | 30,330 | ||||||||
72,057 | * | Seacoast Banking Corp of Florida | 1,139 | |||||||
475,550 | Security Bank Corp | 1,703 | ||||||||
312,903 | * | Sekerbank TAS | 191 | |||||||
244,580 | Senshu Ikeda Holdings, Inc | 1,109 | ||||||||
88,948 | ServisFirst Bancshares, Inc | 3,342 | ||||||||
547,293 | Seven Bank Ltd | 2,534 | ||||||||
2,876,283 | *,g | Shawbrook Group plc | 16,527 | |||||||
221,000 | Shiga Bank Ltd | 1,190 |
15 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
793,758 | Shinhan Financial Group Co Ltd | $ | 29,545 | |||||||
8,572,179 | Shinsei Bank Ltd | 17,275 | ||||||||
591,400 | Shizuoka Bank Ltd | 6,173 | ||||||||
1,984,500 | Siam Commercial Bank PCL (Foreign) | 9,115 | ||||||||
50,318 | Sierra Bancorp | 871 | ||||||||
473,240 | * | Signature Bank | 69,278 | |||||||
122,570 | Simmons First National Corp (Class A) | 5,722 | ||||||||
9,744,575 | SinoPac Financial Holdings Co Ltd | 4,310 | ||||||||
4,382,964 | Skandinaviska Enskilda Banken AB (Class A) | 56,064 | ||||||||
661,128 | Societe Generale | 31,023 | ||||||||
2,578,170 | South Indian Bank Ltd | 957 | ||||||||
101,464 | South State Corp | 7,710 | ||||||||
71,897 | e | Southside Bancshares, Inc | 2,102 | |||||||
82,770 | Southwest Bancorp, Inc | 1,540 | ||||||||
193,380 | Spar Nord Bank A/s | 2,140 | ||||||||
262,107 | Sparebanken Midt-Norge | 2,187 | ||||||||
206,916 | Sparebanken Nord-Norge | 1,090 | ||||||||
43,833 | * | Square Financial, Inc | 1,199 | |||||||
3,161 | e | St Galler Kantonalbank | 1,165 | |||||||
1,572,436 | Standard Bank Group Ltd | 20,692 | ||||||||
1,699,712 | Standard Chartered plc | 27,220 | ||||||||
150,805 | e | State Bank & Trust Co | 3,272 | |||||||
27,740 | State Bank of Bikaner & Jaip | 233 | ||||||||
2,092,901 | State Bank of India | 8,624 | ||||||||
424,538 | e | Sterling Bancorp/DE | 6,241 | |||||||
42,069 | Stock Yards Bancorp, Inc | 1,590 | ||||||||
44,250 | Stonegate Bank | 1,313 | ||||||||
39,496 | *,e | Stonegate Mortgage Corp | 398 | |||||||
38,418 | Suffolk Bancorp | 986 | ||||||||
3,735,442 | Sumitomo Mitsui Financial Group, Inc | 166,299 | ||||||||
29,708 | * | Sun Bancorp, Inc | 572 | |||||||
782,295 | SunTrust Banks, Inc | 33,654 | ||||||||
476,390 | Suruga Bank Ltd | 10,205 | ||||||||
516,471 | Susquehanna Bancshares, Inc | 7,293 | ||||||||
216,410 | * | SVB Financial Group | 31,159 | |||||||
473,084 | Svenska Handelsbanken AB | 6,906 | ||||||||
1,755,689 | Swedbank AB (A Shares) | 40,933 | ||||||||
258,848 | Sydbank AS | 9,887 | ||||||||
424,094 | Syndicate Bank | 653 | ||||||||
270,249 | Synovus Financial Corp | 8,329 | ||||||||
2,024,383 | * | Ta Chong Bank Co Ltd | 705 | |||||||
3,820,436 | Taichung Commercial Bank | 1,313 | ||||||||
8,767,685 | Taishin Financial Holdings Co Ltd | 3,653 | ||||||||
2,180,696 | * | Taiwan Business Bank | 672 | |||||||
7,737,811 | Taiwan Cooperative Financial Holding | 4,049 | ||||||||
143,452 | Talmer Bancorp Inc | 2,403 | ||||||||
2,062,403 | TCF Financial Corp | 34,257 | ||||||||
1,164,257 | TCS Group Holding plc (ADR) | 3,376 | ||||||||
97,770 | * | Tekstil Bankasi AS. | 76 | |||||||
24,251 | Territorial Bancorp, Inc | 588 | ||||||||
126,996 | * | Texas Capital Bancshares, Inc | 7,904 | |||||||
118,225 | TFS Financial Corp | 1,989 |
16 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
2,076,500 | Thanachart Capital PCL | $ | 2,041 | |||||||
92,083 | * | The Bancorp, Inc | 855 | |||||||
1,129,880 | Tisco Bank PCL | 1,538 | ||||||||
9,563,500 | TMB Bank PCL (Foreign) | 661 | ||||||||
229,000 | Tochigi Bank Ltd | 1,304 | ||||||||
392,000 | Toho Bank Ltd | 1,751 | ||||||||
57,200 | Tokyo TY Financial Group, Inc | 1,943 | ||||||||
356,700 | Tomony Holdings, Inc | 1,631 | ||||||||
47,463 | Tompkins Trustco, Inc | 2,550 | ||||||||
3,624,115 | Toronto-Dominion Bank | 153,902 | ||||||||
391,000 | Towa Bank Ltd | 383 | ||||||||
129,063 | e | TowneBank | 2,102 | |||||||
63,768 | Trico Bancshares | 1,534 | ||||||||
98,390 | *,e | Tristate Capital Holdings, Inc | 1,272 | |||||||
54,636 | * | Triumph Bancorp, Inc | 718 | |||||||
402,823 | e | Trustco Bank Corp NY | 2,832 | |||||||
289,573 | Trustmark Corp | 7,234 | ||||||||
246,609 | *,g | TSB Banking Group plc | 1,315 | |||||||
4,117,496 | Turkiye Garanti Bankasi AS | 12,842 | ||||||||
729,277 | Turkiye Halk Bankasi AS | 3,359 | ||||||||
2,693,748 | Turkiye Is Bankasi (Series C) | 5,665 | ||||||||
2,508,538 | Turkiye Sinai Kalkinma Bankasi AS | 1,588 | ||||||||
840,045 | Turkiye Vakiflar Bankasi Tao | 1,350 | ||||||||
129,873 | UMB Financial Corp | 7,405 | ||||||||
753,644 | e | Umpqua Holdings Corp | 13,558 | |||||||
4,228,875 | UniCredit S.p.A | 28,422 | ||||||||
172,200 | Union Bank of India | 399 | ||||||||
1,410,396 | * | Union Bank Of Taiwan | 478 | |||||||
158,809 | Union Bankshares Corp | 3,691 | ||||||||
189,028 | e | United Bankshares, Inc | 7,605 | |||||||
236,427 | United Community Banks, Inc | 4,934 | ||||||||
133,466 | United Community Financial Corp | 714 | ||||||||
175,016 | United Financial Bancorp, Inc (New) | 2,354 | ||||||||
1,294,345 | United Overseas Bank Ltd | 22,145 | ||||||||
63,961 | Univest Corp of Pennsylvania | 1,302 | ||||||||
5,403,768 | e | US Bancorp | 234,524 | |||||||
29,179 | Valiant Holding | 2,842 | ||||||||
610,774 | e | Valley National Bancorp | 6,297 | |||||||
503,817 | Vijaya Bank | 317 | ||||||||
2,757,412 | * | Virgin Money Holdings UK plc | 19,073 | |||||||
2,925,481 | VTB Bank OJSC (GDR) | 7,994 | ||||||||
72,328 | * | Walker & Dunlop, Inc | 1,934 | |||||||
255,976 | Washington Federal, Inc | 5,977 | ||||||||
43,498 | e | Washington Trust Bancorp, Inc | 1,717 | |||||||
89,632 | e | Waterstone Financial, Inc | 1,183 | |||||||
304,903 | Webster Financial Corp | 12,059 | ||||||||
22,453,888 | Wells Fargo & Co | 1,262,807 | ||||||||
121,683 | WesBanco, Inc | 4,140 | ||||||||
52,134 | e | West Bancorporation, Inc | 1,034 | |||||||
74,216 | e | Westamerica Bancorporation | 3,759 | |||||||
312,784 | * | Western Alliance Bancorp | 10,560 | |||||||
4,482,234 | Westpac Banking Corp | 110,899 |
17 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
337,427 | Wilshire Bancorp, Inc | $ | 4,262 | |||||||
204,360 | Wintrust Financial Corp | 10,909 | ||||||||
335,310 | Woori Bank | 2,941 | ||||||||
84,307 | WSFS Financial Corp | 2,306 | ||||||||
75,015 | * | Yadkin Financial Corp | 1,572 | |||||||
278,000 | e | Yamagata Bank Ltd | 1,214 | |||||||
228,492 | e | Yamaguchi Financial Group, Inc | 2,845 | |||||||
347,000 | Yamanashi Chuo Bank Ltd | 1,640 | ||||||||
897,569 | Yapi ve Kredi Bankasi | 1,319 | ||||||||
210,395 | Yes Bank Ltd | 2,785 | ||||||||
1,058,813 | Zions Bancorporation | 33,601 | ||||||||
TOTAL BANKS | 9,869,437 | |||||||||
CAPITAL GOODS - 7.4% | ||||||||||
3,106,275 | n | 3M Co | 479,298 | |||||||
235,825 | A.O. Smith Corp | 16,975 | ||||||||
107,372 | Aalberts Industries NV | 3,193 | ||||||||
117,419 | Aaon, Inc | 2,644 | ||||||||
108,912 | e | AAR Corp | 3,471 | |||||||
1,355,103 | ABB Ltd | 28,401 | ||||||||
439,368 | e | Abengoa S.A. | 1,465 | |||||||
225,821 | e | Abengoa S.A. (B Shares) | 712 | |||||||
3,581,282 | Aboitiz Equity Ventures, Inc | 4,614 | ||||||||
365,000 | AcBel Polytech, Inc | 285 | ||||||||
166,931 | * | Accuride Corp | 643 | |||||||
158,164 | ACS Actividades Construccion y Servicios S.A. | 5,102 | ||||||||
195,472 | Actuant Corp (Class A) | 4,513 | ||||||||
199,973 | Acuity Brands, Inc | 35,991 | ||||||||
200,000 | Adani Enterprises Ltd | 285 | ||||||||
41,461 | Aditya Birla Nuvo Ltd | 1,162 | ||||||||
300,000 | Advan Co Ltd | 3,978 | ||||||||
97,369 | Advanced Drainage Systems, Inc | 2,856 | ||||||||
82,796 | * | Advanced Lithium Electrochemistry Co Ltd | 86 | |||||||
213,947 | *,e | Aecom Technology Corp | 7,077 | |||||||
54,595 | e | Aecon Group, Inc | 557 | |||||||
181,817 | * | Aegion Corp | 3,444 | |||||||
579,530 | *,e | AerCap Holdings NV | 26,537 | |||||||
166,384 | *,e | Aerojet Rocketdyne Holdings, Inc | 3,429 | |||||||
110,043 | *,e | Aerovironment, Inc | 2,870 | |||||||
13,256 | e | AFG Arbonia-Forster Hldg | 251 | |||||||
14,888 | e | AG Growth International Inc | 558 | |||||||
395,880 | e | AGCO Corp | 22,478 | |||||||
47,382 | AIA Engineering Ltd | 748 | ||||||||
49,999 | Aica Kogyo Co Ltd | 1,161 | ||||||||
30,700 | Aichi Corp | 182 | ||||||||
188,800 | Aida Engineering Ltd | 2,070 | ||||||||
587,028 | Air Lease Corp | 19,900 | ||||||||
172,535 | Aircastle Ltd | 3,911 | ||||||||
114,683 | Airtac International Group | 719 | ||||||||
61,125 | Akfen Holding AS. | 160 | ||||||||
62,038 | Alamo Group, Inc | 3,390 | ||||||||
67,663 | Alarko Holding AS | 91 |
18 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
94,748 | Albany International Corp (Class A) | $ | 3,771 | |||||||
54,357 | Alfa Laval AB | 957 | ||||||||
4,247,329 | Alfa S.A. de C.V. (Class A) | 8,115 | ||||||||
952,135 | Allegion plc | 57,261 | ||||||||
2,540,664 | Alliance Global Group, Inc | 1,223 | ||||||||
6,224 | Allied Motion Technologies, Inc | 140 | ||||||||
880,496 | Allison Transmission Holdings, Inc | 25,763 | ||||||||
31,744 | Alstom Projects India Ltd | 358 | ||||||||
229,180 | * | Alstom RGPT | 6,510 | |||||||
90,117 | * | Alstom T&D India Ltd | 757 | |||||||
74,399 | Altra Holdings, Inc | 2,022 | ||||||||
236,536 | Amada Co Ltd | 2,497 | ||||||||
57,178 | Amara Raja Batteries Ltd | 792 | ||||||||
64,568 | * | Ameresco, Inc | 494 | |||||||
26,179 | e | American Railcar Industries, Inc | 1,273 | |||||||
21,086 | e | American Science & Engineering, Inc | 924 | |||||||
103,256 | *,e | American Woodmark Corp | 5,664 | |||||||
515,198 | Ametek, Inc | 28,223 | ||||||||
28,334 | Andritz AG. | 1,569 | ||||||||
107,182 | Apogee Enterprises, Inc | 5,642 | ||||||||
196,763 | Applied Industrial Technologies, Inc | 7,802 | ||||||||
2,686,001 | * | Arabtec Holding Co | 1,902 | |||||||
5,723 | * | ARC Group Worldwide, Inc | 30 | |||||||
65,408 | Arcadis NV | 1,799 | ||||||||
70,627 | *,e | Arcam AB | 1,212 | |||||||
113,790 | Argan, Inc | 4,589 | ||||||||
30,062 | * | Armstrong World Industries, Inc | 1,602 | |||||||
269,953 | * | ArvinMeritor, Inc | 3,542 | |||||||
51,800 | Asahi Diamond Industrial Co Ltd | 584 | ||||||||
1,616,911 | e | Asahi Glass Co Ltd | 9,707 | |||||||
2,077,614 | Ashok Leyland Ltd | 2,363 | ||||||||
3,131,786 | Ashtead Group plc | 53,976 | ||||||||
1,630,647 | Assa Abloy AB | 30,698 | ||||||||
231,536 | e | Astaldi S.p.A. | 2,148 | |||||||
49,837 | Astec Industries, Inc | 2,084 | ||||||||
28,802 | Astral Polytechnik Ltd | 176 | ||||||||
51,278 | * | Astronics Corp | 3,635 | |||||||
788,016 | Asunaro Aoki Construction Co Ltd | 5,489 | ||||||||
185,578 | Atlas Copco AB (A Shares) | 5,192 | ||||||||
89,787 | Atlas Copco AB (B Shares) | 2,237 | ||||||||
92,328 | * | ATS Automation Tooling Systems, Inc | 1,130 | |||||||
2,565,070 | Austal Ltd | 3,644 | ||||||||
362,783 | *,e | Aveng Ltd | 172 | |||||||
3,004,000 | *,e | AVIC International Holding HK Ltd | 453 | |||||||
2,641,843 | e | AviChina Industry & Technology Co | 2,578 | |||||||
69,894 | AZZ, Inc | 3,621 | ||||||||
47,727 | B&B Tools AB | 682 | ||||||||
200,087 | Babcock & Wilcox Co | 6,563 | ||||||||
34,877 | e | Badger Daylighting Ltd | 731 | |||||||
6,212,558 | BAE Systems plc | 44,019 | ||||||||
678,673 | Balfour Beatty plc | 2,580 | ||||||||
125,466 | *,e | Ballard Power Systems, Inc | 259 |
19 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
162,000 | Bando Chemical Industries Ltd | $ | 675 | |||||||
458,000 | Baoye Group Co Ltd | 351 | ||||||||
578,128 | Barloworld Ltd | 4,588 | ||||||||
254,153 | Barnes Group, Inc | 9,909 | ||||||||
7,508 | Bauer AG. | 129 | ||||||||
13,302 | BayWa AG. | 450 | ||||||||
145,258 | BE Aerospace, Inc | 7,975 | ||||||||
56 | * | Beacon Power Corp | 0 | ^ | ||||||
133,349 | * | Beacon Roofing Supply, Inc | 4,430 | |||||||
571,441 | Beijing Enterprises Holdings Ltd | 4,294 | ||||||||
583,000 | g | Beijing Urban Construction Design & Development Group Co Ltd | 493 | |||||||
9,938 | BEML Ltd | 189 | ||||||||
2,117,500 | Berjaya Corp BHD | 230 | ||||||||
1,237,000 | BES Engineering Corp | 331 | ||||||||
337,310 | Besalco S.A. | 152 | ||||||||
722,126 | Bharat Heavy Electricals | 2,807 | ||||||||
371,136 | Bidvest Group Ltd | 9,391 | ||||||||
62,554 | Biesse S.p.A. | 1,043 | ||||||||
96,414 | e | Bird Construction Income Fund | 860 | |||||||
144,696 | Bizlink Holdings Inc | 776 | ||||||||
275,400 | BJC Heavy Industries PCL | 58 | ||||||||
441,800 | BJC Heavy Industries PCL-F | 94 | ||||||||
226,724 | * | Blount International, Inc | 2,476 | |||||||
6,033 | * | Blue Bird Corp | 78 | |||||||
21,573 | Blue Star Ltd | 112 | ||||||||
23,088 | Bobst Group AG. | 1,062 | ||||||||
409,862 | Bodycote plc | 4,338 | ||||||||
2,088,815 | Boeing Co | 289,760 | ||||||||
626,000 | e | Boer Power Holdings Ltd | 1,329 | |||||||
434,000 | e | Bolina Holding Co Ltd | 152 | |||||||
1,726,423 | e | Bombardier, Inc | 3,110 | |||||||
168,309 | Boskalis Westminster | 8,262 | ||||||||
13,988 | Bossard Holding AG. | 1,613 | ||||||||
116,091 | Bouygues S.A. | 4,340 | ||||||||
159,496 | e | Bradken Ltd | 176 | |||||||
62,806 | Brenntag AG. | 3,604 | ||||||||
129,680 | Briggs & Stratton Corp | 2,498 | ||||||||
6,572 | e | Bucher Industries AG. | 1,635 | |||||||
22,548 | Budimex S.A. | 978 | ||||||||
126,156 | * | Builders FirstSource, Inc | 1,620 | |||||||
120,500 | Bunka Shutter Co Ltd | 950 | ||||||||
307,672 | Bunzl plc | 8,393 | ||||||||
47,907 | Burckhardt Compression Holding AG. | 18,147 | ||||||||
11,374 | Burkhalter Holding AG. | 1,326 | ||||||||
312,888 | Byucksan Corp | 2,575 | ||||||||
373,021 | CAE, Inc | 4,441 | ||||||||
366,360 | Caesarstone Sdot-Yam Ltd | 25,110 | ||||||||
431,200 | Cahya Mata Sarawak BHD | 589 | ||||||||
73,802 | * | CAI International, Inc | 1,520 | |||||||
352,667 | *,e | Capstone Turbine Corp | 145 | |||||||
12,856 | Carbone Lorraine | 315 |
20 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
139,969 | e | Cardno Ltd | $ | 349 | ||||||
35,194 | Cargotec Corp (B Shares) | 1,337 | ||||||||
1,527,824 | e | Carillion plc | 8,202 | |||||||
132,805 | Carlisle Cos, Inc | 13,296 | ||||||||
909,739 | e | Caterpillar, Inc | 77,164 | |||||||
564,300 | CB Industrial Product Holding BHD | 299 | ||||||||
20,124 | CCL International Ltd | 40 | ||||||||
1,156,327 | Central Glass Co Ltd | 4,842 | ||||||||
6,287 | CENTROTEC Sustainable AG. | 100 | ||||||||
38,502 | * | Century Plyboards India Ltd | 118 | |||||||
2,803 | * | Cera Sanitaryware Ltd | 86 | |||||||
1,260,000 | * | CGN Mining Co Ltd | 136 | |||||||
610,575 | CH Karnchang PCL | 491 | ||||||||
152,300 | Changchai Co Ltd | 138 | ||||||||
71,400 | e | Changsha Zoomlion Heavy Industry Science and Technology Development Co Ltd | 46 | |||||||
85,892 | * | Chart Industries, Inc | 3,071 | |||||||
25,880 | * | Cheil Industries, Inc | 4,117 | |||||||
253,110 | Chemring Group plc | 875 | ||||||||
550,300 | *,m | Chengde Nanjiang Co Ltd | 205 | |||||||
190,347 | e | Chicago Bridge & Iron Co NV | 9,525 | |||||||
369,410 | Chicony Power Technology Co Ltd | 509 | ||||||||
1,894,500 | e | China Aircraft Leasing Group Holdings Ltd | 2,496 | |||||||
12,200,000 | * | China Automation Group Ltd | 2,016 | |||||||
13,769,476 | China Communications Construction Co Ltd | 20,560 | ||||||||
725,000 | China Conch Venture Holdings Ltd | 1,663 | ||||||||
2,560,000 | *,e | China Dynamics Holdings Ltd | 191 | |||||||
31,000 | China Ecotek Corp | 73 | ||||||||
1,640,000 | China Energine International Holdings Ltd | 209 | ||||||||
314,150 | China Fangda Group Co Ltd | 329 | ||||||||
1,716,000 | * | China High Speed Transmission Equipment Group Co Ltd | 1,487 | |||||||
3,501,000 | *,e | China Huarong Energy Co Ltd | 303 | |||||||
587,905 | China International Marine Containers Group Co Ltd | 1,511 | ||||||||
1,021,000 | China Lesso Group Holdings Ltd | 830 | ||||||||
1,795,000 | China Machinery Engineering Corp | 1,933 | ||||||||
2,412,863 | China Railway Construction Corp | 3,725 | ||||||||
4,762,697 | China Railway Group Ltd | 5,135 | ||||||||
1,833,400 | e | China Singyes Solar Technologies Holdings Ltd | 2,348 | |||||||
2,248,656 | e | China State Construction International Holdings Ltd | 4,045 | |||||||
1,475,600 | Chip Eng Seng Corp Ltd | 838 | ||||||||
34,939 | e | Chiyoda Corp | 309 | |||||||
38,500 | Chiyoda Integre Co Ltd | 1,073 | ||||||||
19,094,000 | Chongqing Machinery & Electric Co Ltd | 4,008 | ||||||||
69,100 | Chudenko Corp | 1,326 | ||||||||
606,375 | Chung Hsin Electric & Machinery Manufacturing Corp | 350 | ||||||||
179,593 | CIMIC Group Ltd | 3,009 | ||||||||
354,162 | * | CIR-Compagnie Industriali Riunite S.p.A. | 377 | |||||||
81,347 | CIRCOR International, Inc | 4,436 | ||||||||
2,530,084 | Citic Pacific Ltd | 4,537 | ||||||||
2,577,000 | *,e | Citic Resources Holdings Ltd | 711 | |||||||
15,830 | CJ Corp | 4,194 | ||||||||
3,307,220 | CK Hutchison Holdings Ltd | 48,623 |
21 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
200,200 | CKD Corp | $ | 2,294 | |||||||
170,097 | Clarcor, Inc | 10,587 | ||||||||
278,327 | e | CNH Industrial NV | 2,540 | |||||||
195,266 | Coastal Contracts BHD | 142 | ||||||||
299,737 | Cobham plc | 1,238 | ||||||||
372,834 | * | Cofide S.p.A. | 185 | |||||||
182,475 | *,e | Colfax Corp | 8,421 | |||||||
64,663 | Columbus McKinnon Corp | 1,617 | ||||||||
104,509 | Comfort Systems USA, Inc | 2,398 | ||||||||
66,609 | * | Commercial Vehicle Group, Inc | 480 | |||||||
2,209,962 | Compagnie de Saint-Gobain | 99,761 | ||||||||
18,111 | Compagnie d’Entreprises CFE | 2,251 | ||||||||
142,200 | COMSYS Holdings Corp | 2,115 | ||||||||
95,178 | Concentric AB | 1,128 | ||||||||
837,300 | Concepcion Industrial Corp | 1,058 | ||||||||
3,790,000 | *,e | Concord New Energy Group Ltd | 288 | |||||||
73,386 | *,e | Consolidated Infrastructure Group Ltd | 192 | |||||||
1,852 | e | Construcciones y Auxiliar de Ferrocarriles S.A. | 550 | |||||||
189,546 | * | Continental Building Products Inc | 4,016 | |||||||
1,087,450 | Continental Engineering Corp | 352 | ||||||||
900 | Conzzeta AG. | 615 | ||||||||
1,080,000 | e | Cosco Corp Singapore Ltd | 385 | |||||||
18,685 | Cosel Co Ltd | 226 | ||||||||
11,567 | * | COSON Co Ltd | 422 | |||||||
195,460 | Costain Group plc | 1,007 | ||||||||
87,533 | Cramo Oyj (Series B) | 1,689 | ||||||||
123,570 | e | Crane Co | 7,257 | |||||||
618,475 | Crompton Greaves Ltd | 1,575 | ||||||||
5,125 | CS Wind Corp | 147 | ||||||||
428,590 | CSBC Corp Taiwan | 208 | ||||||||
5,445,301 | e | CSR Corp Ltd | 8,354 | |||||||
635,629 | CTCI Corp | 1,028 | ||||||||
97,541 | Cubic Corp | 4,641 | ||||||||
412,656 | Cummins, Inc | 54,136 | ||||||||
194,279 | Curtiss-Wright Corp | 14,074 | ||||||||
34,031 | Daelim Industrial Co | 2,498 | ||||||||
57,141 | Daesang Holdings Co Ltd | 1,321 | ||||||||
7,457 | Daetwyler Holding AG. | 886 | ||||||||
121,847 | * | Daewoo Engineering & Construction Co Ltd | 674 | |||||||
56,862 | Daewoo International Corp | 1,314 | ||||||||
114,100 | Daewoo Shipbuilding & Marine Engineering Co Ltd | 1,357 | ||||||||
81,700 | Daifuku Co Ltd | 1,257 | ||||||||
93,641 | Daihen Corp | 478 | ||||||||
64,000 | Daiichi Jitsugyo Co Ltd | 342 | ||||||||
162,675 | Daikin Industries Ltd | 11,694 | ||||||||
23,600 | Daiwa Industries Ltd | 155 | ||||||||
50,000 | Dalian Refrigeration Co Ltd | 64 | ||||||||
1,444,820 | Danaher Corp | 123,662 | ||||||||
12,308 | Danieli & Co S.p.A. | 250 | ||||||||
94,152 | Danieli & Co S.p.A. (RSP) | 1,428 | ||||||||
102,178 | DCC plc | 8,024 | ||||||||
314,568 | e | Deere & Co | 30,529 |
22 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
39,200 | Denyo Co Ltd | $ | 635 | |||||||
410,020 | Deutz AG. | 2,350 | ||||||||
32,061 | e | Dialight plc | 257 | |||||||
4,292,256 | Dialog Group BHD | 1,807 | ||||||||
278,001 | * | DigitalGlobe, Inc | 7,726 | |||||||
223,511 | Diploma plc | 2,838 | ||||||||
73,022 | * | DIRTT Environmental Solutions | 378 | |||||||
9,293 | Discount Investment Corp | 16 | ||||||||
4,647,560 | DMCI Holdings, Inc | 1,360 | ||||||||
931,329 | * | Dogan Sirketler Grubu Holdings | 209 | |||||||
92,853 | Donaldson Co, Inc | 3,324 | ||||||||
27,148 | * | Dong Yang Gang Chul Co Ltd | 195 | |||||||
19,100 | Dongfang Electric Co Ltd | 36 | ||||||||
26,169 | Dongkuk Structures & Construction Co Ltd | 78 | ||||||||
21,157 | Doosan Corp | 2,066 | ||||||||
21,971 | * | Doosan Engine Co Ltd | 110 | |||||||
48,928 | Doosan Heavy Industries and Construction Co Ltd | 1,051 | ||||||||
131,039 | * | Doosan Infracore Co Ltd | 1,149 | |||||||
128,017 | Douglas Dynamics, Inc | 2,750 | ||||||||
173,336 | Dover Corp | 12,165 | ||||||||
33,779 | * | Ducommun, Inc | 867 | |||||||
92,365 | Duerr AG. | 8,604 | ||||||||
72,391 | e | Duro Felguera S.A. | 295 | |||||||
52,776 | *,e | DXP Enterprises, Inc | 2,454 | |||||||
170,641 | * | Dycom Industries, Inc | 10,042 | |||||||
19,818 | Dynamic Materials Corp | 218 | ||||||||
2,017,800 | Dynasty Ceramic PCL | 220 | ||||||||
858 | e Tec E&C Ltd | 160 | ||||||||
2,301,289 | Eaton Corp | 155,314 | ||||||||
689,828 | Ebara Corp | 3,338 | ||||||||
930,900 | EEI Corp | 203 | ||||||||
10,877 | Eicher Motors Ltd | 3,342 | ||||||||
98,694 | Eiffage S.A. | 5,496 | ||||||||
62,720 | Elbit Systems Ltd | 4,923 | ||||||||
1,801 | Electra Israel Ltd | 228 | ||||||||
58,000 | * | ElSwedy Cables Holding Co | 362 | |||||||
37,911 | *,g | Eltel AB | 432 | |||||||
219,428 | EMCOR Group, Inc | 10,482 | ||||||||
566,923 | Emerson Electric Co | 31,425 | ||||||||
745,784 | Empresa Brasileira de Aeronautica S.A. | 5,675 | ||||||||
516,300 | *,e | Empresas ICA Sociedad Controladora S.A. de C.V. | 394 | |||||||
64,009 | Encore Wire Corp | 2,835 | ||||||||
43,581 | *,e | Energy Recovery, Inc | 119 | |||||||
120,851 | EnerSys | 8,495 | ||||||||
86,503 | Engility Holdings, Inc | 2,176 | ||||||||
176,755 | Engineers India Ltd | 630 | ||||||||
1,664,434 | Enka Insaat ve Sanayi AS | 3,166 | ||||||||
55,625 | *,e | Enphase Energy, Inc | 423 | |||||||
63,320 | EnPro Industries, Inc | 3,623 | ||||||||
444,000 | e | Enric Energy Equipment Holdings Ltd | 377 | |||||||
30,000 | * | EPCO Co Ltd | 515 | |||||||
7,526 | *,e | Erickson Air-Crane, Inc | 33 |
23 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
72,661 | ESCO Technologies, Inc | $ | 2,718 | |||||||
83,293 | * | Esterline Technologies Corp | 7,941 | |||||||
630,088 | European Aeronautic Defence and Space Co | 41,042 | ||||||||
3,298,000 | EVA Precision Industrial Holdings Ltd | 969 | ||||||||
22,585 | *,e | FACC AG. | 160 | |||||||
9,633 | Faiveley S.A. | 726 | ||||||||
172,941 | Fanuc Ltd | 35,386 | ||||||||
672,000 | Far East Global Group Ltd | 159 | ||||||||
6,683,964 | Far Eastern Textile Co Ltd | 7,080 | ||||||||
592,750 | e | Fastenal Co | 25,002 | |||||||
9,740,000 | *,e | FDG Electric Vehicles Ltd | 890 | |||||||
257,216 | Federal Signal Corp | 3,835 | ||||||||
1,265 | Feintool International Holding AG. | 118 | ||||||||
192,074 | Fenner plc | 625 | ||||||||
2,044,356 | Ferreyros S.A. | 913 | ||||||||
691,572 | e | Ferrovial S.A. | 15,025 | |||||||
478,828 | *,e | Fincantieri S.p.A | 363 | |||||||
728,289 | * | Finmeccanica S.p.A. | 9,161 | |||||||
394,074 | e | Finning International, Inc | 7,411 | |||||||
139,765 | Finolex Cables Ltd | 547 | ||||||||
378,000 | e | First Tractor Co | 296 | |||||||
58,455 | Flowserve Corp | 3,078 | ||||||||
491,827 | e | FLSmidth & Co AS | 23,634 | |||||||
176,965 | Fluor Corp | 9,381 | ||||||||
128,468 | *,e | Fomento de Construcciones y Contratas S.A. | 1,310 | |||||||
912,168 | Fortune Brands Home & Security, Inc | 41,796 | ||||||||
728,130 | Foshan Electrical and Lighting Co Ltd | 746 | ||||||||
129,130 | Franklin Electric Co, Inc | 4,175 | ||||||||
72,884 | Freightcar America, Inc | 1,522 | ||||||||
160,800 | e | Fudo Tetra Corp | 261 | |||||||
705,915 | *,e | FuelCell Energy, Inc | 690 | |||||||
929,438 | Fuji Electric Holdings Co Ltd | 3,997 | ||||||||
250,592 | Fuji Machine Manufacturing Co Ltd | 2,622 | ||||||||
809,978 | Fujikura Ltd | 4,528 | ||||||||
69,200 | Fujitec Co Ltd | 861 | ||||||||
118,000 | Fukuda Corp | 768 | ||||||||
39,200 | Fukushima Industries Corp | 718 | ||||||||
101,423 | * | Furmanite Corp | 824 | |||||||
368,000 | Furukawa Co Ltd | 655 | ||||||||
972,000 | Furukawa Electric Co Ltd | 1,731 | ||||||||
110,919 | Futaba Corp/Chiba | 2,010 | ||||||||
230,837 | Galliford Try plc | 6,307 | ||||||||
386,017 | * | Gamesa Corp Tecnologica S.A. | 6,098 | |||||||
2,016,451 | Gamuda BHD | 2,494 | ||||||||
89,310 | GATX Corp | 4,747 | ||||||||
33,098 | GEA Group AG. | 1,477 | ||||||||
20,105 | Geberit AG. | 6,703 | ||||||||
13,300 | Gecoss Corp | 137 | ||||||||
185,777 | *,e | Generac Holdings, Inc | 7,385 | |||||||
133,756 | General Cable Corp | 2,639 | ||||||||
1,459,911 | General Dynamics Corp | 206,855 | ||||||||
32,304,385 | General Electric Co | 858,328 |
24 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
8,815 | *,e | General Finance Corp | $ | 46 | ||||||
4,345 | Georg Fischer AG. | 2,987 | ||||||||
2,664 | Gesco AG. | 219 | ||||||||
111,587 | * | Gibraltar Industries, Inc | 2,273 | |||||||
8,100 | * | Giken Seisakusho Co, Inc | 128 | |||||||
41,875 | Gildemeister AG. | 1,511 | ||||||||
131,123 | Global Brass & Copper Holdings, Inc | 2,230 | ||||||||
72,078 | e | Global Power Equipment Group, Inc | 559 | |||||||
126,656 | Glory Ltd | 3,747 | ||||||||
1,333,498 | GMR Infrastructure Ltd | 293 | ||||||||
50,607 | Gorman-Rupp Co | 1,421 | ||||||||
73,615 | Graco, Inc | 5,229 | ||||||||
314,336 | * | GrafTech International Ltd | 1,559 | |||||||
513,940 | Grafton Group plc | 6,265 | ||||||||
26,664 | Graham Corp | 546 | ||||||||
104,594 | Granite Construction, Inc | 3,714 | ||||||||
164,420 | * | Great Lakes Dredge & Dock Corp | 980 | |||||||
68,627 | Greaves Cotton Ltd | 137 | ||||||||
77,544 | e | Greenbrier Cos, Inc | 3,633 | |||||||
107,268 | e | Griffon Corp | 1,708 | |||||||
74,410 | * | Grontmij (ADR) | 357 | |||||||
190,149 | Group Five Ltd | 445 | ||||||||
520,261 | Grupo Carso S.A. de C.V. (Series A1) | 2,168 | ||||||||
159,100 | * | Grupo Rotoplas SAB de C.V. | 301 | |||||||
58,889 | * | GS Engineering & Construction Corp | 1,411 | |||||||
367,000 | GS Yuasa Corp | 1,441 | ||||||||
394,500 | Gunkul Engineering PCL | 314 | ||||||||
3,180,000 | e | Guodian Technology & Environment Group Corp Ltd | 479 | |||||||
351,977 | e | GWA International Ltd | 617 | |||||||
85,792 | H&E Equipment Services, Inc | 1,713 | ||||||||
799,360 | Haitian International Holdings Ltd | 1,877 | ||||||||
132,440 | Haldex AB | 1,749 | ||||||||
242,244 | * | Halim Co Ltd | 1,014 | |||||||
15,187 | * | Halla Engineering & Construction Corp | 67 | |||||||
549,730 | Hangzhou Steam Turbine Co | 1,134 | ||||||||
55,873 | * | Hanjin Heavy Industries & Construction Co Ltd | 244 | |||||||
2,063,395 | Hanwa Co Ltd | 9,685 | ||||||||
3,156,000 | Harbin Power Equipment | 2,472 | ||||||||
23,200 | e | Harmonic Drive Systems, Inc | 455 | |||||||
388,778 | Harsco Corp | 6,415 | ||||||||
361,037 | Havells India Ltd | 1,600 | ||||||||
514,900 | Hazama Ando Corp | 2,788 | ||||||||
19,837 | * | HC2 Holdings, Inc | 178 | |||||||
523,467 | * | HD Supply Holdings, Inc | 18,416 | |||||||
124,957 | e | HEICO Corp | 7,285 | |||||||
87,105 | * | HEICO Corp (Class A) | 4,422 | |||||||
246,714 | *,e | Heidelberger Druckmaschinen | 547 | |||||||
115,036 | * | Hellenic Technodomiki Tev S.A. | 215 | |||||||
292,578 | HellermannTyton Group plc | 1,580 | ||||||||
77,729 | e | Hexagon Composites ASA | 256 | |||||||
67,526 | Hexcel Corp | 3,359 | ||||||||
16,300 | Hibiya Engineering Ltd | 219 |
25 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
217,088 | Hillenbrand, Inc | $ | 6,665 | |||||||
431,613 | * | Hindustan Construction Co | 168 | |||||||
329,289 | Hino Motors Ltd | 4,071 | ||||||||
19,300 | Hisaka Works Ltd | 175 | ||||||||
95,391 | Hitachi Construction Machinery Co Ltd | 1,670 | ||||||||
113,000 | Hitachi Koki Co Ltd | 942 | ||||||||
176,800 | Hitachi Zosen Corp | 1,007 | ||||||||
216,529 | Hiwin Technologies Corp | 1,424 | ||||||||
4,432,000 | *,e | HKC Holdings Ltd | 168 | |||||||
4,368 | Hochtief AG. | 339 | ||||||||
554,835 | Hock Seng Lee BHD | 272 | ||||||||
12,700 | Homag Group AG. | 495 | ||||||||
5,241,277 | Honeywell International, Inc | 534,453 | ||||||||
173,000 | Hong Leong Asia Ltd | 159 | ||||||||
1,015,300 | Hopewell Holdings | 3,717 | ||||||||
45,200 | Hoshizaki Electric Co Ltd | 2,659 | ||||||||
106,347 | Hosken Consolidated Investments Ltd | 1,330 | ||||||||
57,919 | e | Houston Wire & Cable Co | 575 | |||||||
2,171,000 | Hsin Chong Construction Group Ltd | 258 | ||||||||
81,780 | *,g | HSS Hire Group plc | 173 | |||||||
370,000 | HUA ENG Wire & Cable | 107 | ||||||||
109,800 | Huangshi Dongbei Electrical Appliance Co Ltd | 222 | ||||||||
186,347 | Hubbell, Inc (Class B) | 20,178 | ||||||||
24,703 | Huber & Suhner AG. | 1,084 | ||||||||
58,821 | Hudaco Industries Ltd | 629 | ||||||||
331,216 | Huntington Ingalls | 37,292 | ||||||||
26,543 | Hurco Cos, Inc | 919 | ||||||||
7,013 | Hy-Lok Corp | 243 | ||||||||
27,129 | Hyster-Yale Materials Handling, Inc | 1,879 | ||||||||
49,430 | Hyundai Corp | 1,589 | ||||||||
62,519 | Hyundai Development Co | 3,704 | ||||||||
7,338 | * | Hyundai Elevator Co Ltd | 497 | |||||||
208,706 | Hyundai Engineering & Construction Co Ltd | 7,667 | ||||||||
43,718 | Hyundai Heavy Industries | 4,340 | ||||||||
12,616 | Hyundai Mipo Dockyard | 731 | ||||||||
23,586 | * | Hyundai Rotem Co Ltd | 428 | |||||||
64,700 | Idec Corp | 583 | ||||||||
89,124 | IDEX Corp | 7,003 | ||||||||
1,779,607 | IJM Corp BHD | 3,076 | ||||||||
417,967 | Illinois Tool Works, Inc | 38,365 | ||||||||
78,165 | IMARKETKOREA, Inc | 2,102 | ||||||||
86,330 | IMI plc | 1,526 | ||||||||
14,577 | Implenia AG. | 815 | ||||||||
1,118,199 | Impregilo S.p.A. | 5,109 | ||||||||
12,771 | IMS-Intl Metal Service | 253 | ||||||||
47,010 | Inaba Denki Sangyo Co Ltd | 1,635 | ||||||||
74,384 | Inabata & Co Ltd | 813 | ||||||||
68,621 | Indus Holding AG. | 3,458 | ||||||||
45,001 | Industria Macchine Automatiche S.p.A. | 2,097 | ||||||||
183,924 | Industries Qatar QSC | 7,233 | ||||||||
35,140 | Indutrade AB | 1,617 | ||||||||
6,440 | * | Ingersoll-Rand India Ltd | 98 |
26 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
1,160,082 | Ingersoll-Rand plc | $ | 78,213 | |||||||
65,375 | Insteel Industries, Inc | 1,223 | ||||||||
72,811 | Interpump Group S.p.A. | 1,175 | ||||||||
295,567 | Interserve plc | 3,064 | ||||||||
98,486 | e | Invicta Holdings Ltd | 567 | |||||||
51,130 | Inwido AB | 557 | ||||||||
57,400 | Iochpe-Maxion S.A. | 233 | ||||||||
876,060 | IRB Infrastructure Developers Ltd | 3,204 | ||||||||
8,288 | IS Dongseo Co Ltd | 540 | ||||||||
158,000 | e | Iseki & Co Ltd | 312 | |||||||
1,546 | * | ISGEC Heavy Engineering Ltd | 143 | |||||||
284,000 | I-Sheng Electric Wire & Cable Co Ltd | 384 | ||||||||
4,534,301 | Ishikawajima-Harima Heavy Industries Co Ltd | 21,112 | ||||||||
1,469,250 | * | Italian-Thai Development PCL | 347 | |||||||
2,149,533 | Itochu Corp | 28,389 | ||||||||
107,368 | ITT Corp | 4,492 | ||||||||
64,128 | * | IVRCL Infrastructures & Projects Ltd | 11 | |||||||
168,000 | e | Iwatani International Corp | 1,065 | |||||||
81,035 | * | Jacobs Engineering Group, Inc | 3,292 | |||||||
277,027 | Jain Irrigation Systems Ltd | 290 | ||||||||
9,100 | Jamco Corp | 299 | ||||||||
154,604 | Japan Pulp & Paper Co Ltd | 425 | ||||||||
347,000 | Japan Steel Works Ltd | 1,434 | ||||||||
4,295,266 | JG Summit Holdings (Series B) | 6,830 | ||||||||
71,481 | JGC Corp | 1,349 | ||||||||
8,868,000 | Jiangnan Group Ltd | 2,548 | ||||||||
730,000 | Jingwei Textile Machinery | 959 | ||||||||
125,414 | John Bean Technologies Corp | 4,714 | ||||||||
800,153 | m | John Keells Holdings plc | 1,219 | |||||||
145,695 | *,g | John Laing Group plc | 493 | |||||||
420,375 | Johnson Electric Holdings Ltd | 1,353 | ||||||||
190,177 | e | Joy Global, Inc | 6,884 | |||||||
1,068,091 | JTEKT Corp | 20,198 | ||||||||
29,000 | e | Juki Corp | 390 | |||||||
15,783 | Jungheinrich AG. | 1,070 | ||||||||
2,616 | * | JVM Co Ltd | 144 | |||||||
59,484 | Kadant, Inc | 2,808 | ||||||||
45,383 | Kajaria Ceramics Ltd | 520 | ||||||||
140,724 | Kajima Corp | 661 | ||||||||
29,139 | Kalpataru Power Transmission Ltd | 119 | ||||||||
227,700 | * | Kama Co Ltd | 250 | |||||||
90,960 | Kaman Corp | 3,815 | ||||||||
30,600 | Kamei Corp | 286 | ||||||||
31,000 | Kanamoto Co Ltd | 786 | ||||||||
481,000 | Kandenko Co Ltd | 3,004 | ||||||||
472,000 | Kanematsu Corp | 826 | ||||||||
5,843 | * | Kardex AG. | 351 | |||||||
17,900 | Katakura Industries Co Ltd | 195 | ||||||||
48,000 | Kato Works Co Ltd | 282 | ||||||||
2,113,171 | Kawasaki Heavy Industries Ltd | 9,850 | ||||||||
295,571 | e | KBR, Inc | 5,758 | |||||||
6,713 | KCC Corp | 2,954 |
27 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
53,931 | KCI Konecranes Oyj | $ | 1,572 | |||||||
390,146 | Keihan Electric Railway Co Ltd | 2,272 | ||||||||
70,303 | Keller Group plc | 1,130 | ||||||||
10,712 | Kendrion NV | 313 | ||||||||
896,583 | Kennametal, Inc | 30,591 | ||||||||
22,300 | Kepler Weber S.A. | 193 | ||||||||
2,706,507 | Keppel Corp Ltd | 16,496 | ||||||||
90,235 | *,e | KEYW Holding Corp | 841 | |||||||
219,542 | Kier Group plc | 4,904 | ||||||||
432,000 | Kinden Corp | 5,713 | ||||||||
129,700 | King Slide Works Co Ltd | 1,730 | ||||||||
156,544 | Kingspan Group plc | 3,780 | ||||||||
102,000 | Kinik Co | 194 | ||||||||
126,565 | KION Group AG. | 6,072 | ||||||||
338,000 | Kitz Corp | 1,689 | ||||||||
97,624 | e | Kloeckner & Co AG. | 882 | |||||||
72,261 | * | KLX, Inc | 3,189 | |||||||
693,994 | KOC Holding AS | 3,209 | ||||||||
798,969 | Komatsu Ltd | 16,030 | ||||||||
3,118 | Komax Holding AG. | 527 | ||||||||
164,990 | Komori Corp | 2,241 | ||||||||
239,556 | Kone Oyj (Class B) | 9,724 | ||||||||
219,090 | e | Koninklijke BAM Groep NV | 931 | |||||||
1,439,615 | Koninklijke Philips Electronics NV | 36,743 | ||||||||
48,854 | Korea Aerospace Industries Ltd | 3,477 | ||||||||
7,044 | Korea Cast Iron Pipe Industries Co Ltd | 107 | ||||||||
16,433 | Korea Electric Terminal Co Ltd | 1,361 | ||||||||
119,384 | * | Kratos Defense & Security Solutions, Inc | 752 | |||||||
40,761 | e | Krones AG. | 4,259 | |||||||
552,158 | Kubota Corp | 8,755 | ||||||||
100,752 | e | KUKA AG. | 8,392 | |||||||
335,000 | Kumagai Gumi Co Ltd | 987 | ||||||||
17,795 | * | Kumho Industrial Co Ltd | 225 | |||||||
52,000 | * | Kung Long Batteries Industrial Co Ltd | 256 | |||||||
163,000 | Kuo Toong International Co Ltd | 245 | ||||||||
135,498 | Kurita Water Industries Ltd | 3,156 | ||||||||
120,479 | Kuroda Electric Co Ltd | 2,242 | ||||||||
101,300 | Kyokuto Kaihatsu Kogyo Co Ltd | 1,101 | ||||||||
294,700 | Kyowa Exeo Corp | 3,429 | ||||||||
125,000 | Kyudenko Corp | 2,245 | ||||||||
4,213 | Kyung Dong Navien Co Ltd | 111 | ||||||||
250,590 | L-3 Communications Holdings, Inc | 28,412 | ||||||||
2,565 | Lakshmi Machine Works Ltd | 148 | ||||||||
602,263 | Larsen & Toubro Ltd | 16,834 | ||||||||
11,347 | * | Lawson Products, Inc | 266 | |||||||
52,772 | *,e | Layne Christensen Co | 472 | |||||||
60,347 | LB Foster Co (Class A) | 2,089 | ||||||||
53,796 | Legrand S.A. | 3,028 | ||||||||
261,746 | Lennox International, Inc | 28,187 | ||||||||
295,233 | LG Corp | 16,333 | ||||||||
25,844 | LG Hausys Ltd | 3,447 | ||||||||
153,682 | LG International Corp | 5,351 |
28 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
118,054 | Lincoln Electric Holdings, Inc | $ | 7,188 | |||||||
65,994 | e | Lindab International AB | 559 | |||||||
33,777 | e | Lindsay Manufacturing Co | 2,969 | |||||||
15,812 | LISI | 444 | ||||||||
412,265 | LIXIL Group Corp | 8,178 | ||||||||
8,913 | *,e | LMI Aerospace, Inc | 89 | |||||||
807,795 | Lockheed Martin Corp | 150,169 | ||||||||
5,516,000 | Lonking Holdings Ltd | 1,101 | ||||||||
72,142 | LS Cable Ltd | 2,806 | ||||||||
14,320 | LS Industrial Systems Co Ltd | 586 | ||||||||
72,040 | LSI Industries, Inc | 673 | ||||||||
228,000 | * | Luoyang Glass Co Ltd | 181 | |||||||
47,609 | *,e | Lydall, Inc | 1,407 | |||||||
33,861 | Mabuchi Motor Co Ltd | 2,142 | ||||||||
35,629 | MacDonald Dettwiler & Associates Ltd | 2,604 | ||||||||
288,000 | Maeda Corp | 1,996 | ||||||||
14,900 | e | Maeda Kosen Co Ltd | 132 | |||||||
60,000 | Maeda Road Construction Co Ltd | 1,104 | ||||||||
32,938 | Magellan Aerospace Corp | 450 | ||||||||
97,298 | *,e | Maire Tecnimont S.p.A | 316 | |||||||
294,748 | Makino Milling Machine Co Ltd | 2,972 | ||||||||
32,607 | Makita Corp | 1,766 | ||||||||
932,500 | Malaysian Resources Corp BHD | 291 | ||||||||
10,412 | MAN AG. | 1,073 | ||||||||
23,657 | *,e | Manitex International, Inc | 181 | |||||||
10,596 | Manitou BF S.A. | 201 | ||||||||
2,532,078 | Manitowoc Co, Inc | 49,629 | ||||||||
8,830 | Mannai Corp QSC | 270 | ||||||||
395,500 | Marcopolo S.A. | 295 | ||||||||
1,883,059 | Marubeni Corp | 10,806 | ||||||||
3,355,150 | Masco Corp | 89,482 | ||||||||
103,655 | * | Masonite International Corp | 7,267 | |||||||
194,436 | * | Mastec, Inc | 3,863 | |||||||
32,000 | Max Co Ltd | 343 | ||||||||
564,474 | Meggitt plc | 4,133 | ||||||||
176,000 | Meidensha Corp | 661 | ||||||||
1,128,049 | Melrose Industries plc | 4,384 | ||||||||
11,000 | * | METAWATER Co Ltd | 280 | |||||||
24,306 | Metka S.A. | 199 | ||||||||
19,771 | Metso Oyj | 543 | ||||||||
86,018 | *,e | Meyer Burger Technology AG. | 740 | |||||||
71,003 | Micron Machinery Co Ltd | 2,689 | ||||||||
173,430 | * | Middleby Corp | 19,464 | |||||||
29,291 | Miller Industries, Inc | 584 | ||||||||
376,000 | Mills Estruturas e Servicos de | 816 | ||||||||
635,000 | Minebea Co Ltd | 10,483 | ||||||||
595,100 | Miraito Holdings Corp | 6,935 | ||||||||
283,800 | MISUMI Group, Inc | 4,029 | ||||||||
1,879,794 | Mitsubishi Corp | 41,325 | ||||||||
2,267,757 | Mitsubishi Electric Corp | 29,283 | ||||||||
4,568,952 | Mitsubishi Heavy Industries Ltd | 27,774 | ||||||||
29,300 | Mitsubishi Nichiyu Forklift Co Ltd | 147 |
29 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
105,700 | Mitsuboshi Belting Co Ltd | $ | 837 | |||||||
1,957,764 | Mitsui & Co Ltd | 26,598 | ||||||||
880,900 | Mitsui Engineering & Shipbuilding Co Ltd | 1,524 | ||||||||
80,300 | Miura Co Ltd | 929 | ||||||||
3,438,230 | MMC Corp BHD | 2,287 | ||||||||
380,584 | e | Monadelphous Group Ltd | 2,745 | |||||||
68,600 | e | MonotaRO Co Ltd | 3,011 | |||||||
165,514 | * | Moog, Inc (Class A) | 11,699 | |||||||
344,176 | Morgan Crucible Co plc | 1,765 | ||||||||
104,600 | Mori Seiki Co Ltd | 2,017 | ||||||||
31,300 | Morita Holdings Corp | 306 | ||||||||
77,018 | e | Mota Engil SGPS S.A. | 197 | |||||||
117,136 | Mota-Engil Africa NV | 881 | ||||||||
512,085 | * | MRC Global, Inc | 7,907 | |||||||
107,582 | MSC Industrial Direct Co (Class A) | 7,506 | ||||||||
61,833 | MTU Aero Engines Holding AG. | 5,819 | ||||||||
198,449 | Mueller Industries, Inc | 6,890 | ||||||||
785,030 | Mueller Water Products, Inc (Class A) | 7,144 | ||||||||
943,400 | Muhibbah Engineering M BHD | 567 | ||||||||
1,116,126 | Murray & Roberts Holdings Ltd | 1,179 | ||||||||
107,251 | * | MYR Group, Inc | 3,320 | |||||||
19,627 | Nabtesco Corp | 492 | ||||||||
155,332 | Nachi-Fujikoshi Corp | 915 | ||||||||
995,312 | Nagarjuna Construction Co | 1,226 | ||||||||
278,400 | Nagase & Co Ltd | 3,837 | ||||||||
47,000 | Nak Sealing Technologies Corp | 142 | ||||||||
101,100 | Namura Shipbuilding Co Ltd | 866 | ||||||||
311,851 | National Central Cooling Co PJSC | 126 | ||||||||
12,775 | e | National Presto Industries, Inc | 1,026 | |||||||
143,400 | *,e | Navistar International Corp | 3,245 | |||||||
297,967 | NCC AB (B Shares) | 9,100 | ||||||||
78,834 | * | NCI Building Systems, Inc | 1,188 | |||||||
11,300 | NEC Capital Solutions Ltd | 174 | ||||||||
34,273 | * | Neff Corp | 346 | |||||||
91,261 | e | New Flyer Industries, Inc | 1,131 | |||||||
28,165 | *,e | Nexans S.A. | 1,059 | |||||||
539,954 | NGK Insulators Ltd | 13,894 | ||||||||
83,494 | Nibe Industrier AB (Series B) | 2,266 | ||||||||
117,000 | e | Nichias Corp | 725 | |||||||
12,400 | Nichiden Corp | 309 | ||||||||
26,400 | Nichiha Corp | 405 | ||||||||
73,925 | Nidec Corp | 5,532 | ||||||||
139,000 | Nippo Corp | 2,383 | ||||||||
35,800 | Nippon Densetsu Kogyo Co Ltd | 630 | ||||||||
243,000 | Nippon Koei Co Ltd | 956 | ||||||||
283,000 | Nippon Road Co Ltd | 1,412 | ||||||||
311,730 | e | Nippon Sharyo Ltd | 840 | |||||||
858,000 | *,e | Nippon Sheet Glass Co Ltd | 911 | |||||||
232,450 | Nippon Steel Trading Co Ltd | 848 | ||||||||
60,000 | Nippon Thompson Co Ltd | 336 | ||||||||
856,000 | Nishimatsu Construction Co Ltd | 3,207 | ||||||||
33,200 | Nishio Rent All Co Ltd | 830 |
30 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
339,000 | Nisshinbo Industries, Inc | $ | 3,789 | |||||||
55,000 | Nissin Electric Co Ltd | 390 | ||||||||
44,500 | Nitta Corp | 1,233 | ||||||||
149,000 | * | Nitto Boseki Co Ltd | 657 | |||||||
82,947 | Nitto Kogyo Corp | 1,867 | ||||||||
10,073 | Nitto Kohki Co Ltd | 228 | ||||||||
23,610 | NKT Holding AS | 1,354 | ||||||||
48,930 | NN, Inc | 1,249 | ||||||||
1,847,271 | Noble Group Ltd | 1,041 | ||||||||
47,394 | Nolato AB (B Shares) | 1,082 | ||||||||
63,649 | * | Nordex AG. | 1,525 | |||||||
146,540 | Nordson Corp | 11,414 | ||||||||
239,919 | Noritake Co Ltd | 558 | ||||||||
28,600 | Noritz Corp | 539 | ||||||||
74,488 | NORMA Group | 3,766 | ||||||||
27,078 | * | Nortek, Inc | 2,251 | |||||||
919,770 | Northrop Grumman Corp | 145,903 | ||||||||
31,861 | *,e | Northwest Pipe Co | 649 | |||||||
58,755 | *,e | NOW, Inc | 1,170 | |||||||
427,054 | NSK Ltd | 6,585 | ||||||||
985,000 | NTN Corp | 6,188 | ||||||||
12,261 | * | NV5 Holdings, Inc | 297 | |||||||
2,234,567 | NWS Holdings Ltd | 3,230 | ||||||||
12,300 | Obara Corp | 661 | ||||||||
917,754 | Obayashi Corp | 6,692 | ||||||||
43,822 | e | Obrascon Huarte Lain S.A. | 748 | |||||||
201,090 | OC Oerlikon Corp AG. | 2,462 | ||||||||
5,616 | e | OHB AG. | 109 | |||||||
133,600 | Oiles Corp | 2,536 | ||||||||
37,100 | Okabe Co Ltd | 291 | ||||||||
152,641 | Okuma Holdings, Inc | 1,722 | ||||||||
163,000 | Okumura Corp | 832 | ||||||||
8,639 | e | Omega Flex, Inc | 325 | |||||||
55,369 | * | Orascom Construction Ltd | 713 | |||||||
261,663 | Orbital ATK, Inc | 19,196 | ||||||||
37,000 | Organo Corp | 157 | ||||||||
84,604 | * | Orion Marine Group, Inc | 611 | |||||||
75,600 | OSG Corp | 1,621 | ||||||||
83,477 | Oshkosh Truck Corp | 3,538 | ||||||||
123,100 | e | OSJB Holdings Corp | 250 | |||||||
67,876 | Osram Licht AG. | 3,247 | ||||||||
157,534 | e | Outotec Oyj | 1,015 | |||||||
3,288,864 | Owens Corning, Inc | 135,666 | ||||||||
1,181,577 | Paccar, Inc | 75,396 | ||||||||
19,989 | e | Palfinger AG. | 611 | |||||||
310,277 | Pall Corp | 38,614 | ||||||||
317,974 | Parker Hannifin Corp | 36,990 | ||||||||
40,823 | * | Patrick Industries, Inc | 1,553 | |||||||
167,816 | Peab AB (Series B) | 1,240 | ||||||||
52,253 | Pentair plc | 3,592 | ||||||||
277,300 | Penta-Ocean Construction Co Ltd | 1,145 | ||||||||
5,479 | PER Aarsleff A.S. | 1,878 |
31 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
99,647 | * | Perini Corp | $ | 2,150 | ||||||
9,734 | Pfeiffer Vacuum Technology AG. | 867 | ||||||||
252,044 | * | Pgt, Inc | 3,657 | |||||||
13,381 | Pinguely-Haulotte | 243 | ||||||||
20,705 | Pkc Group Oyj | 458 | ||||||||
3,582 | Plasson | 122 | ||||||||
464,914 | *,e | Plug Power, Inc | 1,139 | |||||||
76,187 | * | Ply Gem Holdings, Inc | 898 | |||||||
338,600 | * | Polyplex PCL | 100 | |||||||
120,645 | * | Polypore International, Inc | 7,224 | |||||||
29,220 | Porr AG. | 931 | ||||||||
27,991 | Powell Industries, Inc | 984 | ||||||||
13,200 | *,e | Power Solutions International, Inc | 713 | |||||||
75,483 | *,e | PowerSecure International, Inc | 1,114 | |||||||
191,503 | Precision Castparts Corp | 38,276 | ||||||||
10,577 | Preformed Line Products Co | 399 | ||||||||
106,677 | e | Primoris Services Corp | 2,112 | |||||||
595,254 | * | Promotora y Operadora de Infraestructura SAB de C.V. | 6,377 | |||||||
120,590 | *,e | Proto Labs, Inc | 8,137 | |||||||
36,501 | Prysmian S.p.A. | 789 | ||||||||
8,978,200 | PT Adhi Karya Persero Tbk | 1,356 | ||||||||
7,236,600 | PT Arwana Citramulia Tbk | 288 | ||||||||
1,200,000 | PT Asahimas Flat Glass Tbk | 645 | ||||||||
2,803,600 | *,m | PT Inovisi Infracom Tbk | 25 | |||||||
1,990,000 | PT Pembangunan Perumahan Tbk | 516 | ||||||||
3,344,200 | * | PT Sitara Propertindo Tbk | 119 | |||||||
10,738,700 | PT Surya Semesta Internusa Tbk | 775 | ||||||||
4,063,100 | PT Total Bangun Persada Tbk | 251 | ||||||||
4,050,061 | PT United Tractors Tbk | 6,177 | ||||||||
3,095,000 | PT Waskita Karya Persero Tbk | 351 | ||||||||
1,953,100 | PT Wijaya Karya | 366 | ||||||||
1,868,214 | QinetiQ plc | 6,578 | ||||||||
112,046 | Quanex Building Products Corp | 2,401 | ||||||||
122,611 | * | Quanta Services, Inc | 3,534 | |||||||
2,813 | R Stahl AG. | 116 | ||||||||
72,000 | Raito Kogyo Co Ltd | 583 | ||||||||
171,993 | Ramirent Oyj | 1,256 | ||||||||
137,100 | Randon Participacoes S.A. | 142 | ||||||||
4,816 | Rational AG. | 1,769 | ||||||||
215,687 | Raubex Group Ltd | 359 | ||||||||
99,402 | Raven Industries, Inc | 2,021 | ||||||||
316,160 | Raytheon Co | 30,250 | ||||||||
62,134 | RBC Bearings, Inc | 4,459 | ||||||||
1,074,917 | Rechi Precision Co Ltd | 1,031 | ||||||||
98,800 | Regal-Beloit Corp | 7,172 | ||||||||
565,667 | Reunert Ltd | 3,083 | ||||||||
49,232 | *,e | Revolution Lighting Technologies, Inc | 57 | |||||||
2,560,061 | Rexel S.A. | 41,311 | ||||||||
283,771 | * | Rexnord Corp | 6,785 | |||||||
38,801 | Rheinmetall AG. | 1,968 | ||||||||
480,583 | Rich Development Co Ltd | 184 | ||||||||
3,158 | Rieter Holding AG. | 499 |
32 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
252,488 | Rockwell Automation, Inc | $ | 31,470 | |||||||
1,596,379 | Rockwell Collins, Inc | 147,426 | ||||||||
6,888 | e | Rockwool International AS (B Shares) | 1,033 | |||||||
1,422,638 | Rolls-Royce Group plc | 19,432 | ||||||||
214,500,762 | *,a,m | Rolls-Royce Holdings plc | 337 | |||||||
532,680 | Roper Industries, Inc | 91,866 | ||||||||
857,552 | Rotork plc | 3,135 | ||||||||
88,460 | *,e | Royal Imtech NV | 365 | |||||||
168,000 | Ruentex Engineering & Construction Co | 301 | ||||||||
94,559 | * | Rush Enterprises, Inc (Class A) | 2,478 | |||||||
224,710 | Russel Metals, Inc | 4,089 | ||||||||
1,016,000 | Ryobi Ltd | 3,963 | ||||||||
18,667 | S&T Dynamics Co Ltd | 214 | ||||||||
63,473 | Saab AB (Class B) | 1,551 | ||||||||
320,717 | *,e | Sacyr Vallehermoso S.A. | 1,221 | |||||||
115,374 | Sadbhav Engineering Ltd | 526 | ||||||||
763,749 | Safran S.A. | 51,904 | ||||||||
69,650 | Saft Groupe S.A. | 2,720 | ||||||||
563,151 | Salfacorp S.A. | 379 | ||||||||
6,548 | Sam Yung Trading Co Ltd | 125 | ||||||||
6,057 | * | Samho International Co Ltd | 145 | |||||||
4,430 | Sammok S-Form Co Ltd | 108 | ||||||||
195,177 | Samsung Corp | 11,583 | ||||||||
29,638 | * | Samsung Engineering Co Ltd | 838 | |||||||
164,863 | Samsung Heavy Industries Co Ltd | 2,514 | ||||||||
36,559 | Samsung Techwin Co Ltd | 960 | ||||||||
94,203 | San Shing Fastech Corp | 224 | ||||||||
2,167,743 | Sandvik AB | 23,965 | ||||||||
46,400 | Sanki Engineering Co Ltd | 366 | ||||||||
50,000 | Sanko Gosei Ltd | 231 | ||||||||
26,500 | Sankyo Tateyama, Inc | 447 | ||||||||
353,000 | Sanwa Shutter Corp | 2,970 | ||||||||
850,000 | *,e | Sany Heavy Equipment International | 236 | |||||||
152,000 | Sanyo Denki Co Ltd | 1,218 | ||||||||
16,628 | Schindler Holding AG. | 2,720 | ||||||||
12,087 | Schindler Holding AG. (Registered) | 1,974 | ||||||||
40,029 | * | Schneider Electric Infrastructure Ltd | 132 | |||||||
323,719 | Schneider Electric S.A. | 22,414 | ||||||||
2,349 | Schweiter Technologies AG. | 1,892 | ||||||||
86,532 | Seibu Holdings, Inc | 2,004 | ||||||||
130,400 | Sekisui Jushi Corp | 1,696 | ||||||||
1,171,001 | e | SembCorp Industries Ltd | 3,380 | |||||||
728,343 | e | SembCorp Marine Ltd | 1,534 | |||||||
11,988 | Semperit AG. Holding | 494 | ||||||||
568,838 | Senior plc | 2,563 | ||||||||
495 | * | Sensata Technologies Holding BV | 26 | |||||||
16,646 | SFS Group AG. | 1,210 | ||||||||
279,200 | *,e | SGL Carbon AG. | 4,506 | |||||||
230,508 | * | SGSB Group Co Ltd | 299 | |||||||
100,200 | * | Shanghai Automation Instrumentation Co Ltd | 182 | |||||||
312,380 | Shanghai Diesel Engine Co Ltd | 321 | ||||||||
3,139,304 | e | Shanghai Electric Group Co Ltd | 2,559 |
33 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
215,100 | Shanghai Erfangji Co Ltd | $ | 235 | |||||||
856,600 | Shanghai Highly Group Co Ltd | 780 | ||||||||
1,963,695 | e | Shanghai Industrial Holdings Ltd | 6,649 | |||||||
518,000 | Shanghai Prime Machinery Co Ltd | 135 | ||||||||
13,200 | Shibuya Kogyo Co Ltd | 237 | ||||||||
478,221 | Shikun & Binui Ltd | 1,074 | ||||||||
79,600 | Shima Seiki Manufacturing Ltd | 1,268 | ||||||||
671,451 | Shimizu Corp | 5,651 | ||||||||
872,000 | Shin Zu Shing Co Ltd | 2,644 | ||||||||
262,590 | Shinmaywa Industries Ltd | 2,404 | ||||||||
19,400 | SHO-BOND Holdings Co Ltd | 810 | ||||||||
9,100 | Showa Aircraft Industry Co Ltd | 91 | ||||||||
851,716 | Siam Future Development PCL | 147 | ||||||||
1,216,333 | Siemens AG. | 123,058 | ||||||||
132,600 | Siemens India Ltd | 2,805 | ||||||||
2,931 | e | SIFCO Industries, Inc | 44 | |||||||
553,960 | SIG plc | 1,744 | ||||||||
3,648,811 | Sime Darby BHD | 8,238 | ||||||||
113,921 | Simpson Manufacturing Co, Inc | 3,873 | ||||||||
1,522,000 | Singamas Container Holdings Ltd | 276 | ||||||||
1,220,587 | Singapore Technologies Engineering Ltd | 2,988 | ||||||||
649,457 | Sino Thai Engineering & Construction PCL | 447 | ||||||||
3,843,287 | Sinopec Engineering Group Co Ltd | 3,556 | ||||||||
1,994,500 | e | Sinotruk Hong Kong Ltd | 1,203 | |||||||
860,030 | Sintex Industries Ltd | 1,354 | ||||||||
86,900 | Sintokogio Ltd | 770 | ||||||||
20,227 | SK Corp | 3,585 | ||||||||
132,895 | SK Networks Co Ltd | 1,069 | ||||||||
979,112 | Skanska AB (B Shares) | 19,841 | ||||||||
938,619 | SKF AB (B Shares) | 21,417 | ||||||||
19,956 | SKF India Ltd | 444 | ||||||||
11,268 | * | SLM Solutions Group AG. | 250 | |||||||
223,151 | SM Investments Corp | 4,428 | ||||||||
28,192 | SMC Corp | 8,484 | ||||||||
94,519 | Smiths Group plc | 1,675 | ||||||||
388,672 | Snap-On, Inc | 61,896 | ||||||||
310,447 | SNC-Lavalin Group, Inc | 10,429 | ||||||||
284,016 | * | SOCAM Development Ltd | 232 | |||||||
41,700 | e | Sodick Co Ltd | 341 | |||||||
3,544,900 | Sojitz Holdings Corp | 8,609 | ||||||||
5,407 | e | Solar Holdings AS (B Shares) | 295 | |||||||
113,736 | *,e | SolarCity Corp | 6,091 | |||||||
27,393 | *,e | Sparton Corp | 748 | |||||||
733,487 | Speedy Hire plc | 815 | ||||||||
215,487 | Spirax-Sarco Engineering plc | 11,493 | ||||||||
733,606 | * | Spirit Aerosystems Holdings, Inc (Class A) | 40,429 | |||||||
559,716 | SPX Corp | 40,518 | ||||||||
114,400 | * | Sriracha Construction PCL | 90 | |||||||
65,480 | Standex International Corp | 5,234 | ||||||||
388,655 | Stanley Works | 40,902 | ||||||||
33,700 | Star Micronics Co Ltd | 574 | ||||||||
25,129 | *,e | Sterling Construction Co, Inc | 101 |
34 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
42,152 | *,e | Stock Building Supply Holdings, Inc | $ | 824 | ||||||
946,120 | STP & I PCL | 479 | ||||||||
564,000 | *,e | STX OSV Holdings Ltd | 238 | |||||||
4,315 | e | Sulzer AG. | 444 | |||||||
1,510,468 | Sumitomo Corp | 17,581 | ||||||||
15,600 | Sumitomo Densetsu Co Ltd | 224 | ||||||||
7,342,537 | Sumitomo Heavy Industries Ltd | 42,765 | ||||||||
799,800 | Sumitomo Mitsui Construction C | 1,045 | ||||||||
18,538,302 | * | Summit Ascent Holdings Ltd | 10,183 | |||||||
61,808 | e | Sun Hydraulics Corp | 2,356 | |||||||
16,459 | Sung Kwang Bend Co Ltd | 175 | ||||||||
93,000 | Sunspring Metal Corp | 151 | ||||||||
164,255 | *,m | Sunway Construction Group BHD | 70 | |||||||
3,078,346 | * | Suzlon Energy Ltd | 1,070 | |||||||
354,000 | Syncmold Enterprise Corp | 649 | ||||||||
170,000 | Tadano Ltd | 2,539 | ||||||||
8,557 | * | Taewoong Co Ltd | 126 | |||||||
35,183 | * | Taeyoung Engineering & Construction | 184 | |||||||
98,102 | *,m | Taihan Electric Wire Co Ltd | 0 | ^ | ||||||
127,000 | Taihei Dengyo Kaisha Ltd | 1,253 | ||||||||
141,000 | Taihei Kogyo Co Ltd | 762 | ||||||||
26,300 | Taikisha Ltd | 634 | ||||||||
1,861,121 | Taisei Corp | 10,685 | ||||||||
607,316 | Taiwan Glass Industrial Corp | 292 | ||||||||
82,929 | Takara Standard Co Ltd | 587 | ||||||||
138,700 | Takasago Thermal Engineering Co Ltd | 1,682 | ||||||||
10,700 | Takeuchi Manufacturing Co Ltd | 613 | ||||||||
66,000 | Takuma Co Ltd | 420 | ||||||||
92,329 | e | TAL International Group, Inc | 2,918 | |||||||
18,619 | Tarkett S.A. | 402 | ||||||||
359,212 | *,e | Taser International, Inc | 11,965 | |||||||
271,000 | Tat Hong Holdings Ltd | 102 | ||||||||
34,400 | Tatsuta Electric Wire and Cable Co Ltd | 143 | ||||||||
359,800 | * | Tebrau Teguh BHD | 101 | |||||||
1,159,600 | *,e | Tech Pro Technology Development Ltd | 1,173 | |||||||
4,834,443 | Teco Electric and Machinery Co Ltd | 3,753 | ||||||||
17,600 | Teikoku Sen-I Co Ltd | 251 | ||||||||
109,234 | Tekfen Holding AS | 186 | ||||||||
218,000 | e | Tekken Corp | 648 | |||||||
142,394 | * | Teledyne Technologies, Inc | 15,024 | |||||||
89,723 | Tennant Co | 5,863 | ||||||||
2,200,904 | Terex Corp | 51,171 | ||||||||
44,229 | * | Texmaco Rail & Engineering Ltd | 87 | |||||||
164,162 | e | Textainer Group Holdings Ltd | 4,270 | |||||||
2,922,434 | Textron, Inc | 130,428 | ||||||||
413,783 | Thales S.A. | 25,001 | ||||||||
31,993 | *,e | The ExOne Company | 355 | |||||||
44,023 | Thermax Ltd | 723 | ||||||||
134,961 | * | Thermon Group Holdings | 3,249 | |||||||
180,192 | THK Co Ltd | 3,889 | ||||||||
265,581 | Timken Co | 9,712 | ||||||||
13,811 | Timken India Ltd | 125 |
35 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
131,148 | e | Titan International, Inc | $ | 1,409 | ||||||
48,001 | *,e | Titan Machinery, Inc | 707 | |||||||
12,325 | * | TK Corp | 113 | |||||||
133,649 | TKH Group NV | 5,614 | ||||||||
156,000 | Toa Corp/Tokyo | 252 | ||||||||
12,900 | Tocalo Co Ltd | 301 | ||||||||
364,000 | Toda Corp | 1,671 | ||||||||
60,000 | Toenec Corp | 373 | ||||||||
225,700 | e | Tokai Corp | 918 | |||||||
175,460 | Tokyu Construction Co Ltd | 1,251 | ||||||||
695,788 | Tong-Tai Machine & Tool Co Ltd | 570 | ||||||||
53,418 | Toro Co | 3,621 | ||||||||
179,764 | Toromont Industries Ltd | 4,496 | ||||||||
5,478,924 | Toshiba Corp | 18,789 | ||||||||
106,964 | Toshiba Machine Co Ltd | 490 | ||||||||
38,600 | Toshiba Plant Systems & Services Corp | 470 | ||||||||
24,900 | Totetsu Kogyo Co Ltd | 515 | ||||||||
222,677 | Toto Ltd | 4,014 | ||||||||
284,100 | e | Toyo Construction Co Ltd | 1,069 | |||||||
115,000 | e | Toyo Engineering Corp | 273 | |||||||
12,200 | Toyo Tanso Co Ltd | 203 | ||||||||
280,753 | Toyota Tsusho Corp | 7,533 | ||||||||
244,832 | Trakya Cam Sanayi AS | 256 | ||||||||
348,658 | * | TransDigm Group, Inc | 78,333 | |||||||
1,734,347 | Travis Perkins plc | 57,441 | ||||||||
258,957 | Trelleborg AB (B Shares) | 4,789 | ||||||||
76,639 | e | Trevi Finanziaria S.p.A. | 168 | |||||||
93,840 | *,e | Trex Co, Inc | 4,639 | |||||||
254,884 | * | Trimas Corp | 7,545 | |||||||
321,359 | Trinity Industries, Inc | 8,494 | ||||||||
643,467 | Triumph Group, Inc | 42,462 | ||||||||
17,500 | Trusco Nakayama Corp | 595 | ||||||||
313,000 | Tsubakimoto Chain Co | 3,058 | ||||||||
62,000 | Tsugami Corp | 341 | ||||||||
25,800 | Tsukishima Kikai Co Ltd | 274 | ||||||||
14,700 | Tsurumi Manufacturing Co Ltd | 232 | ||||||||
127,000 | TTCL PCL | 113 | ||||||||
2,659,406 | Turk Sise ve Cam Fabrikalari AS | 3,582 | ||||||||
30,887 | Twin Disc, Inc | 576 | ||||||||
879,600 | UEM Edgenta BHD | 804 | ||||||||
69,026 | Ultra Electronics Holdings | 1,922 | ||||||||
9,900 | Union Tool Co | 318 | ||||||||
482,200 | Unique Engineering & Construction PCL | 231 | ||||||||
472,300 | United Engineers Ltd | 863 | ||||||||
734,000 | United Integrated Services Co Ltd | 794 | ||||||||
309,070 | * | United Rentals, Inc | 27,081 | |||||||
887,778 | United Technologies Corp | 98,481 | ||||||||
1,639,553 | *,e | Univar, Inc | 42,678 | |||||||
107,393 | Universal Forest Products, Inc | 5,588 | ||||||||
54,160 | Uponor Oyj | 816 | ||||||||
4,359,274 | *,e | USG Corp | 121,144 | |||||||
1,065,200 | Ushio, Inc | 13,865 |
36 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
28,051 | e | Vallourec | $ | 573 | ||||||
399,369 | Valmet Corp | 4,489 | ||||||||
52,307 | e | Valmont Industries, Inc | 6,218 | |||||||
45,371 | * | Vectrus, Inc | 1,128 | |||||||
26,699 | *,e | Veritiv Corp | 973 | |||||||
581,185 | Vestas Wind Systems AS | 28,968 | ||||||||
2,113,800 | Vesuvius plc | 14,088 | ||||||||
50,995 | *,e | Vicor Corp | 622 | |||||||
1,270,924 | Vinci S.A. | 73,762 | ||||||||
245,823 | Voltas Ltd | 1,214 | ||||||||
36,000 | Voltronic Power Technology Corp | 454 | ||||||||
6,202,723 | Volvo AB (B Shares) | 77,022 | ||||||||
8,897 | e | Vossloh AG. | 531 | |||||||
128,976 | e | W.W. Grainger, Inc | 30,522 | |||||||
192,638 | * | Wabash National Corp | 2,416 | |||||||
453,689 | * | WABCO Holdings, Inc | 56,130 | |||||||
72,458 | Wacker Construction Equipment AG. | 1,520 | ||||||||
17,983 | e | Wajax Income Fund | 310 | |||||||
85,900 | Wakita & Co Ltd | 876 | ||||||||
3,228,400 | * | Walsin Lihwa Corp | 806 | |||||||
2,601 | Walter Meier AG. | 104 | ||||||||
50,515 | Wartsila Oyj (B Shares) | 2,367 | ||||||||
61,210 | Watsco, Inc | 7,574 | ||||||||
131,826 | Watts Water Technologies, Inc (Class A) | 6,835 | ||||||||
824,674 | WCT Berhad | 310 | ||||||||
560,044 | Weg S.A. | 3,431 | ||||||||
608,434 | e | Weichai Power Co Ltd | 2,025 | |||||||
900,695 | Weir Group plc | 24,006 | ||||||||
495,786 | *,e | WESCO International, Inc | 34,031 | |||||||
428,233 | Westinghouse Air Brake Technologies Corp | 40,357 | ||||||||
55,188 | *,e | Westport Innovations, Inc | 260 | |||||||
4,704,743 | Wienerberger AG. | 74,068 | ||||||||
43,810 | Wilson Bayly Holmes-Ovcon Ltd | 357 | ||||||||
318,059 | Wolseley plc | 20,284 | ||||||||
174,677 | Woodward Governor Co | 9,605 | ||||||||
74,733 | e | WSP Global, Inc | 2,352 | |||||||
27,708 | * | Xerium Technologies, Inc | 504 | |||||||
98,112 | Xxentria Technology Materials Corp | 292 | ||||||||
695,177 | Xylem, Inc | 25,770 | ||||||||
10,395 | Y G-1 Co Ltd | 134 | ||||||||
73,500 | Yahagi Construction Co Ltd | 521 | ||||||||
25,200 | YAMABIKO Corp | 1,152 | ||||||||
134,900 | Yamazen Corp | 1,231 | ||||||||
8,212,349 | e | Yangzijiang Shipbuilding | 8,626 | |||||||
136,529 | Yazicilar Holding AS | 1,057 | ||||||||
364,800 | Yinson Holdings BHD | 295 | ||||||||
105,030 | e | YIT Oyj | 751 | |||||||
28,700 | Yokogawa Bridge Holdings Corp | 286 | ||||||||
2,056,000 | Yuanda China Holdings Ltd | 159 | ||||||||
44,400 | Yuasa Trading Co Ltd | 1,062 | ||||||||
856,000 | Yungtay Engineering Co Ltd | 1,646 | ||||||||
159,000 | Yurtec Corp | 1,149 |
37 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
8,200 | Yushin Precision Equipment Co Ltd | $ | 184 | |||||||
70,618 | e | Zardoya Otis S.A. | 771 | |||||||
24,631 | Zehnder Group AG. | 919 | ||||||||
187,400 | Zhengzhou Coal Mining Machinery Group Co Ltd | 130 | ||||||||
2,922,395 | Zhuzhou CSR Times Electric Co Ltd | 21,845 | ||||||||
107,334 | Zodiac S.A. | 3,496 | ||||||||
62,974 | Zumtobel AG. | 1,871 | ||||||||
TOTAL CAPITAL GOODS | 9,089,632 | |||||||||
COMMERCIAL & PROFESSIONAL SERVICES - 1.1% | ||||||||||
32,000 | *,e | 51job, Inc (ADR) | 1,064 | |||||||
597,719 | * | AA plc | 3,483 | |||||||
175,389 | ABM Industries, Inc | 5,765 | ||||||||
350,619 | e | Acacia Research (Acacia Technologies) | 3,075 | |||||||
322,593 | * | ACCO Brands Corp | 2,507 | |||||||
166,643 | Adcorp Holdings Ltd | 445 | ||||||||
686,589 | Adecco S.A. | 55,722 | ||||||||
119,552 | Administaff, Inc | 6,085 | ||||||||
736,698 | e | ADT Corp | 24,731 | |||||||
113,862 | * | Advisory Board Co | 6,225 | |||||||
67,200 | Aeon Delight Co Ltd | 2,059 | ||||||||
132,647 | AF AB | 1,803 | ||||||||
64,085 | Aggreko plc | 1,448 | ||||||||
18,921 | Akka Technologies S.A. | 673 | ||||||||
402,437 | ALS Ltd | 1,814 | ||||||||
4,751 | Amadeus Fire AG | 424 | ||||||||
55,425 | American Banknote S.A. | 854 | ||||||||
60,595 | e | American Ecology Corp | 2,952 | |||||||
101,312 | * | Applus Services S.A. | 1,197 | |||||||
110,043 | * | ARC Document Solutions, Inc | 837 | |||||||
18,363 | e | Assystem | 327 | |||||||
10,400 | e | Asukanet Co Ltd | 200 | |||||||
258,346 | Atkins WS plc | 6,149 | ||||||||
213,890 | Babcock International Group | 3,624 | ||||||||
20,636 | Barrett Business Services, Inc | 749 | ||||||||
438,000 | * | Beijing Development HK Ltd | 127 | |||||||
16,900 | e | Benefit One, Inc | 379 | |||||||
16,162 | Bertrandt AG. | 2,121 | ||||||||
491,012 | e | Bilfinger Berger AG. | 18,571 | |||||||
176,597 | e | Black Diamond Group Ltd | 2,476 | |||||||
749,703 | Blue Label Telecoms Ltd | 499 | ||||||||
132,445 | Brady Corp (Class A) | 3,277 | ||||||||
2,955,809 | Brambles Ltd | 24,113 | ||||||||
137,041 | Brink’s Co | 4,033 | ||||||||
162,000 | Broad Greenstate International Co Ltd | 88 | ||||||||
58,807 | e | Brunel International NV | 1,164 | |||||||
203,159 | Bureau Veritas S.A. | 4,683 | ||||||||
380,483 | e | Cabcharge Australia Ltd | 1,074 | |||||||
116,833 | Cape plc | 464 | ||||||||
633,969 | Capita Group plc | 12,318 | ||||||||
4,372,000 | *,e | Capital Environment Holdings Ltd | 327 | |||||||
111,829 | *,e | Casella Waste Systems, Inc (Class A) | 627 |
38 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
216,560 | e | Caverion Corp | $ | 2,156 | ||||||
136,703 | *,e | CBIZ, Inc | 1,318 | |||||||
61,244 | CDI Corp | 796 | ||||||||
162,981 | CEB, Inc | 14,189 | ||||||||
92,008 | e | Ceco Environmental Corp | 1,042 | |||||||
113,171 | *,e | Cenveo, Inc | 240 | |||||||
14,598 | Cewe Color Holding AG. | 817 | ||||||||
3,476,259 | China Everbright International Ltd | 6,226 | ||||||||
387,077 | Cintas Corp | 32,743 | ||||||||
594,663 | Civeo Corp | 1,826 | ||||||||
254,148 | *,e | Clean Harbors, Inc | 13,658 | |||||||
62,000 | Cleanaway Co Ltd | 367 | ||||||||
299,349 | e | CNH Industrial NV (NYSE) | 2,778 | |||||||
31,200 | Contax Participacoes S.A. | 53 | ||||||||
411,859 | *,e | Copart, Inc | 14,613 | |||||||
252,576 | Covanta Holding Corp | 5,352 | ||||||||
43,403 | * | CRA International, Inc | 1,210 | |||||||
100,473 | Credit Corp Group Ltd | 943 | ||||||||
577,611 | Dai Nippon Printing Co Ltd | 5,960 | ||||||||
34,700 | Daiseki Co Ltd | 671 | ||||||||
377,857 | Davis Service Group plc | 6,049 | ||||||||
99,755 | De La Rue plc | 823 | ||||||||
150,812 | Deluxe Corp | 9,350 | ||||||||
77,114 | Derichebourg | 248 | ||||||||
424,946 | Downer EDI Ltd | 1,564 | ||||||||
112,279 | Dun & Bradstreet Corp | 13,698 | ||||||||
107,198 | Duskin Co Ltd | 1,852 | ||||||||
337,000 | * | Dynagreen Environmental Protection Group Co Ltd | 231 | |||||||
278,755 | Eastern Media International Corp | 57 | ||||||||
1,480,262 | Edenred | 36,575 | ||||||||
622,486 | g | Elior Participations S.C.A | 12,484 | |||||||
60,926 | * | Elis S.A. | 1,197 | |||||||
10,400 | en-japan, Inc | 186 | ||||||||
119,479 | Ennis, Inc | 2,221 | ||||||||
436,992 | Equifax, Inc | 42,428 | ||||||||
108,420 | e | Essendant, Inc | 4,255 | |||||||
1,277,973 | Experian Group Ltd | 23,244 | ||||||||
115,594 | Exponent, Inc | 5,176 | ||||||||
45,429 | * | Franklin Covey Co | 922 | |||||||
138,215 | * | FTI Consulting, Inc | 5,700 | |||||||
15,463,000 | *,m | Fung Choi Media Group Ltd | 115 | |||||||
65,379 | G & K Services, Inc (Class A) | 4,520 | ||||||||
25,019 | Gategroup Holding AG. | 790 | ||||||||
8,497 | GL Events | 171 | ||||||||
61,364 | * | GP Strategies Corp | 2,040 | |||||||
11,763,945 | Group 4 Securicor plc | 49,603 | ||||||||
3,014 | Groupe CRIT | 152 | ||||||||
34,147 | Gunnebo AB | 151 | ||||||||
8,999,216 | Hays plc | 23,079 | ||||||||
194,877 | e | Healthcare Services Group | 6,441 | |||||||
47,047 | Heidrick & Struggles International, Inc | 1,227 | ||||||||
27,680 | * | Heritage-Crystal Clean, Inc | 407 |
39 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
162,477 | Herman Miller, Inc | $ | 4,700 | |||||||
128,085 | * | Hill International, Inc | 674 | |||||||
198,065 | e | HNI Corp | 10,131 | |||||||
423,263 | Homeserve plc | 2,865 | ||||||||
160,634 | e | Horizon North Logistics, Inc | 495 | |||||||
87,863 | * | Huron Consulting Group, Inc | 6,158 | |||||||
70,533 | * | ICF International, Inc | 2,459 | |||||||
592,156 | * | ICO Global Communications Holdings Ltd | 811 | |||||||
135,557 | * | IHS, Inc (Class A) | 17,437 | |||||||
92,560 | * | Innerworkings, Inc | 617 | |||||||
708,100 | Inter Far East Engineering | 253 | ||||||||
250,954 | Interface, Inc | 6,286 | ||||||||
115,666 | Intertek Group plc | 4,447 | ||||||||
283,895 | Intrum Justitia AB | 8,597 | ||||||||
3,040,000 | * | iOne Holdings Ltd | 200 | |||||||
81,874 | IPH Ltd | 297 | ||||||||
142,337 | ISS A.S. | 4,688 | ||||||||
34,100 | Itoki Corp | 195 | ||||||||
10,148 | Kaba Holding AG. | 6,040 | ||||||||
180,502 | KAR Auction Services, Inc | 6,751 | ||||||||
20,000 | KD Holding Corp | 110 | ||||||||
87,334 | Kelly Services, Inc (Class A) | 1,341 | ||||||||
68,873 | KEPCO Plant Service & Engineering Co Ltd | 7,286 | ||||||||
98,131 | Kforce, Inc | 2,244 | ||||||||
155,308 | Kimball International, Inc (Class B) | 1,889 | ||||||||
141,207 | Knoll, Inc | 3,534 | ||||||||
247,300 | Kokuyo Co Ltd | 2,129 | ||||||||
202,853 | Korn/Ferry International | 7,053 | ||||||||
149,000 | Kyodo Printing Co Ltd | 423 | ||||||||
122,090 | Loomis AB | 3,424 | ||||||||
389,413 | Manpower, Inc | 34,806 | ||||||||
13,962 | Matsuda Sangyo Co Ltd | 171 | ||||||||
109,293 | Matthews International Corp (Class A) | 5,808 | ||||||||
90,438 | McGrath RentCorp | 2,752 | ||||||||
68,145 | McMillan Shakespeare Ltd | 635 | ||||||||
28,800 | Meitec Corp | 1,074 | ||||||||
462,540 | Michael Page International plc | 3,956 | ||||||||
140,698 | e | Mineral Resources Ltd | 715 | |||||||
45,233 | * | Mistras Group, Inc | 859 | |||||||
360,495 | e | Mitie Group | 1,785 | |||||||
17,872 | Mitsubishi Pencil Co Ltd | 844 | ||||||||
150,192 | e | Mobile Mini, Inc | 6,314 | |||||||
110,796 | Moleskine S.p.A | 175 | ||||||||
58,699 | e | Morneau Sobeco Income Fund | 781 | |||||||
42,800 | Moshi Moshi Hotline, Inc | 479 | ||||||||
148,152 | MSA Safety, Inc | 7,187 | ||||||||
33,199 | Multi-Color Corp | 2,121 | ||||||||
207,645 | * | Navigant Consulting, Inc | 3,088 | |||||||
246,535 | Nielsen Holdings NV | 11,037 | ||||||||
31,300 | Nihon M&A Center, Inc | 1,290 | ||||||||
5,900 | Nippon Kanzai Co Ltd | 134 | ||||||||
177,100 | * | Nippon Parking Development Co Ltd | 257 |
40 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
119,660 | e | Nissha Printing Co Ltd | $ | 2,026 | ||||||
25,045 | NL Industries, Inc | 186 | ||||||||
34,600 | Nomura Co Ltd | 420 | ||||||||
152,100 | Okamura Corp | 1,325 | ||||||||
212,752 | * | On Assignment, Inc | 8,357 | |||||||
61,068 | Oyo Corp | 820 | ||||||||
144,500 | Park24 Co Ltd | 2,474 | ||||||||
27,976 | *,e | Performant Financial Corp | 91 | |||||||
32,000 | Pilot Corp | 1,250 | ||||||||
738,235 | Pitney Bowes, Inc | 15,363 | ||||||||
141,119 | e | Progressive Waste Solutions Ltd | 3,785 | |||||||
662,271 | e | Prosegur Cia de Seguridad S.A. | 3,642 | |||||||
135,895 | Quad | 2,515 | ||||||||
3,075 | *,e | Quest Resource Holding Corp | 3 | |||||||
1,168,457 | e | R.R. Donnelley & Sons Co | 20,366 | |||||||
188,040 | Randstad Holdings NV | 12,235 | ||||||||
305,854 | Recall Holdings Ltd | 1,632 | ||||||||
136,859 | Recruit Holdings Co Ltd | 4,173 | ||||||||
781,952 | Regus plc | 3,204 | ||||||||
4,193,784 | Rentokil Initial plc | 9,740 | ||||||||
685,439 | Republic Services, Inc | 26,849 | ||||||||
135,249 | Resources Connection, Inc | 2,176 | ||||||||
264,043 | e | Ritchie Bros Auctioneers, Inc | 7,367 | |||||||
739,872 | Robert Half International, Inc | 41,063 | ||||||||
304,887 | Rollins, Inc | 8,698 | ||||||||
294,282 | RPS Group plc | 1,042 | ||||||||
372,691 | * | RPX Corp | 6,298 | |||||||
22,003 | S1 Corp (Korea) | 1,547 | ||||||||
599,144 | SAI Global Ltd (New) | 1,923 | ||||||||
23,552 | Sato Corp | 665 | ||||||||
3,289 | Seche Environnement S.A. | 113 | ||||||||
192,754 | Secom Co Ltd | 12,522 | ||||||||
583,307 | Securitas AB (B Shares) | 7,704 | ||||||||
601,745 | e | Seek Ltd | 6,521 | |||||||
1,079,254 | e | Serco Group plc | 2,001 | |||||||
247,010 | SG Fleet Group Ltd | 471 | ||||||||
5,226 | SGS S.A. | 9,530 | ||||||||
214,100 | Shanghai Youngsun Investment C | 329 | ||||||||
555,654 | Shanks Group plc | 888 | ||||||||
171,625 | Shenzhen Dongjiang Environmental Co Ltd | 370 | ||||||||
87,713 | Societe BIC S.A. | 13,984 | ||||||||
60,300 | Sohgo Security Services Co Ltd | 2,381 | ||||||||
69,430 | * | SP Plus Corp | 1,813 | |||||||
52,107 | Sporton International, Inc | 351 | ||||||||
863,950 | Spotless Group Holdings Ltd | 1,391 | ||||||||
208,719 | e | Stantec, Inc | 6,099 | |||||||
358,888 | Steelcase, Inc (Class A) | 6,787 | ||||||||
459,416 | * | Stericycle, Inc | 61,520 | |||||||
7,634 | Synergie S.A | 186 | ||||||||
553,520 | Taiwan Secom Co Ltd | 1,665 | ||||||||
383,670 | Taiwan-Sogo Shinkong Security Corp | 498 | ||||||||
57,118 | * | Team, Inc | 2,299 |
41 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
23,100 | TechnoPro Holdings, Inc | $ | 581 | |||||||
230,179 | Teleperformance | 16,262 | ||||||||
62,300 | Temp Holdings Co Ltd | 2,248 | ||||||||
207,400 | Tetra Tech, Inc | 5,318 | ||||||||
310,000 | Tianjin Capital Environmental Protection Group Co Ltd | 251 | ||||||||
142,400 | Toppan Forms Co Ltd | 1,960 | ||||||||
454,669 | Toppan Printing Co Ltd | 3,801 | ||||||||
174,446 | e | Towers Watson & Co | 21,945 | |||||||
331,183 | Tox Free Solutions Ltd | 772 | ||||||||
192,048 | Transcontinental, Inc | 2,366 | ||||||||
1,813,490 | * | Transfield Services Ltd | 1,990 | |||||||
1,504,275 | e | Transpacific Industries Group Ltd | 894 | |||||||
13,597 | * | TRC Cos, Inc | 138 | |||||||
150,147 | * | TriNet Group, Inc | 3,806 | |||||||
168,759 | * | TrueBlue, Inc | 5,046 | |||||||
2,134,353 | Tyco International plc | 82,130 | ||||||||
51,408 | Unifirst Corp | 5,750 | ||||||||
61,830 | e | USG People NV | 918 | |||||||
1,976,169 | Veda Group Ltd | 3,379 | ||||||||
932,210 | * | Verisk Analytics, Inc | 67,828 | |||||||
55,544 | Viad Corp | 1,506 | ||||||||
10,754 | * | Volt Information Sciences, Inc | 104 | |||||||
11,506 | VSE Corp | 616 | ||||||||
148,994 | * | WageWorks, Inc | 6,027 | |||||||
76,842 | Waste Connections, Inc | 3,621 | ||||||||
1,156,199 | Waste Management, Inc | 53,590 | ||||||||
108,410 | West Corp | 3,263 | ||||||||
273,451 | Yem Chio Co Ltd | 111 | ||||||||
527,500 | e | Yestar International Holdings Co Ltd | 237 | |||||||
401,987 | e | Yumeshin Holdings Co Ltd | 2,563 | |||||||
TOTAL COMMERCIAL & PROFESSIONAL SERVICES | 1,403,948 | |||||||||
CONSUMER DURABLES & APPAREL - 2.3% | ||||||||||
753,000 | 361 Degrees International Ltd | 249 | ||||||||
1,065,000 | Ability Enterprise Co Ltd | 573 | ||||||||
40,968 | * | Accell Group NV | 762 | |||||||
1,290,897 | Adidas-Salomon AG. | 98,772 | ||||||||
20,075 | * | Agabang&Company | 193 | |||||||
293,677 | Aksa Akrilik Kimya Sanayii | 1,200 | ||||||||
223,200 | Alpine Electronics, Inc | 4,299 | ||||||||
204,358 | Altek Corp | 187 | ||||||||
329,082 | Amer Sports Oyj (A Shares) | 8,770 | ||||||||
2,457,949 | AmTRAN Technology Co Ltd | 1,394 | ||||||||
3,257,586 | Anta Sports Products Ltd | 7,901 | ||||||||
226,670 | Arcelik AS | 1,229 | ||||||||
71,693 | Arctic Cat, Inc | 2,381 | ||||||||
43,000 | * | Arezzo Industria e Comercio S.A. | 332 | |||||||
113,962 | *,m | Arvind Infrastructure Ltd | 0 | ^ | ||||||
1,153,168 | Arvind Ltd | 4,858 | ||||||||
24,438 | Asics Corp | 631 | ||||||||
2,501,741 | Avermedia Technologies | 870 | ||||||||
24,035 | Bajaj Electricals Ltd | 103 |
42 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
39,995 | *,e | Bang & Olufsen AS (B Shares) | $ | 344 | ||||||
1,927,547 | Barratt Developments plc | 18,592 | ||||||||
6,853 | Basic House Co Ltd | 94 | ||||||||
16,333 | Bassett Furniture Industries, Inc | 464 | ||||||||
14,271 | Bata India Ltd | 237 | ||||||||
76,194 | *,e | Beazer Homes USA, Inc | 1,520 | |||||||
5,448,711 | Belle International Holdings Ltd | 6,277 | ||||||||
350,454 | Bellway plc | 13,054 | ||||||||
316,265 | Berkeley Group Holdings plc | 16,619 | ||||||||
68,000 | Best Pacific International Holdings Ltd | 33 | ||||||||
3,668 | Bijou Brigitte AG. | 230 | ||||||||
647,049 | *,e | Billabong International Ltd | 286 | |||||||
59,251 | * | Black Diamond, Inc | 547 | |||||||
317,444 | Bombay Dyeing & Manufacturing Co Ltd | 366 | ||||||||
2,805,300 | e | Bosideng International Holdings Ltd | 365 | |||||||
380,283 | Bovis Homes Group plc | 6,651 | ||||||||
37,303 | * | BRP, Inc | 872 | |||||||
25,699 | e | Brunello Cucinelli S.p.A | 481 | |||||||
112,698 | Brunswick Corp | 5,732 | ||||||||
591,186 | Burberry Group plc | 14,585 | ||||||||
225,146 | e | Callaway Golf Co | 2,013 | |||||||
302,259 | Carter’s, Inc | 32,130 | ||||||||
365,615 | e | Casio Computer Co Ltd | 7,212 | |||||||
26,971 | * | Cavco Industries, Inc | 2,035 | |||||||
16,253 | CCC S.A. | 753 | ||||||||
780,000 | Cecep Costin New Materials Grp Ltd | 476 | ||||||||
14,198 | * | Century Communities, Inc | 286 | |||||||
37,696 | * | Cherokee, Inc | 1,062 | |||||||
444,000 | China Creative Home Group Ltd | 85 | ||||||||
2,811,400 | e | China Dongxiang Group Co | 743 | |||||||
2,085,000 | * | China Household Holdings Ltd | 145 | |||||||
1,016,000 | China Lilang Ltd | 1,163 | ||||||||
19,100 | Chofu Seisakusho Co Ltd | 449 | ||||||||
1,264 | * | Chokwang Leather Co Ltd | 138 | |||||||
116,298 | Christian Dior S.A. | 22,768 | ||||||||
750,135 | Cie Financiere Richemont S.A. | 60,969 | ||||||||
1,338,000 | Citychamp Watch & Jewellery Group Ltd | 209 | ||||||||
115,000 | e | Clarion Co Ltd | 335 | |||||||
19,200 | Cleanup Corp | 140 | ||||||||
1,554,169 | Coach, Inc | 53,790 | ||||||||
74,213 | Columbia Sportswear Co | 4,487 | ||||||||
684,800 | * | Consorcio ARA, S.A. de C.V. | 261 | |||||||
14,900 | Corona Corp | 145 | ||||||||
654,100 | *,e,m | Corp GEO S.A. de C.V. (Series B) | 0 | ^ | ||||||
443,000 | g | Cosmo Lady China Holdings Co Ltd | 436 | |||||||
268,181 | Crest Nicholson Holdings plc | 2,365 | ||||||||
222,913 | * | CROCS, Inc | 3,279 | |||||||
25,318 | CSS Industries, Inc | 766 | ||||||||
24,529 | Culp, Inc | 760 | ||||||||
1,291,258 | Cyrela Brazil Realty S.A. | 4,112 | ||||||||
155,811 | *,e | Deckers Outdoor Corp | 11,214 | |||||||
53,615 | De’Longhi S.p.A. | 1,229 |
43 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
8,694 | Delta-Galil Industries Ltd | $ | 281 | |||||||
42,190 | Descente Ltd | 633 | ||||||||
456,900 | Direcional Engenharia S.A. | 742 | ||||||||
17,045 | *,e | Dixie Group, Inc | 179 | |||||||
26,296 | Dorel Industries, Inc (Class B) | 703 | ||||||||
1,346,171 | DR Horton, Inc | 36,831 | ||||||||
77,365 | Duni AB | 1,048 | ||||||||
1,164,855 | Eclat Textile Co Ltd | 19,113 | ||||||||
1,432,327 | Electrolux AB (Series B) | 44,879 | ||||||||
28,738 | e | Escalade, Inc | 529 | |||||||
71,587 | e | Ethan Allen Interiors, Inc | 1,886 | |||||||
198,300 | Even Construtora e Incorporadora S.A. | 210 | ||||||||
54,099 | Ez Tec Empreendimentos e Participacoes S.A. | 252 | ||||||||
267,000 | Feng TAY Enterprise Co Ltd | 1,550 | ||||||||
14,900 | Fields Corp | 240 | ||||||||
9,116 | Fila Korea Ltd | 907 | ||||||||
16,193 | Flexsteel Industries, Inc | 698 | ||||||||
3,057 | Forbo Holding AG. | 3,636 | ||||||||
582,852 | Formosa Taffeta Co Ltd | 619 | ||||||||
99,319 | Forus S.A. | 356 | ||||||||
133,775 | *,e | Fossil Group, Inc | 9,279 | |||||||
57,291 | Foster Electric Co Ltd | 1,287 | ||||||||
107,000 | France Bed Holdings Co Ltd | 165 | ||||||||
504,800 | e | Fuguiniao Co Ltd | 930 | |||||||
87,000 | Fujibo Holdings Inc | 202 | ||||||||
90,000 | Fujitsu General Ltd | 1,153 | ||||||||
155,700 | * | Funai Electric Co Ltd | 1,732 | |||||||
313,400 | Gafisa S.A. | 241 | ||||||||
154,430 | e | Garmin Ltd | 6,784 | |||||||
72,754 | *,e | Geox S.p.A. | 283 | |||||||
24,907 | e | Gerry Weber International AG. | 571 | |||||||
286,379 | Giant Manufacturing Co Ltd | 2,424 | ||||||||
113,340 | * | G-III Apparel Group Ltd | 7,973 | |||||||
256,786 | Gildan Activewear, Inc | 8,530 | ||||||||
5,740,000 | * | Global Brands Group Holding Ltd | 1,206 | |||||||
32,000 | Goldwin, Inc | 229 | ||||||||
682,000 | Goodbaby International Holding | 285 | ||||||||
487,401 | * | GoPro, Inc | 25,696 | |||||||
25,871 | * | Green Brick Partners, Inc | 283 | |||||||
269,637 | e | GUD Holdings Ltd | 1,842 | |||||||
993,000 | Gunze Ltd | 2,716 | ||||||||
4,430,983 | Haier Electronics Group Co Ltd | 11,930 | ||||||||
2,994,000 | *,e | Haier Healthwise Holdings Ltd | 343 | |||||||
12,771 | Handsome Co Ltd | 408 | ||||||||
2,714,514 | Hanesbrands, Inc | 90,448 | ||||||||
61,874 | Hansae Co Ltd | 2,114 | ||||||||
34,819 | Hansae Yes24 Holdings Co Ltd | 657 | ||||||||
33,931 | Hanssem Co Ltd | 8,544 | ||||||||
561,901 | Harman International Industries, Inc | 66,833 | ||||||||
399,074 | Hasbro, Inc | 29,847 | ||||||||
363,400 | Haseko Corp | 4,281 | ||||||||
737,348 | Hefei Meiling Co Ltd | 627 |
44 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
188,900 | Heiwa Corp | $ | 3,760 | |||||||
314,350 | Helbor Empreendimentos S.A. | 203 | ||||||||
122,725 | * | Helen of Troy Ltd | 11,964 | |||||||
35,693 | Hermes International | 13,327 | ||||||||
381,000 | * | Hisense Kelon Electrical Holdings Co Ltd | 336 | |||||||
5,577 | Hitachi Home & Life Solutions India Ltd | 139 | ||||||||
25,855 | * | HLB, Inc | 913 | |||||||
15,417 | Hooker Furniture Corp | 387 | ||||||||
1,508,000 | e | Hosa International Ltd | 757 | |||||||
329,129 | *,e | Hovnanian Enterprises, Inc (Class A) | 876 | |||||||
192,888 | Hugo Boss AG. | 21,564 | ||||||||
121,500 | Hume Industries BHD | 122 | ||||||||
328,150 | Husqvarna AB (B Shares) | 2,472 | ||||||||
69,382 | Huvis Corp | 674 | ||||||||
9,463 | Hyundai Livart Furniture Co Ltd | 464 | ||||||||
18,173 | IC Companys AS | 508 | ||||||||
133,924 | *,e | Iconix Brand Group, Inc | 3,344 | |||||||
374,453 | Iida Group Holdings Co Ltd | 5,953 | ||||||||
1,159 | Ilshin Spinning Co Ltd | 218 | ||||||||
51,214 | * | Installed Building Products Inc | 1,254 | |||||||
82,543 | *,e | iRobot Corp | 2,631 | |||||||
52,699 | *,e | Jakks Pacific, Inc | 521 | |||||||
27,000 | Japan Vilene Co Ltd | 177 | ||||||||
56,000 | Japan Wool Textile Co Ltd | 431 | ||||||||
2,847,504 | * | Jarden Corp | 147,358 | |||||||
3,100,000 | *,g | Jicheng Umbrella Holdings Ltd | 832 | |||||||
110,465 | * | Jimmy Choo plc | 272 | |||||||
178,499 | * | Jinshan Development & Construction Co Ltd | 204 | |||||||
252,087 | JM AB | 6,871 | ||||||||
423,020 | Johnson Health Tech Co Ltd | 984 | ||||||||
14,724 | Johnson Outdoors, Inc | 347 | ||||||||
678,000 | * | JVC KENWOOD Holdings, Inc | 1,850 | |||||||
919,995 | * | Kate Spade & Co | 19,817 | |||||||
291,585 | e | KB Home | 4,840 | |||||||
981,000 | * | Kinpo Electronics | 364 | |||||||
11,525 | Kitex Garments Ltd | 181 | ||||||||
39,150 | KMC Kuei Meng International In | 176 | ||||||||
1,950,000 | * | Kong Sun Holdings Ltd | 324 | |||||||
1,327,800 | Konka Group Co Ltd | 2,633 | ||||||||
432,000 | Kurabo Industries Ltd | 925 | ||||||||
808 | Kyungbang Ltd | 180 | ||||||||
527,204 | Lao Feng Xiang Co Ltd | 2,886 | ||||||||
339,453 | La-Z-Boy, Inc | 8,941 | ||||||||
858,000 | Le Saunda Holdings | 413 | ||||||||
537,776 | * | Lealea Enterprise Co Ltd | 177 | |||||||
175,706 | *,e | Leapfrog Enterprises, Inc | 246 | |||||||
180,454 | Leggett & Platt, Inc | 8,785 | ||||||||
9,015 | * | Lennar Corp (B Shares) | 389 | |||||||
254,346 | Lennar Corp (Class A) | 12,982 | ||||||||
111,823 | LG Electronics, Inc | 4,728 | ||||||||
61,577 | LG Fashion Corp | 1,670 | ||||||||
37,276 | *,e | LGI Homes, Inc | 737 |
45 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
1,320,520 | *,e | Li Ning Co Ltd | $ | 603 | ||||||
377,491 | * | Li Peng Enterprise Co Ltd | 124 | |||||||
57,278 | Libbey, Inc | 2,367 | ||||||||
48,313 | Lifetime Brands, Inc | 714 | ||||||||
13,137 | * | LiHOM-CUCHEN Co Ltd | 167 | |||||||
1,196 | LPP S.A. | 2,115 | ||||||||
265,428 | *,e | Lululemon Athletica, Inc | 17,332 | |||||||
1,033,050 | Luthai Textile Co Ltd | 1,650 | ||||||||
335,801 | Luxottica Group S.p.A. | 22,337 | ||||||||
296,221 | LVMH Moet Hennessy Louis Vuitton S.A. | 52,079 | ||||||||
68,982 | *,e | M/I Homes, Inc | 1,702 | |||||||
351,951 | Makalot Industrial Co Ltd | 3,027 | ||||||||
68,404 | * | Malibu Boats Inc | 1,374 | |||||||
1,921,200 | e | Man Wah Holdings Ltd | 1,884 | |||||||
6,442 | *,m | Mariella Burani S.p.A. | 0 | ^ | ||||||
34,255 | e | Marine Products Corp | 214 | |||||||
5,700 | Mars Engineering Corp | 101 | ||||||||
1,687,383 | Matsushita Electric Industrial Co Ltd | 23,111 | ||||||||
5,680,387 | e | Mattel, Inc | 145,929 | |||||||
424,400 | MC Group PCL | 169 | ||||||||
105,195 | e | MDC Holdings, Inc | 3,153 | |||||||
214,537 | Merida Industry Co Ltd | 1,391 | ||||||||
122,215 | * | Meritage Homes Corp | 5,755 | |||||||
650,860 | * | Michael Kors Holdings Ltd | 27,395 | |||||||
38,100 | Misawa Homes Co Ltd | 331 | ||||||||
40,000 | Mitsui Home Co Ltd | 185 | ||||||||
92,000 | e | Mizuno Corp | 436 | |||||||
260,971 | * | Mohawk Industries, Inc | 49,819 | |||||||
426,234 | Moncler S.p.A | 7,898 | ||||||||
131,071 | Movado Group, Inc | 3,560 | ||||||||
1,274,765 | MRV Engenharia e Participacoes S.A. | 3,202 | ||||||||
11,485 | Nacco Industries, Inc (Class A) | 698 | ||||||||
338,735 | Namco Bandai Holdings, Inc | 6,546 | ||||||||
35,000 | Nan Liu Enterprise Co Ltd | 210 | ||||||||
213,990 | * | Nautilus, Inc | 4,603 | |||||||
20,892 | *,e | New Home Co Inc | 360 | |||||||
42,717 | New Wave Group AB (B Shares) | 220 | ||||||||
2,177,651 | Newell Rubbermaid, Inc | 89,523 | ||||||||
479,129 | Nien Hsing Textile Co Ltd | 417 | ||||||||
3,067,856 | Nike, Inc (Class B) | 331,390 | ||||||||
157,324 | e | Nikon Corp | 1,818 | |||||||
111,832 | e | Nobia AB | 1,173 | |||||||
43,625 | * | NVR, Inc | 58,458 | |||||||
938,531 | Onward Kashiyama Co Ltd | 6,471 | ||||||||
279,153 | Oriental Weavers | 378 | ||||||||
1,382,809 | *,g | OVS S.p.A | 8,132 | |||||||
44,145 | Oxford Industries, Inc | 3,860 | ||||||||
568,000 | *,e,g | Ozner Water International Holding Ltd | 203 | |||||||
707,778 | Pacific Textile Holdings Ltd | 1,130 | ||||||||
8,933 | Page Industries Ltd | 2,118 | ||||||||
267,000 | PanaHome Corp | 1,900 | ||||||||
163,912 | Pandora AS | 17,588 |
46 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
89,998 | * | PDG Realty S.A. | $ | 10 | ||||||
77,286 | * | PDG Realty S.A. Empreendimentos e Participacoes (ADR) | 9 | |||||||
402,000 | *,m | Peace Mark Holdings Ltd | 0 | ^ | ||||||
1,459,000 | e | Peak Sport Products Co Ltd | 356 | |||||||
15,899 | Pegas Nonwovens S.A. | 537 | ||||||||
309,988 | * | Performance Sports Group Ltd | 5,580 | |||||||
84,355 | * | Performance Sports Group Ltd (Canada) | 1,518 | |||||||
45,500 | * | Perry Ellis International, Inc | 1,082 | |||||||
365,232 | Persimmon plc | 11,332 | ||||||||
53,989 | Phillips-Van Heusen Corp | 6,220 | ||||||||
35,855 | PIK Group (GDR) | 114 | ||||||||
11,358,800 | * | Pioneer Corp | 20,681 | |||||||
8,104,857 | Playmates Holdings Ltd | 9,864 | ||||||||
2,344,000 | Playmates Toys Ltd | 453 | ||||||||
156,749 | Polaris Industries, Inc | 23,216 | ||||||||
123,648 | Pool Corp | 8,678 | ||||||||
2,291,935 | Pou Chen Corp | 3,269 | ||||||||
6,600 | Pressance Corp | 221 | ||||||||
970,200 | e | Prime Success International Group Ltd | 243 | |||||||
7,292,100 | PT Sri Rejeki Isman Tbk | 166 | ||||||||
1,153,873 | Pulte Homes, Inc | 23,251 | ||||||||
227,000 | Q Technology Group Co Ltd | 79 | ||||||||
166,310 | Rajesh Exports Ltd | 851 | ||||||||
99,783 | Ralph Lauren Corp | 13,207 | ||||||||
70,766 | Raymond Ltd | 517 | ||||||||
600,608 | Redrow plc | 4,180 | ||||||||
64,700 | Restoque Comercio e Confeccoes de Roupas S.A. | 135 | ||||||||
26,797 | Rinnai Corp | 2,110 | ||||||||
1,554,562 | Ruentex Industries Ltd | 3,559 | ||||||||
136,570 | e | Ryland Group, Inc | 6,333 | |||||||
30,576 | *,e | Safilo Group S.p.A. | 441 | |||||||
55,838 | Salvatore Ferragamo Italia S.p.A | 1,677 | ||||||||
51,114 | Samick Musical Instruments Co Ltd | 217 | ||||||||
837,000 | Sampo Corp | 363 | ||||||||
989,000 | Samson Holding Ltd | 131 | ||||||||
56,900 | Sangetsu Co Ltd | 866 | ||||||||
57,321 | Sankyo Co Ltd | 2,029 | ||||||||
122,400 | Sanyo Electric Taiwan Co Ltd | 109 | ||||||||
329,000 | Sanyo Shokai Ltd | 905 | ||||||||
22,270 | SEB S.A. | 2,080 | ||||||||
283,494 | Sega Sammy Holdings, Inc | 3,707 | ||||||||
384,000 | e | Seiko Holdings Corp | 1,942 | |||||||
1,122,030 | Seiren Co Ltd | 11,859 | ||||||||
801,295 | Sekisui Chemical Co Ltd | 9,837 | ||||||||
1,599,977 | Sekisui House Ltd | 25,409 | ||||||||
49,412 | *,e | Sequential Brands Group, Inc | 756 | |||||||
385,900 | * | Shanghai Haixin Group Co | 336 | |||||||
228,365 | *,e | Sharp Corp | 278 | |||||||
223,400 | * | Shenzhen China Bicycle Co Holdings Ltd | 243 | |||||||
659,493 | Shenzhou International Group Holdings Ltd | 3,207 | ||||||||
29,845 | Shimano, Inc | 4,073 | ||||||||
263,000 | Shinkong Textile Co Ltd | 325 |
47 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
865,000 | Sitoy Group Holdings Ltd | $ | 575 | |||||||
213,484 | * | Skechers U.S.A., Inc (Class A) | 23,438 | |||||||
58,269 | * | Skullcandy, Inc | 447 | |||||||
7,576,401 | Skyworth Digital Holdings Ltd | 6,745 | ||||||||
150,343 | *,e | Smith & Wesson Holding Corp | 2,494 | |||||||
5,967,987 | * | Sony Corp | 169,472 | |||||||
377,767 | *,e | Sony Corp (ADR) | 10,725 | |||||||
14,447 | SRF Ltd | 280 | ||||||||
9,000 | SRI Sports Ltd | 87 | ||||||||
504,538 | *,e | Standard-Pacific Corp | 4,495 | |||||||
25,800 | Starts Corp, Inc | 402 | ||||||||
3,257,039 | e | Steinhoff International Holdings Ltd | 20,613 | |||||||
262,287 | * | Steven Madden Ltd | 11,221 | |||||||
82,104 | e | Sturm Ruger & Co, Inc | 4,717 | |||||||
149,854 | Sumitomo Forestry Co Ltd | 1,848 | ||||||||
11,132 | Superior Uniform Group, Inc | 184 | ||||||||
34,809 | Swatch Group AG. | 13,564 | ||||||||
220,051 | Swatch Group AG. (Registered) | 16,529 | ||||||||
6,656 | Symphony Ltd | 221 | ||||||||
906,537 | Tainan Spinning Co Ltd | 464 | ||||||||
617,600 | Taiwan Paiho Ltd | 1,741 | ||||||||
220,893 | Takamatsu Corp | 4,822 | ||||||||
15,800 | Tamron Co Ltd | 333 | ||||||||
1,951,298 | * | Tatung Co Ltd | 436 | |||||||
129,673 | * | Taylor Morrison Home Corp | 2,640 | |||||||
4,587,361 | Taylor Wimpey plc | 13,378 | ||||||||
3,990,000 | e | TCL Multimedia Technology Holdings Ltd | 2,695 | |||||||
1,696,000 | Techtronic Industries Co | 5,545 | ||||||||
333,700 | Tecnisa S.A. | 346 | ||||||||
42,187 | Ted Baker plc | 1,933 | ||||||||
370,334 | * | Tempur-Pedic International, Inc | 24,405 | |||||||
928,500 | e | Texhong Textile Group Ltd | 843 | |||||||
1,430,000 | Texwinca Holdings Ltd | 1,518 | ||||||||
279,348 | Thomson | 1,827 | ||||||||
33,068 | *,g | Thule Group AB | 402 | |||||||
1,444,000 | Time Watch Investments Ltd | 242 | ||||||||
12,078 | e | Tod’s S.p.A. | 1,147 | |||||||
7,890 | Token Corp | 498 | ||||||||
276,965 | * | Toll Brothers, Inc | 10,577 | |||||||
460,411 | * | TomTom NV | 5,227 | |||||||
59,068 | e | Tomy Co Ltd | 308 | |||||||
48,000 | Topkey Corp | 195 | ||||||||
79,000 | Toung Loong Textile Manufacturing | 333 | ||||||||
409,559 | * | TRI Pointe Homes, Inc | 6,266 | |||||||
21,259 | Trigano S.A. | 856 | ||||||||
15,788,000 | e | Trinity Ltd | 2,729 | |||||||
79,500 | TSI Holdings Co Ltd | 550 | ||||||||
2,278 | TTK Prestige Ltd | 139 | ||||||||
290,483 | *,e | Tumi Holdings, Inc | 5,961 | |||||||
206,392 | e | Tupperware Corp | 13,321 | |||||||
15,675 | *,e | Turtle Beach Corp | 36 | |||||||
18,088 | * | UCP, Inc (Class A) | 137 |
48 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
185,365 | * | Under Armour, Inc (Class A) | $ | 15,467 | ||||||
40,625 | * | Unifi, Inc | 1,361 | |||||||
624,000 | * | Unitika Ltd | 296 | |||||||
90,777 | * | Universal Electronics, Inc | 4,524 | |||||||
208,800 | e | Universal Entertainment Corp | 4,717 | |||||||
591,479 | *,e,m | Urbi Desarrollos Urbanos S.A. de C.V | 0 | ^ | ||||||
9,981 | Vaibhav Global Ltd | 77 | ||||||||
33,377 | Vardhman Textiles Ltd | 355 | ||||||||
63,178 | *,e | Vera Bradley, Inc | 712 | |||||||
76,167 | * | Vestel Elektronik Sanayi | 139 | |||||||
1,464,959 | VF Corp | 102,166 | ||||||||
37,628 | Videocon Industries Ltd | 92 | ||||||||
102,413 | *,e | Vince Holding Corp | 1,227 | |||||||
105,873 | * | Vista Outdoor, Inc | 4,754 | |||||||
105,627 | Wacoal Holdings Corp | 1,234 | ||||||||
31,958 | * | WCI Communities, Inc | 779 | |||||||
374,500 | Weiqiao Textile Co | 264 | ||||||||
3,572,000 | Welling Holding Ltd | 778 | ||||||||
19,186 | Welspun India Ltd | 193 | ||||||||
21,710 | e | Weyco Group, Inc | 647 | |||||||
104,169 | Whirlpool Corp | 18,026 | ||||||||
45,859 | * | Whirlpool of India Ltd | 535 | |||||||
46,788 | * | William Lyon Homes, Inc | 1,201 | |||||||
282,390 | Wolverine World Wide, Inc | 8,042 | ||||||||
84,708 | Woongjin Coway Co Ltd | 6,935 | ||||||||
401,631 | Wuxi Little Swan Co Ltd | 948 | ||||||||
1,235,500 | XTEP International Holdings | 452 | ||||||||
93,350 | Yamaha Corp | 1,881 | ||||||||
16,500 | Yondoshi Holdings, Inc | 401 | ||||||||
20,596 | Youngone Corp | 1,016 | ||||||||
10,407 | Youngone Holdings Co Ltd | 821 | ||||||||
875,907 | Yue Yuen Industrial Holdings | 2,930 | ||||||||
986,000 | e | Yuxing InfoTech Investment Holdings Ltd | 499 | |||||||
18,014 | * | Zagg, Inc | 143 | |||||||
161,764 | Zeng Hsing Industrial Co Ltd | 836 | ||||||||
79,600 | Zhonglu Co Ltd | 306 | ||||||||
27,000 | * | Zojirushi Corp | 417 | |||||||
TOTAL CONSUMER DURABLES & APPAREL | 2,867,209 | |||||||||
CONSUMER SERVICES - 1.9% | ||||||||||
40,768 | *,e | 2U, Inc | 1,312 | |||||||
467,263 | e | 888 Holdings plc | 1,120 | |||||||
85,000 | Abril Educacao S.A. | 346 | ||||||||
2,371,894 | Accor S.A. | 120,042 | ||||||||
52,600 | Accordia Golf Co Ltd | 497 | ||||||||
2,684,000 | Accordia Golf Trust | 1,373 | ||||||||
578,571 | Advtech Ltd | 544 | ||||||||
123,454 | e | Ainsworth Game Technology Ltd | 245 | |||||||
8,068,000 | Ajisen China Holdings Ltd | 4,315 | ||||||||
468,002 | e | Alsea SAB de C.V. | 1,413 | |||||||
110,761 | *,e | Amaya, Inc | 3,035 | |||||||
317,000 | Ambassador Hotel | 278 |
49 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
48,254 | *,e | American Public Education, Inc | $ | 1,241 | ||||||
283,192 | * | Apollo Group, Inc (Class A) | 3,648 | |||||||
2,193,354 | ARAMARK Holdings Corp | 67,928 | ||||||||
307,952 | Aristocrat Leisure Ltd | 1,816 | ||||||||
83,299 | *,e | Ascent Media Corp (Series A) | 3,560 | |||||||
49,100 | e | Atom Corp | 330 | |||||||
124,905 | * | Autogrill S.p.A. | 1,046 | |||||||
2,305,743 | * | Belmond Ltd. | 28,799 | |||||||
85,425 | Benesse Corp | 2,142 | ||||||||
608,974 | Berjaya Sports Toto BHD | 529 | ||||||||
218,718 | Betfair Group plc | 8,271 | ||||||||
120,043 | Betsson AB | 1,733 | ||||||||
95,941 | * | BJ’s Restaurants, Inc | 4,648 | |||||||
22,168,700 | Bloomberry Resorts Corp | 4,230 | ||||||||
462,404 | Bloomin’ Brands, Inc | 9,872 | ||||||||
68,796 | Bob Evans Farms, Inc | 3,512 | ||||||||
94,258 | * | Bojangles’, Inc | 2,249 | |||||||
534,376 | * | Boyd Gaming Corp | 7,989 | |||||||
78,173 | * | Bravo Brio Restaurant Group, Inc | 1,059 | |||||||
71,697 | * | Bridgepoint Education, Inc | 685 | |||||||
80,594 | * | Bright Horizons Family Solutions | 4,658 | |||||||
422,875 | Brinker International, Inc | 24,379 | ||||||||
81,383 | * | Buffalo Wild Wings, Inc | 12,752 | |||||||
725,227 | Bwin.Party Digital Entertainment plc | 1,115 | ||||||||
142,466 | *,e | Caesars Acquisition Co | 980 | |||||||
148,932 | *,e | Caesars Entertainment Corp | 911 | |||||||
644,000 | Cafe de Coral Holdings Ltd | 2,326 | ||||||||
33,499 | * | Cambium Learning Group, Inc | 143 | |||||||
70,338 | Capella Education Co | 3,775 | ||||||||
94,138 | * | Cara Operations Ltd | 2,600 | |||||||
234,654 | * | Career Education Corp | 774 | |||||||
1,208,843 | Carnival Corp | 59,705 | ||||||||
94,430 | Carnival plc | 4,828 | ||||||||
55,352 | Carriage Services, Inc | 1,322 | ||||||||
91,698 | * | Carrols Restaurant Group, Inc | 954 | |||||||
150,694 | Cheesecake Factory | 8,218 | ||||||||
281,760 | *,e | Chegg, Inc | 2,209 | |||||||
6,320,000 | e | China LotSynergy Holdings Ltd | 399 | |||||||
282,000 | China Maple Leaf Educational Systems Ltd | 87 | ||||||||
2,348,000 | e | China Travel International Inv HK | 1,031 | |||||||
3,505,000 | *,e | China Vanguard Group Ltd | 592 | |||||||
97,226 | * | Chipotle Mexican Grill, Inc (Class A) | 58,821 | |||||||
55,824 | Choice Hotels International, Inc | 3,028 | ||||||||
35,576 | Churchill Downs, Inc | 4,449 | ||||||||
293,044 | *,e | Chuy’s Holdings, Inc | 7,851 | |||||||
9,105 | Cie des Alpes | 171 | ||||||||
61,823 | City Lodge Hotels Ltd | 706 | ||||||||
91,977 | ClubCorp Holdings, Inc | 2,196 | ||||||||
20,137 | Collectors Universe | 402 | ||||||||
53,200 | e | Colowide Co Ltd | 806 | |||||||
540,909 | Compass Group plc | 8,946 | ||||||||
225,419 | e | Corporate Travel Management Lt | 1,792 |
50 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
114,970 | Cox & Kings India Ltd | $ | 424 | |||||||
67,137 | e | Cracker Barrel Old Country Store, Inc | 10,014 | |||||||
14,200 | Create Restaurants Holdings, Inc | 324 | ||||||||
2,474 | Credu Corp | 122 | ||||||||
404,928 | Crown Ltd | 3,805 | ||||||||
170,800 | CVC Brasil Operadora e Agencia de Viagens S.A. | 1,033 | ||||||||
64,347 | Daekyo Co Ltd | 432 | ||||||||
127,000 | Dahan Development Corp | 329 | ||||||||
5,700 | Daisyo Corp | 70 | ||||||||
503,483 | Darden Restaurants, Inc | 35,788 | ||||||||
109,491 | * | Dave & Buster’s Entertainment, Inc | 3,952 | |||||||
407,309 | * | Del Frisco’s Restaurant Group, Inc | 7,588 | |||||||
497,823 | * | Denny’s Corp | 5,780 | |||||||
183,917 | DeVry, Inc | 5,514 | ||||||||
110,910 | * | Diamond Resorts International, Inc | 3,499 | |||||||
52,387 | Dignity plc | 1,764 | ||||||||
53,789 | DineEquity, Inc | 5,330 | ||||||||
7,524 | e | DO & CO AG. | 705 | |||||||
269,902 | Domino’s Pizza Enterprises Ltd | 7,412 | ||||||||
446,145 | Domino’s Pizza UK & IRL plc | 5,447 | ||||||||
131,115 | Domino’s Pizza, Inc | 14,868 | ||||||||
97,600 | Doutor Nichires Holdings Co Ltd | 1,711 | ||||||||
2,313,690 | * | Dubai Parks & Resorts PJSC | 745 | |||||||
71,645 | e | Dunkin Brands Group, Inc | 3,940 | |||||||
2,585,400 | e | Dynam Japan Holdings Co Ltd | 3,779 | |||||||
4,702,847 | Echo Entertainment Group Ltd | 15,787 | ||||||||
144,885 | EIH Ltd | 224 | ||||||||
35,561 | *,e | El Pollo Loco Holdings, Inc | 736 | |||||||
64,788 | * | Eldorado Resorts, Inc | 507 | |||||||
1,440,000 | Emperor Entertainment Hotel Ltd | 331 | ||||||||
42,288 | *,e | Empire Resorts, Inc | 215 | |||||||
237,993 | e | EnerCare, Inc | 2,534 | |||||||
488,963 | * | Enterprise Inns plc | 953 | |||||||
1,474,000 | Erawan Group PCL | 186 | ||||||||
1,076,749 | Estacio Participacoes S.A. | 6,234 | ||||||||
158,632 | * | Euro Disney SCA | 235 | |||||||
2,670,775 | Extended Stay America, Inc | 50,130 | ||||||||
185,715 | e | Famous Brands Ltd | 1,755 | |||||||
7,921 | *,e | Famous Dave’s of America, Inc | 159 | |||||||
74,557 | *,e | Fiesta Restaurant Group, Inc | 3,728 | |||||||
224,330 | First Hotel | 152 | ||||||||
243,034 | e | Flight Centre Ltd | 6,388 | |||||||
77,389 | * | Fogo De Chao, Inc | 1,792 | |||||||
39,693 | Formosa International Hotels Corp | 335 | ||||||||
778,000 | e | Fu Shou Yuan International Group Ltd | 432 | |||||||
55,000 | Fuji Kyuko Co Ltd | 477 | ||||||||
65,000 | Fujita Kanko, Inc | 210 | ||||||||
297,153 | e | G8 Education Ltd | 747 | |||||||
31,800 | GAEC Educacao S.A. | 222 | ||||||||
1,784,155 | Galaxy Entertainment Group Ltd | 7,099 | ||||||||
2,185,708 | Genting BHD | 4,668 | ||||||||
4,772,993 | e | Genting International plc | 3,169 |
51 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
228,385 | Gold Reef Resorts Ltd | $ | 458 | |||||||
56,000 | Gourmet Master Co Ltd | 271 | ||||||||
1,663 | Graham Holdings Co | 1,788 | ||||||||
180,292 | * | Grand Canyon Education, Inc | 7,644 | |||||||
28,509 | Grand Korea Leisure Co Ltd | 795 | ||||||||
129,315 | * | Great Canadian Gaming Corp | 2,486 | |||||||
299,857 | e | Greene King plc | 3,980 | |||||||
509,000 | GuocoLeisure Ltd | 376 | ||||||||
140,235 | GVC Holdings plc | 997 | ||||||||
627,292 | H&R Block, Inc | 18,599 | ||||||||
28,992 | *,e | Habit Restaurants, Inc | 907 | |||||||
1,125,000 | *,g | Haichang Holdings Ltd | 246 | |||||||
8,074 | Hana Tour Service, Inc | 921 | ||||||||
11,500 | Hiday Hidaka Corp | 282 | ||||||||
3,350,069 | * | Hilton Worldwide Holdings, Inc | 92,294 | |||||||
26,400 | Hiramatsu Inc | 178 | ||||||||
104,400 | HIS Co Ltd | 3,556 | ||||||||
658,737 | *,e | Homeinns Hotel Group (ADR) | 20,368 | |||||||
242,700 | *,e | Hoteles City Express SAB de C.V. | 352 | |||||||
480,475 | * | Houghton Mifflin Harcourt Co | 12,108 | |||||||
146,850 | Huangshan Tourism Development Co Ltd | 284 | ||||||||
250,493 | * | Hyatt Hotels Corp | 14,200 | |||||||
7,700 | e | Ichibanya Co Ltd | 317 | |||||||
17,362 | *,e | Ignite Restaurant Group, Inc | 85 | |||||||
486,891 | * | Indian Hotels Co Ltd | 698 | |||||||
89,134 | InterContinental Hotels Group plc | 3,594 | ||||||||
187,649 | *,e | International Game Technology plc | 3,333 | |||||||
94,165 | International Speedway Corp (Class A) | 3,453 | ||||||||
51,640 | Intertain Group Ltd | 712 | ||||||||
393,484 | Interval Leisure Group, Inc | 8,991 | ||||||||
104,666 | * | Intralot S.A.-Integrated Lottery Systems & Services | 190 | |||||||
96,119 | * | Intrawest Resorts Holdings Inc | 1,117 | |||||||
106,012 | e | Invocare Ltd | 988 | |||||||
179,160 | * | Isle of Capri Casinos, Inc | 3,252 | |||||||
160,134 | Jack in the Box, Inc | 14,117 | ||||||||
48,495 | *,e | Jamba, Inc | 751 | |||||||
1,689 | Jinmao Investments and Jinmao China Investments Holdings Ltd | 1 | ||||||||
524,692 | Jollibee Foods Corp | 2,295 | ||||||||
26,341 | * | Jubilant Foodworks Ltd | 768 | |||||||
278,695 | *,e | K12, Inc | 3,526 | |||||||
388,261 | Kangwon Land, Inc | 12,866 | ||||||||
17,500 | * | Kappa Create Co Ltd | 165 | |||||||
18,200 | e | Kisoji Co Ltd | 300 | |||||||
99,000 | * | KNT-CT Holdings Co Ltd | 131 | |||||||
20,604 | * | Kona Grill, Inc | 400 | |||||||
7,400 | e | Koshidaka Holdings Co Ltd | 190 | |||||||
815,333 | Kosmopolito Hotels International Ltd | 168 | ||||||||
251,594 | * | Krispy Kreme Doughnuts, Inc | 4,846 | |||||||
3,590,624 | Kroton Educacional S.A. | 13,731 | ||||||||
4,513 | Kuoni Reisen Holding | 1,175 | ||||||||
9,800 | Kura Corp | 311 |
52 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
10,500 | e | Kyoritsu Maintenance Co Ltd | $ | 675 | ||||||
304,886 | * | La Quinta Holdings, Inc | 6,967 | |||||||
904,404 | Ladbrokes plc | 1,844 | ||||||||
495,268 | Las Vegas Sands Corp | 26,036 | ||||||||
9,234 | e | Liberty Tax, Inc | 229 | |||||||
468,418 | *,e | LifeLock, Inc | 7,682 | |||||||
3,128,000 | *,e | Macau Legend Development Ltd | 1,020 | |||||||
420,607 | e | Macquarie Leisure Trust Group | 703 | |||||||
579,200 | Magnum BHD | 407 | ||||||||
175,830 | Mantra Group Ltd | 463 | ||||||||
62,151 | Marcus Corp | 1,192 | ||||||||
288,208 | Marriott International, Inc (Class A) | 21,440 | ||||||||
72,331 | Marriott Vacations Worldwide Corp | 6,636 | ||||||||
563,237 | Marston’s plc | 1,422 | ||||||||
6,900 | Matsuya Foods Co Ltd | 133 | ||||||||
1,200,000 | * | Max’s Group, Inc | 655 | |||||||
1,868,882 | McDonald’s Corp | 177,675 | ||||||||
11,153 | e | McDonald’s Holdings Co Japan Ltd | 236 | |||||||
8,587 | MegaStudy Co Ltd | 298 | ||||||||
17,300 | Meiko Network Japan Co Ltd | 204 | ||||||||
43,268,700 | * | Melco Crown Philippines Resorts Corp | 4,911 | |||||||
2,665,000 | e | Melco International Development | 3,763 | |||||||
182,772 | e | Melco PBL Entertainment Macau Ltd (ADR) | 3,588 | |||||||
86,953 | e | Melia Hotels International S.A. | 1,148 | |||||||
1,217,252 | g | Merlin Entertainments plc | 8,164 | |||||||
1,130,500 | MGM China Holdings Ltd | 1,846 | ||||||||
2,521,129 | *,n | MGM Resorts International | 46,011 | |||||||
4,706,500 | Minor International PCL (Foreign) | 4,169 | ||||||||
202,069 | * | Mitchells & Butlers plc | 1,448 | |||||||
9,261 | Modetour Network, Inc | 275 | ||||||||
35,004 | * | Monarch Casino & Resort, Inc | 720 | |||||||
84,260 | * | Morgans Hotel Group Co | 568 | |||||||
23,200 | e | MOS Food Services, Inc | 482 | |||||||
13,937 | e | MTY Food Group, Inc | 370 | |||||||
5,345 | e | Nathan’s Famous, Inc | 198 | |||||||
237,284 | e | Navitas Ltd | 783 | |||||||
156,487 | * | NET Holding AS | 202 | |||||||
13,205 | * | New Oriental Education & Technology Group (ADR) | 324 | |||||||
185,695 | *,e | NH Hoteles S.A. | 1,068 | |||||||
33,633 | *,e | Noodles & Co | 491 | |||||||
1,708,013 | * | Norwegian Cruise Line Holdings Ltd | 95,717 | |||||||
9,800 | Ohsho Food Service Corp | 338 | ||||||||
272,874 | OPAP S.A. | 2,176 | ||||||||
12,137 | * | Orascom Development Holding AG. | 151 | |||||||
316,200 | Oriental Land Co Ltd | 20,170 | ||||||||
414,600 | e | Overseas Union Enterprise Ltd | 613 | |||||||
25,400 | Pacific Golf Group International Holdings KK | 271 | ||||||||
117,951 | Paddy Power plc | 10,108 | ||||||||
26,998 | * | Panera Bread Co (Class A) | 4,718 | |||||||
207,740 | Papa John’s International, Inc | 15,707 | ||||||||
644,227 | *,e | Papa Murphy’s Holdings, Inc | 13,348 | |||||||
106,617 | Paradise Co Ltd | 2,297 |
53 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
456,000 | e | Paradise Entertainment Ltd | $ | 129 | ||||||
340,605 | *,e | Penn National Gaming, Inc | 6,250 | |||||||
396,800 | Philweb Corp | 166 | ||||||||
5,200 | * | Pierre & Vacances | 166 | |||||||
203,327 | * | Pinnacle Entertainment, Inc | 7,580 | |||||||
18,800 | Plenus Co Ltd | 338 | ||||||||
121,884 | *,e | Popeyes Louisiana Kitchen, Inc | 7,312 | |||||||
43,738 | *,e | Potbelly Corp | 536 | |||||||
337,000 | Prestariang BHD | 232 | ||||||||
40,938 | * | Red Robin Gourmet Burgers, Inc | 3,513 | |||||||
717,000 | e | Regal Hotels International Holdings Ltd | 450 | |||||||
232,178 | * | Regis Corp | 3,659 | |||||||
3,302,334 | Resorts World BHD | 3,674 | ||||||||
70,800 | Resorttrust, Inc | 1,721 | ||||||||
6,983 | Restaurant Brands International LP | 255 | ||||||||
2,374,027 | e | Restaurant Brands International, Inc | 90,712 | |||||||
163,886 | e | Restaurant Brands International, Inc (Toronto) | 6,281 | |||||||
197,935 | Restaurant Group plc | 2,165 | ||||||||
379,716 | Retail Food Group Ltd | 1,589 | ||||||||
8,389,567 | e | REXLot Holdings Ltd | 476 | |||||||
80,493 | e | Rezidor Hotel Group AB | 320 | |||||||
16,100 | Ringer Hut Co Ltd | 342 | ||||||||
64,400 | Round One Corp | 314 | ||||||||
126,962 | e | Royal Caribbean Cruises Ltd | 9,991 | |||||||
28,400 | e | Royal Holdings Co Ltd | 474 | |||||||
181,905 | * | Ruby Tuesday, Inc | 1,141 | |||||||
160,429 | Ruth’s Chris Steak House, Inc | 2,586 | ||||||||
28,700 | e | Saizeriya Co Ltd | 637 | |||||||
2,420,495 | Sands China Ltd | 8,135 | ||||||||
145,726 | *,e | Scientific Games Corp (Class A) | 2,265 | |||||||
195,198 | e | SeaWorld Entertainment, Inc | 3,599 | |||||||
36,400 | Ser Educacional S.A. | 168 | ||||||||
489,067 | Service Corp International | 14,393 | ||||||||
406,332 | * | ServiceMaster Global Holdings, Inc | 14,697 | |||||||
25,667 | *,e | Shake Shack, Inc | 1,547 | |||||||
1,130,000 | Shanghai Jinjiang International Hotels Group Co Ltd | 497 | ||||||||
61,449 | Shanghai Jinjiang International Travel Co Ltd | 269 | ||||||||
938,120 | Shangri-La Asia Ltd | 1,308 | ||||||||
1,502 | Shinsegae Food Co Ltd | 247 | ||||||||
141,914 | Six Flags Entertainment Corp | 6,365 | ||||||||
3,392,613 | e | SJM Holdings Ltd | 3,668 | |||||||
25,816 | SkiStar AB (Series B) | 297 | ||||||||
572,705 | Sky City Entertainment Group Ltd | 1,629 | ||||||||
55,600 | * | Skylark Co Ltd | 732 | |||||||
381,025 | e | Slater & Gordon Ltd | 1,040 | |||||||
20,171 | Sodexho Alliance S.A. | 1,920 | ||||||||
703,379 | Sonic Corp | 20,257 | ||||||||
165,256 | Sotheby’s (Class A) | 7,476 | ||||||||
36,944 | Speedway Motorsports, Inc | 837 | ||||||||
136,854 | Spur Corp Ltd | 413 | ||||||||
415,987 | SSP Group plc | 1,875 | ||||||||
15,800 | St Marc Holdings Co Ltd | 520 |
54 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
5,155,903 | Starbucks Corp | $ | 276,434 | |||||||
380,315 | Starwood Hotels & Resorts Worldwide, Inc | 30,840 | ||||||||
4,798 | * | Steak N Shake Co | 1,985 | |||||||
56,746 | * | Steiner Leisure Ltd | 3,052 | |||||||
40,692 | * | Strayer Education, Inc | 1,754 | |||||||
242,596 | Sun International Ltd | 2,203 | ||||||||
2,128,100 | Ta Enterprise BHD | 383 | ||||||||
1,489,500 | TA Global BHD | 124 | ||||||||
1,852,004 | Tabcorp Holdings Ltd | 6,492 | ||||||||
1,105,386 | Tattersall’s Ltd | 3,169 | ||||||||
190,240 | Texas Roadhouse, Inc (Class A) | 7,121 | ||||||||
1,432,986 | *,e | Thomas Cook Group plc | 3,080 | |||||||
59,711 | Thomas Cook India Ltd | 210 | ||||||||
176,000 | e | Tokyo Dome Corp | 731 | |||||||
154,000 | e | Tokyotokeiba Co Ltd | 364 | |||||||
20,800 | Toridoll.corp | 275 | ||||||||
7,000 | Tosho Co Ltd | 163 | ||||||||
602,000 | e | Tsui Wah Holdings Ltd | 187 | |||||||
17,500 | e | Tsukada Global Holdings Inc | 109 | |||||||
449,860 | TUI AG. (DI) | 7,279 | ||||||||
86,721 | Unibet Group plc (ADR) | 5,283 | ||||||||
63,346 | e | Universal Technical Institute, Inc | 545 | |||||||
108,852 | Vail Resorts, Inc | 11,887 | ||||||||
14,700 | e | Watami Co Ltd | 121 | |||||||
75,335 | *,e | Weight Watchers International, Inc | 365 | |||||||
175,981 | e | Wendy’s | 1,985 | |||||||
87,876 | Wetherspoon (J.D.) plc | 1,088 | ||||||||
32,924 | Whistler Blackcomb Holdings, Inc | 519 | ||||||||
544,311 | Whitbread plc | 42,287 | ||||||||
226,563 | William Hill plc | 1,435 | ||||||||
49,220 | Wowprime Corp | 438 | ||||||||
355,850 | Wyndham Worldwide Corp | 29,148 | ||||||||
1,339,571 | e | Wynn Macau Ltd | 2,232 | |||||||
300,494 | e | Wynn Resorts Ltd | 29,650 | |||||||
173,000 | g | Xiabuxiabu Catering Management China Holdings Co Ltd | 97 | |||||||
325,000 | YBM Sisa.com, Inc | 1,302 | ||||||||
31,000 | Yomiuri Land Co Ltd | 108 | ||||||||
59,800 | Yoshinoya D&C Co Ltd | 724 | ||||||||
924,024 | Yum! Brands, Inc | 83,236 | ||||||||
5,774 | Zeal Network SE | 271 | ||||||||
93,000 | *,e | Zensho Co Ltd | 886 | |||||||
568,000 | Zhuhai Holdings Investment Group Ltd | 113 | ||||||||
751,294 | *,e | Zoe’s Kitchen, Inc | 30,758 | |||||||
TOTAL CONSUMER SERVICES | 2,351,730 | |||||||||
DIVERSIFIED FINANCIALS - 3.7% | ||||||||||
989,656 | 3i Group plc | 8,030 | ||||||||
78,241 | ABC Arbitrage | 437 | ||||||||
415,581 | Aberdeen Asset Management plc | 2,636 | ||||||||
58,363 | Ackermans & Van Haaren | 8,315 | ||||||||
287,850 | *,e | Acom Co Ltd | 1,103 | |||||||
106,000 | Aeon Credit Service M BHD | 378 |
55 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
97,848 | e | AEON Financial Service Co Ltd | $ | 2,715 | ||||||
233,758 | * | Affiliated Managers Group, Inc | 51,099 | |||||||
710,449 | AFP Habitat S.A. | 953 | ||||||||
1,389,533 | *,e,m | African Bank Investments Ltd | 1 | |||||||
69,116 | AGF Management Ltd | 324 | ||||||||
309,900 | *,e | Aiful Corp | 998 | |||||||
1,647,400 | AIRA Capital Co Ltd | 126 | ||||||||
25,602 | Aker ASA (A Shares) | 551 | ||||||||
1,424,696 | Al Waha Capital PJSC | 950 | ||||||||
80,684 | e | Alaris Royalty Corp | 1,970 | |||||||
1,214,714 | Alexander Forbes Group Holdings Ltd | 894 | ||||||||
226,762 | *,e | Allied Minds plc | 1,936 | |||||||
1,924,897 | * | Ally Financial, Inc | 43,175 | |||||||
1,167,289 | * | Amanat Holdings PJSC | 284 | |||||||
1,665,650 | American Express Co | 129,454 | ||||||||
1,075,371 | Ameriprise Financial, Inc | 134,346 | ||||||||
2,456,086 | g | Anima Holding S.p.A | 21,572 | |||||||
677,949 | ARA Asset Management Ltd | 881 | ||||||||
132,003 | e | Arlington Asset Investment Corp (Class A) | 2,582 | |||||||
155,860 | Arrow Global Group plc | 648 | ||||||||
63,238 | Artisan Partners Asset Management, Inc | 2,938 | ||||||||
2,725 | * | Ashford, Inc | 238 | |||||||
348,888 | e | Ashmore Group plc | 1,586 | |||||||
12,981 | *,m | Asia Pacific Investment Partners Limited | 102 | |||||||
1,387,200 | Asia Plus Group Holdings Securities | 174 | ||||||||
20,502 | Aurelius AG. | 876 | ||||||||
245,581 | Australian Stock Exchange Ltd | 7,553 | ||||||||
21,362 | Avanza AB | 777 | ||||||||
326,336 | Ayala Corp | 5,716 | ||||||||
2,215 | *,m | Ayala Corp Preferred | 0 | ^ | ||||||
147,865 | Azimut Holding S.p.A. | 4,328 | ||||||||
65,593 | Banca Generali S.p.A | 2,309 | ||||||||
101,848 | Banca IFIS S.p.A. | 2,213 | ||||||||
1,451,867 | Bank of New York Mellon Corp | 60,935 | ||||||||
599,664 | BGC Partners, Inc (Class A) | 5,247 | ||||||||
324,919 | BinckBank NV | 3,101 | ||||||||
204,625 | BlackRock, Inc | 70,796 | ||||||||
515,400 | Blackstone Group LP | 21,064 | ||||||||
2,704,086 | BM&F Bovespa S.A. | 10,193 | ||||||||
1,949,100 | e | Bolsa Mexicana de Valores S.A. de C.V. | 3,371 | |||||||
79,233 | Bolsas y Mercados Espanoles | 3,211 | ||||||||
798,265 | * | Brait S.A. | 8,093 | |||||||
364,889 | Brewin Dolphin Holdings plc | 1,672 | ||||||||
638,000 | Bright Smart Securities & Commodities Group Ltd | 310 | ||||||||
196,209 | BT Investment Management Ltd | 1,280 | ||||||||
176,750 | Bure Equity AB | 1,081 | ||||||||
695,000 | Bursa Malaysia BHD | 1,499 | ||||||||
80,747 | Calamos Asset Management, Inc (Class A) | 989 | ||||||||
19,585 | * | Callidus Capital Corp | 219 | |||||||
224,221 | Canaccord Financial, Inc | 1,397 | ||||||||
23,862 | * | Capital First Ltd | 142 | |||||||
1,230,665 | Capital One Financial Corp | 108,262 |
56 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,543,300 | Capital Securities Corp | $ | 500 | |||||||
80,291 | e | Cash America International, Inc | 2,103 | |||||||
1,758,000 | * | Cash Financial Services Group Ltd | 152 | |||||||
227,585 | CBOE Holdings, Inc | 13,022 | ||||||||
81,503 | Cembra Money Bank AG. | 4,973 | ||||||||
477,000 | e | Central China Securities Co Ltd | 369 | |||||||
72,901 | Century Leasing System, Inc | 2,355 | ||||||||
87,469 | e | Cerved Information Solutions S.p.A | 673 | |||||||
244,815 | CETIP S.A.-Balcao Organizado de Ativos e Derivativos | 2,684 | ||||||||
1,118,786 | Chailease Holding Co Ltd | 2,698 | ||||||||
817,099 | Challenger Financial Services Group Ltd | 4,236 | ||||||||
3,625,063 | Charles Schwab Corp | 118,358 | ||||||||
2,181,000 | China Bills Finance Corp | 831 | ||||||||
22,041,440 | * | China Cinda Asset Management Co Ltd | 12,259 | |||||||
1,080,137 | China Everbright Ltd | 3,740 | ||||||||
3,410,000 | *,e | China Financial International Investments Ltd | 519 | |||||||
5,454,500 | China Galaxy Securities Co Ltd | 7,090 | ||||||||
3,440,000 | e | China LNG Group Ltd | 695 | |||||||
112,665 | e | China Merchants China Direct Investments Ltd | 269 | |||||||
3,778,000 | *,e | China Smarter Energy Group Holdings Ltd | 638 | |||||||
355,755 | e | CI Financial Corp | 9,570 | |||||||
16,749 | e | CIFC Corp | 133 | |||||||
628,526 | * | Citadel Capital Corp | 163 | |||||||
2,084,903 | e | CITIC Securities Co Ltd | 7,499 | |||||||
155,402 | Close Brothers Group plc | 3,729 | ||||||||
212,327 | CME Group, Inc | 19,759 | ||||||||
93,069 | Coface S.A. | 1,082 | ||||||||
52,467 | e | Cohen & Steers, Inc | 1,788 | |||||||
65,790 | *,e | Consumer Portfolio Services, Inc | 411 | |||||||
258,386 | Coronation Fund Managers Ltd | 1,749 | ||||||||
19,465 | Corp Financiera Alba | 903 | ||||||||
127,881 | Corp Financiera Colombiana S.A. | 1,792 | ||||||||
314,143 | *,e | Cowen Group, Inc | 2,011 | |||||||
54,304 | *,e | Credit Acceptance Corp | 13,369 | |||||||
25,239 | Credit Analysis & Research Ltd | 558 | ||||||||
1,377,600 | e | Credit China Holdings Ltd | 290 | |||||||
115,464 | Credit Saison Co Ltd | 2,472 | ||||||||
1,617,024 | Credit Suisse Group | 44,610 | ||||||||
654,847 | Credito Real SAB de C.V. | 1,466 | ||||||||
28,955 | CRISIL Ltd | 880 | ||||||||
221,578 | Daewoo Securities Co Ltd | 3,020 | ||||||||
34,545 | Daishin Securities Co Ltd | 360 | ||||||||
17,373 | Daishin Securities Co Ltd PF | 116 | ||||||||
2,834,760 | Daiwa Securities Group, Inc | 21,206 | ||||||||
90,742 | DeA Capital S.p.A. | 145 | ||||||||
1,337,156 | Deutsche Bank AG. | 40,204 | ||||||||
49,895 | * | Deutsche Beteiligungs AG. | 1,537 | |||||||
172,557 | Deutsche Boerse AG. | 14,292 | ||||||||
9,352 | Diamond Hill Investment Group, Inc | 1,867 | ||||||||
490,000 | * | Differ Group Holding Co Ltd | 619 | |||||||
1,016,474 | Discover Financial Services | 58,569 | ||||||||
2,439,797 | Dubai Financial Market | 1,303 |
57 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
40,266 | *,e | Dundee Corp | $ | 404 | ||||||
2,843,406 | * | E*Trade Financial Corp | 85,160 | |||||||
278,467 | Eaton Vance Corp | 10,896 | ||||||||
273,081 | * | Edelweiss Capital Ltd | 259 | |||||||
23,197 | EFG Financial Products Holding AG. | 4,029 | ||||||||
907,983 | e | EFG International | 12,868 | |||||||
677,857 | Egypt Kuwait Holding Co | 419 | ||||||||
403,018 | * | Egyptian Financial Group-Hermes Holding | 719 | |||||||
570,277 | * | Element Financial Corp | 9,018 | |||||||
74,914 | *,e | Encore Capital Group, Inc | 3,202 | |||||||
125,030 | * | Enova International, Inc | 2,336 | |||||||
65,632 | * | Eugene Investment & Securities Co Ltd | 206 | |||||||
15,634 | Eurazeo | 1,038 | ||||||||
1,182,348 | g | Euronext NV | 46,601 | |||||||
161,876 | e | Evercore Partners, Inc (Class A) | 8,735 | |||||||
68,230 | Exor S.p.A. | 3,259 | ||||||||
143,842 | * | Ezcorp, Inc (Class A) | 1,069 | |||||||
123,259 | *,g | Fairfax India Holdings Corp | 1,399 | |||||||
4,498,395 | Far East Horizon Ltd | 4,275 | ||||||||
10,092 | *,e | FBR & Co | 234 | |||||||
119,596 | e | Federated Investors, Inc (Class B) | 4,005 | |||||||
8,119 | Ferratum Oyj | 199 | ||||||||
67,758 | Fiera Capital Corp | 672 | ||||||||
17,934 | e | Fifth Street Asset Management, Inc | 184 | |||||||
144,804 | e | Financial Engines, Inc | 6,151 | |||||||
176,100 | e | Financial Products Group Co Ltd | 1,335 | |||||||
86,760 | * | First Cash Financial Services, Inc | 3,955 | |||||||
2,834,785 | First Pacific Co | 2,392 | ||||||||
7,407,925 | FirstRand Ltd | 32,456 | ||||||||
227,477 | e | FlexiGroup Ltd | 510 | |||||||
137,596 | * | FNFV Group | 2,116 | |||||||
170,056 | * | Fondul Proprietatea S.A. (ADR) | 1,701 | |||||||
281,000 | Franklin Resources, Inc | 13,777 | ||||||||
7,100,000 | * | Freeman Financial Corp Ltd | 641 | |||||||
15,701,286 | Fubon Financial Holding Co Ltd | 31,205 | ||||||||
34,505,162 | Fuhwa Financial Holdings Co Ltd | 18,662 | ||||||||
28,400 | e | Fuyo General Lease Co Ltd | 1,213 | |||||||
65,145 | Gain Capital Holdings, Inc | 623 | ||||||||
17,232 | GAMCO Investors, Inc (Class A) | 1,184 | ||||||||
1,563,663 | e | Gentera SAB de C.V. | 2,770 | |||||||
1,006,800 | * | GF Securities Co Ltd | 2,590 | |||||||
24,588 | Gimv NV | 1,173 | ||||||||
66,892 | Gluskin Sheff + Associates, Inc | 1,344 | ||||||||
51,784 | GMP Capital, Inc | 213 | ||||||||
1,065,778 | Goldman Sachs Group, Inc | 222,524 | ||||||||
140,524 | * | Green Dot Corp | 2,687 | |||||||
83,140 | Greenhill & Co, Inc | 3,436 | ||||||||
100,895 | Groupe Bruxelles Lambert S.A. | 8,136 | ||||||||
483,326 | Grupo de Inversiones Suramericana S.A. | 6,868 | ||||||||
120,603 | Grupo de Inversiones Suramericana S.A. (Preference) | 1,685 | ||||||||
268,300 | Grupo Financiero Interacciones S.A. de C.V. | 1,637 | ||||||||
260,485 | GT Capital Holdings, Inc | 7,885 |
58 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
692,240 | * | Gulf General Investment Co | $ | 161 | ||||||
8,947,800 | e | Guotai Junan International Hol | 5,817 | |||||||
3,677,497 | Haci Omer Sabanci Holding AS | 13,853 | ||||||||
3,854,012 | e | Haitong Securities Co Ltd | 10,165 | |||||||
19,645 | Hankook Tire Worldwide Co Ltd | 295 | ||||||||
44,084 | Hanwha Securities Co | 218 | ||||||||
248,231 | Hargreaves Lansdown plc | 4,497 | ||||||||
61,797 | Hellenic Exchanges S.A. | 295 | ||||||||
3,096,994 | Henderson Group plc | 12,706 | ||||||||
252,980 | HFF, Inc (Class A) | 10,557 | ||||||||
202,800 | Hitachi Capital Corp | 5,362 | ||||||||
12,754 | HMC Investment Securities Co Ltd | 128 | ||||||||
1,562,367 | Hong Kong Exchanges and Clearing Ltd | 55,049 | ||||||||
1,883,800 | *,g | Huatai Securities Co Ltd | 5,322 | |||||||
278,231 | Hyundai Securities Co | 2,256 | ||||||||
26,800 | IBJ Leasing Co Ltd | 622 | ||||||||
142,383 | ICAP plc | 1,184 | ||||||||
172,900 | e | Ichigo Holdings Co Ltd | 426 | |||||||
38,100 | Ichiyoshi Securities Co Ltd | 372 | ||||||||
1,628,978 | IFCI Ltd | 659 | ||||||||
361,191 | IG Group Holdings plc | 4,234 | ||||||||
186,271 | e | IGM Financial, Inc | 5,933 | |||||||
286,967 | India Infoline Ltd | 782 | ||||||||
413,913 | Indiabulls Housing Finance Ltd | 4,039 | ||||||||
18,736 | Indiabulls Securities Ltd | 10 | ||||||||
235,487 | Industrivarden AB | 4,438 | ||||||||
188,892 | Infrastructure Development Finance Co Ltd | 437 | ||||||||
14,668,783 | ING Groep NV | 243,580 | ||||||||
595,502 | e | ING Groep NV (ADR) | 9,873 | |||||||
114,394 | Interactive Brokers Group, Inc (Class A) | 4,754 | ||||||||
179,983 | *,m | Interbolsa S.A. | 0 | ^ | ||||||
334,847 | IntercontinentalExchange Group, Inc | 74,875 | ||||||||
918,784 | Intermediate Capital Group plc | 7,937 | ||||||||
228,460 | International Personal Finance plc | 1,642 | ||||||||
48,321 | * | INTL FCStone, Inc | 1,606 | |||||||
58,204 | Inversiones La Construccion S.A. | 656 | ||||||||
870,899 | Invesco Ltd | 32,650 | ||||||||
229,144 | Investec Ltd | 2,062 | ||||||||
1,110,732 | Investec plc | 9,980 | ||||||||
217,123 | Investment Technology Group, Inc | 5,385 | ||||||||
751,599 | Investor AB (B Shares) | 28,024 | ||||||||
281,653 | e | IOOF Holdings Ltd | 1,950 | |||||||
237,177 | e | iShares MSCI Canada Index Fund | 6,326 | |||||||
1,248,476 | e | iShares MSCI EAFE Index Fund | 79,266 | |||||||
628,340 | e | iShares MSCI Emerging Markets | 24,895 | |||||||
20,300 | Iwai Securities Co Ltd | 259 | ||||||||
156,300 | J Trust Co Ltd | 1,475 | ||||||||
134,000 | Jaccs Co Ltd | 644 | ||||||||
133,917 | Jafco Co Ltd | 5,337 | ||||||||
709,856 | e | Janus Capital Group, Inc | 12,153 | |||||||
1,265,600 | Japan Securities Finance Co Ltd | 7,365 | ||||||||
38,300 | *,e | JG Wentworth Co | 352 |
59 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,542,018 | Jih Sun Financial Holdings Co Ltd | $ | 422 | |||||||
166,160 | JM Financial Ltd | 114 | ||||||||
164,303 | JSE Ltd | 1,735 | ||||||||
191,724 | Julius Baer Group Ltd | 10,758 | ||||||||
416,032 | Julius Baer Holding AG. | 8,740 | ||||||||
1,254,835 | Jupiter Investment Management Group Ltd | 8,791 | ||||||||
846,000 | K1 Ventures Ltd | 126 | ||||||||
3,450,400 | kabu.com Securities Co Ltd | 11,539 | ||||||||
30,896 | KBC Ancora | 1,248 | ||||||||
120,838 | *,e | KCG Holdings, Inc | 1,490 | |||||||
483,371 | e | Kinnevik Investment AB (Series B) | 15,289 | |||||||
9,923 | KIWOOM Securities Co Ltd | 657 | ||||||||
127,569 | Korea Investment Holdings Co Ltd | 7,267 | ||||||||
591,900 | Krungthai Card PCL | 1,718 | ||||||||
16,166 | Kyobo Securities Co | 167 | ||||||||
21,100 | Kyokuto Securities Co Ltd | 306 | ||||||||
310,728 | * | L&T Finance Holdings Ltd | 321 | |||||||
279,131 | *,e | Ladenburg Thalmann Financial Services, Inc | 977 | |||||||
1,034,572 | Lazard Ltd (Class A) | 58,184 | ||||||||
783,685 | Legg Mason, Inc | 40,383 | ||||||||
569,358 | Leucadia National Corp | 13,824 | ||||||||
455,705 | London Stock Exchange Group plc | 16,953 | ||||||||
176,619 | e | LPL Financial Holdings, Inc | 8,211 | |||||||
92,545 | Lundbergs AB (B Shares) | 4,109 | ||||||||
332,103 | Macquarie Group Ltd | 20,808 | ||||||||
222,187 | Magellan Financial Group Ltd | 2,975 | ||||||||
319,502 | Mahindra & Mahindra Financial Services Ltd | 1,404 | ||||||||
25,556,377 | Man Group plc | 62,988 | ||||||||
536,948 | Manappuram General Finance & Leasing Ltd | 237 | ||||||||
37,035 | e | Manning & Napier, Inc | 369 | |||||||
166,840 | MarketAxess Holdings, Inc | 15,478 | ||||||||
43,033 | Marlin Business Services Corp | 726 | ||||||||
55,300 | Marusan Securities Co Ltd | 595 | ||||||||
2,141,772 | Masterlink Securities Corp | 697 | ||||||||
383,400 | Matsui Securities Co Ltd | 3,363 | ||||||||
1,055,986 | McGraw-Hill Financial, Inc | 106,074 | ||||||||
8,293,469 | Mediobanca S.p.A. | 81,315 | ||||||||
15,573 | e | Medley Management, Inc | 184 | |||||||
33,500 | Meritz finance Holdings Co Ltd | 475 | ||||||||
703,007 | Meritz Securities Co Ltd | 4,488 | ||||||||
13,775,404 | Metro Pacific Investments Corp | 1,446 | ||||||||
25,481 | Mirae Asset Securities Co Ltd | 1,150 | ||||||||
172,400 | Mito Securities Co Ltd | 616 | ||||||||
320,254 | Mitsubishi UFJ Lease & Finance Co Ltd | 1,751 | ||||||||
53,955 | MLP AG. | 226 | ||||||||
162,035 | Moelis & Co | 4,652 | ||||||||
576,700 | e | Monex Beans Holdings, Inc | 1,585 | |||||||
1,275,797 | Moody’s Corp | 137,735 | ||||||||
8,824,370 | Morgan Stanley | 342,297 | ||||||||
25,597 | * | Motilal Oswal Financial Services Ltd | 121 | |||||||
243,606 | MSCI, Inc (Class A) | 14,994 | ||||||||
573,600 | Muangthai Leasing PCL | 324 |
60 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,222,300 | * | Mulpha International BHD | $ | 117 | ||||||
80,391 | * | Muthoot Finance Ltd | 255 | |||||||
112,975 | NASDAQ OMX Group, Inc | 5,514 | ||||||||
686,067 | Navient Corp | 12,493 | ||||||||
113,062 | Nelnet, Inc (Class A) | 4,897 | ||||||||
89,954 | *,e | NewStar Financial, Inc | 989 | |||||||
56,200 | NICE Holdings Co Ltd | 1,006 | ||||||||
33,491 | NICE Information Service Co Ltd | 294 | ||||||||
7,029 | Nicholas Financial, Inc | 89 | ||||||||
9,810,739 | Nomura Holdings, Inc | 66,241 | ||||||||
73,084 | Nordnet AB (Series B) | 292 | ||||||||
244,815 | Northern Trust Corp | 18,719 | ||||||||
357,035 | NorthStar Asset Management Group, Inc | 6,602 | ||||||||
3,367,866 | e | NZX Ltd | 2,465 | |||||||
576,000 | Okasan Holdings, Inc | 4,046 | ||||||||
124,052 | OM Asset Management plc | 2,207 | ||||||||
45,851 | *,e | On Deck Capital, Inc | 531 | |||||||
84,911 | Onex Corp | 4,698 | ||||||||
31,473 | Oppenheimer Holdings, Inc | 827 | ||||||||
14,659 | Oresund Investment AB | 281 | ||||||||
377,500 | *,e | Orient Corp | 671 | |||||||
3,436,070 | ORIX Corp | 51,024 | ||||||||
321,783 | Osaka Securities Exchange Co Ltd | 10,432 | ||||||||
409,075 | OSK Holdings BHD | 230 | ||||||||
218,068 | e | OzForex Group Ltd | 372 | |||||||
10,305 | Pargesa Holding S.A. | 694 | ||||||||
8,131 | Partners Group | 2,430 | ||||||||
361,698 | Peregrine Holdings Ltd | 917 | ||||||||
517,000 | *,m | Peregrine Investment Holdings | 0 | ^ | ||||||
156,983 | Perpetual Trustees Australia Ltd | 5,845 | ||||||||
142,455 | * | PHH Corp | 3,708 | |||||||
82,264 | Philippine Stock Exchange, Inc | 557 | ||||||||
61,251 | * | Pico Holdings, Inc | 902 | |||||||
230,955 | * | Pioneers Holding | 254 | |||||||
47,281 | * | Piper Jaffray Cos | 2,063 | |||||||
798,472 | Platinum Asset Mangement Ltd | 4,602 | ||||||||
317,041 | e | Plus500 Ltd | 1,943 | |||||||
652,177 | Power Finance Corp Ltd | 2,618 | ||||||||
138,113 | *,e | PRA Group, Inc | 8,606 | |||||||
5,543,000 | Premium Leisure Corp | 145 | ||||||||
990,509 | President Securities Corp | 502 | ||||||||
296,039 | Provident Financial plc | 13,611 | ||||||||
66,087 | e | PSG Group Ltd | 1,112 | |||||||
128,527 | * | PTC India Financial Services Ltd | 90 | |||||||
35,676 | Pzena Investment Management, Inc (Class A) | 394 | ||||||||
11,203 | Qatar Industrial Manufacturing Co | 141 | ||||||||
440,427 | Ratos AB (B Shares) | 2,842 | ||||||||
106,805 | Raymond James Financial, Inc | 6,363 | ||||||||
70,114 | * | Regional Management Corp | 1,252 | |||||||
110,906 | Reliance Capital Ltd | 630 | ||||||||
29,546 | * | Religare Enterprises Ltd | 148 | |||||||
566,311 | Remgro Ltd | 11,902 |
61 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
27,860 | * | Repco Home Finance Ltd | $ | 282 | ||||||
54,197 | Resource America, Inc (Class A) | 456 | ||||||||
88,195 | * | RHJ International | 432 | |||||||
16,000 | Ricoh Leasing Co Ltd | 490 | ||||||||
897,267 | RMB Holdings Ltd | 4,900 | ||||||||
908,000 | *,e | Rowsley Ltd | 106 | |||||||
587,629 | Rural Electrification Corp Ltd | 2,537 | ||||||||
58,571 | * | Safeguard Scientifics, Inc | 1,140 | |||||||
59,225 | Salam International Investment Co | 227 | ||||||||
159,957 | Samsung Card Co | 5,298 | ||||||||
70,825 | Samsung Securities Co Ltd | 3,459 | ||||||||
183,659 | Santander Consumer USA Holdings, Inc | 4,696 | ||||||||
292,600 | *,e | Sawada Holdings Co Ltd | 2,829 | |||||||
251,844 | SBI Holdings, Inc | 3,462 | ||||||||
148,111 | Schroders plc | 7,390 | ||||||||
477,661 | SEI Investments Co | 23,420 | ||||||||
5 | *,m | SFCG Co Ltd | 0 | ^ | ||||||
415,000 | Shenyin Wanguo HK Ltd | 320 | ||||||||
3,790 | Shinyoung Securities Co Ltd | 192 | ||||||||
840,933 | Shriram Transport Finance Co Ltd | 11,268 | ||||||||
562,015 | * | SHUAA Capital PSC | 92 | |||||||
5,499 | e | Silvercrest Asset Management Group, Inc | 77 | |||||||
372,000 | Simsen International Corp Ltd | 302 | ||||||||
1,261,856 | Singapore Exchange Ltd | 7,330 | ||||||||
239,443 | * | SK Securities Co Ltd | 303 | |||||||
88,798 | * | SKS Microfinance Pvt Ltd | 650 | |||||||
1,217,212 | SLM Corp | 12,014 | ||||||||
768,475 | *,e,m | SNS Reaal | 9 | |||||||
8,200 | Societe Fonciere Financiere et de Participations FFP | 667 | ||||||||
82,400 | e | Sparx Group Co Ltd | 173 | |||||||
4,500 | e | SPDR Trust Series 1 | 926 | |||||||
110,392 | *,e | Springleaf Holdings, Inc | 5,068 | |||||||
136,582 | e | Sprott, Inc | 270 | |||||||
173,273 | SREI Infrastructure Finance Ltd | 95 | ||||||||
462,662 | Srisawad Power 1979 PCL | 547 | ||||||||
2,268,840 | State Street Corp | 174,701 | ||||||||
184,315 | * | Stifel Financial Corp | 10,642 | |||||||
5,841,000 | Sun Hung Kai & Co Ltd | 5,240 | ||||||||
40,328 | Sundaram Finance Ltd | 1,000 | ||||||||
186,540 | *,e | SVG Capital plc | 1,420 | |||||||
9,857 | e | Swissquote Group Holding S.A. | 295 | |||||||
3,856,769 | *,e | Synchrony Financial | 127,003 | |||||||
251,851 | T Rowe Price Group, Inc | 19,576 | ||||||||
1,319,264 | Tai Fook Securities Group Ltd | 1,189 | ||||||||
395,000 | Taiwan Acceptance Corp | 1,011 | ||||||||
170,000 | *,e | Takagi Securities Co Ltd | 330 | |||||||
98,843 | Tamburi Investment Partners S.p.A. | 382 | ||||||||
10,971 | * | Tata Investment Corp Ltd | 101 | |||||||
334,217 | TD Ameritrade Holding Corp | 12,306 | ||||||||
65,223 | * | Tilak Finance Ltd | 13 | |||||||
82,391 | e | Tiptree Financial, Inc | 597 | |||||||
53,136 | TMX Group Ltd | 2,261 |
62 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
322,580 | Tokai Tokyo Securities Co Ltd | $ | 2,345 | |||||||
90,066 | * | Tong Yang Investment Bank | 464 | |||||||
241,000 | Toyo Securities Co Ltd | 751 | ||||||||
195,880 | Transaction Capital Ltd | 156 | ||||||||
258,654 | e | Tricon Capital Group, Inc | 2,259 | |||||||
240,212 | Tullett Prebon plc | 1,385 | ||||||||
8,012,884 | UBS AG. | 170,005 | ||||||||
1,079,554 | * | Unifin Financiera SAPI de C.V. SOFOM ENR | 2,262 | |||||||
1,034,873 | UOB-Kay Hian Holdings Ltd | 1,153 | ||||||||
153,144 | *,e | Uranium Participation Corp | 641 | |||||||
2,533,000 | Value Partners Group Ltd | 3,989 | ||||||||
45,386 | * | Virtu Financial, Inc | 1,066 | |||||||
20,529 | Virtus Investment Partners, Inc | 2,715 | ||||||||
70,539 | Vontobel Holding AG. | 3,268 | ||||||||
99,081 | *,e | Vostok New Ventures Ltd (RED) | 48 | |||||||
99,081 | *,e | Vostok New Ventures Ltd (SDR) | 679 | |||||||
1,389,984 | Voya Financial, Inc | 64,593 | ||||||||
211,388 | e | Waddell & Reed Financial, Inc (Class A) | 10,001 | |||||||
105,395 | *,e | Walter Investment Management Corp | 2,410 | |||||||
55,969 | Warsaw Stock Exchange | 705 | ||||||||
2,841,403 | Waterland Financial Holdings | 799 | ||||||||
27,042 | Wendel | 3,323 | ||||||||
20,529 | Westwood Holdings Group, Inc | 1,223 | ||||||||
705,600 | e | WisdomTree Investments, Inc | 15,499 | |||||||
9,410 | Woori Financial Co Ltd | 191 | ||||||||
159,071 | Woori Investment & Securities Co Ltd | 1,734 | ||||||||
21,994 | *,e | World Acceptance Corp | 1,353 | |||||||
10,153 | * | ZAIS Group Holdings, Inc | 111 | |||||||
1,355,453 | Zeder Investments Ltd | 917 | ||||||||
86,100 | Zenkoku Hosho Co Ltd | 3,065 | ||||||||
TOTAL DIVERSIFIED FINANCIALS | 4,529,153 | |||||||||
ENERGY - 6.9% | ||||||||||
11,557 | Aban Offshore Ltd | 55 | ||||||||
526,912 | *,e | Abraxas Petroleum Corp | 1,554 | |||||||
11,665 | Adams Resources & Energy, Inc | 520 | ||||||||
52,005,715 | Adaro Energy Tbk | 2,955 | ||||||||
376,539 | * | Advantage Oil & Gas Ltd | 2,382 | |||||||
156,180 | e | Akastor ASA | 276 | |||||||
187,506 | Aker Solutions ASA | 1,052 | ||||||||
82,723 | Alon USA Energy, Inc | 1,563 | ||||||||
388,489 | *,e | Alpha Natural Resources, Inc | 117 | |||||||
115,644 | e | AltaGas Income Trust | 3,522 | |||||||
69,928 | AMEC plc | 898 | ||||||||
1,014,227 | * | Amerisur Resources plc | 582 | |||||||
25,753 | *,e | Amyris, Inc | 50 | |||||||
2,619,575 | Anadarko Petroleum Corp | 204,484 | ||||||||
73,949 | *,e | Antero Resources Corp | 2,539 | |||||||
1,092,000 | e | Anton Oilfield Services Group | 209 | |||||||
2,719,659 | Apache Corp | 156,734 | ||||||||
113,082 | *,e | Approach Resources, Inc | 775 | |||||||
1,467,471 | e | ARC Resources Ltd | 25,143 |
63 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
174,607 | e | Ardmore Shipping Corp | $ | 2,114 | ||||||
7,484 | * | Aspen Aerogels, Inc | 50 | |||||||
359,185 | *,e | Athabasca Oil Corp | 587 | |||||||
291,272 | e | Atwood Oceanics, Inc | 7,701 | |||||||
537,970 | * | Australian Worldwide Exploration Ltd | 502 | |||||||
179,108 | g | Avance Gas Holding Ltd | 3,230 | |||||||
21,764 | e | Awilco Drilling plc | 137 | |||||||
2,920,085 | n | Baker Hughes, Inc | 180,169 | |||||||
679,900 | Bangchak Petroleum PCL-Foreign | 702 | ||||||||
971,913 | * | Bankers Petroleum Ltd | 2,412 | |||||||
1,535,800 | Banpu PCL (Foreign) | 1,157 | ||||||||
243,840 | *,e | Basic Energy Services, Inc | 1,841 | |||||||
145,277 | e | Baytex Energy Trust | 2,260 | |||||||
4,891,701 | Beach Petroleum Ltd | 3,961 | ||||||||
190,766 | *,e | Bellatrix Exploration Ltd | 444 | |||||||
3,449,878 | BG Group plc | 57,457 | ||||||||
702,219 | Bharat Petroleum Corp Ltd | 9,690 | ||||||||
218,631 | *,e | Bill Barrett Corp | 1,878 | |||||||
317,606 | * | Birchcliff Energy Ltd | 1,772 | |||||||
318,531 | *,e | BlackPearl Resources, Inc | 278 | |||||||
131,161 | * | Bonanza Creek Energy, Inc | 2,394 | |||||||
188,482 | e | Bonavista Energy Trust | 1,025 | |||||||
28,825 | e | Bonterra Oil & Gas Ltd | 727 | |||||||
39,954 | * | Boulder Energy Ltd | 265 | |||||||
25,741 | e | Bourbon S.A. | 419 | |||||||
564,860 | Boustead Singapore Ltd | 524 | ||||||||
20,917,151 | BP plc | 138,820 | ||||||||
821,865 | BP plc (ADR) | 32,842 | ||||||||
5,043,000 | *,e | Brightoil Petroleum Holdings Ltd | 2,598 | |||||||
147,723 | Bristow Group, Inc | 7,874 | ||||||||
2,900,574 | Bumi Armada BHD | 875 | ||||||||
410,699 | e,g | BW LPG Ltd | 3,512 | |||||||
1,061,477 | BW Offshore Ltd | 684 | ||||||||
637,977 | *,e | C&J Energy Services Ltd | 8,421 | |||||||
806,786 | e | Cabot Oil & Gas Corp | 25,446 | |||||||
568,443 | * | Cairn Energy plc | 1,514 | |||||||
1,040,843 | Cairn India Ltd | 2,966 | ||||||||
315,464 | e | Calfrac Well Services Ltd | 1,947 | |||||||
1,306,189 | California Resources Corp | 7,889 | ||||||||
602,185 | * | Callon Petroleum Co | 5,010 | |||||||
394,231 | Caltex Australia Ltd | 9,678 | ||||||||
591,580 | Cameco Corp (Toronto) | 8,464 | ||||||||
610,551 | * | Cameron International Corp | 31,975 | |||||||
175,267 | *,e | Canacol Energy Ltd | 389 | |||||||
642,716 | e | Canadian Energy Services & Technology Corp | 3,705 | |||||||
1,596,621 | Canadian Natural Resources Ltd (Canada) | 43,335 | ||||||||
592,686 | Canadian Oil Sands Trust | 4,793 | ||||||||
222,884 | CanElson Drilling, Inc | 771 | ||||||||
269,512 | Canyon Services Group, Inc | 1,254 | ||||||||
255,179 | Capital Product Partners LP | 1,993 | ||||||||
57,485 | e | CARBO Ceramics, Inc | 2,393 | |||||||
197,700 | e | Cardinal Energy Ltd | 2,268 |
64 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
345,518 | * | Carrizo Oil & Gas, Inc | $ | 17,013 | ||||||
380,000 | Cenovus Energy, Inc | 6,084 | ||||||||
1,118,504 | Cenovus Energy, Inc (Toronto) | 17,884 | ||||||||
908,614 | * | Cheniere Energy, Inc | 62,931 | |||||||
675,985 | e | Chesapeake Energy Corp | 7,551 | |||||||
6,154,309 | Chevron Corp | 593,706 | ||||||||
4,908,906 | e | China Coal Energy Co | 2,927 | |||||||
9,281,826 | China Oilfield Services Ltd | 14,761 | ||||||||
4,077,287 | China Shenhua Energy Co Ltd | 9,286 | ||||||||
5,497,000 | e | China Suntien Green Energy Cor | 1,176 | |||||||
398,000 | * | Chu Kong Petroleum & Natural Gas Steel Pipe Holdings Ltd | 108 | |||||||
480,048 | Cimarex Energy Co | 52,954 | ||||||||
16,995 | *,e | Clayton Williams Energy, Inc | 1,117 | |||||||
203,787 | *,e | Clean Energy Fuels Corp | 1,145 | |||||||
277,434 | *,e | Cloud Peak Energy, Inc | 1,293 | |||||||
37,324,700 | CNOOC Ltd | 52,944 | ||||||||
1,528,413 | Coal India Ltd | 10,097 | ||||||||
551,752 | *,e | Cobalt International Energy, Inc | 5,358 | |||||||
2,247,212 | Columbia Pipeline Partners LP | 56,630 | ||||||||
722,648 | *,e | Compagnie Generale de Geophysique S.A. | 4,066 | |||||||
126,942 | e | Comstock Resources, Inc | 423 | |||||||
2,010,448 | * | Concho Resources, Inc | 228,910 | |||||||
2,566,351 | ConocoPhillips | 157,600 | ||||||||
349,425 | e | Consol Energy, Inc | 7,596 | |||||||
121,574 | * | Contango Oil & Gas Co | 1,492 | |||||||
1,989,576 | *,e | Continental Resources, Inc | 84,338 | |||||||
62,750 | e | Core Laboratories NV | 7,156 | |||||||
448,128 | Cosan SA Industria e Comercio | 3,625 | ||||||||
545,000 | Cosmo Oil Co Ltd | 886 | ||||||||
468,467 | e | Crescent Point Energy Corp | 9,613 | |||||||
135,611 | * | Crew Energy, Inc | 620 | |||||||
34,808 | e | CVR Energy, Inc | 1,310 | |||||||
2,886,362 | * | Dana Gas PJSC | 359 | |||||||
248,650 | Dayang Enterprise Holdings BHD | 148 | ||||||||
5,809 | Delek Group Ltd | 1,713 | ||||||||
250,857 | Delek US Holdings, Inc | 9,237 | ||||||||
1,183,364 | e | Denbury Resources, Inc | 7,526 | |||||||
478,621 | *,e | Denison Mines Corp | 345 | |||||||
99,477 | *,e | Det Norske Oljeselskap ASA | 704 | |||||||
669,257 | Devon Energy Corp | 39,814 | ||||||||
541,809 | DHT Holdings, Inc | 4,210 | ||||||||
76,360 | e | Diamond Offshore Drilling, Inc | 1,971 | |||||||
1,652,786 | * | Diamondback Energy, Inc | 124,587 | |||||||
628,315 | *,e | DNO International ASA | 829 | |||||||
66,810 | * | Dorian LPG Ltd | 1,114 | |||||||
806,973 | Dragon Oil plc | 9,205 | ||||||||
175,177 | * | Dresser-Rand Group, Inc | 14,922 | |||||||
398,174 | *,e | Drillsearch Energy Ltd | 318 | |||||||
91,558 | * | Dril-Quip, Inc | 6,890 | |||||||
865 | * | Earthstone Energy, Inc | 17 | |||||||
127,588 | *,e | Eclipse Resources Corp | 671 |
65 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
10,050,253 | Ecopetrol S.A. | $ | 6,674 | |||||||
605,635 | Empresas COPEC S.A. | 6,432 | ||||||||
69,681 | e | Enbridge Income Fund | 1,926 | |||||||
1,026,844 | e | Enbridge, Inc | 48,021 | |||||||
1,678,678 | e | EnCana Corp | 18,507 | |||||||
77,574 | Enerflex Ltd | 838 | ||||||||
809,493 | Energen Corp | 55,288 | ||||||||
997,800 | Energy Absolute PCL (Foreign) | 693 | ||||||||
1,168,600 | Energy Earth PCL | 162 | ||||||||
118,273 | * | Energy Fuels, Inc | 526 | |||||||
1,440,178 | *,e | Energy Resources of Australia Ltd | 433 | |||||||
106,076 | e | Enerplus Resources Fund | 931 | |||||||
2,115,829 | ENI S.p.A. | 37,581 | ||||||||
702,357 | * | Enquest plc (London) | 472 | |||||||
105,877 | Ensco plc | 2,358 | ||||||||
147,707 | Ensign Energy Services, Inc | 1,447 | ||||||||
3,812,973 | n | EOG Resources, Inc | 333,826 | |||||||
55,866 | *,e | EP Energy Corp | 711 | |||||||
361,327 | EQT Corp | 29,390 | ||||||||
56,942 | *,e | Era Group, Inc | 1,166 | |||||||
49,895 | ERG S.p.A. | 599 | ||||||||
8,409 | * | Erin Energy Corp | 33 | |||||||
2,755 | * | Esso SA Francaise | 155 | |||||||
968,500 | * | Esso Thailand PCL (Foreign) | 182 | |||||||
74,654 | *,e | Etablissements Maurel et Prom | 556 | |||||||
87,855 | Euronav NV | 1,291 | ||||||||
52,199 | Evolution Petroleum Corp | 344 | ||||||||
998,754 | e | EXCO Resources, Inc | 1,179 | |||||||
27,073 | e | Exmar NV | 270 | |||||||
529,848 | e | Exterran Holdings, Inc | 17,300 | |||||||
269,277 | e | Exxaro Resources Ltd | 1,925 | |||||||
12,827,153 | d | Exxon Mobil Corp | 1,067,219 | |||||||
1,205,560 | e | Ezion Holdings Ltd | 916 | |||||||
733,408 | e | Ezra Holdings Ltd | 93 | |||||||
233,657 | * | Faroe Petroleum plc | 313 | |||||||
363,801 | * | FMC Technologies, Inc | 15,094 | |||||||
171,242 | *,e | FMSA Holdings, Inc | 1,402 | |||||||
1,821,306 | Formosa Petrochemical Corp | 4,676 | ||||||||
235,226 | * | Forum Energy Technologies, Inc | 4,770 | |||||||
387,904 | Frank’s International NV | 7,308 | ||||||||
31,070 | e | Fred Olsen Energy ASA | 216 | |||||||
188,569 | e | Freehold Royalty Trust | 2,437 | |||||||
345,369 | *,e | Frontline Ltd | 843 | |||||||
67,084 | Fugro NV | 1,477 | ||||||||
55,817 | *,e | FX Energy, Inc | 49 | |||||||
710,736 | Galp Energia SGPS S.A. | 8,366 | ||||||||
150,000 | e | GasLog Ltd | 2,992 | |||||||
203,144 | *,e | Gastar Exploration, Inc | 628 | |||||||
10,808,688 | Gazprom OAO (ADR) | 56,315 | ||||||||
87,478 | Gazpromneft OAO (ADR) | 1,056 | ||||||||
51,260 | Gaztransport Et Technigaz S.A. | 3,243 | ||||||||
9,290,000 | *,e | Genesis Energy Holdings Ltd | 244 |
66 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
39,068 | *,e | Geospace Technologies Corp | $ | 901 | ||||||
719,899 | e | Gibson Energy, Inc | 12,997 | |||||||
2,988 | *,e | Glori Energy, Inc | 4 | |||||||
140,256 | e | Golar LNG Ltd | 6,564 | |||||||
60,000 | * | Gran Tierra Energy, Inc | 179 | |||||||
117,532 | Great Eastern Shipping Co Ltd | 615 | ||||||||
143,755 | Green Plains Renewable Energy, Inc | 3,960 | ||||||||
213,072 | * | Grupa Lotos S.A. | 1,700 | |||||||
81,988 | GS Holdings Corp | 3,648 | ||||||||
131,044 | Gujarat Mineral Development Corp Ltd | 192 | ||||||||
60,277 | Gulf International Services OSC | 1,320 | ||||||||
31,358 | e | Gulf Island Fabrication, Inc | 350 | |||||||
942,945 | *,e | Gulf Keystone Petroleum Ltd | 548 | |||||||
187,509 | e | Gulfmark Offshore, Inc | 2,175 | |||||||
149,546 | * | Gulfport Energy Corp | 6,019 | |||||||
791,997 | *,e | Halcon Resources Corp | 919 | |||||||
59,451 | e | Hallador Petroleum Co | 496 | |||||||
2,586,212 | Halliburton Co | 111,388 | ||||||||
505 | Hankook Shell Oil Co Ltd | 220 | ||||||||
108,494 | *,e | Harvest Natural Resources, Inc | 190 | |||||||
453,343 | * | Helix Energy Solutions Group, Inc | 5,726 | |||||||
42,064 | Hellenic Petroleum S.A. | 204 | ||||||||
236,657 | Helmerich & Payne, Inc | 16,665 | ||||||||
1,030,839 | Hess Corp | 68,943 | ||||||||
727,000 | e | Hilong Holding Ltd | 210 | |||||||
92,868 | Hindustan Petroleum Corp Ltd | 1,063 | ||||||||
35,709 | e | Hoegh LNG Holdings Ltd | 569 | |||||||
732,524 | HollyFrontier Corp | 31,271 | ||||||||
1,737,000 | e | Honghua Group Ltd | 188 | |||||||
103,659 | *,e | Hornbeck Offshore Services, Inc | 2,128 | |||||||
127,594 | Hunting plc | 1,223 | ||||||||
438,865 | e | Husky Energy, Inc | 8,394 | |||||||
571,500 | * | Icon Offshore BHD | 65 | |||||||
13,994 | Idemitsu Kosan Co Ltd | 275 | ||||||||
700,720 | Imperial Oil Ltd | 27,069 | ||||||||
41,594 | *,e | Independence Contract Drilling, Inc | 369 | |||||||
1,706,259 | Inner Mongolia Yitai Coal Co | 2,450 | ||||||||
1,823,202 | Inpex Holdings, Inc | 20,695 | ||||||||
636,023 | e | Inter Pipeline Ltd | 14,615 | |||||||
866,548 | *,e | ION Geophysical Corp | 927 | |||||||
1,961,673 | * | Ipek Matbacilik Sanayi Ve Ticaret AS | 2,115 | |||||||
16,122,607 | IRPC PCL (Foreign) | 2,134 | ||||||||
2,440 | *,e | Isramco, Inc | 337 | |||||||
149,053 | Itochu Enex Co Ltd | 1,432 | ||||||||
6,100 | e | Japan Drilling Co Ltd | 176 | |||||||
90,800 | Japan Petroleum Exploration Co | 2,887 | ||||||||
967,455 | John Wood Group plc | 9,791 | ||||||||
71,789 | *,e | Jones Energy, Inc (Class A) | 650 | |||||||
2,877,448 | JX Holdings, Inc | 12,406 | ||||||||
211,403 | *,e | Karoon Gas Australia Ltd | 367 | |||||||
131,122 | * | Kelt Exploration Ltd | 886 | |||||||
636,603 | *,e | Key Energy Services, Inc | 1,146 |
67 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
505,947 | Keyera Corp | $ | 16,892 | |||||||
3,382,718 | Kinder Morgan, Inc | 129,863 | ||||||||
1,463,624 | * | KNM Group BHD | 240 | |||||||
56,568 | Koninklijke Vopak NV | 2,861 | ||||||||
263,601 | * | Kosmos Energy LLC | 2,222 | |||||||
281,000 | *,e | KrisEnergy Ltd | 94 | |||||||
1,313,381 | *,e | Laredo Petroleum Holdings, Inc | 16,522 | |||||||
161,031 | * | Legacy Oil & Gas, Inc | 312 | |||||||
431,729 | *,e | Liquefied Natural Gas Ltd | 1,265 | |||||||
29,097 | Lubelski Wegiel Bogdanka S.A. | 401 | ||||||||
1,026,654 | LUKOIL (ADR) | 45,234 | ||||||||
239,063 | *,e | Lundin Petroleum AB | 4,101 | |||||||
726,857 | *,e | Magnum Hunter Resources Corp | 1,359 | |||||||
2,024,699 | Marathon Oil Corp | 53,736 | ||||||||
1,848,276 | Marathon Petroleum Corp | 96,683 | ||||||||
327,556 | Markwest Energy Partners LP | 18,468 | ||||||||
2,178,444 | *,e | Matador Resources Co | 54,461 | |||||||
183,312 | * | Matrix Service Co | 3,351 | |||||||
100,688 | e | Maurel & Prom Nigeria | 313 | |||||||
793,009 | *,e | McDermott International, Inc | 4,235 | |||||||
1,146,760 | * | MEG Energy Corp | 18,730 | |||||||
165,176 | * | Memorial Resource Development Corp | 3,133 | |||||||
910,000 | MIE Holdings Corp | 136 | ||||||||
12,665 | * | Mitcham Industries, Inc | 53 | |||||||
39,500 | e | Modec, Inc | 605 | |||||||
64,177 | MOL Hungarian Oil and Gas plc | 3,284 | ||||||||
52,327 | Motor Oil Hellas Corinth Refineries S.A. | 475 | ||||||||
183,542 | e | Mullen Group Ltd | 2,999 | |||||||
532,783 | Murphy Oil Corp | 22,148 | ||||||||
4,204,149 | Nabors Industries Ltd | 60,666 | ||||||||
38,730 | * | Naphtha Israel Petroleum Corp Ltd | 252 | |||||||
459,314 | National Oilwell Varco, Inc | 22,176 | ||||||||
32,556 | * | Natural Gas Services Group, Inc | 743 | |||||||
430,378 | Navios Maritime Acq Corp | 1,545 | ||||||||
218,548 | Neste Oil Oyj | 5,575 | ||||||||
1,810,000 | e | New Zealand Oil & Gas Ltd | 675 | |||||||
53,811 | e | Newalta, Inc | 613 | |||||||
578,328 | * | Newfield Exploration Co | 20,889 | |||||||
13,978,000 | e | Newocean Energy Holdings Ltd | 6,488 | |||||||
245,214 | * | Newpark Resources, Inc | 1,994 | |||||||
164,500 | Nippon Coke & Engineering Co Ltd | 158 | ||||||||
26,700 | * | Nippon Gas Co Ltd | 836 | |||||||
667,075 | e | Noble Corp plc | 10,266 | |||||||
461,390 | Noble Energy, Inc | 19,692 | ||||||||
106,162 | e | Nordic American Offshore Ltd | 864 | |||||||
281,667 | e | Nordic American Tanker Shipping | 4,008 | |||||||
221,321 | e | North Atlantic Drilling Ltd | 263 | |||||||
33,496 | e | Northern Blizzard Resources, Inc | 209 | |||||||
177,220 | *,e | Northern Oil And Gas, Inc | 1,200 | |||||||
225,540 | NovaTek OAO (GDR) | 22,961 | ||||||||
317,182 | * | NuVista Energy Ltd | 1,699 | |||||||
611,019 | *,e | Oasis Petroleum, Inc | 9,685 |
68 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,738,496 | Occidental Petroleum Corp | $ | 135,203 | |||||||
138,843 | Ocean Yield ASA | 1,089 | ||||||||
497,527 | Oceaneering International, Inc | 23,180 | ||||||||
330,558 | Oil India Ltd | 2,317 | ||||||||
1,168,848 | * | Oil Refineries Ltd | 420 | |||||||
352,473 | Oil Search Ltd | 1,937 | ||||||||
168,747 | * | Oil States International, Inc | 6,282 | |||||||
62,577 | e | OMV AG. | 1,723 | |||||||
477,271 | Oneok, Inc | 18,843 | ||||||||
2,227,540 | * | Ophir Energy plc | 3,967 | |||||||
1,006,747 | Origin Energy Ltd | 9,292 | ||||||||
380,000 | Pacc Offshore Services Holdings Ltd | 123 | ||||||||
125,055 | *,e | Pacific Ethanol, Inc | 1,291 | |||||||
930,900 | e | Pacific Radiance Ltd | 362 | |||||||
473,767 | Pacific Rubiales Energy Corp (Toronto) | 1,787 | ||||||||
96,770 | * | Painted Pony Petroleum Ltd | 617 | |||||||
1,522,181 | *,e | Paladin Resources Ltd | 288 | |||||||
39,365 | Panhandle Oil and Gas, Inc (Class A) | 814 | ||||||||
58,811 | * | Par Petroleum Corp | 1,101 | |||||||
47,488 | * | Paramount Resources Ltd (Class A) | 1,091 | |||||||
169,608 | * | Parex Resources, Inc | 1,422 | |||||||
561,689 | * | Parker Drilling Co | 1,865 | |||||||
463,375 | e | Parkland Fuel Corp | 9,230 | |||||||
958,543 | *,e | Parsley Energy, Inc | 16,698 | |||||||
179,642 | Pason Systems, Inc | 3,215 | ||||||||
1,450,277 | Patterson-UTI Energy, Inc | 27,287 | ||||||||
5,122 | Paz Oil Co Ltd | 807 | ||||||||
210,662 | PBF Energy, Inc | 5,987 | ||||||||
139,534 | *,e | PDC Energy, Inc | 7,485 | |||||||
1,009,475 | e | Peabody Energy Corp | 2,211 | |||||||
617,291 | e | Pembina Pipeline Income Fund | 19,952 | |||||||
533,813 | e | Pengrowth Energy Trust | 1,333 | |||||||
188,721 | *,e | Penn Virginia Corp | 827 | |||||||
1,073,033 | e | Penn West Energy Trust | 1,847 | |||||||
1,691,480 | Perdana Petroleum BHD | 681 | ||||||||
367,199 | e | Petrofac Ltd | 5,343 | |||||||
5,358,076 | Petroleo Brasileiro S.A. | 24,179 | ||||||||
7,453,282 | Petroleo Brasileiro S.A. (Preference) | 30,469 | ||||||||
862,724 | e | Petroleum Geo-Services ASA | 4,641 | |||||||
916,559 | Petronas Dagangan BHD | 4,997 | ||||||||
246,543 | *,e | Petroquest Energy, Inc | 488 | |||||||
451,326 | e | Peyto Exploration & Development Corp | 11,032 | |||||||
42,478 | * | PHI, Inc | 1,275 | |||||||
929,127 | Phillips 66 | 74,850 | ||||||||
705,668 | * | Pioneer Energy Services Corp | 4,474 | |||||||
1,227,055 | n | Pioneer Natural Resources Co | 170,180 | |||||||
4,751,595 | Polish Oil & Gas Co | 8,343 | ||||||||
382,415 | Polski Koncern Naftowy Orlen S.A. | 7,511 | ||||||||
100,100 | *,m | Poseidon Concepts Corp | 1 | |||||||
177,569 | e | PrairieSky Royalty Ltd | 4,480 | |||||||
317,530 | e | Precision Drilling Trust | 2,136 | |||||||
494,406 | Premier Oil plc | 1,158 |
69 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
26,118 | *,e | Profire Energy, Inc | $ | 29 | ||||||
231,394 | e | ProSafe ASA | 802 | |||||||
18,445,700 | PT Benakat Petroleum Energy | 110 | ||||||||
2,553,000 | PT Elnusa | 92 | ||||||||
88,669,400 | * | PT Energi Mega Persada Tbk | 372 | |||||||
1,032,850 | * | PT Golden Eagle Energy Tbk | 140 | |||||||
3,699,800 | PT Harum Energy Indonesia Tbk | 306 | ||||||||
360,200 | PT Indo Tambangraya Megah | 346 | ||||||||
2,862,800 | PT Medco Energi Internasional Tbk | 586 | ||||||||
15,326,500 | * | PT Sugih Energy Tbk | 450 | |||||||
3,454,759 | PT Tambang Batubara Bukit Asam Tbk | 2,170 | ||||||||
887,800 | PTT Exploration & Production PCL (ADR) | 2,856 | ||||||||
4,235,684 | PTT Exploration & Production PCL (Foreign) | 13,625 | ||||||||
401,000 | PTT PCL (ADR) | 4,250 | ||||||||
3,209,319 | PTT PCL (Foreign) | 34,017 | ||||||||
339,900 | QGEP Participacoes S.A. | 740 | ||||||||
317,736 | Questar Market Resources, Inc | 5,881 | ||||||||
604,782 | * | Raging River Exploration, Inc | 4,227 | |||||||
301,837 | Range Resources Corp | 14,905 | ||||||||
2,446,444 | Reliance Industries Ltd | 38,386 | ||||||||
165,374 | * | Renewable Energy Group, Inc | 1,912 | |||||||
1,422,152 | e | Repsol YPF S.A. | 25,066 | |||||||
16,040 | *,e | Resolute Energy Corp | 15 | |||||||
139,465 | *,e | Rex Energy Corp | 780 | |||||||
725,000 | *,e | Rex International Holding Ltd | 126 | |||||||
43,123 | * | Rex Stores Corp | 2,744 | |||||||
105,883 | *,e | Rice Energy, Inc | 2,206 | |||||||
34,948 | *,e | RigNet, Inc | 1,068 | |||||||
57,744 | *,e | Ring Energy, Inc | 646 | |||||||
116,177 | * | RMP Energy Inc | 218 | |||||||
310,568 | *,e | Rockhopper Exploration plc | 325 | |||||||
259,594 | * | Rosetta Resources, Inc | 6,007 | |||||||
1,604,119 | Rosneft Oil Co (GDR) | 6,621 | ||||||||
511,986 | e | Rowan Cos plc | 10,808 | |||||||
6,842,290 | Royal Dutch Shell plc (A Shares) | 193,460 | ||||||||
3,581,687 | Royal Dutch Shell plc (B Shares) | 101,972 | ||||||||
913,830 | e | RPC, Inc | 12,638 | |||||||
3,461,239 | * | RSP Permian, Inc | 97,295 | |||||||
214,619 | *,e | Saipem S.p.A. | 2,268 | |||||||
80,000 | San-Ai Oil Co Ltd | 518 | ||||||||
141,750 | *,e | Sanchez Energy Corp | 1,389 | |||||||
1,886,845 | *,e | SandRidge Energy, Inc | 1,655 | |||||||
1,451,923 | Santos Ltd | 8,766 | ||||||||
4,058,718 | Sapurakencana Petroleum BHD | 2,535 | ||||||||
219,603 | * | Saras S.p.A. | 390 | |||||||
1,188,707 | Sasol Ltd | 44,017 | ||||||||
175,135 | *,e | SBM Offshore NV | 2,088 | |||||||
3,994,759 | Schlumberger Ltd | 344,308 | ||||||||
10,667 | e | Schoeller-Bleckmann Oilfield Equipment AG. | 647 | |||||||
814,600 | * | Scomi Energy Services BHD | 78 | |||||||
828,741 | Scorpio Tankers, Inc | 8,362 | ||||||||
66,473 | * | SEACOR Holdings, Inc | 4,716 |
70 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
148,892 | e | Seadrill Ltd | $ | 1,540 | ||||||
163,806 | e | Seadrill Ltd (Oslo Exchange) | 1,701 | |||||||
131,941 | e | Secure Energy Services, Inc | 1,350 | |||||||
229,763 | SemGroup Corp | 18,262 | ||||||||
972,670 | *,e | Senex Energy Ltd | 210 | |||||||
50 | *,m | Serval Integrated Energy Services | 0 | ^ | ||||||
49,331 | *,e | Seven Generations Energy Ltd | 645 | |||||||
458,714 | *,e | Seventy Seven Energy, Inc | 1,968 | |||||||
241,600 | * | Shandong Molong Petroleum Machinery Co Ltd | 140 | |||||||
97,042 | * | Shanxi Guoxin Energy Corp Ltd | 162 | |||||||
64,622 | ShawCor Ltd | 1,893 | ||||||||
39,200 | Shinko Plantech Co Ltd | 346 | ||||||||
158,824 | e | Ship Finance International Ltd | 2,592 | |||||||
82,958 | e | Showa Shell Sekiyu KK | 725 | |||||||
1,133,800 | Siamgas & Petrochemicals PCL (Foreign) | 368 | ||||||||
91,000 | Sinanen Co Ltd | 358 | ||||||||
796,000 | Sinopec Kantons Holdings Ltd | 621 | ||||||||
123,590 | SK Energy Co Ltd | 13,475 | ||||||||
20,426 | SK Gas Co Ltd | 1,677 | ||||||||
186,948 | Soco International plc | 516 | ||||||||
60,787 | S-Oil Corp | 3,674 | ||||||||
1,560,381 | * | Southwestern Energy Co | 35,467 | |||||||
245,277 | *,e | Spartan Energy Corp | 605 | |||||||
455,470 | Spectra Energy Corp | 14,848 | ||||||||
822,000 | e | SPT Energy Group, Inc | 149 | |||||||
159,264 | St. Mary Land & Exploration Co | 7,345 | ||||||||
6,061,302 | Statoil ASA | 108,394 | ||||||||
160,177 | *,e | Stone Energy Corp | 2,017 | |||||||
419,747 | e | Subsea 7 S.A. | 4,106 | |||||||
1,768,311 | Suncor Energy, Inc | 48,703 | ||||||||
1,395,401 | Superior Energy Services | 29,359 | ||||||||
262,956 | e | Surge Energy, Inc | 745 | |||||||
2,442,852 | Surgutneftegaz (ADR) | 14,432 | ||||||||
284,500 | Surgutneftegaz (ADR) (London) | 1,676 | ||||||||
119,480 | *,e | Swift Energy Co | 243 | |||||||
283,438 | * | Synergy Resources Corp | 3,240 | |||||||
309,207 | Targa Resources Investments, Inc | 27,587 | ||||||||
466,180 | Tatneft (GDR) | 14,927 | ||||||||
365,772 | Technip S.A. | 22,668 | ||||||||
198,139 | e | Tecnicas Reunidas S.A. | 10,208 | |||||||
90,162 | Teekay Corp | 3,861 | ||||||||
257,902 | e | Teekay Tankers Ltd (Class A) | 1,705 | |||||||
114,008 | e | Tenaris S.A. | 1,538 | |||||||
100,807 | e | Tesco Corp | 1,099 | |||||||
402,607 | Tesoro Corp | 33,984 | ||||||||
144,222 | Tethys Oil AB | 966 | ||||||||
438,310 | * | Tetra Technologies, Inc | 2,796 | |||||||
363,777 | e | TGS Nopec Geophysical Co ASA | 8,498 | |||||||
1,580,257 | Thai Oil PCL (Foreign) | 2,567 | ||||||||
169,534 | e | Tidewater, Inc | 3,853 | |||||||
110,966 | TMK OAO (GDR) | 476 | ||||||||
257,848 | e | TonenGeneral Sekiyu KK | 2,398 |
71 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
85,031 | e | TORC Oil & Gas Ltd | $ | 592 | ||||||
54,377 | Total Energy Services, Inc | 664 | ||||||||
3,938,815 | Total S.A. | 193,203 | ||||||||
281,442 | * | Tourmaline Oil Corp | 8,455 | |||||||
105,000 | Toyo Kanetsu K K | 190 | ||||||||
94,933 | *,e | TransAtlantic Petroleum Ltd | 485 | |||||||
1,711,770 | e | TransCanada Corp | 69,567 | |||||||
263,252 | e | TransGlobe Energy Corp | 1,050 | |||||||
94,812 | e | Transocean Ltd | 1,537 | |||||||
190,547 | *,e | Triangle Petroleum Corp | 957 | |||||||
169,320 | Trican Well Service Ltd | 563 | ||||||||
246,337 | e | Trilogy Energy Corp | 1,114 | |||||||
133,953 | e | Trinidad Drilling Ltd | 433 | |||||||
754,982 | Tullow Oil plc | 4,035 | ||||||||
390,126 | Tupras Turkiye Petrol Rafine | 9,883 | ||||||||
429,077 | *,e | Ultra Petroleum Corp | 5,372 | |||||||
600,793 | Ultrapar Participacoes S.A. | 12,696 | ||||||||
184,643 | *,e | Unit Corp | 5,008 | |||||||
233,866 | * | Uranium Energy Corp | 372 | |||||||
180,149 | e | US Silica Holdings Inc | 5,289 | |||||||
123,170 | * | Vaalco Energy, Inc | 264 | |||||||
2,560,296 | Valero Energy Corp | 160,275 | ||||||||
526,553 | *,e | Vantage Drilling Co | 100 | |||||||
145,929 | e | Veresen, Inc | 1,973 | |||||||
153,968 | e | Vermilion Energy, Inc | 6,651 | |||||||
21,144 | *,e | Vertex Energy, Inc | 50 | |||||||
225,380 | e | W&T Offshore, Inc | 1,235 | |||||||
4,657,840 | Wah Seong Corp BHD | 1,703 | ||||||||
2,031,208 | * | Weatherford International Ltd | 24,923 | |||||||
162,313 | e | Western Energy Services Corp | 752 | |||||||
328,718 | Western Refining, Inc | 14,339 | ||||||||
48,133 | *,e | Westmoreland Coal Co | 1,000 | |||||||
455,290 | e | Whitecap Resources, Inc | 4,804 | |||||||
675,199 | *,e | Whitehaven Coal Ltd | 683 | |||||||
533,932 | * | Whiting Petroleum Corp | 17,940 | |||||||
3,153,886 | Williams Cos, Inc | 181,002 | ||||||||
782,000 | Wison Engineering Services Co Ltd | 221 | ||||||||
1,698,977 | Woodside Petroleum Ltd | 44,830 | ||||||||
160,025 | World Fuel Services Corp | 7,673 | ||||||||
36,967 | e | WorleyParsons Ltd | 297 | |||||||
1,101,940 | * | WPX Energy, Inc | 13,532 | |||||||
4,860,000 | *,e | Yanchang Petroleum International Ltd | 197 | |||||||
2,850,861 | e | Yanzhou Coal Mining Co Ltd | 2,228 | |||||||
70,659 | * | YPF S.A. (ADR) (Class D) | 1,938 | |||||||
628,694 | Z Energy Ltd | 2,492 | ||||||||
TOTAL ENERGY | 8,481,284 | |||||||||
FOOD & STAPLES RETAILING - 1.8% | ||||||||||
1,322,700 | 7-Eleven Malaysia Holdings BHD | 561 | ||||||||
161,626 | Aeon Co Ltd | 2,293 | ||||||||
18,800 | Ain Pharmaciez Inc | 872 | ||||||||
14,852 | Al Meera Consumer Goods Co | 1,027 |
72 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,015,345 | Alimentation Couche Tard, Inc | $ | 43,435 | |||||||
330,936 | Almacenes Exito S.A. | 2,886 | ||||||||
127,699 | Andersons, Inc | 4,980 | ||||||||
133,879 | Arcs Co Ltd | 2,916 | ||||||||
265,239 | Axfood AB | 4,234 | ||||||||
8,300 | Belc Co Ltd | 259 | ||||||||
28,164 | BGF retail Co Ltd | 4,035 | ||||||||
241,997 | BIM Birlesik Magazalar AS | 4,334 | ||||||||
27,122 | Bizim Toptan Satis Magazalari AS | 130 | ||||||||
3,395,423 | Booker Group plc | 8,978 | ||||||||
594,344 | * | Carrefour S.A. | 19,098 | |||||||
103,332 | Casey’s General Stores, Inc | 9,893 | ||||||||
73,490 | Casino Guichard Perrachon S.A. | 5,578 | ||||||||
60,300 | Cawachi Ltd | 907 | ||||||||
5,160,250 | Centros Comerciales Sudamericanos S.A. | 12,416 | ||||||||
50,113 | *,e | Chefs’ Warehouse Holdings, Inc | 1,064 | |||||||
2,061,655 | China Resources Enterprise | 6,640 | ||||||||
269,006 | Cia Brasileira de Distribuicao Grupo Pao de Acucar | 6,342 | ||||||||
14,034 | CJ Freshway Corp | 680 | ||||||||
230,089 | Clicks Group Ltd | 1,702 | ||||||||
16,560 | Cocokara Fine Holdings, Inc | 570 | ||||||||
38,799 | Colruyt S.A. | 1,740 | ||||||||
1,011,112 | Controladora Comercial Mexicana S.A. de C.V. | 3,179 | ||||||||
7,299,800 | Cosco Capital, Inc | 1,262 | ||||||||
8,900 | Cosmos Pharmaceutical Corp | 1,208 | ||||||||
1,554,826 | Costco Wholesale Corp | 209,995 | ||||||||
4,847,209 | CP Seven Eleven PCL (Foreign) | 6,627 | ||||||||
21,700 | Create SD Holdings Co Ltd | 1,001 | ||||||||
5,308,546 | CVS Corp | 556,760 | ||||||||
13,000 | Daikokutenbussaan Co Ltd | 501 | ||||||||
394,022 | Delhaize Group | 32,049 | ||||||||
201,463 | *,e | Diplomat Pharmacy, Inc | 9,015 | |||||||
251,253 | Distribuidora Internacional de Alimentacion S.A. | 1,925 | ||||||||
52,521 | Dongsuh Co, Inc | 1,801 | ||||||||
44,117 | E-Mart Co Ltd | 9,132 | ||||||||
69,508 | Empire Co Ltd | 4,896 | ||||||||
83,387 | Eurocash S.A. | 828 | ||||||||
56,653 | *,e | Fairway Group Holdings Corp | 202 | |||||||
131,491 | FamilyMart Co Ltd | 6,047 | ||||||||
116,965 | *,e | Fresh Market, Inc | 3,759 | |||||||
59,144 | George Weston Ltd | 4,646 | ||||||||
337,234 | Greggs plc | 6,264 | ||||||||
15,160 | e | Growell Holdings Co Ltd | 692 | |||||||
706,713 | e | Grupo Comercial Chedraui S.a. DE C.V. | 2,007 | |||||||
9,928 | GS Retail Co Ltd | 415 | ||||||||
109,700 | Heiwado Co Ltd | 2,725 | ||||||||
41,042 | Hyundai Greenfood Co Ltd | 776 | ||||||||
329,601 | e | ICA Gruppen AB | 11,693 | |||||||
3,032 | * | Indiabulls Wholesale Service | 1 | |||||||
36,836 | Ingles Markets, Inc (Class A) | 1,760 | ||||||||
3,500 | Itochu-Shokuhin Co Ltd | 121 | ||||||||
2,533,485 | e | J Sainsbury plc | 10,546 |
73 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
141,730 | Jean Coutu Group PJC, Inc | $ | 2,633 | |||||||
582,763 | Jeronimo Martins SGPS S.A. | 7,514 | ||||||||
19,900 | Kato Sangyo Co Ltd | 466 | ||||||||
176,870 | Kesko Oyj (B Shares) | 6,159 | ||||||||
8,400 | *,e | Kobe Bussan Co Ltd | 449 | |||||||
2,222,800 | Koninklijke Ahold NV | 41,728 | ||||||||
2,912,756 | Kroger Co | 211,204 | ||||||||
13,800 | Kusuri No Aoki Co Ltd | 611 | ||||||||
414,914 | Lawson, Inc | 28,393 | ||||||||
24,000 | * | Lenta Ltd | 179 | |||||||
53,000 | * | Lenta Ltd (ADR) | 395 | |||||||
210,852 | * | Lenta Ltd (GDR) | 1,571 | |||||||
1,723,000 | *,e | Lianhua Supermarket Holdings Co Ltd | 1,178 | |||||||
43,689 | e | Liberator Medical Holdings, Inc | 99 | |||||||
68,743 | e | Liquor Stores Income Fund | 785 | |||||||
224,101 | e | Loblaw Cos Ltd | 11,318 | |||||||
407,696 | Magnit OAO (GDR) | 22,678 | ||||||||
61,916 | Majestic Wine plc | 379 | ||||||||
117,785 | MARR S.p.A. | 2,089 | ||||||||
111,150 | e | Massmart Holdings Ltd | 1,368 | |||||||
35,000 | Matsumotokiyoshi Holdings Co Ltd | 1,615 | ||||||||
3,568,157 | e | Metcash Ltd | 3,036 | |||||||
277,900 | Metro AG. | 8,777 | ||||||||
556,315 | Metro, Inc | 14,930 | ||||||||
57,700 | Ministop Co Ltd | 1,000 | ||||||||
25,206 | *,e | Natural Grocers by Vitamin C | 621 | |||||||
108,865 | e | North West Co Fund | 2,158 | |||||||
45,000 | e | Okuwa Co Ltd | 380 | |||||||
235,000 | e | Olam International Ltd | 328 | |||||||
417,014 | Pick’n Pay Holdings Ltd | 896 | ||||||||
523,865 | e | Pick’n Pay Stores Ltd | 2,475 | |||||||
639,980 | President Chain Store Corp | 4,499 | ||||||||
50,193 | e | Pricesmart, Inc | 4,580 | |||||||
993,300 | PT Matahari Putra Prima Tbk | 219 | ||||||||
22,000,000 | PT Modern Internasional Tbk | 724 | ||||||||
221,653 | Raia Drogasil S.A. | 2,857 | ||||||||
20,953 | Rallye S.A. | 631 | ||||||||
5,662 | Rami Levi Chain Stores Hashikma Marketing 2006 Ltd | 247 | ||||||||
3,207,991 | * | Rite Aid Corp | 26,787 | |||||||
3,654,280 | Robinsons Retail Holdings, Inc | 6,034 | ||||||||
100,513 | *,e | Roundy’s, Inc | 326 | |||||||
9,979 | Ryoshoku Ltd | 223 | ||||||||
15,900 | San-A Co Ltd | 704 | ||||||||
699,197 | Seven & I Holdings Co Ltd | 30,013 | ||||||||
2,180,500 | Sheng Siong Group Ltd | 1,343 | ||||||||
734,216 | Shoprite Holdings Ltd | 10,465 | ||||||||
66,106 | Shufersal Ltd | 157 | ||||||||
138,828 | * | Smart & Final Stores, Inc | 2,481 | |||||||
825,444 | Sonae SPGS S.A. | 1,085 | ||||||||
392,095 | e | Spar Group Ltd | 6,112 | |||||||
180,399 | Spartan Stores, Inc | 5,870 | ||||||||
896,489 | * | Sprouts Farmers Market, Inc | 24,187 |
74 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
37,500 | Sugi Pharmacy Co Ltd | $ | 1,913 | |||||||
7,409,883 | e | Sun Art Retail Group Ltd | 6,672 | |||||||
48,600 | Sundrug Co Ltd | 2,894 | ||||||||
1,138,548 | * | Supervalu, Inc | 9,211 | |||||||
937,641 | Sysco Corp | 33,849 | ||||||||
560,000 | Taiwan TEA Corp | 285 | ||||||||
7,884,115 | Tesco plc | 26,268 | ||||||||
47,976 | Tsuruha Holdings, Inc | 3,732 | ||||||||
146,918 | * | United Natural Foods, Inc | 9,356 | |||||||
140,100 | * | United Super Markets Holdings, Inc | 1,206 | |||||||
743,700 | UNY Co Ltd | 4,756 | ||||||||
129,800 | Valor Co Ltd | 3,249 | ||||||||
19,772 | Village Super Market (Class A) | 627 | ||||||||
2,415,351 | Walgreens Boots Alliance, Inc | 203,952 | ||||||||
5,968,596 | Wal-Mart de Mexico SAB de C.V. | 14,518 | ||||||||
3,770,111 | Wal-Mart Stores, Inc | 267,414 | ||||||||
40,042 | e | Weis Markets, Inc | 1,688 | |||||||
1,440,518 | Wesfarmers Ltd | 43,321 | ||||||||
737,539 | e | Whole Foods Market, Inc | 29,089 | |||||||
2,614,442 | e | WM Morrison Supermarkets plc | 7,422 | |||||||
1,441,770 | Woolworths Ltd | 29,959 | ||||||||
520,799 | * | Wumart Stores, Inc | 369 | |||||||
293,955 | * | X 5 Retail Group NV (GDR) | 4,891 | |||||||
16,000 | Yaoko Co Ltd | 743 | ||||||||
36,700 | Yokohama Reito Co Ltd | 286 | ||||||||
TOTAL FOOD & STAPLES RETAILING | 2,254,029 | |||||||||
FOOD, BEVERAGE & TOBACCO - 4.7% | ||||||||||
107,850 | *,e | 22nd Century Group, Inc | 101 | |||||||
28,844 | AarhusKarlshamn AB | 1,708 | ||||||||
22,549 | * | Advanta Ltd | 161 | |||||||
49,275 | e | AGT Food & Ingredients, Inc | 1,251 | |||||||
298,626 | Agthia Group PJSC | 604 | ||||||||
969,885 | Ajinomoto Co, Inc | 20,974 | ||||||||
9,277 | e | Alico, Inc | 421 | |||||||
7,439,805 | Altria Group, Inc | 363,881 | ||||||||
8,345,608 | AMBEV S.A. | 51,269 | ||||||||
40,469 | Amsterdam Commodities NV | 1,024 | ||||||||
234,022 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 2,111 | ||||||||
477,875 | Anheuser-Busch InBev NV | 57,508 | ||||||||
65,017 | e | Anheuser-Busch InBev NV (ADR) | 7,846 | |||||||
2,974 | *,m | Anheuser-Busch InBev NV (Strip VVPR) | 0 | ^ | ||||||
333,500 | Anhui Gujing Distillery Co Ltd | 1,308 | ||||||||
320,407 | * | AquaChile S.A. | 154 | |||||||
5,429 | * | Arcadia Biosciences, Inc | 35 | |||||||
2,202,614 | Archer Daniels Midland Co | 106,210 | ||||||||
18,100 | Ariake Japan Co Ltd | 741 | ||||||||
15,728 | Aryzta AG. | 774 | ||||||||
437,944 | Asahi Breweries Ltd | 13,908 | ||||||||
2,020,393 | Associated British Foods plc | 91,043 | ||||||||
85,518 | Astral Foods Ltd | 1,132 |
75 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
29,624 | Atria Group plc | $ | 302 | |||||||
139,000 | Ausnutria Dairy Corp Ltd | 54 | ||||||||
236,861 | Austevoll Seafood ASA | 1,238 | ||||||||
367,676 | *,e | Australian Agricultural Co Ltd | 350 | |||||||
855,517 | AVI Ltd | 5,730 | ||||||||
153,669 | e | B&G Foods, Inc (Class A) | 4,384 | |||||||
127,356 | Bakkafrost P | 3,396 | ||||||||
2,017 | Barry Callebaut AG. | 2,298 | ||||||||
108,482 | e | Bega Cheese Ltd | 362 | |||||||
32,027 | *,e | Belvedere S.A. | 710 | |||||||
4,951 | Binggrae Co Ltd | 375 | ||||||||
166,799 | e | Biostime Internatonal Holdings Ltd | 488 | |||||||
24,264 | Bonduelle S.C.A. | 616 | ||||||||
22,897 | *,e | Boston Beer Co, Inc (Class A) | 5,312 | |||||||
207,713 | *,e | Boulder Brands, Inc | 1,442 | |||||||
540,700 | Boustead Plantations BHD | 201 | ||||||||
1,316,048 | BRF S.A. | 27,802 | ||||||||
275,848 | British American Tobacco Malaysia BHD | 4,529 | ||||||||
3,874,526 | British American Tobacco plc | 208,614 | ||||||||
6,832,439 | Britvic plc | 76,979 | ||||||||
19,931 | Brown-Forman Corp | 2,221 | ||||||||
399,946 | Brown-Forman Corp (Class B) | 40,067 | ||||||||
337,600 | e | Bumitama Agri Ltd | 248 | |||||||
622,296 | Bunge Ltd | 54,638 | ||||||||
334,179 | C&C Group plc | 1,310 | ||||||||
40,473 | Calavo Growers, Inc | 2,102 | ||||||||
86,974 | Calbee, Inc | 3,664 | ||||||||
98,417 | e | Cal-Maine Foods, Inc | 5,137 | |||||||
353,475 | e | Campbell Soup Co | 16,843 | |||||||
168,300 | Carabao Group PCL | 216 | ||||||||
37,186 | Carlsberg AS (Class B) | 3,369 | ||||||||
301,800 | Carlsberg Brewery-Malay BHD | 999 | ||||||||
162,152 | * | Castle Brands, Inc | 225 | |||||||
2,524,300 | * | Century Pacific Food, Inc | 1,024 | |||||||
651,000 | Changshouhua Food Co Ltd | 445 | ||||||||
2,203,400 | Charoen Pokphand Foods PCL | 1,563 | ||||||||
3,129,611 | e | China Agri-Industries Holdings Ltd | 1,781 | |||||||
7,028,296 | e | China Huishan Dairy Holdings Co Ltd | 1,604 | |||||||
699,000 | * | China Huiyuan Juice Group Ltd | 383 | |||||||
1,987,360 | China Mengniu Dairy Co Ltd | 9,909 | ||||||||
2,993,000 | e | China Modern Dairy Holdings | 1,076 | |||||||
1,237,000 | *,e | China Yurun Food Group Ltd | 471 | |||||||
339,731 | Cia Cervecerias Unidas S.A. | 3,606 | ||||||||
9,135 | CJ CheilJedang Corp | 3,609 | ||||||||
20,100 | Clearwater Seafoods, Inc | 197 | ||||||||
219,978 | * | Cloetta AB | 666 | |||||||
265,546 | Clover Industries Ltd | 384 | ||||||||
565,847 | Coca-Cola Amatil Ltd | 3,991 | ||||||||
21,292 | e | Coca-Cola Bottling Co Consolidated | 3,217 | |||||||
259,698 | e | Coca-Cola Central Japan Co Ltd | 4,802 | |||||||
9,844,443 | Coca-Cola Co | 386,197 | ||||||||
380,882 | Coca-Cola Embonor S.A. | 638 |
76 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
1,200,076 | Coca-Cola Enterprises, Inc | $ | 52,131 | |||||||
1,184,220 | e | Coca-Cola Femsa S.A. de C.V. | 9,401 | |||||||
92,960 | e | Coca-Cola Femsa SAB de C.V. (ADR) | 7,386 | |||||||
185,362 | Coca-Cola HBC AG. | 3,978 | ||||||||
219,599 | Coca-Cola Icecek AS | 3,654 | ||||||||
254,400 | Coca-Cola West Japan Co Ltd | 4,592 | ||||||||
804,600 | *,e | Cofco International Ltd | 492 | |||||||
1,813,310 | e | ConAgra Foods, Inc | 79,278 | |||||||
677,098 | n | Constellation Brands, Inc (Class A) | 78,557 | |||||||
58,140 | Corbion NV | 1,153 | ||||||||
127,949 | Cott Corp | 1,251 | ||||||||
25,297 | * | Craft Brewers Alliance, Inc | 280 | |||||||
3,580 | Crown Confectionery Co Ltd | 2,054 | ||||||||
2,768 | Dae Han Flour Mills Co Ltd | 558 | ||||||||
42,052 | Daesang Corp | 1,338 | ||||||||
135,083 | e | Dairy Crest Group plc | 1,131 | |||||||
684,187 | * | Darling International, Inc | 10,030 | |||||||
286,461 | Davide Campari-Milano S.p.A. | 2,181 | ||||||||
848,691 | Dean Foods Co | 13,723 | ||||||||
381,373 | *,e | Deoleo S.A. | 168 | |||||||
234,477 | Devro plc | 1,116 | ||||||||
2,504,273 | Diageo plc | 72,523 | ||||||||
325,304 | * | Diamond Foods, Inc | 10,208 | |||||||
4,093 | Dongwon F&B Co Ltd | 1,384 | ||||||||
1,259 | Dongwon Industries Co Ltd | 336 | ||||||||
1,050,083 | Dr Pepper Snapple Group, Inc | 76,551 | ||||||||
7,700 | Dydo Drinco, Inc | 335 | ||||||||
1,214,000 | *,e,m | Dynasty Fine Wines Group Ltd | 2 | |||||||
68,300 | e | Ebro Puleva S.A. | 1,323 | |||||||
820,930 | Embotelladora Andina S.A. | 2,776 | ||||||||
896,033 | Embotelladoras Arca SAB de C.V. | 5,091 | ||||||||
5,282 | e | Emmi AG. | 1,699 | |||||||
60,500 | Ezaki Glico Co Ltd | 3,005 | ||||||||
19,532 | * | Farmer Bros Co | 459 | |||||||
9,089 | * | Farmsco | 157 | |||||||
2,330,099 | Felda Global Ventures Holdings BHD | 1,005 | ||||||||
70,772 | Fevertree Drinks plc | 318 | ||||||||
881,800 | e | First Resources Ltd | 1,335 | |||||||
351,437 | Flowers Foods, Inc | 7,433 | ||||||||
3,031,130 | Fomento Economico Mexicano S.A. de C.V. | 26,993 | ||||||||
133,250 | e | Fonterra Shareholders’ Fund | 433 | |||||||
91,372 | Fresh Del Monte Produce, Inc | 3,532 | ||||||||
47,392 | *,e | Freshpet, Inc | 881 | |||||||
65,173 | Fuji Oil Co Ltd | 1,142 | ||||||||
16,832 | Fujicco Co Ltd | 341 | ||||||||
116,000 | Fujiya Co Ltd | 184 | ||||||||
1,918,072 | General Mills, Inc | 106,875 | ||||||||
219,214 | Genting Plantations BHD | 576 | ||||||||
1,877,700 | GFPT PCL (Foreign) | 665 | ||||||||
188,118 | Glanbia plc | 3,694 | ||||||||
8,450 | GlaxoSmithKline Consumer Healthcare Ltd | 832 | ||||||||
11,901,954 | e | Golden Agri-Resources Ltd | 3,624 |
77 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
188,601 | GrainCorp Ltd-A | $ | 1,242 | |||||||
2,505,272 | Great Wall Enterprise Co | 1,766 | ||||||||
512,689 | Greencore Group plc | 2,529 | ||||||||
672,359 | Groupe Danone | 43,552 | ||||||||
891,900 | Gruma SAB de C.V. | 11,461 | ||||||||
2,681,943 | e | Grupo Bimbo S.A. de C.V. (Series A) | 6,938 | |||||||
681,445 | e | Grupo Herdez SAB de C.V. | 1,745 | |||||||
1,864,700 | Grupo Lala SAB de C.V. | 3,890 | ||||||||
322,114 | * | Hain Celestial Group, Inc | 21,214 | |||||||
27,493 | * | Harim & Co Ltd | 117 | |||||||
118,251 | Heineken Holding NV | 8,288 | ||||||||
420,242 | Heineken NV | 31,950 | ||||||||
306,912 | Hershey Co | 27,263 | ||||||||
291,500 | Hey Song Corp | 344 | ||||||||
18,166 | High Liner Foods, Inc | 329 | ||||||||
28,455 | Hite Holdings Co Ltd | 364 | ||||||||
124,191 | HKScan Oyj | 738 | ||||||||
19,700 | Hokuto Corp | 404 | ||||||||
943,000 | g | Honworld Group Ltd | 657 | |||||||
453,839 | Hormel Foods Corp | 25,583 | ||||||||
62,752 | House Foods Corp | 1,193 | ||||||||
477,200 | Ichitan Group PCL | 281 | ||||||||
444,935 | Illovo Sugar Ltd | 539 | ||||||||
38,080,000 | *,e | Imperial Pacific International Holdings Ltd | 1,523 | |||||||
929,343 | Imperial Tobacco Group plc | 44,759 | ||||||||
407,778 | Indofood Agri Resources Ltd | 212 | ||||||||
1,232,577 | Indofood CBP Sukses Makmur Tbk | 1,150 | ||||||||
351,800 | Industrias Bachoco SAB de C.V. | 1,593 | ||||||||
412,204 | e | Ingredion, Inc | 32,898 | |||||||
52,964 | *,e | Inventure Foods, Inc | 538 | |||||||
7,293,083 | IOI Corp BHD | 7,848 | ||||||||
3,649,581 | ITC Ltd | 18,039 | ||||||||
57,200 | e | Ito En Ltd | 1,200 | |||||||
405,000 | e | Itoham Foods, Inc | 2,182 | |||||||
68,446 | J&J Snack Foods Corp | 7,575 | ||||||||
172,783 | J.M. Smucker Co | 18,731 | ||||||||
2,160,777 | Japan Tobacco, Inc | 76,814 | ||||||||
378,000 | *,e | Japfa Ltd | 111 | |||||||
2,500,993 | JBS S.A. | 13,160 | ||||||||
27,122 | Jinro Ltd | 549 | ||||||||
40,697 | John B. Sanfilippo & Son, Inc | 2,112 | ||||||||
282,000 | J-Oil Mills, Inc | 966 | ||||||||
630,238 | Juhayna Food Industries | 702 | ||||||||
73,673 | e | Kagome Co Ltd | 1,187 | |||||||
11,000 | Kameda Seika Co Ltd | 426 | ||||||||
630,900 | Kaset Thai International Sugar Corp PCL | 159 | ||||||||
525,841 | Kellogg Co | 32,970 | ||||||||
132,669 | Kernel Holding S.A. | 1,332 | ||||||||
606,434 | Kerry Group plc (Class A) | 44,986 | ||||||||
402,461 | e | Keurig Green Mountain, Inc | 30,841 | |||||||
18,400 | KEY Coffee, Inc | 308 | ||||||||
2,357,000 | Khon Kaen Sugar Industry PCL | 313 |
78 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
28,671 | Kikkoman Corp | $ | 895 | |||||||
164,600 | Kim Loong Resources BHD | 121 | ||||||||
291,590 | Kirin Brewery Co Ltd | 4,016 | ||||||||
304,207 | Koninklijke Wessanen NV | 2,677 | ||||||||
2,782,341 | Kraft Foods Group, Inc | 236,888 | ||||||||
43,621 | * | KRBL Ltd | 112 | |||||||
290,495 | KT&G Corp | 24,715 | ||||||||
504,295 | Kuala Lumpur Kepong BHD | 2,856 | ||||||||
3,060 | KWS Saat AG. | 1,018 | ||||||||
96,744 | La Doria S.p.A | 1,294 | ||||||||
118,177 | e | Lancaster Colony Corp | 10,736 | |||||||
133,152 | Lance, Inc | 4,297 | ||||||||
71,191 | * | Landec Corp | 1,027 | |||||||
79,393 | Leroy Seafood Group ASA | 2,586 | ||||||||
1,965,000 | *,e | Leyou Technologies Holdings Ltd | 380 | |||||||
1,100,987 | Lien Hwa Industrial Corp | 773 | ||||||||
14,432 | * | Lifeway Foods, Inc | 277 | |||||||
32,766 | e | Limoneira Co | 728 | |||||||
178 | Lindt & Spruengli AG. | 941 | ||||||||
25 | Lindt & Spruengli AG. (Registered) | 1,565 | ||||||||
572 | Lotte Chilsung Beverage Co Ltd | 1,361 | ||||||||
830 | Lotte Confectionery Co Ltd | 1,445 | ||||||||
2,632 | Lotte Samkang Co Ltd | 2,138 | ||||||||
35,346 | M Dias Branco S.A. | 932 | ||||||||
5,767 | Maeil Dairy Industry Co Ltd | 204 | ||||||||
512,600 | Malayan Flour Mills BHD | 185 | ||||||||
116,711 | Maple Leaf Foods, Inc | 2,214 | ||||||||
240,100 | * | Marfrig Global Foods S.A. | 439 | |||||||
87,000 | Marudai Food Co Ltd | 325 | ||||||||
39,100 | Maruha Nichiro Corp | 632 | ||||||||
276,811 | McCormick & Co, Inc | 22,408 | ||||||||
63,473 | McLeod Russel India Ltd | 226 | ||||||||
725,230 | Mead Johnson Nutrition Co | 65,430 | ||||||||
140,100 | Megmilk Snow Brand Co Ltd | 1,796 | ||||||||
106,577 | MEIJI Holdings Co Ltd | 13,752 | ||||||||
31,272 | Mgp Ingredients, Inc | 526 | ||||||||
92,000 | * | Minerva S.A. | 340 | |||||||
252,000 | Mitsui Sugar Co Ltd | 1,004 | ||||||||
347,232 | Molson Coors Brewing Co (Class B) | 24,240 | ||||||||
6,038,663 | Mondelez International, Inc | 248,431 | ||||||||
1,436,207 | * | Monster Beverage Corp | 192,480 | |||||||
230,302 | Morinaga & Co Ltd | 986 | ||||||||
165,000 | Morinaga Milk Industry Co Ltd | 605 | ||||||||
13,073 | * | Muhak Co Ltd | 740 | |||||||
521,000 | Namchow Chemical Industrial Ltd | 1,140 | ||||||||
323 | Namyang Dairy Products Co Ltd | 202 | ||||||||
60,071 | * | National Beverage Corp | 1,351 | |||||||
6,349 | e | Naturex | 441 | |||||||
33,266 | Nestle India Ltd | 3,318 | ||||||||
4,490,684 | Nestle S.A. | 324,006 | ||||||||
392,000 | Nichirei Corp | 2,705 | ||||||||
261,000 | Nippon Beet Sugar Manufacturing Co Ltd | 431 |
79 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
122,000 | Nippon Flour Mills Co Ltd | $ | 738 | |||||||
524,705 | Nippon Meat Packers, Inc | 11,966 | ||||||||
964,066 | Nippon Suisan Kaisha Ltd | 2,755 | ||||||||
398,000 | Nisshin Oillio Group Ltd | 1,632 | ||||||||
65,507 | Nisshin Seifun Group, Inc | 871 | ||||||||
14,773 | Nissin Food Products Co Ltd | 647 | ||||||||
2,766 | Nong Shim Co Ltd | 719 | ||||||||
1,495 | Nong Shim Holdings Co Ltd | 174 | ||||||||
6,267 | Nong Woo Bio Co Ltd | 147 | ||||||||
93,027 | Oceana Group Ltd | 742 | ||||||||
211,425 | Oldtown BHD | 90 | ||||||||
70,041 | * | Omega Protein Corp | 963 | |||||||
214,200 | e | Organizacion Cultiba SAB de C.V. | 273 | |||||||
193,912 | Origin Enterprises plc | 1,719 | ||||||||
3,859 | Orion Corp | 3,619 | ||||||||
190,930 | Orkla ASA | 1,498 | ||||||||
32,743 | Osem Investments Ltd | 681 | ||||||||
2,512 | Ottogi Corp | 1,788 | ||||||||
348,358 | PAN Fish ASA | 3,990 | ||||||||
5,486,245 | PepsiCo, Inc | 512,086 | ||||||||
1,584,000 | Pepsi-Cola Products Philippine | 172 | ||||||||
268,788 | e | Pernod-Ricard S.A. | 31,073 | |||||||
72,987 | *,m | Pescanova S.A. | 1 | |||||||
838,000 | e | Petra Foods Ltd | 2,178 | |||||||
1,402 | Philip Morris CR | 603 | ||||||||
4,311,967 | Philip Morris International, Inc | 345,690 | ||||||||
899,342 | e | Pilgrim’s Pride Corp | 20,658 | |||||||
37,347 | Pinar SUT Mamulleri Sanayii AS | 309 | ||||||||
2,229,157 | Pinnacle Foods, Inc | 101,516 | ||||||||
144,540 | *,e | Post Holdings, Inc | 7,795 | |||||||
826,490 | PPB Group BHD | 3,308 | ||||||||
714,583 | * | Premier Foods plc | 423 | |||||||
53,340 | e | Premium Brands Holdings Corp | 1,371 | |||||||
117,000 | Prima Meat Packers Ltd | 358 | ||||||||
378,615 | PT Astra Agro Lestari Tbk | 650 | ||||||||
5,692,200 | PT Austindo Nusantara Jaya | 519 | ||||||||
1,389,600 | PT Bisi International | 167 | ||||||||
9,916,100 | PT BW Plantation Tbk | 306 | ||||||||
8,056,110 | PT Charoen Pokphand Indonesia Tbk | 1,658 | ||||||||
551,968 | PT Gudang Garam Tbk | 1,863 | ||||||||
10,664,931 | PT Indofood Sukses Makmur Tbk | 5,248 | ||||||||
4,830,100 | PT Japfa Comfeed Indonesia Tbk | 193 | ||||||||
726,400 | PT Malindo Feedmill Tbk | 101 | ||||||||
1,411,300 | PT Nippon Indosari Corpindo Tbk | 121 | ||||||||
4,886,300 | PT Perusahaan Perkebunan London Sumatra Indonesia Tbk | 569 | ||||||||
8,323,600 | PT Salim Ivomas Pratama Tbk | 374 | ||||||||
809,400 | PT Sampoerna Agro Tbk | 104 | ||||||||
1,642,100 | PT Sawit Sumbermas Sarana Tbk | 227 | ||||||||
7,905 | Pulmuone Co Ltd | 1,587 | ||||||||
207,100 | Q.P. Corp | 4,385 | ||||||||
427,320 | QAF Ltd | 370 | ||||||||
825,750 | QL Resources BHD | 864 |
80 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
154,391 | Remy Cointreau S.A. | $ | 11,154 | |||||||
1,526,379 | Reynolds American, Inc | 113,959 | ||||||||
9,400,000 | RFM Corp | 864 | ||||||||
111,538 | * | Rhodes Food Group Pty Ltd | 183 | |||||||
197,953 | e | Rogers Sugar, Inc | 712 | |||||||
119,731 | Royal Unibrew A.S. | 4,092 | ||||||||
45,400 | e | S Foods, Inc | 919 | |||||||
3,327,542 | SABMiller plc | 172,534 | ||||||||
67,676 | e | SABMiller plc (Johannesburg) | 3,505 | |||||||
1,782 | * | Sajo Industries Co Ltd | 141 | |||||||
28,855 | Sakata Seed Corp | 551 | ||||||||
178,122 | Salmar ASA | 2,612 | ||||||||
1,997 | Samlip General Foods Co Ltd | 481 | ||||||||
7,363 | Samyang Corp | 748 | ||||||||
597 | Samyang Genex Co Ltd | 111 | ||||||||
7,203 | Samyang Holdings Corp | 1,505 | ||||||||
88,961 | e | Sanderson Farms, Inc | 6,686 | |||||||
158,200 | Sao Martinho S.A. | 1,908 | ||||||||
1,453,000 | e | Sapporo Holdings Ltd | 5,398 | |||||||
261,915 | Saputo, Inc | 6,335 | ||||||||
111,369 | e | Scandi Standard AB | 678 | |||||||
38,348 | Schouw & Co | 2,003 | ||||||||
892 | * | Seaboard Corp | 3,210 | |||||||
69,979 | Select Harvests Ltd | 593 | ||||||||
33,339 | *,e | Seneca Foods Corp | 926 | |||||||
341,400 | * | Shanghai Dajiang Group | 248 | |||||||
2,620,000 | Shenguan Holdings Group Ltd | 672 | ||||||||
89,000 | Showa Sangyo Co Ltd | 362 | ||||||||
550,702 | Shree Renuka Sugars Ltd | 88 | ||||||||
5,310 | Silla Co Ltd | 96 | ||||||||
123,500 | SLC Agricola S.A. | 687 | ||||||||
422,231 | Souza Cruz S.A. | 3,318 | ||||||||
371,984 | Standard Foods Corp | 1,112 | ||||||||
197,287 | Stock Spirits Group plc | 597 | ||||||||
42,255 | Strauss Group Ltd | 685 | ||||||||
80,565 | e | Suedzucker AG. | 1,342 | |||||||
234,883 | Suntory Beverage & Food Ltd | 9,351 | ||||||||
431,500 | e | Super Coffeemix Manufacturing Ltd | 355 | |||||||
225,309 | Swedish Match AB | 6,406 | ||||||||
53,507 | *,e | Synutra International, Inc | 383 | |||||||
161,100 | Takara Holdings, Inc | 1,261 | ||||||||
432,545 | Tassal Group Ltd | 1,112 | ||||||||
541,697 | Tata Tea Ltd | 1,123 | ||||||||
1,219,375 | Tate & Lyle plc | 9,953 | ||||||||
449,200 | TDM BHD | 81 | ||||||||
2,075,000 | e | Tenwow International Holdings Ltd | 866 | |||||||
360,500 | Tereos Internacional S.A. | 79 | ||||||||
1,159,500 | Thai Union Frozen Products PCL | 747 | ||||||||
858,500 | Thai Vegetable Oil PCL | 572 | ||||||||
1,409,000 | e | Tibet 5100 Water Resources Holdings Ltd | 505 | |||||||
1,751,300 | Tiga Pilar Sejahtera Food Tbk | 245 | ||||||||
510,742 | Tiger Brands Ltd | 11,915 |
81 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
2,312,542 | Tingyi Cayman Islands Holding Corp | $ | 4,718 | |||||||
100,866 | Tongaat Hulett Ltd | 1,084 | ||||||||
51,312 | e | Tootsie Roll Industries, Inc | 1,658 | |||||||
37,546 | Toyo Suisan Kaisha Ltd | 1,368 | ||||||||
477,505 | Treasury Wine Estates Ltd | 1,834 | ||||||||
116,441 | * | TreeHouse Foods, Inc | 9,435 | |||||||
8,944 | TS Corp | 227 | ||||||||
532,150 | TSH Resources BHD | 314 | ||||||||
455,086 | e | Tsingtao Brewery Co Ltd | 2,759 | |||||||
141,000 | Ttet Union Corp | 343 | ||||||||
2,087,218 | e | Tyson Foods, Inc (Class A) | 88,978 | |||||||
159,759 | Ulker Biskuvi Sanayi AS | 1,115 | ||||||||
2,996,288 | Unilever NV | 125,272 | ||||||||
1,031,160 | e | Uni-President China Holdings Ltd | 951 | |||||||
5,356,520 | Uni-President Enterprises Corp | 9,499 | ||||||||
65,962 | United Breweries Ltd | 966 | ||||||||
63,161 | United Spirits Ltd | 3,350 | ||||||||
66,524 | e | Universal Corp | 3,813 | |||||||
2,501,725 | Universal Robina | 10,757 | ||||||||
228,188 | e | Vector Group Ltd | 5,353 | |||||||
6,165 | e | Vilmorin & Cie | 518 | |||||||
362,737 | Vina Concha y Toro S.A. | 632 | ||||||||
242,466,502 | Vina San Pedro Tarapaca S.A. | 1,896 | ||||||||
46,673 | Viscofan S.A. | 2,823 | ||||||||
7,147,024 | e | Want Want China Holdings Ltd | 7,546 | |||||||
49,500 | Warabeya Nichiyo Co Ltd | 1,193 | ||||||||
265,000 | Wei Chuan Food Corp | 164 | ||||||||
6,119,000 | *,g | WH Group Ltd | 4,165 | |||||||
1,673,414 | * | WhiteWave Foods Co (Class A) | 81,796 | |||||||
3,967,467 | Wilmar International Ltd | 9,656 | ||||||||
14,231 | Yakult Honsha Co Ltd | 843 | ||||||||
84,735 | Yamazaki Baking Co Ltd | 1,411 | ||||||||
12,161 | Yantai Changyu Pioneer Wine Co | 50 | ||||||||
2,517,000 | *,e | YuanShengTai Dairy Farm Ltd | 246 | |||||||
8,507 | Zydus Wellness Ltd | 120 | ||||||||
TOTAL FOOD, BEVERAGE & TOBACCO | 5,852,699 | |||||||||
HEALTH CARE EQUIPMENT & SERVICES - 4.2% | ||||||||||
21,394 | *,e | AAC Holdings, Inc | 932 | |||||||
63,547 | e | Abaxis, Inc | 3,271 | |||||||
4,843,336 | Abbott Laboratories | 237,711 | ||||||||
119,284 | * | Abiomed, Inc | 7,841 | |||||||
196,188 | *,e | Acadia Healthcare Co, Inc | 15,367 | |||||||
221,499 | *,e | Accuray, Inc | 1,493 | |||||||
79,908 | Aceto Corp | 1,968 | ||||||||
36,481 | * | Addus HomeCare Corp | 1,016 | |||||||
16,423 | *,e | Adeptus Health, Inc | 1,560 | |||||||
197,325 | Advanced Medical Solutions Group plc | 443 | ||||||||
1,804,001 | Aetna Inc | 229,938 | ||||||||
168,982 | * | AGFA-Gevaert NV | 471 | |||||||
62,626 | *,m | AGFA-Gevaert NV Brussels (Strip VVPR) | 0 | ^ | ||||||
198,389 | *,e | Air Methods Corp | 8,201 |
82 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
575,363 | Al Noor Hospitals Group plc | $ | 8,543 | |||||||
572,634 | Alfresa Holdings Corp | 8,911 | ||||||||
259,408 | * | Align Technology, Inc | 16,267 | |||||||
23,685 | * | Alliance HealthCare Services, Inc | 443 | |||||||
692,913 | * | Allscripts Healthcare Solutions, Inc | 9,479 | |||||||
28,185 | * | Almost Family, Inc | 1,125 | |||||||
26,304 | Ambu A.S. | 687 | ||||||||
78,507 | *,e | Amedisys, Inc | 3,119 | |||||||
1,011,082 | AmerisourceBergen Corp | 107,518 | ||||||||
178,412 | * | AMN Healthcare Services, Inc | 5,636 | |||||||
268,933 | e | Amplifon S.p.A. | 2,096 | |||||||
175,358 | * | Amsurg Corp | 12,266 | |||||||
53,097 | Analogic Corp | 4,189 | ||||||||
71,957 | * | Angiodynamics, Inc | 1,180 | |||||||
85,070 | * | Anika Therapeutics, Inc | 2,810 | |||||||
266,642 | Ansell Ltd | 4,947 | ||||||||
348,969 | *,e | Antares Pharma, Inc | 726 | |||||||
969,221 | Anthem, Inc | 159,088 | ||||||||
183,915 | Apollo Hospitals Enterprise Ltd | 3,796 | ||||||||
12,700 | As One Corp | 437 | ||||||||
31,400 | Asahi Intecc Co Ltd | 2,151 | ||||||||
76,935 | *,e | athenahealth, Inc | 8,815 | |||||||
76,970 | * | AtriCure, Inc | 1,897 | |||||||
5,801 | Atrion Corp | 2,276 | ||||||||
1,120,209 | e | Australian Pharmaceutical Industries Ltd | 1,294 | |||||||
1,310,350 | Bangkok Chain Hospital PCL | 273 | ||||||||
3,381,800 | Bangkok Dusit Medical Services PCL | 1,969 | ||||||||
422,358 | Bard (C.R.), Inc | 72,097 | ||||||||
1,707,746 | Baxter International, Inc | 119,423 | ||||||||
555,056 | Becton Dickinson & Co | 78,624 | ||||||||
70,684 | *,e | Bio-Reference Labs, Inc | 2,916 | |||||||
197,159 | *,e | BioScrip, Inc | 716 | |||||||
1,117,700 | * | Biosensors International Group Ltd | 676 | |||||||
73,676 | * | BioTelemetry, Inc | 695 | |||||||
10,700 | BML, Inc | 335 | ||||||||
5,225,926 | * | Boston Scientific Corp | 92,499 | |||||||
139,729 | * | Brookdale Senior Living, Inc | 4,849 | |||||||
621,100 | Bumrungrad Hospital PCL (Foreign) | 3,431 | ||||||||
343,630 | Bupa Chile S.A. | 283 | ||||||||
133,263 | Cantel Medical Corp | 7,152 | ||||||||
83,939 | * | Capital Senior Living Corp | 2,057 | |||||||
1,106,404 | Cardinal Health, Inc | 92,551 | ||||||||
84,931 | * | Cardiovascular Systems, Inc | 2,246 | |||||||
32,083 | e | Carl Zeiss Meditec AG. | 818 | |||||||
1,377 | *,e | Carmat | 88 | |||||||
50,554 | *,e | Castlight Health, Inc | 412 | |||||||
524,855 | * | Catamaran Corp | 32,058 | |||||||
379,396 | * | Catamaran Corp (Toronto) | 23,186 | |||||||
11,401 | * | Cegedim S.A. | 482 | |||||||
17,511 | Celesio AG. | 508 | ||||||||
864,075 | * | Centene Corp | 69,472 | |||||||
868,241 | * | Cerner Corp | 59,961 |
83 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
274,228 | *,e | Cerus Corp | $ | 1,423 | ||||||
34,694 | * | CHA Bio & Diostech Co Ltd | 518 | |||||||
238,932 | Chartwell Retirement Residences | 2,196 | ||||||||
69,333 | CHC Healthcare Group | 118 | ||||||||
49,147 | e | Chemed Corp | 6,443 | |||||||
2,337,000 | * | China NT Pharma Group Co Ltd | 716 | |||||||
379,000 | e | China Pioneer Pharma Holdings Ltd | 219 | |||||||
3,678,900 | Chularat Hospital PCL | 208 | ||||||||
1,362,834 | Cigna Corp | 220,779 | ||||||||
49,508 | *,e | Civitas Solutions, Inc | 1,056 | |||||||
111,859 | Cochlear Ltd | 6,913 | ||||||||
99,778 | Coloplast AS | 6,544 | ||||||||
463,968 | * | Community Health Systems, Inc | 29,216 | |||||||
34,488 | CompuGroup Medical AG. | 1,206 | ||||||||
31,089 | e | Computer Programs & Systems, Inc | 1,661 | |||||||
75,899 | Conmed Corp | 4,423 | ||||||||
18,684 | *,e | Connecture, Inc | 197 | |||||||
25,400 | Consort Medical plc | 363 | ||||||||
83,728 | Cooper Cos, Inc | 14,901 | ||||||||
900,000 | e | Cordlife Group Ltd | 752 | |||||||
55,542 | * | Corindus Vascular Robotics, Inc | 195 | |||||||
52,384 | * | Corvel Corp | 1,677 | |||||||
153,239 | * | Cross Country Healthcare, Inc | 1,943 | |||||||
88,179 | e | CryoLife, Inc | 995 | |||||||
36,803 | * | Cutera, Inc | 570 | |||||||
38,200 | *,e | CYBERDYNE, Inc | 994 | |||||||
132,284 | * | Cyberonics, Inc | 7,866 | |||||||
104,240 | * | Cynosure, Inc (Class A) | 4,022 | |||||||
831,080 | * | DaVita, Inc | 66,046 | |||||||
13,264 | * | DBV Technologies S.A. | 767 | |||||||
157,060 | Dentsply International, Inc | 8,096 | ||||||||
24,885 | *,e | Derma Sciences, Inc | 178 | |||||||
238,959 | * | DexCom, Inc | 19,112 | |||||||
22,076 | DiaSorin S.p.A. | 1,008 | ||||||||
11,636 | Draegerwerk AG. | 1,246 | ||||||||
8,052 | Draegerwerk AG. & Co KGaA | 669 | ||||||||
501,640 | * | Edwards Lifesciences Corp | 71,449 | |||||||
15,000 | Eiken Chemical Co Ltd | 300 | ||||||||
119,116 | e | Elekta AB (B Shares) | 747 | |||||||
185,744 | *,e | Endologix, Inc | 2,849 | |||||||
104,162 | Ensign Group, Inc | 5,319 | ||||||||
14,796 | *,e | Entellus Medical, Inc | 383 | |||||||
236,562 | * | Envision Healthcare Holdings, Inc | 9,339 | |||||||
745,702 | Essilor International S.A. | 89,335 | ||||||||
866,642 | * | Estia Health Ltd | 4,012 | |||||||
26,568 | * | Exactech, Inc | 553 | |||||||
112,480 | * | ExamWorks Group, Inc | 4,398 | |||||||
3,193,815 | * | Express Scripts Holding Co | 284,058 | |||||||
214,961 | e | Extendicare, Inc | 1,303 | |||||||
993,263 | e | Fagron NV | 41,099 | |||||||
1,339,098 | Fisher & Paykel Healthcare Corp | 6,221 | ||||||||
233,325 | * | Five Star Quality Care, Inc | 1,120 |
84 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
196,000 | Fleury S.A. | $ | 1,154 | |||||||
97,339 | * | Fortis Healthcare Ltd | 274 | |||||||
235,791 | Fresenius Medical Care AG. | 19,520 | ||||||||
387,713 | Fresenius SE | 24,894 | ||||||||
16,400 | Fukuda Denshi Co Ltd | 910 | ||||||||
7,472 | e | Galenica AG. | 7,793 | |||||||
158,536 | *,e | Genesis Health Care, Inc | 1,046 | |||||||
116,093 | *,e | GenMark Diagnostics, Inc | 1,052 | |||||||
63,109 | Getinge AB (B Shares) | 1,519 | ||||||||
39,000 | Ginko International Co Ltd | 490 | ||||||||
227,624 | * | Globus Medical, Inc | 5,843 | |||||||
456,701 | GN Store Nord | 9,425 | ||||||||
7,781,998 | e | Golden Meditech Holdings Ltd | 1,445 | |||||||
88,151 | *,e | Greatbatch, Inc | 4,753 | |||||||
47,600 | Green Hospital Supply, Inc | 984 | ||||||||
80,229 | e | Greencross Ltd | 355 | |||||||
5,416 | Guerbet | 230 | ||||||||
143,860 | * | Haemonetics Corp | 5,950 | |||||||
91,286 | *,e | Halyard Health, Inc | 3,697 | |||||||
102,320 | *,e | Hanger Orthopedic Group, Inc | 2,398 | |||||||
580,900 | Hartalega Holdings BHD | 1,309 | ||||||||
1,341,277 | *,n | HCA Holdings, Inc | 121,681 | |||||||
630,243 | * | Health Net, Inc | 40,411 | |||||||
98,006 | * | HealthEquity, Inc | 3,141 | |||||||
860,582 | Healthscope Ltd | 1,802 | ||||||||
414,255 | Healthsouth Corp | 19,081 | ||||||||
68,121 | * | HealthStream, Inc | 2,072 | |||||||
91,252 | * | Healthways, Inc | 1,093 | |||||||
48,041 | *,e | HeartWare International, Inc | 3,492 | |||||||
174,900 | * | Henry Schein, Inc | 24,857 | |||||||
119,038 | Hill-Rom Holdings, Inc | 6,467 | ||||||||
1,277 | * | Hironic Co Ltd | 106 | |||||||
238,276 | *,e | HMS Holdings Corp | 4,091 | |||||||
10,800 | Hogy Medical Co Ltd | 554 | ||||||||
1,671,976 | * | Hologic, Inc | 63,635 | |||||||
339,836 | Hoya Corp | 13,610 | ||||||||
578,768 | n | Humana, Inc | 110,707 | |||||||
42,888 | * | ICU Medical, Inc | 4,103 | |||||||
326,404 | * | Idexx Laboratories, Inc | 20,936 | |||||||
3,516,295 | IHH Healthcare BHD | 5,271 | ||||||||
25,200 | *,e | Imprivata, Inc | 412 | |||||||
212,566 | * | IMS Health Holdings, Inc | 6,515 | |||||||
9,017 | InBody Co Ltd | 400 | ||||||||
60,307 | * | Inogen Inc | 2,690 | |||||||
486,877 | *,e | Inovalon Holdings, Inc | 13,584 | |||||||
165,423 | * | Insulet Corp | 5,126 | |||||||
117,111 | * | Integra LifeSciences Holdings Corp | 7,890 | |||||||
134,468 | * | Intuitive Surgical, Inc | 65,150 | |||||||
89,721 | Invacare Corp | 1,941 | ||||||||
190,355 | *,e | Inverness Medical Innovations, Inc | 10,041 | |||||||
67,615 | * | InVivo Therapeutics Holdings Corp | 1,092 | |||||||
18,704 | Ion Beam Applications | 509 |
85 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
55,061 | * | IPC The Hospitalist Co, Inc | $ | 3,050 | ||||||
7,250 | * | iRadimed Corp | 169 | |||||||
4,713 | * | i-SENS Inc | 257 | |||||||
246,499 | e | Japara Healthcare Ltd | 488 | |||||||
76,000 | Jeol Ltd | 344 | ||||||||
6,895,000 | e | Jintian Pharmaceutical Group Ltd | 3,688 | |||||||
46,596 | * | K2M Group Holdings, Inc | 1,119 | |||||||
422,964 | Kindred Healthcare, Inc | 8,582 | ||||||||
35,084 | e | Korian-Medica | 1,166 | |||||||
701,900 | Kossan Rubber Industries | 1,209 | ||||||||
1,429,973 | KPJ Healthcare BHD | 1,599 | ||||||||
325,068 | * | Laboratory Corp of America Holdings | 39,405 | |||||||
27,401 | Landauer, Inc | 977 | ||||||||
61,299 | * | LDR Holding Corp | 2,651 | |||||||
46,670 | LeMaitre Vascular, Inc | 563 | ||||||||
57,574 | * | LHC Group, Inc | 2,202 | |||||||
56,304 | Lifco AB | 1,152 | ||||||||
1,098,328 | Life Healthcare Group Holdings Pte Ltd | 3,385 | ||||||||
293,867 | * | LifePoint Hospitals, Inc | 25,552 | |||||||
1,484,000 | * | Lifetech Scientific Corp | 425 | |||||||
6,623 | Lutronic Corp | 397 | ||||||||
129,773 | * | Magellan Health Services, Inc | 9,093 | |||||||
6,400 | Mani, Inc | 425 | ||||||||
135,913 | * | Masimo Corp | 5,265 | |||||||
1,323,205 | McKesson Corp | 297,470 | ||||||||
258,529 | * | MedAssets, Inc | 5,703 | |||||||
66,875 | e | Medical Facilities Corp | 811 | |||||||
20,374 | Medicare Group | 1,041 | ||||||||
294,387 | Mediceo Paltac Holdings Co Ltd | 4,795 | ||||||||
606,414 | Mediclinic International Ltd | 5,098 | ||||||||
149,539 | * | Medidata Solutions, Inc | 8,123 | |||||||
46,369 | * | Medipost Co Ltd | 4,857 | |||||||
4,416,371 | Medtronic plc | 327,253 | ||||||||
422,143 | * | Merge Healthcare, Inc | 2,026 | |||||||
112,994 | e | Meridian Bioscience, Inc | 2,106 | |||||||
245,695 | * | Merit Medical Systems, Inc | 5,292 | |||||||
33,200 | e | Message Co Ltd | 895 | |||||||
1,627,145 | e | Metlifecare Ltd | 5,127 | |||||||
145,500 | Microlife Corp | 340 | ||||||||
482,000 | * | Microport Scientific Corp | 237 | |||||||
75,093 | Miraca Holdings, Inc | 3,752 | ||||||||
136,680 | * | Molina Healthcare, Inc | 9,609 | |||||||
20,736 | Nagaileben Co Ltd | 398 | ||||||||
27,900 | Nakanishi, Inc | 1,102 | ||||||||
29,306 | National Healthcare Corp | 1,905 | ||||||||
29,190 | e | National Research Corp | 415 | |||||||
213,037 | * | Natus Medical, Inc | 9,067 | |||||||
102,179 | * | Neogen Corp | 4,847 | |||||||
2,646,238 | Network Healthcare Holdings Ltd | 8,325 | ||||||||
48,092 | *,e | Nevro Corp | 2,585 | |||||||
42,300 | e | Nichii Gakkan Co | 340 | |||||||
72,200 | Nihon Kohden Corp | 1,786 |
86 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
139,867 | Nikkiso Co Ltd | $ | 1,466 | |||||||
659,800 | Nipro Corp | 6,753 | ||||||||
80,982 | * | Nobilis Health Corp | 551 | |||||||
210,128 | * | NuVasive, Inc | 9,956 | |||||||
172,810 | * | NxStage Medical, Inc | 2,469 | |||||||
267,819 | Odontoprev S.A. | 929 | ||||||||
1,486,919 | Olympus Corp | 51,336 | ||||||||
319,886 | Omnicare, Inc | 30,149 | ||||||||
193,128 | * | Omnicell, Inc | 7,283 | |||||||
469,429 | * | OraSure Technologies, Inc | 2,530 | |||||||
110,542 | * | Oriola-KD Oyj (B Shares) | 510 | |||||||
45,506 | * | Orion Health Group Ltd | 124 | |||||||
65,583 | e | Orpea | 4,593 | |||||||
63,742 | * | Orthofix International NV | 2,111 | |||||||
9,869 | * | Osstem Implant Co Ltd | 601 | |||||||
170,632 | e | Owens & Minor, Inc | 5,801 | |||||||
49,765 | *,e | Oxford Immunotec Global plc | 689 | |||||||
16,800 | Paramount Bed Holdings Co Ltd | 496 | ||||||||
137,076 | Patterson Cos, Inc | 6,669 | ||||||||
363,480 | * | Pediatrix Medical Group, Inc | 26,938 | |||||||
211,675 | Pharmaniaga BHD | 400 | ||||||||
108,063 | * | PharMerica Corp | 3,599 | |||||||
303,500 | e | Phoenix Healthcare Group Co Ltd | 577 | |||||||
16,308 | Phonak Holding AG. | 2,205 | ||||||||
24,666 | *,e | PhotoMedex, Inc | 34 | |||||||
110,000 | * | Pihsiang Machinery Manufacturing Co Ltd | 219 | |||||||
306,842 | * | Premier, Inc | 11,801 | |||||||
6,306 | * | Press Ganey Holdings, Inc | 181 | |||||||
1,439,844 | e | Primary Health Care Ltd | 5,589 | |||||||
54,489 | * | Providence Service Corp | 2,413 | |||||||
15,000 | e | Psc, Inc | 172 | |||||||
247,700 | PT Siloam International Hospitals Tbk | 268 | ||||||||
559,000 | *,e | PW Medtech Group Ltd | 211 | |||||||
253,808 | Qualicorp S.A. | 1,609 | ||||||||
139,466 | Quality Systems, Inc | 2,311 | ||||||||
185,072 | Quest Diagnostics, Inc | 13,421 | ||||||||
80,184 | *,e | Quidel Corp | 1,840 | |||||||
133,331 | *,e | RadNet, Inc | 892 | |||||||
253,405 | Raffles Medical Group Ltd | 865 | ||||||||
195,446 | Ramsay Health Care Ltd | 9,258 | ||||||||
127,696 | * | Regis Healthcare Ltd | 508 | |||||||
4,307,200 | Religare Health Trust | 3,259 | ||||||||
233,047 | e | Resmed, Inc | 13,137 | |||||||
190,555 | Rhoen Klinikum AG. | 5,109 | ||||||||
130,775 | *,e | Rockwell Medical Technologies, Inc | 2,108 | |||||||
201,480 | * | RTI Biologics, Inc | 1,302 | |||||||
616,814 | e | Ryman Healthcare Ltd | 3,310 | |||||||
11,988 | Sartorius AG. | 2,229 | ||||||||
4,887 | Sartorius Stedim Biotech | 1,348 | ||||||||
111,496 | *,e | Second Sight Medical Products, Inc | 1,517 | |||||||
210,753 | Selcuk Ecza Deposu Ticaret ve Sanayi AS | 196 | ||||||||
321,888 | Select Medical Holdings Corp | 5,215 |
87 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
16,920 | SEWOONMEDICAL Co Ltd | $ | 90 | |||||||
2,218,994 | Shandong Weigao Group Medical Polymer Co Ltd | 1,656 | ||||||||
2,042,062 | Shanghai Pharmaceuticals Holding Co Ltd | 5,682 | ||||||||
100,404 | e | Sienna Senior Living, Inc | 1,242 | |||||||
14,180 | *,e | Sientra, Inc | 358 | |||||||
2,766,459 | Sigma Pharmaceuticals Ltd | 1,642 | ||||||||
1,259,647 | Sinopharm Group Co | 5,594 | ||||||||
110,587 | *,e | Sirona Dental Systems, Inc | 11,105 | |||||||
750,747 | Smith & Nephew plc | 12,701 | ||||||||
194,535 | So-net M3, Inc | 3,910 | ||||||||
1,941,053 | Sonic Healthcare Ltd | 31,963 | ||||||||
354,180 | * | Sorin S.p.A. | 991 | |||||||
115,687 | *,e | Spectranetics Corp | 2,662 | |||||||
257,181 | g | Spire Healthcare Group plc | 1,346 | |||||||
636,263 | St. Jude Medical, Inc | 46,492 | ||||||||
41,000 | St. Shine Optical Co Ltd | 652 | ||||||||
103,450 | *,e | Staar Surgical Co | 999 | |||||||
297,944 | e | STERIS Corp | 19,200 | |||||||
12,834 | Stratec Biomedical Systems AG. | 707 | ||||||||
12,318 | Straumann Holding AG. | 3,381 | ||||||||
874,890 | Stryker Corp | 83,613 | ||||||||
5,750 | Suheung Capsule Co Ltd | 281 | ||||||||
994,358 | e | Summerset Group Holdings Ltd | 2,399 | |||||||
1,157,600 | Supermax Corp BHD | 635 | ||||||||
142,850 | * | Surgical Care Affiliates, Inc | 5,483 | |||||||
66,520 | * | SurModics, Inc | 1,558 | |||||||
209,639 | Suzuken Co Ltd | 6,707 | ||||||||
7,875 | *,e | Symmetry Surgical, Inc | 69 | |||||||
58,300 | Synergy Healthcare plc | 1,575 | ||||||||
245,498 | Sysmex Corp | 14,621 | ||||||||
32,146 | *,e | Tandem Diabetes Care, Inc | 348 | |||||||
224,956 | * | Team Health Holdings, Inc | 14,696 | |||||||
26,548 | e | Teleflex, Inc | 3,596 | |||||||
252,935 | * | Tenet Healthcare Corp | 14,640 | |||||||
141,576 | Terumo Corp | 3,395 | ||||||||
253,132 | * | Thoratec Corp | 11,282 | |||||||
175,600 | e | Toho Pharmaceutical Co Ltd | 4,042 | |||||||
18,400 | Tokai Corp (GIFU) | 666 | ||||||||
2,146,100 | Top Glove Corp BHD | 3,783 | ||||||||
99,123 | * | Tornier BV | 2,477 | |||||||
3,498,000 | e | Town Health International Medical Group Ltd | 934 | |||||||
222,671 | *,e | TransEnterix, Inc | 668 | |||||||
84,029 | * | Triple-S Management Corp (Class B) | 2,156 | |||||||
8,502 | *,e | TriVascular Technologies, Inc | 45 | |||||||
41,049 | *,e | Trupanion, Inc | 338 | |||||||
28,100 | e | Tsuki Corp | 220 | |||||||
360,900 | *,e | Unilife Corp | 776 | |||||||
657,986 | United Drug plc | 5,060 | ||||||||
3,045,976 | UnitedHealth Group, Inc | 371,609 | ||||||||
128,333 | Universal American Corp | 1,299 | ||||||||
751,720 | Universal Health Services, Inc (Class B) | 106,819 | ||||||||
66,495 | US Physical Therapy, Inc | 3,641 |
88 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
10,604 | Utah Medical Products, Inc | $ | 632 | |||||||
6,803 | Value Added Technologies Co Lt | 177 | ||||||||
211,643 | * | Varian Medical Systems, Inc | 17,848 | |||||||
68,679 | * | Vascular Solutions, Inc | 2,385 | |||||||
144,567 | * | VCA Antech, Inc | 7,865 | |||||||
280,102 | *,e | Veeva Systems, Inc | 7,851 | |||||||
21,920 | *,e | Veracyte, Inc | 244 | |||||||
5,835,000 | Vibhavadi Medical Center PCL | 269 | ||||||||
6,504 | Vieworks Co Ltd | 250 | ||||||||
78,803 | e | Virtus Health Ltd | 326 | |||||||
78,300 | e | VITAL KSK Holdings, Inc | 568 | |||||||
66,233 | * | Vocera Communications, Inc | 758 | |||||||
294,091 | * | WellCare Health Plans, Inc | 24,948 | |||||||
274,040 | West Pharmaceutical Services, Inc | 15,916 | ||||||||
22,639 | *,e | William Demant Holding | 1,727 | |||||||
142,938 | * | Wright Medical Group, Inc | 3,754 | |||||||
2,390 | * | Ypsomed Holding AG. | 262 | |||||||
85,462 | *,e | Zeltiq Aesthetics, Inc | 2,519 | |||||||
359,832 | Zimmer Holdings, Inc | 39,304 | ||||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 5,181,839 | |||||||||
HOUSEHOLD & PERSONAL PRODUCTS - 1.4% | ||||||||||
9,065 | Able C&C Co Ltd | 218 | ||||||||
148,300 | Aderans Co Ltd | 1,281 | ||||||||
56,715 | Amorepacific Corp | 21,209 | ||||||||
27,331 | Amorepacific Corp (Preference) | 5,023 | ||||||||
15,200 | Artnature, Inc | 142 | ||||||||
387,004 | e | Asaleo Care Ltd | 567 | |||||||
926,140 | e | Avon Products, Inc | 5,798 | |||||||
56,661 | Bajaj Corp Ltd | 387 | ||||||||
595,361 | Beiersdorf AG. | 49,885 | ||||||||
7,710 | Bioland Ltd | 276 | ||||||||
209,671 | * | Central Garden and Pet Co (Class A) | 2,392 | |||||||
535,000 | China Child Care Corp Ltd | 92 | ||||||||
22,000 | * | Chlitina Holding Ltd | 146 | |||||||
446,704 | Church & Dwight Co, Inc | 36,241 | ||||||||
341,367 | Clorox Co | 35,509 | ||||||||
1,664,158 | e | Colgate-Palmolive Co | 108,853 | |||||||
3,524 | Cosmax BTI, Inc | 276 | ||||||||
31,514 | Cosmax, Inc | 5,689 | ||||||||
222,077 | Coty, Inc | 7,100 | ||||||||
790,792 | Dabur India Ltd | 3,474 | ||||||||
12,500 | Dr Ci:Labo Co Ltd | 439 | ||||||||
489,700 | DSG International Thailand PCL | 99 | ||||||||
13,000 | Earth Chemical Co Ltd | 493 | ||||||||
113,422 | EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS | 120 | ||||||||
74,248 | *,e | Elizabeth Arden, Inc | 1,059 | |||||||
187,107 | * | Energizer Holdings, Inc | 24,614 | |||||||
1,544,483 | Estee Lauder Cos (Class A) | 133,845 | ||||||||
59,500 | *,e | Euglena Co Ltd | 834 | |||||||
28,588 | * | Eveready Industries India Ltd | 147 |
89 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
181,600 | e | Fancl Corp | $ | 2,527 | ||||||
22,096 | *,e | Female Health Co | 40 | |||||||
9,735 | Gillette India Ltd | 701 | ||||||||
160,787 | Godrej Consumer Products Ltd | 3,124 | ||||||||
91,000 | Grape King Industrial Co | 581 | ||||||||
880,286 | Hengan International Group Co Ltd | 10,449 | ||||||||
25,217 | Henkel KGaA | 2,405 | ||||||||
308,436 | Henkel KGaA (Preference) | 34,611 | ||||||||
375,664 | *,e | Herbalife Ltd | 20,695 | |||||||
1,275,294 | Hindustan Lever Ltd | 18,354 | ||||||||
369,665 | * | HRG Group, Inc | 4,806 | |||||||
360,016 | * | Hypermarcas S.A. | 2,620 | |||||||
9,453 | Inter Parfums S.A. | 258 | ||||||||
81,067 | e | Inter Parfums, Inc | 2,751 | |||||||
346,755 | Jyothy Laboratories Ltd | 1,588 | ||||||||
611,351 | Kao Corp | 28,432 | ||||||||
4,062,800 | Karex BHD | 3,306 | ||||||||
968,382 | Kimberly-Clark Corp | 102,619 | ||||||||
1,604,032 | Kimberly-Clark de Mexico S.A. de C.V. (Class A) | 3,462 | ||||||||
25,200 | Kobayashi Pharmaceutical Co Ltd | 1,711 | ||||||||
12,785 | Korea Kolmar Co Ltd | 1,163 | ||||||||
6,204 | Korea Kolmar Holdings Co Ltd | 451 | ||||||||
55,000 | Kose Corp | 4,523 | ||||||||
23,783 | LG Household & Health Care Ltd | 16,486 | ||||||||
207,000 | e | Lion Corp | 1,659 | |||||||
518,033 | L’Oreal S.A. | 92,687 | ||||||||
63,379 | Mandom Corp | 2,821 | ||||||||
176,027 | Marico Ltd | 1,241 | ||||||||
33,982 | * | Medifast, Inc | 1,098 | |||||||
329,924 | * | Microbio Co Ltd | 250 | |||||||
27,100 | Milbon Co Ltd | 862 | ||||||||
179,550 | Natura Cosmeticos S.A. | 1,590 | ||||||||
37,610 | Natural Health Trends Corp | 1,559 | ||||||||
42,994 | e | Nature’s Sunshine Products, Inc | 591 | |||||||
15,700 | Noevir Holdings Co Ltd | 338 | ||||||||
402,224 | e | Nu Skin Enterprises, Inc (Class A) | 18,957 | |||||||
37,865 | *,e | Nutraceutical International Corp | 937 | |||||||
4,733,000 | e,m | NVC Lighting Holdings Ltd | 6 | |||||||
12,803 | Oil-Dri Corp of America | 389 | ||||||||
67,132 | Ontex Group NV | 2,015 | ||||||||
37,769 | e | Orchids Paper Products Co | 909 | |||||||
80,538 | Pacific Corp | 13,478 | ||||||||
152,700 | Pigeon Corp | 4,809 | ||||||||
27,600 | Pola Orbis Holdings, Inc | 1,562 | ||||||||
8,417,795 | Procter & Gamble Co | 658,608 | ||||||||
7,821,700 | PT Industri Jamu Dan Farmasi Sido Muncul Tbk | 331 | ||||||||
3,090,291 | PT Unilever Indonesia Tbk | 9,136 | ||||||||
647,992 | Reckitt Benckiser Group plc | 55,879 | ||||||||
58,020 | * | Revlon, Inc (Class A) | 2,130 | |||||||
5,879,000 | Ruinian International Ltd | 1,757 | ||||||||
133,991 | Shiseido Co Ltd | 3,039 | ||||||||
105,627 | Spectrum Brands, Inc | 10,773 |
90 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
490,396 | Svenska Cellulosa AB (B Shares) | $ | 12,470 | |||||||
98,999 | �� | Uni-Charm Corp | 2,352 | |||||||
1,788,817 | Unilever plc | 76,810 | ||||||||
15,773 | *,e | USANA Health Sciences, Inc | 2,156 | |||||||
309,000 | e | Vinda International Holdings Ltd | 647 | |||||||
62,427 | WD-40 Co | 5,441 | ||||||||
TOTAL HOUSEHOLD & PERSONAL PRODUCTS | 1,703,158 | |||||||||
INSURANCE - 4.2% | ||||||||||
3,426,566 | e | ACE Ltd | 348,413 | |||||||
164,920 | Admiral Group plc | 3,594 | ||||||||
888,907 | Aegon NV | 6,559 | ||||||||
941,822 | Aflac, Inc | 58,581 | ||||||||
145,729 | Ageas | 5,623 | ||||||||
19,389,407 | AIA Group Ltd | 126,781 | ||||||||
54,526 | Aksigorta AS | 41 | ||||||||
13,468 | * | Alleghany Corp | 6,313 | |||||||
764,766 | Allianz AG. | 119,266 | ||||||||
154,253 | Allied World Assurance Co Holdings Ltd | 6,667 | ||||||||
2,555,303 | Allstate Corp | 165,762 | ||||||||
217,250 | Alm Brand AS | 1,389 | ||||||||
118,069 | * | AMBAC Financial Group, Inc | 1,965 | |||||||
256,770 | American Equity Investment Life Holding Co | 6,928 | ||||||||
435,200 | American Financial Group, Inc | 28,305 | ||||||||
3,270,105 | American International Group, Inc | 202,158 | ||||||||
30,498 | American National Insurance Co | 3,121 | ||||||||
82,944 | Amerisafe, Inc | 3,903 | ||||||||
1,297,301 | Amlin plc | 9,706 | ||||||||
3,845,694 | AMP Ltd | 17,845 | ||||||||
165,666 | e | Amtrust Financial Services, Inc | 10,853 | |||||||
68,282 | Anadolu Hayat Emeklilik AS | 143 | ||||||||
207,131 | Anadolu Sigorta | 109 | ||||||||
433,251 | Aon plc | 43,186 | ||||||||
205,893 | * | Arch Capital Group Ltd | 13,787 | |||||||
122,206 | Argo Group International Holdings Ltd | 6,807 | ||||||||
156,228 | Arthur J. Gallagher & Co | 7,390 | ||||||||
203,791 | Aspen Insurance Holdings Ltd | 9,762 | ||||||||
2,019,109 | Assicurazioni Generali S.p.A. | 36,392 | ||||||||
58,936 | Assurant, Inc | 3,949 | ||||||||
551,867 | Assured Guaranty Ltd | 13,239 | ||||||||
45,055 | * | Atlas Financial Holdings, Inc | 893 | |||||||
7,226,227 | Aviva plc | 55,970 | ||||||||
4,456 | AvivaSA Emeklilik ve Hayat AS. | 78 | ||||||||
5,026,701 | AXA S.A. | 127,436 | ||||||||
413,470 | e | Axis Capital Holdings Ltd | 22,067 | |||||||
4,146 | Bajaj Finserv Ltd | 100 | ||||||||
40,923 | e | Baldwin & Lyons, Inc (Class B) | 942 | |||||||
30,478 | Baloise Holding AG. | 3,716 | ||||||||
963,746 | BB Seguridade Participacoes S.A. | 10,570 | ||||||||
1,308,116 | Beazley plc | 6,080 | ||||||||
4,414,513 | * | Berkshire Hathaway, Inc (Class B) | 600,860 | |||||||
106,232 | Brown & Brown, Inc | 3,491 |
91 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
22,374,129 | Cathay Financial Holding Co Ltd | $ | 39,064 | |||||||
233,771 | Chesnara plc | 1,194 | ||||||||
2,039,118 | * | China Insurance International Holdings Co Ltd | 7,300 | |||||||
11,611,010 | China Life Insurance Co Ltd | 50,395 | ||||||||
7,421,433 | China Life Insurance Co Ltd (Taiwan) | 7,594 | ||||||||
2,968,018 | China Pacific Insurance Group Co Ltd | 14,219 | ||||||||
213,327 | Chubb Corp | 20,296 | ||||||||
111,782 | Cincinnati Financial Corp | 5,609 | ||||||||
177,658 | *,e | Citizens, Inc (Class A) | 1,325 | |||||||
19,954 | * | Clal Insurance | 326 | |||||||
4,277,241 | ClearView Wealth Ltd | 3,135 | ||||||||
22,352 | CNA Financial Corp | 854 | ||||||||
444,885 | CNP Assurances | 7,446 | ||||||||
721,578 | Conseco, Inc | 13,241 | ||||||||
724,038 | Corp Mapfre S.A. | 2,502 | ||||||||
312,404 | Cover-More Group Ltd | 573 | ||||||||
87,880 | Crawford & Co (Class B) | 741 | ||||||||
3,319,011 | Dai-ichi Mutual Life Insurance Co | 65,177 | ||||||||
84,355 | Delta Lloyd NV | 1,385 | ||||||||
5,231,449 | Direct Line Insurance Group plc | 27,602 | ||||||||
856,481 | Discovery Holdings Ltd | 8,895 | ||||||||
31,814 | Donegal Group, Inc (Class A) | 485 | ||||||||
45,284 | Dongbu Insurance Co Ltd | 2,290 | ||||||||
22,600 | * | eHealth, Inc | 287 | |||||||
30,920 | EMC Insurance Group, Inc | 775 | ||||||||
146,267 | Employers Holdings, Inc | 3,332 | ||||||||
58,583 | e | Endurance Specialty Holdings Ltd | 3,849 | |||||||
35,793 | * | Enstar Group Ltd | 5,546 | |||||||
47,764 | e | Erie Indemnity Co (Class A) | 3,920 | |||||||
755,383 | esure Group plc | 3,018 | ||||||||
27,574 | Euler Hermes S.A. | 2,772 | ||||||||
269,894 | Everest Re Group Ltd | 49,123 | ||||||||
32,195 | Fairfax Financial Holdings Ltd | 15,875 | ||||||||
24,441 | e | FBD Holdings plc | 247 | |||||||
34,537 | FBL Financial Group, Inc (Class A) | 1,993 | ||||||||
118,890 | Federated National Holding Co | 2,877 | ||||||||
90,090 | Fidelity & Guaranty Life | 2,129 | ||||||||
289,123 | First American Financial Corp | 10,758 | ||||||||
480,187 | FNF Group | 17,762 | ||||||||
2,315,837 | e | Fondiaria-Sai S.p.A | 5,737 | |||||||
391,847 | * | Genworth Financial, Inc (Class A) | 2,966 | |||||||
284,014 | Gjensidige Forsikring BA | 4,573 | ||||||||
445,055 | Great-West Lifeco, Inc | 12,956 | ||||||||
75,258 | * | Greenlight Capital Re Ltd (Class A) | 2,195 | |||||||
40,061 | Grupo Catalana Occidente S.A. | 1,246 | ||||||||
55,235 | * | Hallmark Financial Services | 629 | |||||||
101,169 | Hannover Rueckversicherung AG. | 9,792 | ||||||||
37,915 | Hanover Insurance Group, Inc | 2,807 | ||||||||
27,090 | * | Hanwha Non-Life Insurance Co Ltd | 149 | |||||||
135,301 | Harel Insurance Investments & Finances Ltd | 615 | ||||||||
4,284,249 | Hartford Financial Services Group, Inc | 178,096 | ||||||||
130,356 | HCC Insurance Holdings, Inc | 10,017 |
92 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
25,897 | e | HCI Group, Inc | $ | 1,145 | ||||||
6,103 | Helvetia Holding AG. | 3,488 | ||||||||
151,060 | * | Heritage Insurance Holdings, Inc | 3,473 | |||||||
381,779 | Hiscox Ltd | 5,035 | ||||||||
158,627 | Horace Mann Educators Corp | 5,771 | ||||||||
179,260 | Hyundai Marine & Fire Insurance Co Ltd | 4,735 | ||||||||
5,903 | IDI Insurance Co Ltd | 264 | ||||||||
27,634 | e | Independence Holding Co | 364 | |||||||
150,829 | e | Industrial Alliance Insurance and Financial Services, Inc | 5,073 | |||||||
53,027 | Infinity Property & Casualty Corp | 4,022 | ||||||||
2,618,649 | e | Insurance Australia Group Ltd | 11,259 | |||||||
215,530 | Intact Financial Corp | 14,977 | ||||||||
29,300 | James River Group Holdings Ltd | 758 | ||||||||
172,767 | Just Retirement Group plc | 471 | ||||||||
15,570 | e | Kansas City Life Insurance Co | 712 | |||||||
118,059 | e | Kemper Corp | 4,551 | |||||||
654,049 | Korea Life Insurance Co Ltd | 4,650 | ||||||||
82,258 | Korean Reinsurance Co | 907 | ||||||||
181,939 | Lancashire Holdings Ltd | 1,761 | ||||||||
20,717,256 | Legal & General Group plc | 81,006 | ||||||||
269,183 | e | Liberty Holdings Ltd | 3,212 | |||||||
35,512 | LIG Insurance Co Ltd | 918 | ||||||||
623,009 | Lincoln National Corp | 36,895 | ||||||||
201,274 | Loews Corp | 7,751 | ||||||||
245,589 | e | Maiden Holdings Ltd | 3,875 | |||||||
2,801,467 | Manulife Financial Corp | 52,059 | ||||||||
15,130 | * | Markel Corp | 12,114 | |||||||
2,771,021 | Marsh & McLennan Cos, Inc | 157,117 | ||||||||
266,687 | MAX India Ltd | 2,023 | ||||||||
423,467 | *,e | MBIA, Inc | 2,545 | |||||||
143,573 | Meadowbrook Insurance Group, Inc | 1,235 | ||||||||
3,278,673 | * | Medibank Pvt Ltd | 5,080 | |||||||
251,856 | Mediolanum S.p.A. | 2,079 | ||||||||
42,675 | Menorah Mivtachim Holdings Ltd | 415 | ||||||||
635,465 | Mercuries & Associates Holding Ltd | 368 | ||||||||
1,029,202 | * | Mercuries Life Insurance Co Lt | 600 | |||||||
34,484 | e | Mercury General Corp | 1,919 | |||||||
47,161 | Meritz Fire & Marine Insurance Co Ltd | 687 | ||||||||
7,133,756 | Metlife, Inc | 399,419 | ||||||||
953,776 | Metropolitan Holdings Ltd | 2,364 | ||||||||
345,902 | Migdal Insurance Holdings Ltd | 401 | ||||||||
1,048,954 | Mitsui Sumitomo Insurance Group Holdings, Inc | 32,652 | ||||||||
94,469 | Montpelier Re Holdings Ltd | 3,732 | ||||||||
397,900 | * | MPHB Capital BHD | 179 | |||||||
112,676 | Muenchener Rueckver AG. | 19,977 | ||||||||
166,196 | National General Holdings Corp | 3,462 | ||||||||
27,154 | National Interstate Corp | 742 | ||||||||
7,465 | e | National Western Life Insurance Co (Class A) | 1,788 | |||||||
59,934 | * | Navigators Group, Inc | 4,648 | |||||||
1,015,904 | New China Life insurance Co Ltd | 6,068 | ||||||||
1,017,499 | NKSJ Holdings, Inc | 37,257 | ||||||||
153,751 | NN Group NV | 4,330 |
93 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
5,480,039 | Old Mutual plc | $ | 17,346 | |||||||
241,280 | Old Republic International Corp | 3,771 | ||||||||
125,277 | OneBeacon Insurance Group Ltd (Class A) | 1,818 | ||||||||
87,755 | PartnerRe Ltd | 11,277 | ||||||||
217,908 | Partnership Assurance Group plc | 479 | ||||||||
76,180 | *,e | Patriot National, Inc | 1,219 | |||||||
8,219,805 | People’s Insurance Co Group of China Ltd | 5,255 | ||||||||
595,196 | Phoenix Group Holdings | 7,671 | ||||||||
119,814 | Phoenix Holdings Ltd | 346 | ||||||||
11,441,902 | PICC Property & Casualty Co Ltd | 26,046 | ||||||||
6,036,950 | e | Ping An Insurance Group Co of China Ltd | 81,472 | |||||||
375,504 | Porto Seguro S.A. | 5,000 | ||||||||
583,955 | Power Corp Of Canada | 14,933 | ||||||||
451,994 | e | Power Financial Corp | 12,981 | |||||||
166,680 | Powszechny Zaklad Ubezpieczen S.A. | 19,179 | ||||||||
232,139 | Primerica, Inc | 10,606 | ||||||||
809,296 | Principal Financial Group | 41,509 | ||||||||
124,674 | ProAssurance Corp | 5,761 | ||||||||
705,218 | Progressive Corp | 19,626 | ||||||||
218,671 | Protector Forsikring ASA | 1,887 | ||||||||
2,357,012 | Prudential Financial, Inc | 206,286 | ||||||||
5,911,073 | Prudential plc | 142,454 | ||||||||
57,256,000 | * | PT Panin Insurance Tbk | 3,113 | |||||||
116,026,800 | * | PT Panin Life Tbk | 2,486 | |||||||
75,549 | Qatar Insurance Co SAQ | 1,998 | ||||||||
1,430,366 | QBE Insurance Group Ltd | 15,062 | ||||||||
204,600 | e | Qualitas Controladora SAB de C.V. | 340 | |||||||
407,191 | Reinsurance Group of America, Inc (Class A) | 38,630 | ||||||||
163,169 | RenaissanceRe Holdings Ltd | 16,563 | ||||||||
121,541 | RLI Corp | 6,246 | ||||||||
594,384 | RMI Holdings | 2,073 | ||||||||
183,990 | RSA Insurance Group plc | 1,147 | ||||||||
36,524 | Safety Insurance Group, Inc | 2,108 | ||||||||
1,247,196 | Sampo Oyj (A Shares) | 58,777 | ||||||||
40,244 | Samsung Fire & Marine Insurance Co Ltd | 10,604 | ||||||||
139,505 | Samsung Life Insurance Co Ltd | 13,442 | ||||||||
2,682,632 | Sanlam Ltd | 14,603 | ||||||||
379,651 | SCOR | 13,425 | ||||||||
176,715 | Selective Insurance Group, Inc | 4,957 | ||||||||
7,692,708 | Shin Kong Financial Holding Co Ltd | 2,348 | ||||||||
209,000 | Shinkong Insurance Co Ltd | 153 | ||||||||
759,198 | Societa Cattolica di Assicurazioni SCRL | 5,990 | ||||||||
443,592 | Sony Financial Holdings, Inc | 7,767 | ||||||||
708,081 | St. James’s Place plc | 10,069 | ||||||||
39,276 | Stancorp Financial Group, Inc | 2,970 | ||||||||
1,264,401 | Standard Life plc | 8,817 | ||||||||
44,535 | State Auto Financial Corp | 1,067 | ||||||||
102,337 | e | State National Cos, Inc | 1,108 | |||||||
707,174 | Steadfast Group Ltd | 880 | ||||||||
66,991 | Stewart Information Services Corp | 2,666 | ||||||||
428,139 | * | Storebrand ASA | 1,764 | |||||||
174,033 | Sul America SA | 849 |
94 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
815,612 | e | Sun Life Financial, Inc | $ | 27,231 | ||||||
924,179 | Suncorp-Metway Ltd | 9,562 | ||||||||
16,792 | Swiss Life Holding | 3,845 | ||||||||
1,225,938 | e | Swiss Re Ltd | 108,523 | |||||||
538,000 | Syarikat Takaful Malaysia BHD | 542 | ||||||||
202,874 | Symetra Financial Corp | 4,903 | ||||||||
560,042 | T&D Holdings, Inc | 8,349 | ||||||||
238,000 | Taiwan Fire & Marine Insurance Co | 175 | ||||||||
1,455,409 | * | Taiwan Life Insurance Co Ltd | 1,566 | |||||||
2,600,200 | * | Thai Reinsurance PCL | 235 | |||||||
2,410,197 | * | Third Point Reinsurance Ltd | 35,550 | |||||||
1,208,968 | Tokio Marine Holdings, Inc | 50,280 | ||||||||
153,045 | Tong Yang Life Insurance | 2,091 | ||||||||
215,036 | * | Topdanmark AS | 5,765 | |||||||
148,924 | e | Torchmark Corp | 8,670 | |||||||
634,592 | Travelers Cos, Inc | 61,340 | ||||||||
61,493 | Tryg A.S. | 1,282 | ||||||||
400,400 | Tune Ins Holdings BHD | 174 | ||||||||
1,947,774 | e | Unipol Gruppo Finanziario S.p.A | 9,902 | |||||||
273,393 | Uniqa Versicherungen AG. | 2,467 | ||||||||
34,442 | * | United America Indemnity Ltd | 967 | |||||||
72,891 | United Fire & Casualty Co | 2,388 | ||||||||
235,029 | e | United Insurance Holdings Corp | 3,652 | |||||||
87,256 | Universal Insurance Holdings, Inc | 2,112 | ||||||||
205,056 | UnumProvident Corp | 7,331 | ||||||||
167,006 | Validus Holdings Ltd | 7,347 | ||||||||
49,771 | Vittoria Assicurazioni S.p.A. | 549 | ||||||||
112,854 | W.R. Berkley Corp | 5,860 | ||||||||
7,217 | White Mountains Insurance Group Ltd | 4,727 | ||||||||
6,669 | Wiener Staedtische Allgemeine Versicherung AG. | 229 | ||||||||
991 | e | Willis Group Holdings plc | 46 | |||||||
4,513,560 | XL Capital Ltd | 167,904 | ||||||||
294,176 | Zurich Financial Services AG. | 89,556 | ||||||||
TOTAL INSURANCE | 5,224,826 | |||||||||
MATERIALS - 4.9% | ||||||||||
95,399 | A. Schulman, Inc | 4,171 | ||||||||
18,480 | * | Aarti Industries | 98 | |||||||
1,185,062 | Acerinox S.A. | 16,404 | ||||||||
775,083 | ACHEM Technology Corp | 433 | ||||||||
126,000 | Achilles Corp | 161 | ||||||||
35,840 | Acron JSC (GDR) | 136 | ||||||||
46,912 | Adana Cimento | 116 | ||||||||
81,800 | ADEKA Corp | 1,134 | ||||||||
439,745 | Adelaide Brighton Ltd | 1,460 | ||||||||
250,903 | Aeci Ltd | 2,351 | ||||||||
12,105 | * | AEP Industries, Inc | 668 | |||||||
166,144 | African Barrick Gold Ltd | 788 | ||||||||
151,429 | African Oxygen Ltd | 170 | ||||||||
365,285 | African Rainbow Minerals Ltd | 2,484 | ||||||||
176,809 | Agnico-Eagle Mines Ltd | 5,020 | ||||||||
146,465 | e | Agrium, Inc | 15,522 |
95 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
428,000 | Aichi Steel Corp | $ | 1,912 | |||||||
117,523 | Air Liquide | 14,913 | ||||||||
264,520 | Air Products & Chemicals, Inc | 36,194 | ||||||||
113,422 | Air Water, Inc | 2,074 | ||||||||
31,883 | Airgas, Inc | 3,373 | ||||||||
28,183 | AK Holdings, Inc | 1,971 | ||||||||
506,110 | *,e | AK Steel Holding Corp | 1,959 | |||||||
76,986 | Akcansa Cimento AS | 460 | ||||||||
8,236 | Akzo Nobel India Ltd | 162 | ||||||||
798,703 | Akzo Nobel NV | 58,313 | ||||||||
124,052 | Alamos Gold, Inc | 702 | ||||||||
3,374,545 | Albemarle Corp | 186,511 | ||||||||
1,374,656 | Alcoa, Inc | 15,327 | ||||||||
447,741 | Alent plc | 2,589 | ||||||||
26,823 | Alexandria Mineral Oils Co | 148 | ||||||||
226,380 | Allegheny Technologies, Inc | 6,837 | ||||||||
1,286,100 | e | Alpek SAB de C.V. | 1,876 | |||||||
369,324 | Altri SGPS S.A. | 1,345 | ||||||||
2,196,015 | Alumina Ltd | 2,585 | ||||||||
5,113,171 | *,e | Aluminum Corp of China Ltd | 2,557 | |||||||
996,393 | Ambuja Cements Ltd | 3,594 | ||||||||
2,049,029 | Amcor Ltd | 21,653 | ||||||||
78,841 | e | American Vanguard Corp | 1,088 | |||||||
11,272 | Ampco-Pittsburgh Corp | 170 | ||||||||
3,785,000 | AMVIG Holdings Ltd | 1,953 | ||||||||
108,585 | Anadolu Cam Sanayii AS | 81 | ||||||||
841,292 | Anatolia Minerals Development Ltd | 1,974 | ||||||||
1,335,448 | Anglo American plc (London) | 19,292 | ||||||||
61,691 | * | Anglo Platinum Ltd | 1,391 | |||||||
469,129 | * | AngloGold Ashanti Ltd | 4,200 | |||||||
1,496,791 | Anhui Conch Cement Co Ltd | 5,244 | ||||||||
802,836 | Antofagasta plc | 8,690 | ||||||||
127,221 | *,e | APERAM | 5,151 | |||||||
38,270 | Aptargroup, Inc | 2,440 | ||||||||
190,777 | Arabian Cement Co | 366 | ||||||||
794,815 | ArcelorMittal | 7,719 | ||||||||
282,447 | * | Arkema | 20,417 | |||||||
29,874 | Asahi Holdings, Inc | 509 | ||||||||
2,004,044 | Asahi Kasei Corp | 16,438 | ||||||||
167,358 | * | Asanko Gold, Inc | 295 | |||||||
293,293 | Ashland, Inc | 35,752 | ||||||||
1,170,000 | Asia Cement China Holdings Corp | 578 | ||||||||
1,164 | Asia Cement Co Ltd | 134 | ||||||||
5,237,495 | Asia Cement Corp | 6,194 | ||||||||
786 | Asia Holdings Co Ltd | 104 | ||||||||
121,574 | Asia Plastic Recycling Holding Ltd | 73 | ||||||||
252,500 | Asia Polymer | 148 | ||||||||
438,067 | Asian Paints Ltd | 5,192 | ||||||||
52,333 | Associated Cement Co Ltd | 1,186 | ||||||||
41,579 | e | Assore Ltd | 353 | |||||||
611,200 | Atlas Consolidated Mining & Development | 89 | ||||||||
940,489 | e,m | Atlas Iron Ltd | 36 |
96 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
7,302 | Atul Ltd | $ | 137 | |||||||
15,980 | e | Auriga Industries (Class B) | 6 | |||||||
33,260 | Aurubis AG. | 1,954 | ||||||||
413,826 | Avery Dennison Corp | 25,219 | ||||||||
148,202 | * | Axalta Coating Systems Ltd | 4,902 | |||||||
1,902,213 | Axiall Corp | 68,575 | ||||||||
852,474 | * | B2Gold Corp | 1,304 | |||||||
114,123 | Balchem Corp | 6,359 | ||||||||
464,403 | Ball Corp | 32,578 | ||||||||
1,526,802 | Barrick Gold Corp (Canada) | 16,319 | ||||||||
8,644 | BASF India Ltd | 163 | ||||||||
1,327,149 | BASF SE | 116,780 | ||||||||
35,355 | Baticim Bati Anadolu Cimento Sanayii AS | 90 | ||||||||
15,552 | Bayer CropScience Ltd | 969 | ||||||||
6,703,449 | BBMG Corp | 6,778 | ||||||||
36,714 | e | Bekaert S.A. | 1,036 | |||||||
61,219 | Bemis Co, Inc | 2,755 | ||||||||
2,295,200 | m | Bengang Steel Plates Co | 1,282 | |||||||
245,521 | Berger Paints India Ltd | 752 | ||||||||
5,824,814 | * | Berry Plastics Group, Inc | 188,724 | |||||||
4,987,632 | BHP Billiton Ltd | 101,742 | ||||||||
6,123,978 | BHP Billiton plc | 120,408 | ||||||||
915,648 | Billerud AB | 14,386 | ||||||||
152,500 | e | Bloomage Biotechnology Corp Ltd | 269 | |||||||
556,445 | BlueScope Steel Ltd | 1,284 | ||||||||
7,972 | BNG Steel Co Ltd | 83 | ||||||||
107,501 | * | Boise Cascade Co | 3,943 | |||||||
1,774,421 | Boliden AB | 32,349 | ||||||||
3,079,664 | Boral Ltd | 13,873 | ||||||||
270,171 | Borregaard ASA | 1,909 | ||||||||
47,043 | Borusan Mannesmann Boru Sanayi | 112 | ||||||||
203,728 | * | Boryszew S.A. | 318 | |||||||
52,897 | BRAAS Monier Building Group S.A. | 1,445 | ||||||||
210,486 | Bradespar S.A. | 712 | ||||||||
184,796 | Braskem S.A. | 810 | ||||||||
1,042,128 | *,e | Brockman Mining Ltd | 35 | |||||||
58,794 | Brush Engineered Materials, Inc | 2,072 | ||||||||
64,843 | e | Buzzi Unicem S.p.A. | 924 | |||||||
43,631 | Buzzi Unicem S.p.A. RSP | 390 | ||||||||
5,400 | C Uyemura & Co Ltd | 290 | ||||||||
247,186 | Cabot Corp | 9,218 | ||||||||
174,042 | Calgon Carbon Corp | 3,373 | ||||||||
34,108 | Canam Group, Inc | 380 | ||||||||
194,465 | e | Canexus Corp | 227 | |||||||
251,101 | * | Canfor Corp | 5,468 | |||||||
80,817 | Canfor Pulp Products, Inc | 1,013 | ||||||||
64,747 | CAP S.A. | 222 | ||||||||
349,437 | * | Capstone Mining Corp | 341 | |||||||
165,958 | e | Carpenter Technology Corp | 6,419 | |||||||
163,828 | Cascades, Inc | 938 | ||||||||
51,223 | *,e | Castle (A.M.) & Co | 316 | |||||||
112,160 | CCL Industries | 13,757 |
97 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
270,469 | Celanese Corp (Series A) | $ | 19,441 | |||||||
164,835 | Cementir S.p.A. | 1,079 | ||||||||
382,175 | Cementos Argos S.A. | 1,357 | ||||||||
505,180 | * | Cemex Latam Holdings S.A. | 2,474 | |||||||
26,759,554 | *,e | Cemex S.A. de C.V. | 24,533 | |||||||
1,359,880 | * | Cemex SAB de C.V. (ADR) | 12,456 | |||||||
4,378,240 | Centamin plc | 4,254 | ||||||||
675,788 | Centerra Gold, Inc | 3,842 | ||||||||
182,410 | *,e | Century Aluminum Co | 1,903 | |||||||
1,588,125 | Century Sunshine Ecological Technology Holdings Ltd | 167 | ||||||||
22,397 | Century Textile & Industries Ltd | 248 | ||||||||
678,818 | CF Industries Holdings, Inc | 43,634 | ||||||||
21,094 | e | Chase Corp | 838 | |||||||
206,438 | * | Chemtura | 5,844 | |||||||
707,560 | Cheng Loong Corp | 281 | ||||||||
475,925 | Chia Hsin Cement Corp | 186 | ||||||||
1,743,795 | China BlueChemical Ltd | 636 | ||||||||
4,680,000 | *,e | China Daye Non-Ferrous Metals Mining Ltd | 154 | |||||||
159,000 | China Hi-ment Corp | 396 | ||||||||
885,000 | * | China Manmade Fibers Corp | 273 | |||||||
701,372 | China Metal Products | 626 | ||||||||
1,329,340 | *,e,m | China Metal Recycling Holdings Ltd | 2 | |||||||
10,009,248 | China National Building Material Co Ltd | 9,450 | ||||||||
1,056,000 | e | China National Materials Co Ltd | 343 | |||||||
2,129,078 | * | China Petrochemical Development Corp | 660 | |||||||
3,418,000 | *,e | China Precious Metal Resources Holdings Co Ltd | 304 | |||||||
1,098,000 | * | China Rare Earth Holdings Ltd | 191 | |||||||
7,942,058 | China Resources Cement Holdings Ltd | 4,427 | ||||||||
1,639,000 | e | China Sanjiang Fine Chemicals | 568 | |||||||
6,683,200 | e,m | China Shanshui Cement Group Ltd | 4,067 | |||||||
216,000 | China Silver Group Ltd | 123 | ||||||||
131,000 | China Steel Chemical Corp | 590 | ||||||||
13,789,442 | China Steel Corp | 11,016 | ||||||||
1,038,000 | China Synthetic Rubber Corp | 1,088 | ||||||||
1,232,000 | China Vanadium Titano-Magnetite Mining Co Ltd | 110 | ||||||||
6,970,000 | * | China Zenith Chemical Group Ltd | 899 | |||||||
538,000 | * | Chongqing Iron & Steel Co Ltd | 149 | |||||||
102,534 | Christian Hansen Holding | 5,000 | ||||||||
52,000 | Chugoku Marine Paints Ltd | 386 | ||||||||
946,328 | Chun Yuan Steel | 322 | ||||||||
815,720 | * | Chung Hung Steel Corp | 134 | |||||||
360,950 | * | Chung Hwa Pulp Corp | 109 | |||||||
496,924 | Cia de Minas Buenaventura S.A. (ADR) (Series B) | 5,158 | ||||||||
546,568 | Cia Siderurgica Nacional S.A. | 909 | ||||||||
54,845 | Ciech S.A. | 846 | ||||||||
163,004 | Cimsa Cimento Sanayi Ve Tica | 933 | ||||||||
962,000 | * | Citic Dameng Holdings | 131 | |||||||
2,218,105 | Clariant AG. | 45,462 | ||||||||
78,097 | * | Clearwater Paper Corp | 4,475 | |||||||
1,048,241 | e | Cliffs Natural Resources, Inc | 4,539 | |||||||
508,434 | *,e | Coeur Mining, Inc | 2,903 | |||||||
367,487 | Commercial Metals Co | 5,909 |
98 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
86,132 | *,m | Companhia Vale do Rio Doce | $ | 0 | ^ | |||||
142,553 | Compass Minerals International, Inc | 11,709 | ||||||||
369,826 | * | Constellium NV | 4,375 | |||||||
8,515 | * | Core Molding Technologies, Inc | 194 | |||||||
107,366 | Coromandel International Ltd | 422 | ||||||||
366,000 | e | CPMC Holdings Ltd | 245 | |||||||
2,546,884 | CRH plc | 71,804 | ||||||||
57,099 | Croda International plc | 2,469 | ||||||||
1,753,859 | * | Crown Holdings, Inc | 92,797 | |||||||
1,476,590 | CSR Ltd | 4,142 | ||||||||
173,780 | *,e | Cudeco Ltd | 228 | |||||||
680,228 | Cytec Industries, Inc | 41,174 | ||||||||
3,912,300 | D&L Industries Inc | 1,685 | ||||||||
172,000 | Da Ming International Holdings Ltd | 89 | ||||||||
350,007 | Daicel Chemical Industries Ltd | 4,491 | ||||||||
281,000 | Daido Steel Co Ltd | 1,170 | ||||||||
113,000 | Daiken Corp | 285 | ||||||||
155,857 | Dainichiseika Color & Chemicals Manufacturing Co Ltd | 785 | ||||||||
880,845 | Dainippon Ink and Chemicals, Inc | 2,199 | ||||||||
228,872 | e | Daio Paper Corp | 2,300 | |||||||
66,000 | Daiso Co Ltd | 238 | ||||||||
16,546 | * | Dalmia Bharat Ltd | 153 | |||||||
168,600 | * | Danhua Chemical Technology Co Ltd | 136 | |||||||
20,698 | DC Chemical Co Ltd | 1,668 | ||||||||
30,394 | Deltic Timber Corp | 2,056 | ||||||||
1,416,000 | Denki Kagaku Kogyo KK | 6,292 | ||||||||
165,995 | *,e | Detour Gold Corp | 1,910 | |||||||
10,699 | * | Dhanuka Agritech Ltd | 100 | |||||||
225,368 | Dominion Diamond Corp | 3,158 | ||||||||
246,554 | e | Domtar Corp | 10,207 | |||||||
48,784 | Dongkuk Steel Mill Co Ltd | 230 | ||||||||
748,000 | Dongpeng Holdings Co Ltd | 383 | ||||||||
84,718 | Dongsung Finetec Co Ltd | 459 | ||||||||
4,316,000 | Dongyue Group | 1,562 | ||||||||
4,495,980 | Dow Chemical Co | 230,059 | ||||||||
344,000 | Dowa Holdings Co Ltd | 3,251 | ||||||||
1,268,785 | DS Smith plc | 7,694 | ||||||||
37,994 | DSM NV | 2,206 | ||||||||
1,416,795 | Du Pont (E.I.) de Nemours & Co | 90,604 | ||||||||
383,274 | e | DuluxGroup Ltd | 1,689 | |||||||
99,350 | * | Dundee Precious Metals, Inc | 202 | |||||||
64,822 | Eagle Materials, Inc | 4,948 | ||||||||
365,500 | * | Eastern Polymer Group PCL | 102 | |||||||
435,142 | Eastman Chemical Co | 35,603 | ||||||||
228,092 | Ecolab, Inc | 25,790 | ||||||||
104,458 | EID Parry India Ltd | 231 | ||||||||
197,404 | * | El Ezz Steel Co | 219 | |||||||
1,099,736 | Eldorado Gold Corp | 4,561 | ||||||||
455,407 | Elementis plc | 1,834 | ||||||||
2,431,657 | Empresas CMPC S.A. | 6,617 | ||||||||
7,358 | EMS-Chemie Holding AG. | 3,109 | ||||||||
843,256 | e | Ence Energia y Celulosa S.A. | 2,883 |
99 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
SHARES | COMPANY | VALUE (000) | ||||||||
574,500 | Engro Chemical Pakistan Ltd | $ | 1,675 | |||||||
5,244 | *,e | Eramet | 407 | |||||||
1,958,041 | Eregli Demir ve Celik Fabrikalari TAS | 3,168 | ||||||||
1,900,239 | Essentra plc | 29,634 | ||||||||
1,591,990 | Eternal Chemical Co Ltd | 1,683 | ||||||||
35,500 | Eugene Corp | 217 | ||||||||
346,602 | Everlight Chemical Industrial Corp | 269 | ||||||||
3,475,969 | Evolution Mining Ltd | 3,103 | ||||||||
464,722 | Evonik Industries AG. | 17,745 | ||||||||
342,836 | Evraz plc | 664 | ||||||||
388,750 | Feng Hsin Iron & Steel Co | 501 | ||||||||
70,100 | Ferbasa-Ferro Ligas DA Bahia | 182 | ||||||||
729,205 | Ferrexpo plc | 762 | ||||||||
348,896 | * | Ferro Corp | 5,854 | |||||||
224,152 | Fibria Celulose S.A. | 3,058 | ||||||||
29,982 | Finolex Industries Ltd | 121 | ||||||||
114,631 | *,e | First Majestic Silver Corp | 555 | |||||||
646,264 | First Quantum Minerals Ltd | 8,450 | ||||||||
4,619,487 | Fletcher Building Ltd | 25,420 | ||||||||
149,556 | *,e | Flotek Industries, Inc | 1,874 | |||||||
205,735 | FMC Corp | 10,811 | ||||||||
41,070 | * | Foosung Co Ltd | 160 | |||||||
3,844,690 | Formosa Chemicals & Fibre Corp | 9,248 | ||||||||
5,187,088 | Formosa Plastics Corp | 12,214 | ||||||||
360,000 | Formosan Rubber Group, Inc | 339 | ||||||||
3,562,394 | e | Fortescue Metals Group Ltd | 5,247 | |||||||
123,872 | * | Fortuna Silver Mines, Inc | 451 | |||||||
169,791 | *,m | Foshan Huaxin Packaging Co Ltd | 208 | |||||||
2,078,451 | e | Fosun International | 4,888 | |||||||
23,200 | FP Corp | 845 | ||||||||
241,272 | e | Franco-Nevada Corp | 11,507 | |||||||
3,037,580 | Freeport-McMoRan Copper & Gold, Inc (Class B) | 56,560 | ||||||||
145,590 | Fresnillo plc | 1,588 | ||||||||
37,411 | Frutarom Industries Ltd | 1,569 | ||||||||
107,292 | Fuchs Petrolub AG. (Preference) | 4,537 | ||||||||
2,806,200 | e | Fufeng Group Ltd | 2,082 | |||||||
20,952 | e | Fuji Seal International, Inc | 618 | |||||||
48,500 | Fujimi, Inc | 730 | ||||||||
22,400 | Fujimori Kogyo Co Ltd | 677 | ||||||||
1,499,000 | Furukawa-Sky Aluminum Corp | 3,809 | ||||||||
2,133,800 | e | Fushan International Energy Group Ltd | 498 | |||||||
61,234 | FutureFuel Corp | 788 | ||||||||
284,577 | e | Gammon Gold, Inc | 813 | |||||||
265,814 | Gem Diamonds Ltd | 607 | ||||||||
2,573,807 | Gerdau S.A. (Preference) | 6,200 | ||||||||
5,924 | Givaudan S.A. | 10,256 | ||||||||
176,678 | Glatfelter | 3,885 | ||||||||
752,561 | * | Gleichen Resources Ltd | 681 | |||||||
11,037,435 | Glencore Xstrata plc | 44,262 | ||||||||
184,609 | Globe Specialty Metals, Inc | 3,268 | ||||||||
394,192 | Gloria Material Technology Corp | 267 | ||||||||
805,000 | Godo Steel Ltd | 1,501 |
100 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
85,369 | Godrej Industries Ltd | $ | 476 | |||||||
830,667 | Gold Fields Ltd | 2,657 | ||||||||
103,220 | *,e | Gold Resource Corp | 285 | |||||||
1,134,773 | e | Goldcorp, Inc | 18,416 | |||||||
8,519,418 | * | Goldsun Development & Construction Co Ltd | 2,743 | |||||||
877,000 | Grand Pacific Petrochemical | 561 | ||||||||
49,363 | Granges AB | 351 | ||||||||
2,582,722 | Graphic Packaging Holding Co | 35,977 | ||||||||
605,755 | *,m | Great Basin Gold Ltd | 5 | |||||||
181,000 | Great China Metal Industry | 180 | ||||||||
2,470,000 | e | Greatview Aseptic Packaging Co | 1,406 | |||||||
29,000 | * | Green Seal Holding Ltd | 132 | |||||||
33,676 | Greif, Inc (Class A) | 1,207 | ||||||||
21,485,560 | e | G-Resources Group Ltd | 692 | |||||||
303,370 | Grupo Argos S.A. | 1,980 | ||||||||
9,320,930 | Grupo Mexico S.A. de C.V. (Series B) | 28,098 | ||||||||
90,400 | *,e | Grupo Simec SAB de C.V. | 265 | |||||||
75,910 | Gubre Fabrikalari TAS | 201 | ||||||||
33,234 | Gujarat Flourochemicals | 330 | ||||||||
137,577 | * | Guyana Goldfields, Inc | 436 | |||||||
138,395 | H.B. Fuller Co | 5,622 | ||||||||
29,222 | Han Kuk Carbon Co Ltd | 182 | ||||||||
11,812 | Hanil Cement Manufacturing | 1,798 | ||||||||
7,954 | Hansol Chemical Co Ltd | 705 | ||||||||
19,676 | Hansol Paper Co | 157 | ||||||||
10,335 | * | Hansol Paper Co Ltd | 192 | |||||||
125,068 | Hanwha Chemical Corp | 2,093 | ||||||||
45,482 | Hanwha Corp | 1,923 | ||||||||
423,681 | *,e | Harmony Gold Mining Co Ltd | 549 | |||||||
31,007 | e | Hawkins, Inc | 1,252 | |||||||
39,795 | Haynes International, Inc | 1,963 | ||||||||
433,723 | * | Headwaters, Inc | 7,902 | |||||||
981,734 | e | Hecla Mining Co | 2,582 | |||||||
66,378 | HeidelbergCement AG. | 5,261 | ||||||||
628,725 | Hexpol AB | 6,481 | ||||||||
1,170,980 | Hindalco Industries Ltd | 2,054 | ||||||||
131,482 | Hitachi Chemical Co Ltd | 2,368 | ||||||||
276,634 | Hitachi Metals Ltd | 4,253 | ||||||||
601,837 | Ho Tung Chemical Corp | 156 | ||||||||
189,197 | *,e | Hochschild Mining plc | 283 | |||||||
584,829 | e | Hokuetsu Paper Mills Ltd | 3,230 | |||||||
551,250 | Holcim Ltd | 40,674 | ||||||||
46,936 | Holmen AB (B Shares) | 1,370 | ||||||||
26,375 | Honam Petrochemical Corp | 6,824 | ||||||||
1,854,000 | * | Honbridge Holdings Ltd | 634 | |||||||
163,517 | *,e | Horsehead Holding Corp | 1,916 | |||||||
2,385,000 | Huabao International Holdings Ltd | 1,434 | ||||||||
570,300 | Hubei Sanonda Co Ltd | 684 | ||||||||
20,972 | Huchems Fine Chemical Corp | 470 | ||||||||
230,449 | HudBay Minerals, Inc | 1,919 | ||||||||
206,054 | Huhtamaki Oyj | 6,368 | ||||||||
131,578 | e | Huntsman Corp | 2,904 |
101 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
26,533 | Hyosung Corp | $ | 3,417 | |||||||
8,434 | m | Hyundai Hysco | 439 | |||||||
284,443 | Hyundai Steel Co | 17,257 | ||||||||
377,697 | * | IAMGOLD Corp | 756 | |||||||
33,100 | e | Ihara Chemical Industry Co Ltd | 404 | |||||||
507,971 | Iluka Resources Ltd | 3,004 | ||||||||
50,571 | IMCD Group NV | 1,832 | ||||||||
51,189 | Imerys S.A. | 3,927 | ||||||||
587,998 | * | Impala Platinum Holdings Ltd | 2,624 | |||||||
44,558 | * | Imperial Metals Corp | 371 | |||||||
2,190,936 | Incitec Pivot Ltd | 6,496 | ||||||||
859,857 | e | Independence Group NL | 2,766 | |||||||
161,865 | India Cements Ltd | 239 | ||||||||
787,478 | Indorama Ventures PCL (Foreign) | 646 | ||||||||
142,000 | *,e | Industrias CH SAB de C.V. | 538 | |||||||
152,045 | e | Industrias Penoles S.A. de C.V. | 2,476 | |||||||
496,370 | Inner Mongolia Eerduosi Resourses Co Ltd | 529 | ||||||||
96,817 | Innophos Holdings, Inc | 5,096 | ||||||||
141,991 | Innospec, Inc | 6,395 | ||||||||
106,919 | * | Interfor Corp | 1,754 | |||||||
129,830 | International Flavors & Fragrances, Inc | 14,189 | ||||||||
708,051 | International Paper Co | 33,696 | ||||||||
154,548 | Intertape Polymer Group, Inc | 2,316 | ||||||||
283,949 | *,e | Intrepid Potash, Inc | 3,390 | |||||||
316,000 | * | Ishihara Sangyo Kaisha Ltd | 320 | |||||||
179,937 | Israel Chemicals Ltd | 1,257 | ||||||||
3,034 | Israel Corp Ltd | 1,071 | ||||||||
183,667 | Italcementi S.p.A. | 1,213 | ||||||||
5,603 | Italmobiliare S.p.A. | 161 | ||||||||
15,662 | Italmobiliare S.p.A. RSP | 283 | ||||||||
549,300 | * | Ivanhoe Mines Ltd | 396 | |||||||
67,436 | * | Izmir Demir Celik Sanayi AS | 56 | |||||||
31,459 | *,m | Jacana Minerals Ltd | 6 | |||||||
329,639 | James Hardie Industries NV | 4,388 | ||||||||
47,978 | * | Jastrzebska Spolka Weglowa S.A. | 151 | |||||||
254,000 | Jaya Tiasa Holdings BHD | 102 | ||||||||
1,128,046 | JFE Holdings, Inc | 24,993 | ||||||||
7,303,230 | Jiangxi Copper Co Ltd | 12,169 | ||||||||
84,964 | Jindal Saw Ltd | 78 | ||||||||
444,323 | Jindal Steel & Power Ltd | 599 | ||||||||
243,444 | *,e | Jinshan Gold Mines, Inc | 403 | |||||||
16,154 | JK Cement Ltd | 171 | ||||||||
27,652 | JK Lakshmi Cement Ltd | 151 | ||||||||
125,175 | Johnson Matthey plc | 5,969 | ||||||||
13,300 | JSP Corp | 214 | ||||||||
265,165 | JSR Corp | 4,681 | ||||||||
108,453 | JSW Steel Ltd | 1,482 | ||||||||
599,272 | K&S AG. | 25,270 | ||||||||
52,570 | e | Kaiser Aluminum Corp | 4,367 | |||||||
202,638 | Kaneka Corp | 1,480 | ||||||||
203,321 | Kansai Nerolac Paints Ltd | 685 | ||||||||
317,424 | Kansai Paint Co Ltd | 4,918 |
102 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
342,117 | Kapstone Paper and Packaging Corp | $ | 7,910 | |||||||
108,553 | * | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (Class A) | 85 | |||||||
609,131 | * | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (Class D) | 356 | |||||||
264,369 | * | KAZ Minerals plc | 844 | |||||||
99,603 | e | Kemira Oyj | 1,132 | |||||||
178,631 | KGHM Polska Miedz S.A. | 5,060 | ||||||||
1,525,174 | * | Kinross Gold Corp | 3,553 | |||||||
241,963 | * | Kirkland Lake Gold, Inc | 1,091 | |||||||
7,284 | KISCO Corp | 327 | ||||||||
21,136 | KISWIRE Ltd | 1,070 | ||||||||
479,268 | Klabin S.A. | 2,943 | ||||||||
2,552,700 | Klabin S.A. (Preference) | 3,112 | ||||||||
26,355 | KMG Chemicals, Inc | 670 | ||||||||
44,000 | Koatsu Gas Kogyo Co Ltd | 227 | ||||||||
6,392,798 | Kobe Steel Ltd | 10,755 | ||||||||
32,515 | Kolon Corp | 2,173 | ||||||||
55,466 | Kolon Industries, Inc | 3,213 | ||||||||
14,100 | Konishi Co Ltd | 267 | ||||||||
1,031 | Konya Cimento Sanayii | 143 | ||||||||
57,897 | Koppers Holdings, Inc | 1,431 | ||||||||
14,894 | Korea Kumho Petrochemical | 944 | ||||||||
20,761 | Korea Petrochemical Ind Co Ltd | 3,584 | ||||||||
33,215 | Korea Zinc Co Ltd | 16,159 | ||||||||
429,853 | Koza Altin Isletmeleri AS | 4,548 | ||||||||
155,458 | * | Koza Anadolu Metal Madencilik Isletmeleri AS | 159 | |||||||
199,529 | * | Kraton Polymers LLC | 4,765 | |||||||
86,027 | Kronos Worldwide, Inc | 943 | ||||||||
965,000 | *,e | KuangChi Science Ltd | 381 | |||||||
12,445 | Kukdo Chemical Co Ltd | 770 | ||||||||
423,062 | e | Kumba Iron Ore Ltd | 5,248 | |||||||
46,000 | Kumiai Chemical Industry Co Ltd | 360 | ||||||||
1,937 | Kumkang Kind Co Ltd | 139 | ||||||||
193,389 | Kuraray Co Ltd | 2,362 | ||||||||
181,000 | e | Kureha CORP | 711 | |||||||
89,000 | Kurimoto Ltd | 184 | ||||||||
165,500 | e | Kyoei Steel Ltd | 3,058 | |||||||
257,402 | e | Labrador Iron Ore Royalty Corp | 2,939 | |||||||
439,020 | Lafarge Malayan Cement BHD | 984 | ||||||||
216,271 | Lafarge S.A. | 14,299 | ||||||||
387,829 | * | Lake Shore Gold Corp | 397 | |||||||
845,415 | Lanxess AG. | 49,881 | ||||||||
424,000 | Lee & Man Holding Ltd | 245 | ||||||||
1,549,400 | Lee & Man Paper Manufacturing Ltd | 987 | ||||||||
499,448 | LEE Chang Yung Chem IND Corp | 316 | ||||||||
7,902 | e | Lenzing AG. | 564 | |||||||
95,464 | LG Chem Ltd | 23,807 | ||||||||
9,504 | LG Chem Ltd (Preference) | 1,601 | ||||||||
361,325 | Linde AG. | 68,476 | ||||||||
41,500 | Lintec Corp | 949 | ||||||||
6,177 | Lion Chemtech Co Ltd | 112 |
103 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
18,611 | Lock & Lock Co Ltd | $ | 246 | |||||||
1,373,901 | Long Chen Paper Co Ltd | 565 | ||||||||
466,749 | *,e | Lonmin plc | 822 | |||||||
5,865,131 | *,e | Louisiana-Pacific Corp | 99,883 | |||||||
54,070 | * | LSB Industries, Inc | 2,208 | |||||||
606,008 | e | Lucara Diamond Corp | 966 | |||||||
476,000 | Luks Group Vietnam Holdings Ltd | 166 | ||||||||
2,329,444 | * | Lundin Mining Corp | 9,568 | |||||||
1,120,281 | LyondellBasell Industries AF S.C.A | 115,971 | ||||||||
83,193 | Madras Cements Ltd | 440 | ||||||||
55,154 | * | MAG. Silver Corp | 432 | |||||||
161,300 | Magnesita Refratarios S.A. | 145 | ||||||||
27,808 | Maharashtra Seamless Ltd | 84 | ||||||||
77,132 | Major Drilling Group International | 386 | ||||||||
1,608,500 | Maple Leaf Cement Factory Ltd | 1,242 | ||||||||
67,925 | Martin Marietta Materials, Inc | 9,612 | ||||||||
90,024 | Maruichi Steel Tube Ltd | 2,234 | ||||||||
17,493 | Mayr-Melnhof Karton AG. | 1,977 | ||||||||
242,609 | MeadWestvaco Corp | 11,449 | ||||||||
507,865 | Metals X Ltd | 539 | ||||||||
258,200 | Metalurgica Gerdau S.A. | 529 | ||||||||
177,953 | e | Methanex Corp | 9,933 | |||||||
1,614,684 | Mexichem SAB de C.V. | 4,663 | ||||||||
1,086,000 | e | Midas Holdings Ltd | 258 | |||||||
598,506 | *,e | Minera Frisco SAB de C.V. | 447 | |||||||
110,524 | Minerals Technologies, Inc | 7,530 | ||||||||
16,307 | e | Miquel y Costas & Miquel S.A. | 571 | |||||||
2,464,165 | Mitsubishi Chemical Holdings Corp | 15,491 | ||||||||
1,200,158 | Mitsubishi Gas Chemical Co, Inc | 6,720 | ||||||||
1,151,693 | Mitsubishi Materials Corp | 4,422 | ||||||||
317,000 | * | Mitsubishi Paper Mills Ltd | 239 | |||||||
433,000 | Mitsubishi Steel Manufacturing Co Ltd | 938 | ||||||||
620,066 | Mitsui Chemicals, Inc | 2,304 | ||||||||
918,000 | Mitsui Mining & Smelting Co Ltd | 2,485 | ||||||||
155,372 | *,e | Mittal Steel South Africa Ltd | 155 | |||||||
1,744,443 | MMC Norilsk Nickel (ADR) | 29,393 | ||||||||
1,696,000 | e | MMG Ltd | 598 | |||||||
66,841 | MOIL Ltd | 259 | ||||||||
189,977 | Mondi Ltd | 4,164 | ||||||||
196,072 | Mondi plc | 4,221 | ||||||||
12,981 | *,m | Mongolian Metals Corporation | 0 | ^ | ||||||
1,597,628 | n | Monsanto Co | 170,291 | |||||||
3,530 | Monsanto India Ltd | 156 | ||||||||
133,838 | Mosaic Co | 6,270 | ||||||||
196,017 | Mpact Ltd | 694 | ||||||||
1,316,230 | M-real Oyj (B Shares) | 8,171 | ||||||||
73,243 | Myers Industries, Inc | 1,392 | ||||||||
67,071 | * | Mytilineos Holdings S.A. | 400 | |||||||
531,194 | *,m | Nagarjuna Fertilizers & Chemicals | 66 | |||||||
187,000 | * | Nakayama Steel Works Ltd | 136 | |||||||
109,453 | Namhae Chemical Corp | 1,157 | ||||||||
612,002 | Nampak Ltd | 1,700 |
104 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
5,849,813 | Nan Ya Plastics Corp | $ | 13,731 | |||||||
257,474 | Nantex Industry Co Ltd | 231 | ||||||||
87,229 | Neenah Paper, Inc | 5,143 | ||||||||
28,200 | Neturen Co Ltd | 203 | ||||||||
465,797 | e | Nevsun Resources Ltd | 1,753 | |||||||
497,956 | * | New Gold, Inc | 1,336 | |||||||
1,644,898 | * | Newcrest Mining Ltd | 16,563 | |||||||
43,760 | NewMarket Corp | 19,425 | ||||||||
1,800,705 | Newmont Mining Corp | 42,064 | ||||||||
4,346,575 | Nickel Asia Corp | 2,233 | ||||||||
88,200 | Nihon Nohyaku Co Ltd | 855 | ||||||||
85,000 | Nihon Parkerizing Co Ltd | 862 | ||||||||
2,547,684 | e | Nine Dragons Paper Holdings Ltd | 2,222 | |||||||
265,500 | *,e | Nippon Denko Co Ltd | 617 | |||||||
173,000 | Nippon Kayaku Co Ltd | 1,865 | ||||||||
1,122,600 | Nippon Light Metal Holdings Co Ltd | 1,932 | ||||||||
299,332 | Nippon Paint Co Ltd | 8,435 | ||||||||
473,100 | e | Nippon Paper Industries Co Ltd | 8,286 | |||||||
237,000 | Nippon Shokubai Co Ltd | 3,242 | ||||||||
289,000 | Nippon Soda Co Ltd | 1,858 | ||||||||
5,308,272 | Nippon Steel Corp | 13,764 | ||||||||
47,810 | Nippon Synthetic Chemical Industry Co Ltd | 325 | ||||||||
142,500 | *,e | Nippon Yakin Kogyo Co Ltd | 268 | |||||||
116,900 | Nissan Chemical Industries Ltd | 2,580 | ||||||||
320,200 | e | Nisshin Steel Holdings Co Ltd | 3,967 | |||||||
142,000 | Nittetsu Mining Co Ltd | 695 | ||||||||
248,263 | Nitto Denko Corp | 20,388 | ||||||||
146,921 | NOF Corp | 1,179 | ||||||||
41,284 | e | Norbord, Inc | 866 | |||||||
2,671,379 | Norsk Hydro ASA | 11,212 | ||||||||
8,220,000 | *,e | North Mining Shares Co Ltd | 371 | |||||||
362,464 | * | Northam Platinum Ltd | 1,199 | |||||||
523,773 | Northern Star Resources Ltd | 897 | ||||||||
471,885 | * | Novagold Resources, Inc | 1,621 | |||||||
14,263 | Novolipetsk Steel (GDR) | 190 | ||||||||
432,488 | Novozymes AS | 20,548 | ||||||||
547,173 | Nucor Corp | 24,114 | ||||||||
905,882 | Nufarm Ltd | 5,046 | ||||||||
420,026 | Nuplex Industries Ltd | 1,196 | ||||||||
1,070,488 | * | Nyrstar | 3,842 | |||||||
86,450 | *,m | Nyrstar (Strip VVPR) | 0 | ^ | ||||||
156,000 | * | Ocean Plastics Co Ltd | 151 | |||||||
796,086 | OceanaGold Corp | 1,969 | ||||||||
67,714 | *,e | OCI NV | 1,919 | |||||||
644,143 | OJI Paper Co Ltd | 2,799 | ||||||||
119,000 | Okamoto Industries, Inc | 445 | ||||||||
212,156 | e | Olin Corp | 5,718 | |||||||
40,853 | Olympic Steel, Inc | 712 | ||||||||
91,094 | OM Group, Inc | 3,061 | ||||||||
58,222 | Omnia Holdings Ltd | 864 | ||||||||
122,873 | * | Omnova Solutions, Inc | 920 | |||||||
12,333,205 | OneSteel Ltd | 1,287 |
105 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
492,324 | e | Orica Ltd | $ | 8,081 | ||||||
42,181 | * | Orient Cement Ltd | 114 | |||||||
545,600 | Oriental Union Chemical Corp | 423 | ||||||||
1,405,786 | Orora Ltd | 2,265 | ||||||||
27,700 | Osaka Steel Co Ltd | 515 | ||||||||
296,209 | Osisko Gold Royalties Ltd | 3,728 | ||||||||
285,434 | *,e | Outokumpu Oyj | 1,438 | |||||||
1,020,000 | Overseas Chinese Town Asia Holdings Ltd | 558 | ||||||||
95,282 | * | Owens-Illinois, Inc | 2,186 | |||||||
1,513,490 | Oxiana Ltd | 4,641 | ||||||||
144,507 | *,e | Pacific Metals Co Ltd | 439 | |||||||
13,800 | Pack Corp | 276 | ||||||||
497,713 | Packaging Corp of America | 31,102 | ||||||||
511,492 | Pact Group Holdings Ltd | 1,846 | ||||||||
161,636 | e | Pan American Silver Corp | 1,390 | |||||||
111,473 | Papeles y Cartones de Europa S.A. | 634 | ||||||||
848,900 | * | Paranapanema S.A. | 1,092 | |||||||
52,319 | Park Elektrik Madencilik Sanayi Ve Ticaret AS | 73 | ||||||||
230,422 | Petkim Petrokimya Holding | 348 | ||||||||
431,996 | * | Petra Diamonds Ltd | 1,011 | |||||||
3,305,763 | Petronas Chemicals Group BHD | 5,530 | ||||||||
76,049 | PI Industries Ltd | 770 | ||||||||
264,041 | *,m | Pike River Coal Ltd | 0 | ^ | ||||||
224,117 | * | Platform Specialty Products Corp | 5,733 | |||||||
274,491 | PolyOne Corp | 10,752 | ||||||||
6,796 | Poongsan | 266 | ||||||||
144,910 | Poongsan Corp | 3,364 | ||||||||
520,919 | Portucel Empresa Produtora de Pasta e Papel S.A. | 2,010 | ||||||||
134,529 | POSCO | 26,938 | ||||||||
59,120 | POSCO Refractories & Environment Co Ltd | 615 | ||||||||
1,374,162 | Potash Corp of Saskatchewan | 42,556 | ||||||||
506,508 | e | PPC Ltd | 735 | |||||||
1,958,474 | PPG Industries, Inc | 224,676 | ||||||||
376,078 | Praxair, Inc | 44,960 | ||||||||
148,708 | *,e | Premier Gold Mines Ltd | 288 | |||||||
1,575,100 | Press Metal BHD | 1,084 | ||||||||
110,619 | *,e | Pretium Resources, Inc | 599 | |||||||
153,535 | * | Primero Mining Corp | 599 | |||||||
103,835 | * | Prism Cement Ltd | 178 | |||||||
2,906,500 | PT Aneka Tambang Tbk | 148 | ||||||||
12,184,500 | * | PT Hanson International Tbk | 676 | |||||||
1,234,900 | PT Holcim Indonesia Tbk | 139 | ||||||||
1,781,920 | PT Indocement Tunggal Prakarsa Tbk | 2,785 | ||||||||
3,848,800 | * | PT Krakatau Steel Tbk | 98 | |||||||
8,218,300 | * | PT Sekawan Intipratama Tbk | 119 | |||||||
3,657,589 | PT Semen Gresik Persero Tbk | 3,286 | ||||||||
2,661,657 | PT Timah Tbk | 141 | ||||||||
2,160,100 | PT Wijaya Karya Beton Tbk | 162 | ||||||||
6,024,726 | PTT Global Chemical PCL (Foreign) | 12,324 | ||||||||
21,714 | Qatar National Cement Co | 714 | ||||||||
28,786 | Qatari Investors Group | 425 | ||||||||
36,980 | Quaker Chemical Corp | 3,285 |
106 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
38,775 | Rallis India Ltd | $ | 146 | |||||||
116,249 | Randgold Resources Ltd | 7,798 | ||||||||
9,550 | * | Ratnamani Metals & Tubes Ltd | 82 | |||||||
169,686 | e | Rayonier Advanced Materials, Inc | 2,759 | |||||||
20,100 | * | Real Industry, Inc | 228 | |||||||
382,000 | * | Realord Group Holdings Ltd | 174 | |||||||
337,560 | e | Regis Resources Ltd | 282 | |||||||
155,485 | Reliance Steel & Aluminum Co | 9,404 | ||||||||
211,767 | Rengo Co Ltd | 878 | ||||||||
625,610 | * | Rentech, Inc | 669 | |||||||
177,499 | *,e | Resolute Forest Products | 1,997 | |||||||
1,128,616 | Rexam plc | 9,789 | ||||||||
25,531 | RHI AG. | 635 | ||||||||
459,755 | Rio Tinto Ltd | 19,019 | ||||||||
1,689,017 | Rio Tinto plc | 69,474 | ||||||||
615,625 | e | Rock-Tenn Co (Class A) | 37,061 | |||||||
1,319,200 | * | Romarco Minerals, Inc | 449 | |||||||
47,666 | Rotam Global Agrosciences Ltd | 67 | ||||||||
80,358 | *,e | Royal Bafokeng Platinum Ltd | 307 | |||||||
144,936 | Royal Gold, Inc | 8,927 | ||||||||
548,602 | RPC Group plc | 5,752 | ||||||||
778,139 | RPM International, Inc | 38,105 | ||||||||
107,971 | *,e | RTI International Metals, Inc | 3,403 | |||||||
361,440 | * | Rubicon Minerals Corp | 376 | |||||||
31,299 | *,e | Ryerson Holding Corp | 285 | |||||||
17,005 | Sa des Ciments Vicat | 1,166 | ||||||||
192,000 | Sakai Chemical Industry Co Ltd | 688 | ||||||||
89,000 | Sakata INX Corp | 786 | ||||||||
38,499 | Salzgitter AG. | 1,376 | ||||||||
2,450 | Sam Kwang Glass Ind Co Ltd | 255 | ||||||||
61,043 | Samsung Fine Chemicals Co Ltd | 1,894 | ||||||||
355,031 | San Fang Chemical Industry Co Ltd | 501 | ||||||||
125,626 | e | Sandfire Resources NL | 556 | |||||||
120,156 | *,e | Sandstorm Gold Ltd | 355 | |||||||
20,862 | * | Sansung Life & Science Co Ltd | 1,934 | |||||||
141,000 | Sanyo Chemical Industries Ltd | 991 | ||||||||
425,000 | Sanyo Special Steel Co Ltd | 1,981 | ||||||||
827,721 | * | Sappi Ltd | 2,936 | |||||||
255,294 | Satipel Industrial S.A. | 596 | ||||||||
538,693 | * | Schmolz + Bickenbach AG. | 478 | |||||||
95,497 | e | Schnitzer Steel Industries, Inc (Class A) | 1,668 | |||||||
153,936 | Schweitzer-Mauduit International, Inc | 6,139 | ||||||||
142,500 | Scientex BHD | 260 | ||||||||
222,967 | Scotts Miracle-Gro Co (Class A) | 13,202 | ||||||||
38,467 | *,e | Seabridge Gold, Inc | 236 | |||||||
60,241 | Seah Besteel Corp | 2,347 | ||||||||
1,091 | SeAH Holdings Corp | 188 | ||||||||
13,315 | SeAH Steel Corp | 824 | ||||||||
1,842,996 | Sealed Air Corp | 94,693 | ||||||||
1,714,000 | Sekisui Plastics Co Ltd | 6,281 | ||||||||
263,650 | * | SEMAFO, Inc | 709 | |||||||
147,020 | Semapa-Sociedade de Investimento e Gestao | 1,985 |
107 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
121,028 | *,e | Senomyx, Inc | $ | 649 | ||||||
164,290 | Sensient Technologies Corp | 11,228 | ||||||||
1,743,633 | Sesa Sterlite Ltd | 4,735 | ||||||||
583,372 | Severstal (GDR) | 6,172 | ||||||||
2,223,000 | Shandong Chenming Paper Holdings Ltd | 1,340 | ||||||||
2,740,029 | Shandong Chenming Paper Holdings Ltd (Class B) | 2,043 | ||||||||
373,400 | Shanghai Chlor-Alkali Chemical Co Ltd | 310 | ||||||||
160,987 | Shanghai Yaohua Pilkington Glass Co Ltd | 133 | ||||||||
18,464 | * | Sharda Cropchem Ltd | 96 | |||||||
130,000 | Sheen Tai Holdings Grp Co Ltd | 100 | ||||||||
363,000 | Sheng Yu Steel Co Ltd | 238 | ||||||||
311,247 | e | Sherritt International Corp | 521 | |||||||
357,984 | Sherwin-Williams Co | 98,453 | ||||||||
233,000 | * | Shihlin Paper Corp | 256 | |||||||
34,000 | Shikoku Chemicals Corp | 293 | ||||||||
577,437 | Shin-Etsu Chemical Co Ltd | 35,807 | ||||||||
97,800 | Shin-Etsu Polymer Co Ltd | 465 | ||||||||
3,211,032 | Shinkong Synthetic Fibers Corp | 1,040 | ||||||||
58,684 | Shiny Chemical Industrial Co Ltd | 76 | ||||||||
4,758,000 | *,e | Shougang Concord International Enterprises Co Ltd | 337 | |||||||
1,712,000 | Showa Denko KK | 2,267 | ||||||||
15,544 | Shree Cement Ltd | 2,768 | ||||||||
3,500 | Siam Cement PCL | 54 | ||||||||
446,916 | Siam Cement PCL (Foreign) | 6,840 | ||||||||
1,736,492 | Sibanye Gold Ltd | 2,781 | ||||||||
141,280 | Sidi Kerir Petrochemcials Co | 233 | ||||||||
147,774 | Sigma-Aldrich Corp | 20,592 | ||||||||
1,131,000 | *,m | Sijia Group Co | 1 | |||||||
1,262 | Sika AG. | 4,451 | ||||||||
134,529 | Silgan Holdings, Inc | 7,098 | ||||||||
76,362 | * | Silver Standard Resources, Inc | 480 | |||||||
355,187 | Silver Wheaton Corp | 6,157 | ||||||||
257,958 | e | Sims Group Ltd | 2,063 | |||||||
8,420,000 | Sinofert Holdings Ltd | 1,929 | ||||||||
4,266,798 | Sinopec Shanghai Petrochemical Co Ltd | 2,308 | ||||||||
268,333 | *,e | Sirius Resources NL | 680 | |||||||
15,331 | SK Chemicals Co Ltd | 1,022 | ||||||||
120,958 | SKC Co Ltd | 3,982 | ||||||||
12,081 | * | SKCKOLONPI, Inc | 131 | |||||||
804,012 | Smurfit Kappa Group plc | 22,160 | ||||||||
113,276 | Sociedad Quimica y Minera de Chile S.A. (Class B) | 1,834 | ||||||||
5,274 | SODIFF Advanced Materials Co Ltd | 610 | ||||||||
249,478 | Solar Applied Materials Technology Co | 187 | ||||||||
26,587 | Solvay S.A. | 3,663 | ||||||||
119,792 | Sonoco Products Co | 5,134 | ||||||||
221,034 | South Valley Cement | 141 | ||||||||
7,190,645 | * | South32 Ltd | 9,931 | |||||||
1,462,853 | * | South32 Ltd (W/I) | 1,977 | |||||||
1,659,384 | e | Southern Copper Corp (NY) | 48,802 | |||||||
210,041 | *,e | Ssab Svenskt Stal AB (Series A) | 1,097 | |||||||
181,229 | *,e | Ssab Svenskt Stal AB (Series B) | 808 | |||||||
81,238 | * | Ssangyong Cement Industrial Co Ltd | 1,157 |
108 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,722,291 | e | Steel Dynamics, Inc | $ | 35,677 | ||||||
62,800 | Stella-Jones, Inc | 2,088 | ||||||||
94,026 | Stepan Co | 5,088 | ||||||||
398,959 | * | Stillwater Mining Co | 4,624 | |||||||
5,251 | STO AG. | 824 | ||||||||
644,839 | e | Stora Enso Oyj (R Shares) | 6,645 | |||||||
1,243,221 | Sumitomo Bakelite Co Ltd | 5,632 | ||||||||
2,185,511 | Sumitomo Chemical Co Ltd | 13,131 | ||||||||
1,095,437 | Sumitomo Metal Mining Co Ltd | 16,660 | ||||||||
603,193 | Sumitomo Osaka Cement Co Ltd | 2,231 | ||||||||
81,000 | Sumitomo Seika Chemicals Co Ltd | 532 | ||||||||
17,812 | e | Sumitomo Titanium Corp | 478 | |||||||
66,318 | * | Summit Materials, Inc | 1,691 | |||||||
369,200 | SunCoke Energy, Inc | 4,800 | ||||||||
4,450,000 | *,e,m | Superb Summit International Group Ltd | 729 | |||||||
887,600 | * | Superblock PCL | 48 | |||||||
6,439,100 | * | Superblock PCL-Foreign | 350 | |||||||
33,326 | Supreme Industries Ltd | 353 | ||||||||
392,356 | Suzano Papel e Celulose S.A. | 2,087 | ||||||||
442,000 | Swancor Ind Co Ltd | 4,546 | ||||||||
163,510 | Symrise AG. | 10,155 | ||||||||
270,407 | Syngenta AG. | 110,332 | ||||||||
88,736 | Syngenta AG. (ADR) | 7,242 | ||||||||
1,209,801 | Synthos S.A. | 1,496 | ||||||||
121,485 | * | Syrah Resources Ltd | 350 | |||||||
286,800 | Ta Ann Holdings BHD | 289 | ||||||||
1,834,320 | TA Chen Stainless Pipe | 944 | ||||||||
676 | Taekwang Industrial Co Ltd | 823 | ||||||||
608,713 | e | Tahoe Resources, Inc | 7,384 | |||||||
164,387 | Tahoe Resources, Inc (Toronto) | 1,993 | ||||||||
1,539,516 | Taiheiyo Cement Corp | 4,502 | ||||||||
8,913,290 | Taiwan Cement Corp | 11,253 | ||||||||
1,007,960 | Taiwan Fertilizer Co Ltd | 1,667 | ||||||||
245,725 | Taiwan Hon Chuan Enterprise Co Ltd | 482 | ||||||||
425,329 | Taiwan Styrene Monomer | 207 | ||||||||
15,900 | Taiyo Ink Manufacturing Co Ltd | 665 | ||||||||
245,133 | e | Taiyo Nippon Sanso Corp | 2,967 | |||||||
68,000 | Takasago International Corp | 284 | ||||||||
39,000 | Takiron Co Ltd | 173 | ||||||||
318,814 | Tata Steel Ltd | 1,521 | ||||||||
1,332,000 | e | TCC International Holdings Ltd | 402 | |||||||
8,479 | Technosemichem Co Ltd | 371 | ||||||||
1,018,553 | Teck Cominco Ltd | 10,096 | ||||||||
8,460,018 | Teijin Ltd | 32,829 | ||||||||
25,641 | Ten Cate NV | 529 | ||||||||
36,800 | Tenma Corp | 633 | ||||||||
30,366 | * | Tessenderlo Chemie NV | 1,170 | |||||||
253,038 | e | TFS Corp Ltd | 312 | |||||||
211,426 | *,e | Thompson Creek Metals Co, Inc (Toronto) | 173 | |||||||
317,275 | Thye Ming Industrial Co Ltd | 363 | ||||||||
489,988 | ThyssenKrupp AG. | 12,747 | ||||||||
13,576,000 | e | Tiangong International Co Ltd | 2,185 |
109 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
113,918 | e | TimkenSteel Corp | $ | 3,075 | ||||||
51,901 | Titan Cement Co S.A. | 1,177 | ||||||||
115,000 | Toagosei Co Ltd | 958 | ||||||||
31,600 | *,e | Toho Titanium Co Ltd | 364 | |||||||
142,000 | Toho Zinc Co Ltd | 445 | ||||||||
635,000 | Tokai Carbon Co Ltd | 1,991 | ||||||||
1,281,000 | e | Tokuyama Corp | 2,467 | |||||||
72,000 | Tokyo Ohka Kogyo Co Ltd | 2,042 | ||||||||
129,796 | *,e | Tokyo Rope Manufacturing Co Ltd | 240 | |||||||
99,100 | Tokyo Steel Manufacturing Co Ltd | 729 | ||||||||
660,750 | Ton Yi Industrial Corp | 414 | ||||||||
23,129 | * | Tongyang Cement & Energy Corp | 125 | |||||||
318,000 | Topy Industries Ltd | 813 | ||||||||
341,572 | Toray Industries, Inc | 2,887 | ||||||||
1,005,000 | Tosoh Corp | 6,245 | ||||||||
625,000 | Toyo Ink Manufacturing Co Ltd | 2,504 | ||||||||
39,800 | Toyo Kohan Co Ltd | 197 | ||||||||
118,241 | Toyo Seikan Kaisha Ltd | 1,897 | ||||||||
1,789,676 | Toyobo Co Ltd | 2,851 | ||||||||
83,597 | *,e | Trecora Resources | 1,262 | |||||||
68,636 | Tredegar Corp | 1,518 | ||||||||
158,719 | *,e | Trinseo S.A. | 4,260 | |||||||
264,321 | Tronox Ltd | 3,867 | ||||||||
575,412 | TSRC Corp | 543 | ||||||||
102,585 | e | Tubacex S.A. | 293 | |||||||
105,984 | e | Tubos Reunidos S.A. | 169 | |||||||
1,482,900 | Tung Ho Steel Enterprise Corp | 1,084 | ||||||||
1,641,326 | * | Turquoise Hill Resources Ltd | 6,242 | |||||||
2,253,647 | UBE Industries Ltd | 4,251 | ||||||||
5,159 | *,e | UFP Technologies, Inc | 108 | |||||||
60,459 | Ultra Tech Cement Ltd | 2,840 | ||||||||
22,605 | Umicore | 1,073 | ||||||||
10,997 | Unid Co Ltd | 667 | ||||||||
297,835 | United Phosphorus Ltd | 2,501 | ||||||||
5,964 | United States Lime & Minerals, Inc | 347 | ||||||||
366,827 | e | United States Steel Corp | 7,564 | |||||||
324,040 | Universal Cement Corp | 283 | ||||||||
6,564 | *,e | Universal Stainless & Alloy | 129 | |||||||
624,532 | UPC Technology Corp | 211 | ||||||||
2,251,552 | UPM-Kymmene Oyj | 39,843 | ||||||||
315,477 | Uralkali (GDR) | 4,049 | ||||||||
52,614 | * | US Concrete, Inc | 1,994 | |||||||
724,870 | USI Corp | 305 | ||||||||
386,082 | Usinas Siderurgicas de Minas Gerais S.A. (Preference) | 512 | ||||||||
1,918,307 | Vale S.A. | 11,285 | ||||||||
2,858,050 | Vale S.A. (Preference) | 14,322 | ||||||||
39,058 | Valhi, Inc | 221 | ||||||||
54,990 | Valspar Corp | 4,499 | ||||||||
79,502 | e | Vedanta Resources plc | 649 | |||||||
441 | Vetropack Holding AG. | 746 | ||||||||
226,845 | Victrex plc | 6,876 | ||||||||
10,921 | * | Vinati Organics Ltd | 90 |
110 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
235,159 | e | Voestalpine AG. | $ | 9,801 | ||||||
73,865 | e | Vulcan Materials Co | 6,199 | |||||||
351,298 | e | Wacker Chemie AG. | 36,297 | |||||||
118,964 | Wausau Paper Corp | 1,092 | ||||||||
1,978,000 | e | West China Cement Ltd | 382 | |||||||
214,952 | West Fraser Timber Co Ltd | 11,811 | ||||||||
206,486 | e | Western Areas NL | 514 | |||||||
1,240,509 | Western Forest Products, Inc | 2,215 | ||||||||
423,718 | Westlake Chemical Corp | 29,063 | ||||||||
5,622 | * | WHX Corp | 195 | |||||||
154,946 | * | Worthington Industries, Inc | 4,658 | |||||||
1,016,095 | * | WR Grace & Co | 101,914 | |||||||
723,000 | * | Xinjiang Xinxin Mining Industry Co Ltd | 143 | |||||||
1,363,038 | Yamana Gold, Inc | 4,103 | ||||||||
38,561 | Yamato Kogyo Co Ltd | 901 | ||||||||
307,916 | Yara International ASA | 16,045 | ||||||||
50,391 | Yeong Guan Energy Technology Group Co Ltd | 366 | ||||||||
1,258,000 | Yeun Chyang Industrial Co Ltd | 946 | ||||||||
947,803 | Yieh Phui Enterprise | 268 | ||||||||
1,086,270 | Yingde Gases | 747 | ||||||||
542,000 | Yip’s Chemical Holdings Ltd | 296 | ||||||||
110,000 | Yodogawa Steel Works Ltd | 480 | ||||||||
5,939 | Youlchon Chemical Co Ltd | 66 | ||||||||
88,660 | Youyuan International Holdings Ltd | 21 | ||||||||
1,459,285 | Yuen Foong Yu Paper Manufacturing Co Ltd | 535 | ||||||||
722,436 | Yule Catto & Co plc | 3,537 | ||||||||
155,000 | Yung Chi Paint & Varnish Manufacturing Co Ltd | 417 | ||||||||
37,313 | Zaklady Azotowe w Tarnowie-Moscicach S.A. | 820 | ||||||||
317,512 | Zeon Corp | 2,928 | ||||||||
858,000 | e | Zhaojin Mining Industry Co Ltd | 536 | |||||||
20,155 | Zignago Vetro S.p.A. | 118 | ||||||||
22,062,220 | e | Zijin Mining Group Co Ltd | 7,766 | |||||||
TOTAL MATERIALS | 5,993,010 | |||||||||
MEDIA - 3.4% | ||||||||||
1,779,550 | ABS-CBN Holdings Corp (ADR) | 2,474 | ||||||||
25,500 | e | Adways, Inc | 220 | |||||||
67,305 | e | AH Belo Corp (Class A) | 377 | |||||||
166,406 | Aimia, Inc | 1,812 | ||||||||
6,000,000 | *,e | Alibaba Pictures Group Ltd | 2,324 | |||||||
122,004 | * | Altice S.A. | 16,805 | |||||||
75,912 | AMC Entertainment Holdings, Inc | 2,329 | ||||||||
706,308 | * | AMC Networks, Inc | 57,811 | |||||||
66,452 | Antena 3 de Television S.A. | 1,033 | ||||||||
1,946,098 | * | APN News & Media Ltd | 1,063 | |||||||
103,500 | Asatsu-DK, Inc | 2,449 | ||||||||
8,120,500 | Asian Pay Television Trust | 5,125 | ||||||||
2,863,445 | Astro Malaysia Holdings BHD | 2,337 | ||||||||
34,359 | Avex Group Holdings, Inc | 603 | ||||||||
46,151 | Axel Springer AG. | 2,424 | ||||||||
1,213,223 | BEC World PCL (Foreign) | 1,343 | ||||||||
119,801 | * | Besiktas Futbol Yatirimlari Sanayi ve Ticaret AS | 85 |
111 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
74,002 | e | Borussia Dortmund GmbH & Co KGaA | $ | 279 | ||||||
715,154 | e | Cablevision Systems Corp (Class A) | 17,121 | |||||||
23,184 | e | Cairo Communication S.p.A. | 121 | |||||||
67,264 | * | Carmike Cinemas, Inc | 1,785 | |||||||
2,312,601 | CBS Corp (Class B) | 128,349 | ||||||||
68,462 | * | Central European Media Enterprises Ltd (Class A) | 138 | |||||||
196,591 | *,e | Central European Media Enterprises Ltd (Class A) (NASDAQ) | 429 | |||||||
217,229 | *,e | Charter Communications, Inc | 37,200 | |||||||
77,055 | * | Cheil Communications, Inc | 1,193 | |||||||
103,085 | *,e | Cinedigm Corp | 73 | |||||||
256,137 | Cinemark Holdings, Inc | 10,289 | ||||||||
62,160 | e | Cineplex Galaxy Income Fund | 2,340 | |||||||
244,199 | Cineworld Group plc | 1,767 | ||||||||
434,000 | * | City Telecom (HK) Ltd | 126 | |||||||
27,832 | CJ CGV Co Ltd | 3,190 | ||||||||
24,764 | * | CJ E&M Corp | 1,738 | |||||||
28,983 | CJ Hellovision Co Ltd | 333 | ||||||||
40,438 | Clear Channel Outdoor Holdings, Inc (Class A) | 410 | ||||||||
58,516 | Cogeco Cable, Inc | 3,384 | ||||||||
10,563,223 | Comcast Corp (Class A) | 635,272 | ||||||||
358,173 | Comcast Corp (Special Class A) | 21,469 | ||||||||
169,382 | *,e | Corus Entertainment, Inc | 2,261 | |||||||
121,273 | * | Crown Media Holdings, Inc (Class A) | 548 | |||||||
42,614 | CTS Eventim AG. | 1,554 | ||||||||
421,675 | *,e | Cumulus Media, Inc (Class A) | 856 | |||||||
108,000 | �� | CyberAgent, Inc | 5,124 | |||||||
138,606 | Cyfrowy Polsat S.A. | 871 | ||||||||
48,400 | Daiichikosho Co Ltd | 1,703 | ||||||||
3,635 | *,e | Daily Journal Corp | 714 | |||||||
593,537 | Daily Mail & General Trust | 8,661 | ||||||||
15,490 | * | DEN Networks Ltd | 34 | |||||||
237,855 | Dentsu, Inc | 12,305 | ||||||||
1,027,755 | * | DIRECTV | 95,365 | |||||||
266,564 | *,e | Discovery Communications, Inc (Class A) | 8,866 | |||||||
626,644 | * | Discovery Communications, Inc (Class C) | 19,476 | |||||||
960,687 | * | DISH Network Corp (Class A) | 65,048 | |||||||
231,686 | *,e | DreamWorks Animation SKG, Inc (Class A) | 6,112 | |||||||
4,418,500 | E for L Aim PCL | 164 | ||||||||
66,246 | * | Entercom Communications Corp (Class A) | 757 | |||||||
543,920 | Entertainment One Ltd | 3,041 | ||||||||
233,585 | Entravision Communications Corp (Class A) | 1,922 | ||||||||
797,757 | *,e | Eros International plc | 20,040 | |||||||
4,000,000 | * | eSun Holdings Ltd | 578 | |||||||
34,988 | Eutelsat Communications | 1,130 | ||||||||
205,254 | EW Scripps Co (Class A) | 4,690 | ||||||||
4,533 | Fenerbahce Sportif Hizmetleri Sanayi ve Ticaret AS | 68 | ||||||||
354,000 | Fuji Television Network, Inc | 4,697 | ||||||||
192,340 | * | Gannett Co, Inc | 2,691 | |||||||
668,238 | Gestevision Telecinco S.A. | 8,773 | ||||||||
122,746 | *,e | Global Eagle Entertainment, Inc | 1,598 | |||||||
171,641 | * | Gray Television, Inc | 2,691 |
112 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
4,895,712 | e | Grupo Televisa S.A. | $ | 38,035 | ||||||
117,315 | *,e | Gruppo Editoriale L’Espresso S.p.A. | 121 | |||||||
376,601 | Hakuhodo DY Holdings, Inc | 4,028 | ||||||||
199,198 | Harte-Hanks, Inc | 1,187 | ||||||||
164,704 | Havas S.A. | 1,375 | ||||||||
34,797 | *,e | Hemisphere Media Group, Inc | 414 | |||||||
25,822 | Hyundai Hy Communications & Network Co | 102 | ||||||||
412,727 | * | IBN18 Broadcast Ltd | 239 | |||||||
185,179 | *,e | Imax Corp | 7,457 | |||||||
739,849 | Informa plc | 6,354 | ||||||||
4,065,306 | Interpublic Group of Cos, Inc | 78,338 | ||||||||
95,153 | e | IPSOS | 2,459 | |||||||
238,987 | ITE Group plc | 642 | ||||||||
9,625,146 | ITV plc | 39,823 | ||||||||
142,654 | Jagran Prakashan Ltd | 265 | ||||||||
622,645 | *,e | JC Decaux S.A. | 26,038 | |||||||
2,575,448 | John Fairfax Holdings Ltd | 1,617 | ||||||||
87,136 | John Wiley & Sons, Inc (Class A) | 4,738 | ||||||||
63,137 | Journal Media Group, Inc | 523 | ||||||||
431,999 | *,e | Juventus Football Club S.p.A. | 128 | |||||||
4,177 | * | Kabel Deutschland Holding AG. | 559 | |||||||
48,632 | * | Kadokawa Dwango Corp | 631 | |||||||
14,631 | Kinepolis Group NV | 573 | ||||||||
20,043 | KT Skylife Co Ltd | 364 | ||||||||
57,067 | Lagardere S.C.A. | 1,670 | ||||||||
164,126 | *,e | Lee Enterprises, Inc | 547 | |||||||
45,417 | *,e | Liberty Broadband Corp (Class A) | 2,315 | |||||||
108,340 | * | Liberty Broadband Corp (Class C) | 5,543 | |||||||
105,747 | * | Liberty Global plc | 5,354 | |||||||
469,894 | *,e | Liberty Global plc (Class A) | 25,407 | |||||||
165,021 | * | Liberty Media Corp | 5,947 | |||||||
334,274 | * | Liberty Media Corp (Class C) | 12,000 | |||||||
545,165 | e | Lions Gate Entertainment Corp | 20,198 | |||||||
372,368 | * | Live Nation, Inc | 10,236 | |||||||
12,409 | Loen Entertainment, Inc | 895 | ||||||||
33,865 | * | Loral Space & Communications, Inc | 2,138 | |||||||
171,764 | M6-Metropole Television | 3,345 | ||||||||
144,336 | * | Madison Square Garden, Inc | 12,051 | |||||||
1,482,300 | Major Cineplex Group PCL-Foreign | 1,477 | ||||||||
81,413 | * | Martha Stewart Living Omnimedia, Inc (Class A) | 508 | |||||||
274,467 | *,e | McClatchy Co (Class A) | 296 | |||||||
363,548 | e | MDC Partners, Inc | 7,162 | |||||||
264,902 | *,e | Media General, Inc | 4,376 | |||||||
1,707,800 | Media Prima BHD | 661 | ||||||||
2,973,472 | Mediaset S.p.A. | 14,315 | ||||||||
2,640,000 | * | Mei Ah Entertainment Group Ltd | 472 | |||||||
121,594 | e | Meredith Corp | 6,341 | |||||||
54,737 | Modern Times Group AB (B Shares) | 1,469 | ||||||||
79,901 | Morningstar, Inc | 6,356 | ||||||||
204,700 | Multiplus S.A. | 2,469 | ||||||||
821,169 | Naspers Ltd (N Shares) | 127,695 | ||||||||
209,585 | National CineMedia, Inc | 3,345 |
113 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
267,888 | New Media Investment Group, Inc | $ | 4,803 | |||||||
379,496 | e | New York Times Co (Class A) | 5,180 | |||||||
119,760 | * | News Corp | 1,747 | |||||||
28,101 | * | News Corp (Class B) | 400 | |||||||
85,173 | Nexstar Broadcasting Group, Inc (Class A) | 4,770 | ||||||||
54,900 | Next Co Ltd | 385 | ||||||||
8,406 | NextRadioTV | 264 | ||||||||
652,371 | Nine Entertainment Co Holdings Ltd | 779 | ||||||||
83,616 | * | Numericable SAS | 4,432 | |||||||
217,633 | Omnicom Group, Inc | 15,123 | ||||||||
607,476 | Pearson plc | 11,502 | ||||||||
1,182,000 | e | Phoenix Satellite Television Holdings Ltd | 398 | |||||||
966,100 | * | Plan B Media PCL | 160 | |||||||
77,600 | *,e | Poly Culture Group Corp Ltd | 308 | |||||||
281,558 | * | Premiere AG. | 2,118 | |||||||
51,714 | *,e | Promotora de Informaciones S.A. | 458 | |||||||
839,490 | ProSiebenSat. Media AG. | 41,466 | ||||||||
10,000 | Proto Corp | 161 | ||||||||
39,982,800 | PT Bhakti Investama Tbk | 795 | ||||||||
7,172,534 | PT Global MediaCom Tbk | 628 | ||||||||
5,127,063 | PT Media Nusantara Citra Tbk | 745 | ||||||||
177,860 | PT Multimedia Servicos de Telecomunicacoes e Multimedia SGPS S.A. | 1,426 | ||||||||
5,183,875 | PT Surya Citra Media Tbk | 1,116 | ||||||||
6,492,500 | * | PT Visi Media Asia Tbk | 219 | |||||||
123,915 | Publicis Groupe S.A. | 9,185 | ||||||||
16,731 | PVR Ltd | 167 | ||||||||
105,153 | e | Quebecor, Inc | 2,628 | |||||||
18,992 | *,e | Radio One, Inc | 60 | |||||||
89,947 | g | RAI Way S.p.A | 431 | |||||||
227,728 | *,e | RCS MediaGroup S.p.A. | 288 | |||||||
159,422 | e | REA Group Ltd | 4,809 | |||||||
11,071 | *,e | ReachLocal, Inc | 35 | |||||||
50,308 | * | Reading International, Inc | 697 | |||||||
2,666,074 | Reed Elsevier NV | 63,414 | ||||||||
3,166,083 | Reed Elsevier plc | 51,451 | ||||||||
82,729 | e | Regal Entertainment Group (Class A) | 1,730 | |||||||
186,008 | *,e | Rentrak Corp | 12,983 | |||||||
137,960 | Rightmove plc | 7,099 | ||||||||
407,000 | RS PCL | 163 | ||||||||
269,778 | RTL Group | 24,388 | ||||||||
12,581 | Saga Communications, Inc | 476 | ||||||||
9,589 | e | Salem Communications | 61 | |||||||
80,594 | e | Sanoma-WSOY Oyj | 418 | |||||||
36,431 | SBS Media Holdings Co Ltd | 131 | ||||||||
74,577 | e | Schibsted ASA | 2,310 | |||||||
74,577 | * | Schibsted ASA (B Shares) | 2,254 | |||||||
71,632 | e | Scholastic Corp | 3,161 | |||||||
253,667 | e | Scripps Networks Interactive (Class A) | 16,582 | |||||||
446,632 | SES Global S.A. | 15,015 | ||||||||
127,319 | *,e | SFX Entertainment, Inc | 572 | |||||||
737,165 | e | Shaw Communications, Inc (B Shares) | 16,054 |
114 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
85,000 | Shochiku Co Ltd | $ | 761 | |||||||
190,847 | e | Sinclair Broadcast Group, Inc (Class A) | 5,327 | |||||||
1,171,401 | e | Singapore Press Holdings Ltd | 3,547 | |||||||
262,000 | e | SinoMedia Holding Ltd | 151 | |||||||
30,381 | Sirius XM Canada Holdings, Inc | 130 | ||||||||
6,290,944 | * | Sirius XM Holdings, Inc | 23,465 | |||||||
61,072 | * | Sizmek, Inc | 434 | |||||||
1,769,467 | e | Sky Network Television Ltd | 7,204 | |||||||
249,800 | Sky Perfect Jsat Corp | 1,341 | ||||||||
13,020,382 | Sky plc | 212,071 | ||||||||
15,261 | * | SM Entertainment Co | 440 | |||||||
1,960,000 | SMI Holdings Group Ltd | 271 | ||||||||
209,400 | Smiles S.A. | 3,549 | ||||||||
892,635 | Societe Television Francaise 1 | 15,357 | ||||||||
1,056,525 | *,e | Solocal Group | 527 | |||||||
1,635,473 | Southern Cross Media Group | 1,222 | ||||||||
267,800 | Star Publications Malaysia BHD | 175 | ||||||||
581,975 | * | Starz-Liberty Capital | 26,026 | |||||||
81,468 | e | Stroer Out-of-Home Media AG. | 3,806 | |||||||
212,446 | TEGNA, Inc | 6,813 | ||||||||
66,747 | * | Telenet Group Holding NV | 3,632 | |||||||
2,560,043 | e | Television Broadcasts Ltd | 15,192 | |||||||
1,648,781 | *,e | Ten Network Holdings Ltd | 241 | |||||||
570,441 | e | Thomson Corp | 21,717 | |||||||
486,597 | e | Thomson Corp (Toronto) | 18,529 | |||||||
769,542 | e | Time Warner Cable, Inc | 137,109 | |||||||
4,327,722 | Time Warner, Inc | 378,286 | ||||||||
401,287 | Time, Inc | 9,234 | ||||||||
176,600 | e | Toei Animation Co Ltd | 5,944 | |||||||
814,885 | Toei Co Ltd | 5,803 | ||||||||
82,723 | Toho Co Ltd | 2,057 | ||||||||
138,200 | Tohokushinsha Film Corp | 1,125 | ||||||||
175,400 | Tokyo Broadcasting System, Inc | 2,420 | ||||||||
1,104,000 | * | Tom Group Ltd | 259 | |||||||
18,307 | *,e | Townsquare Media, Inc | 249 | |||||||
618,234 | Tribune Co | 33,008 | ||||||||
78,022 | Tribune Publishing Co | 1,212 | ||||||||
481,685 | Trinity Mirror plc | 1,135 | ||||||||
71,900 | TV Asahi Corp | 1,207 | ||||||||
1,209,763 | e | TV Azteca S.A. de C.V. | 289 | |||||||
264,972 | TVN S.A. | 1,352 | ||||||||
3,137,408 | e | Twenty-First Century Fox, Inc | 102,107 | |||||||
611,641 | Twenty-First Century Fox, Inc (Class B) | 19,707 | ||||||||
1,293,233 | United Business Media Ltd | 10,866 | ||||||||
109,146 | * | Usen Corp | 314 | |||||||
2,183,000 | VGI Global Media PCL | 322 | ||||||||
8,693 | Viacom, Inc | 564 | ||||||||
2,094,273 | Viacom, Inc (Class B) | 135,374 | ||||||||
442,925 | * | Videocon d2h Ltd (ADR) | 5,585 | |||||||
73,256 | e | Village Roadshow Ltd | 357 | |||||||
2,421,600 | *,e | Viva China Holdings Ltd | 374 | |||||||
672,671 | e | Vivendi Universal S.A. | 17,057 |
115 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
6,572,661 | Walt Disney Co | $ | 750,204 | |||||||
1,171,714 | e | West Australian Newspapers Holdings Ltd | 920 | |||||||
2,854,000 | e | Wisdom Holdings Group | 2,241 | |||||||
137,188 | Wolters Kluwer NV | 4,083 | ||||||||
15,632 | * | Woongjin Thinkbig Co Ltd | 132 | |||||||
87,000 | Workpoint Entertainment PCL | 102 | ||||||||
83,846 | e | World Wrestling Entertainment, Inc (Class A) | 1,383 | |||||||
5,500 | * | Wowow, Inc | 170 | |||||||
3,342,796 | WPP plc | 75,033 | ||||||||
25,087 | * | Yellow Pages Ltd | 374 | |||||||
7,987 | YG Entertainment, Inc | 343 | ||||||||
462,098 | * | Zee Entertainment Enterprises Ltd | 772 | |||||||
731,027 | ZEE Telefilms Ltd | 4,219 | ||||||||
26,600 | Zenrin Co Ltd | 348 | ||||||||
TOTAL MEDIA | 4,172,069 | |||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 9.2% | ||||||||||
17,800 | *,e | 3-D Matrix Ltd | 207 | |||||||
14,393 | *,e | AB Science S.A. | 219 | |||||||
7,195,639 | AbbVie, Inc | 483,475 | ||||||||
203,420 | Abcam plc | 1,657 | ||||||||
26,056 | * | Abeona Therapeutics, Inc | 132 | |||||||
46,873 | *,e | Ablynx NV | 576 | |||||||
231,665 | *,e | Acadia Pharmaceuticals, Inc | 9,702 | |||||||
64,937 | *,e | Accelerate Diagnostics, Inc | 1,676 | |||||||
56,919 | * | Acceleron Pharma, Inc | 1,801 | |||||||
64,632 | *,e | AcelRx Pharmaceuticals, Inc | 274 | |||||||
16,164 | *,e | Achaogen, Inc | 97 | |||||||
435,175 | *,e | Achillion Pharmaceuticals, Inc | 3,856 | |||||||
158,681 | *,e | Acorda Therapeutics, Inc | 5,289 | |||||||
98,561 | Actelion Ltd | 14,434 | ||||||||
114,561 | *,e | Actinium Pharmaceuticals, Inc | 304 | |||||||
14,704 | * | Adamas Pharmaceuticals, Inc | 386 | |||||||
40,029 | *,e | Adcock Ingram Holdings Ltd | 166 | |||||||
128,000 | * | Adimmune Corp | 87 | |||||||
2,585 | * | Adocia | 194 | |||||||
4,935 | * | Aduro Biotech, Inc | 150 | |||||||
80,907 | * | Advaxis, Inc | 1,645 | |||||||
83,088 | *,e | Aegerion Pharmaceuticals, Inc | 1,576 | |||||||
74,167 | *,e | Aerie Pharmaceuticals, Inc | 1,309 | |||||||
33,433 | * | Affimed NV | 450 | |||||||
309,848 | *,e | Affymetrix, Inc | 3,384 | |||||||
353,736 | *,e | Agenus, Inc | 3,053 | |||||||
36,909 | * | Agile Therapeutics, Inc | 317 | |||||||
1,673,621 | Agilent Technologies, Inc | 64,568 | ||||||||
77,529 | *,e | Agios Pharmaceuticals, Inc | 8,617 | |||||||
20,328 | Ajanta Pharma Ltd | 501 | ||||||||
71,413 | *,e | Akebia Therapeutics, Inc | 735 | |||||||
271,493 | *,e | Akorn, Inc | 11,853 | |||||||
69,343 | *,e | Albany Molecular Research, Inc | 1,402 | |||||||
54,762 | *,e | Alder Biopharmaceuticals, Inc | 2,901 | |||||||
87,362 | Alembic Pharmaceuticals Ltd | 909 |
116 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,230,346 | * | Alexion Pharmaceuticals, Inc | $ | 222,410 | ||||||
76,196 | *,e | Alimera Sciences, Inc | 351 | |||||||
5,904 | e | ALK-Abello AS | 688 | |||||||
273,003 | *,e | Alkermes plc | 17,565 | |||||||
1,955,187 | * | Allergan plc | 593,321 | |||||||
266,249 | * | Alnylam Pharmaceuticals, Inc | 31,915 | |||||||
85,164 | *,e | AMAG Pharmaceuticals, Inc | 5,881 | |||||||
2,134,148 | Amgen, Inc | 327,634 | ||||||||
5,575 | Amicogen, Inc | 599 | ||||||||
257,316 | * | Amicus Therapeutics, Inc | 3,641 | |||||||
51,348 | *,e | Amphastar Pharmaceuticals, Inc | 903 | |||||||
107,566 | *,e | Ampio Pharmaceuticals, Inc | 255 | |||||||
162,120 | * | Anacor Pharmaceuticals, Inc | 12,553 | |||||||
31,016 | *,e | ANI Pharmaceuticals, Inc | 1,925 | |||||||
161,313 | * | Anthera Pharmaceuticals, Inc | 1,390 | |||||||
14,866 | *,e | Applied Genetic Technologies Corp | 228 | |||||||
79,981 | * | Aratana Therapeutics, Inc | 1,209 | |||||||
42,339 | *,e | Ardelyx, Inc | 676 | |||||||
952,047 | *,e | Arena Pharmaceuticals, Inc | 4,417 | |||||||
696,694 | *,e | Ariad Pharmaceuticals, Inc | 5,762 | |||||||
469,346 | *,e | Array Biopharma, Inc | 3,384 | |||||||
234,552 | *,e | Arrowhead Research Corp | 1,677 | |||||||
136,683 | Ascendis Health Ltd | 163 | ||||||||
21,500 | ASKA Pharmaceutical Co Ltd | 236 | ||||||||
447,886 | Aspen Pharmacare Holdings Ltd | 13,245 | ||||||||
19,262 | * | Assembly Biosciences, Inc | 371 | |||||||
2,339,403 | Astellas Pharma, Inc | 33,327 | ||||||||
4,050 | * | Asterias Biotherapeutics, Inc | 19 | |||||||
5,855 | * | AstraZeneca Pharma India Ltd | 110 | |||||||
1,419,940 | AstraZeneca plc | 89,868 | ||||||||
134,400 | AstraZeneca plc (ADR) | 8,563 | ||||||||
54,610 | *,e | Atara Biotherapeutics, Inc | 2,881 | |||||||
37,994 | * | aTyr Pharma, Inc | 704 | |||||||
315,474 | Aurobindo Pharma Ltd | 7,190 | ||||||||
65,652 | *,e | Avalanche Biotechnologies, Inc | 1,066 | |||||||
9,397 | * | Basilea Pharmaceutica | 1,180 | |||||||
56,095 | * | Bavarian Nordic AS | 2,613 | |||||||
1,393,606 | Bayer AG. | 195,161 | ||||||||
230,000 | Beijing Tong Ren Tang Chinese Medicine Co Ltd | 368 | ||||||||
21,465 | *,e | Bellicum Pharmaceuticals, Inc | 457 | |||||||
18,046 | * | Binex Co Ltd | 309 | |||||||
133,862 | Biocon Ltd | 968 | ||||||||
296,990 | *,e | BioCryst Pharmaceuticals, Inc | 4,434 | |||||||
116,935 | *,e | BioDelivery Sciences International, Inc | 931 | |||||||
28,500 | Biogaia AB (B Shares) | 846 | ||||||||
1,053,093 | *,n | Biogen Idec, Inc | 425,386 | |||||||
907,935 | * | BioMarin Pharmaceuticals, Inc | 124,187 | |||||||
48,098 | *,e | Bio-Path Holdings, Inc | 55 | |||||||
73,483 | * | Bio-Rad Laboratories, Inc (Class A) | 11,067 | |||||||
25,081 | * | Biospecifics Technologies Corp | 1,294 | |||||||
97,543 | Bio-Techne Corp | 9,605 | ||||||||
2,067 | Biotest AG. | 161 |
117 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
6,685 | Biotest AG. (Preference) | $ | 505 | |||||||
142,584 | *,e | BioTime, Inc | 518 | |||||||
155,405 | * | Biovail Corp | 34,523 | |||||||
1,597,983 | * | Biovitrum AB | 21,190 | |||||||
68,957 | *,e | Bluebird Bio, Inc | 11,610 | |||||||
45,364 | * | Blueprint Medicines Corp | 1,202 | |||||||
16,562 | Boiron S.A. | 1,625 | ||||||||
18,534 | Boryung Pharmaceutical Co Ltd | 1,167 | ||||||||
4,729,591 | Bristol-Myers Squibb Co | 314,707 | ||||||||
272,003 | * | Bruker BioSciences Corp | 5,552 | |||||||
376,597 | * | BTG plc | 3,714 | |||||||
47,447 | Bukwang Pharmaceutical Co Ltd | 1,432 | ||||||||
60,310 | *,e | Caladrius Biosciences, Inc | 113 | |||||||
27,981 | *,e | Calithera Biosciences, Inc | 200 | |||||||
195,376 | * | Cambrex Corp | 8,585 | |||||||
86,028 | *,e | Cara Therapeutics Inc | 1,045 | |||||||
55,209 | * | Carbylan Therapeutics, Inc | 395 | |||||||
209,901 | * | Catalent, Inc | 6,156 | |||||||
95,369 | * | Catalyst Pharmaceuticals, Inc | 394 | |||||||
4,002,060 | * | Celgene Corp | 463,178 | |||||||
5,338 | Cell Biotech Co Ltd | 313 | ||||||||
317,401 | *,e | Celldex Therapeutics, Inc | 8,005 | |||||||
15,489 | *,e | Cellectis S.A. | 559 | |||||||
8,609 | * | Celltrion Pharm Inc | 127 | |||||||
199,127 | *,e | Celltrion, Inc | 13,927 | |||||||
11,827 | * | Cellular Biomedicine Group, Inc | 444 | |||||||
94,659 | * | Cempra, Inc | 3,252 | |||||||
111,350 | * | Center Laboratories, Inc | 251 | |||||||
215,376 | * | Cepheid, Inc | 13,170 | |||||||
107,832 | * | Charles River Laboratories International, Inc | 7,585 | |||||||
81,299 | *,e | ChemoCentryx, Inc | 669 | |||||||
110,326 | * | Chimerix, Inc | 5,097 | |||||||
10,235,300 | e,m | China Animal Healthcare Ltd | 3,433 | |||||||
740,000 | * | China Grand Pharmaceutical and Healthcare Holdings Ltd | 206 | |||||||
1,812,000 | China Medical System Holdings Ltd | 2,539 | ||||||||
16,255,000 | *,e | China Regenerative Medicine International Ltd | 1,174 | |||||||
736,000 | China Shineway Pharmaceutical Group Ltd | 1,099 | ||||||||
34,451 | Chong Kun Dang Pharmaceutical Corp | 2,793 | ||||||||
6,754 | Choongwae Pharma Corp | 243 | ||||||||
218,200 | Chugai Pharmaceutical Co Ltd | 7,526 | ||||||||
29,487 | * | Cidara Therapeutics, Inc | 413 | |||||||
756,966 | Cipla Ltd | 7,309 | ||||||||
3,024,000 | CK Life Sciences International Holdings, Inc | 327 | ||||||||
183,160 | Clinigen Group plc | 1,801 | ||||||||
80,756 | *,e | Clovis Oncology, Inc | 7,097 | |||||||
8,800 | e | CMIC Co Ltd | 123 | |||||||
741,809 | *,e | Coherus Biosciences, Inc | 21,438 | |||||||
2,296 | * | Collegium Pharmaceutical, Inc | 41 | |||||||
4,854 | * | Concert Pharmaceuticals Inc | 72 | |||||||
18,349 | Concordia Healthcare Corp | 1,326 | ||||||||
315,000 | e | Consun Pharmaceutical Group Ltd | 227 | |||||||
163,409 | *,e | Corcept Therapeutics, Inc | 982 |
118 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
16,676 | * | Corium International, Inc | $ | 228 | ||||||
75,434 | * | CorMedix, Inc | 293 | |||||||
4,978 | * | Cosmo Pharmaceuticals S.A. | 862 | |||||||
814,951 | CSL Ltd | 54,330 | ||||||||
4,728,777 | CSPC Pharmaceutical Group Ltd | 4,669 | ||||||||
12,872 | * | CTC BIO, Inc | 260 | |||||||
669,089 | *,e | CTI BioPharma Corp | 1,305 | |||||||
240,727 | * | Curis, Inc | 797 | |||||||
168,246 | *,e | Cytokinetics, Inc | 1,131 | |||||||
900,652 | *,e | Cytori Therapeutics, Inc | 502 | |||||||
165,367 | *,e | CytRx Corp | 615 | |||||||
7,535 | * | Daehan New Pharm Co Ltd | 199 | |||||||
2,314 | Daewoong Co Ltd | 207 | ||||||||
4,091 | Daewoong Pharmaceutical Co Ltd | 465 | ||||||||
993,180 | Daiichi Sankyo Co Ltd | 18,354 | ||||||||
348,423 | e | Dainippon Sumitomo Pharma Co Ltd | 3,840 | |||||||
908,000 | e | Dawnrays Pharmaceutical Holdings Ltd | 784 | |||||||
258,736 | *,e | Depomed, Inc | 5,552 | |||||||
26,038 | *,e | Dermira, Inc | 457 | |||||||
48,517 | * | Dicerna Pharmaceuticals Inc | 677 | |||||||
53,246 | Divi S Laboratories Ltd | 1,572 | ||||||||
1,787 | Dong-A Pharmaceutical Co Ltd | 325 | ||||||||
3,552 | Dong-A ST Co Ltd | 472 | ||||||||
12,283 | DongKook Pharmaceutical Co Ltd | 637 | ||||||||
195,458 | Dr Reddy’s Laboratories Ltd | 10,881 | ||||||||
150,580 | * | Durect Corp | 360 | |||||||
492,073 | * | Dyax Corp | 13,040 | |||||||
77,813 | *,e | Dynavax Technologies Corp | 1,823 | |||||||
25,564 | * | Eagle Pharmaceuticals, Inc | 2,067 | |||||||
11,253 | *,e | Egalet Corp | 162 | |||||||
231,121 | Eisai Co Ltd | 15,495 | ||||||||
12,009 | *,e | Eleven Biotheraputics Inc | 34 | |||||||
4,621,635 | n | Eli Lilly & Co | 385,860 | |||||||
102,805 | * | Emergent Biosolutions, Inc | 3,387 | |||||||
57,210 | *,e | Enanta Pharmaceuticals, Inc | 2,574 | |||||||
928,183 | * | Endo International plc | 73,930 | |||||||
103,292 | *,e | Endocyte, Inc | 536 | |||||||
171,052 | *,e | Enzo Biochem, Inc | 518 | |||||||
77,749 | *,e | Epizyme, Inc | 1,866 | |||||||
24,400 | EPS Co Ltd | 296 | ||||||||
33,511 | *,e | Esperion Thereapeutics, Inc | 2,740 | |||||||
19,642 | e | Eurofins Scientific | 5,980 | |||||||
240,655 | *,e | Evola Holding S.A. | 422 | |||||||
102,971 | *,e | Evotec AG. | 408 | |||||||
241,124 | *,e | Exact Sciences Corp | 7,171 | |||||||
537,392 | *,e | Exelixis, Inc | 2,021 | |||||||
11,052 | * | Faes Farma S.A. | 29 | |||||||
631,177 | Faes Farma S.A. (Sigma) | 1,630 | ||||||||
86,030 | FDC Ltd | 202 | ||||||||
59,408 | * | Fibrocell Science, Inc | 313 | |||||||
203,962 | *,e | FibroGen, Inc | 4,793 | |||||||
129,555 | * | Five Prime Therapeutics, Inc | 3,218 |
119 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
6,398 | *,e | Flex Pharma, Inc | $ | 110 | ||||||
20,607 | * | Flexion Therapeutics Inc | 451 | |||||||
81,194 | *,e | Fluidigm Corp | 1,965 | |||||||
46,211 | * | Foamix Pharmaceuticals Ltd | 474 | |||||||
60,758 | *,e | Foundation Medicine, Inc | 2,056 | |||||||
44,000 | Fuji Pharma Co Ltd | 800 | ||||||||
32,113 | *,e | Galapagos NV | 1,639 | |||||||
20,798 | *,e | Galectin Therapeutics, Inc | 57 | |||||||
422,737 | *,e | Galena Biopharma, Inc | 719 | |||||||
3,677 | * | Genexine Co Ltd | 387 | |||||||
18,752 | *,e | Genfit | 731 | |||||||
50,765 | * | Genmab AS | 4,412 | |||||||
47,849 | *,e | Genocea Biosciences Inc | 657 | |||||||
47,676 | *,e | Genomic Health, Inc | 1,325 | |||||||
2,431,000 | *,e | Genomma Lab Internacional S.A. de C.V. | 2,421 | |||||||
87,415 | Genus plc | 1,960 | ||||||||
580,202 | *,e | Geron Corp | 2,483 | |||||||
30,613 | Gerresheimer AG. | 1,907 | ||||||||
5,671,398 | Gilead Sciences, Inc | 664,007 | ||||||||
7,558,330 | GlaxoSmithKline plc | 157,152 | ||||||||
100,000 | * | GNI Group Ltd | 207 | |||||||
15,935 | Green Cross Corp | 3,661 | ||||||||
56,828 | Green Cross Holdings Corp | 2,540 | ||||||||
207,022 | e | Grifols S.A. | 8,360 | |||||||
209,958 | * | GW Pharmaceuticals plc | 2,149 | |||||||
1,271,679 | *,e | H Lundbeck AS | 24,468 | |||||||
383,270 | *,e | Halozyme Therapeutics, Inc | 8,654 | |||||||
10,632 | * | Hanmi Holdings Co Ltd | 1,258 | |||||||
5,536 | * | Hanmi Pharm Co Ltd | 2,310 | |||||||
88,204 | * | Harvard Bioscience, Inc | 503 | |||||||
81,979 | *,e | Heron Therapeutics, Inc | 2,554 | |||||||
13,332 | * | Heska Corp | 396 | |||||||
398,342 | Hikma Pharmaceuticals plc | 12,100 | ||||||||
232,313 | Hisamitsu Pharmaceutical Co, Inc | 9,018 | ||||||||
155,794 | *,e | Horizon Pharma plc | 5,412 | |||||||
130,628 | * | Hospira, Inc | 11,588 | |||||||
8,328,062 | e | Hua Han Bio-Pharmaceutical Holdings Ltd | 1,556 | |||||||
3,472 | * | Humedix Co Ltd | 335 | |||||||
6,599 | Huons Co Ltd | 647 | ||||||||
236,905 | *,e | Idera Pharmaceuticals, Inc | 879 | |||||||
90,473 | *,e | IGI Laboratories, Inc | 570 | |||||||
77,711 | * | Ignyta, Inc | 1,173 | |||||||
70,105 | Il Dong Pharmaceutical Co Ltd | 2,087 | ||||||||
673,745 | * | Illumina, Inc | 147,119 | |||||||
11,305 | Ilyang Pharmaceutical Co Ltd | 781 | ||||||||
24,412 | *,e | Immune Design Corp | 504 | |||||||
262,001 | *,e | Immunogen, Inc | 3,768 | |||||||
231,531 | *,e | Immunomedics, Inc | 940 | |||||||
220,531 | *,e | Impax Laboratories, Inc | 10,127 | |||||||
124,163 | * | INC Research Holdings, Inc | 4,981 | |||||||
427,814 | * | Incyte Corp | 44,582 | |||||||
2,383,499 | * | Indivior plc | 8,419 |
120 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
19,038 | * | Indoco Remedies Ltd | $ | 108 | ||||||
336,070 | *,e | Infinity Pharmaceuticals, Inc | 3,680 | |||||||
40,560 | * | Innate Pharma S.A. | 593 | |||||||
185,484 | *,e | Inovio Pharmaceuticals, Inc | 1,514 | |||||||
208,480 | * | Insmed, Inc | 5,091 | |||||||
341,469 | *,e | Insys Therapeutics, Inc | 12,266 | |||||||
67,277 | *,e | Intercept Pharmaceuticals, Inc | 16,239 | |||||||
45,388 | * | Intersect ENT, Inc | 1,299 | |||||||
57,751 | *,e | Intra-Cellular Therapies, Inc | 1,845 | |||||||
180,563 | *,e | Intrexon Corp | 8,811 | |||||||
10,499 | * | iNtRON Biotechnology, Inc | 511 | |||||||
20,743 | *,e | Invitae Corp | 309 | |||||||
336,357 | Ipsen | 18,644 | ||||||||
338,007 | *,e | Ironwood Pharmaceuticals, Inc | 4,076 | |||||||
249,694 | *,e | Isis Pharmaceuticals, Inc | 14,370 | |||||||
18,000 | * | Japan Tissue Engineering Co Lt | 206 | |||||||
312,828 | * | Jazz Pharmaceuticals plc | 55,080 | |||||||
12,200 | JCR Pharmaceuticals Co Ltd | 297 | ||||||||
15,207 | Jeil Pharmaceutical Co | 566 | ||||||||
8,673,352 | Johnson & Johnson | 845,305 | ||||||||
20,646 | *,e | Juno Therapeutics, Inc | 1,101 | |||||||
170,521 | Kaken Pharmaceutical Co Ltd | 5,953 | ||||||||
59,793 | *,e | Karyopharm Therapeutics, Inc | 1,627 | |||||||
286,673 | *,e | Keryx Biopharmaceuticals, Inc | 2,861 | |||||||
10,969 | *,e | Kindred Biosciences Inc | 75 | |||||||
97,800 | Kissei Pharmaceutical Co Ltd | 2,482 | ||||||||
106,508 | *,e | Kite Pharma, Inc | 6,494 | |||||||
69,045 | * | Knight Therapeutics, Inc | 370 | |||||||
3,916 | Kolon Life Science, Inc | 765 | ||||||||
28,837 | * | Komipharm International Co Ltd | 680 | |||||||
170,557 | Kwang Dong Pharmaceutical Co Ltd | 2,512 | ||||||||
134,836 | Kyorin Co Ltd | 2,749 | ||||||||
366,091 | Kyowa Hakko Kogyo Co Ltd | 4,784 | ||||||||
67,467 | *,e | KYTHERA Biopharmaceuticals, Inc | 5,081 | |||||||
14,796 | Kyungdong Pharm Co Ltd | 364 | ||||||||
10,316 | * | La Jolla Pharmaceutical Co | 253 | |||||||
356,592 | Laboratorios Almirall S.A. | 7,068 | ||||||||
13,744 | e | Laboratorios Farmaceuticos Rovi S.A | 214 | |||||||
148,335 | *,e | Lannett Co, Inc | 8,817 | |||||||
215,500 | e | Lee’s Pharmaceutical Holdings Ltd | 358 | |||||||
111,682 | *,e | Lexicon Pharmaceuticals, Inc | 899 | |||||||
10,369 | * | LG Life Sciences Ltd | 653 | |||||||
59,664 | *,e | Ligand Pharmaceuticals, Inc (Class B) | 6,020 | |||||||
98,863 | * | Lion Biotechnologies, Inc | 907 | |||||||
130,900 | Livzon Pharmaceutical Group, Inc | 918 | ||||||||
408,643 | Lonza Group AG. | 54,621 | ||||||||
77,000 | * | Lotus Pharmaceutical Co Ltd | 182 | |||||||
19,535 | *,e | Loxo Oncology, Inc | 352 | |||||||
119,070 | * | Luminex Corp | 2,055 | |||||||
415,901 | Lupin Ltd | 12,308 | ||||||||
1,600,000 | *,e | Luye Pharma Group Ltd | 1,710 | |||||||
7,119 | * | Macrogen, Inc | 247 |
121 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
95,921 | * | MacroGenics, Inc | $ | 3,642 | ||||||
659,487 | * | Mallinckrodt plc | 77,635 | |||||||
877,195 | *,e | MannKind Corp | 4,991 | |||||||
588,455 | Marksans Pharma Ltd | 587 | ||||||||
581,714 | * | Mayne Pharma Group Ltd | 441 | |||||||
715,952 | Meda AB (A Shares) | 9,963 | ||||||||
41,210 | * | Medgenics, Inc | 253 | |||||||
252,064 | * | Medicines Co | 7,212 | |||||||
83,918 | * | Medigen Biotechnology Corp | 265 | |||||||
296,275 | * | Medivation, Inc | 33,835 | |||||||
22,725 | * | Medivir AB | 193 | |||||||
11,705 | Medy-Tox, Inc | 5,840 | ||||||||
259,100 | Mega Lifesciences PCL | 143 | ||||||||
10,598,879 | Merck & Co, Inc | 603,394 | ||||||||
413,174 | Merck KGaA | 41,189 | ||||||||
2,413,815 | *,e | Merrimack Pharmaceuticals, Inc | 29,847 | |||||||
190,038 | *,e | Mesoblast Ltd | 550 | |||||||
118,604 | * | Mettler-Toledo International, Inc | 40,499 | |||||||
294,519 | *,e | MiMedx Group, Inc | 3,413 | |||||||
26,431 | *,e | Mirati Therapeutics, Inc | 832 | |||||||
21,700 | Mochida Pharmaceutical Co Ltd | 1,228 | ||||||||
5,567 | * | Molecular Partners AG. | 209 | |||||||
144,044 | *,e | Momenta Pharmaceuticals, Inc | 3,286 | |||||||
97,456 | * | Morphosys AG. | 6,995 | |||||||
1,712,667 | *,n | Mylan NV | 116,222 | |||||||
136,036 | *,e | Myriad Genetics, Inc | 4,624 | |||||||
146,400 | *,e | NanoCarrier Co Ltd | 1,398 | |||||||
33,609 | *,e | NanoString Technologies, Inc | 518 | |||||||
81,292 | *,e | NanoViricides, Inc | 141 | |||||||
7,160 | Natco Pharma Ltd | 257 | ||||||||
12,436 | * | Naturalendo Tech Co Ltd | 371 | |||||||
430,257 | *,e | Navidea Biopharmceuticals, Inc | 693 | |||||||
364,493 | *,e | Nektar Therapeutics | 4,560 | |||||||
101,706 | * | NeoGenomics, Inc | 550 | |||||||
173,726 | *,e | Neuralstem, Inc | 337 | |||||||
228,137 | * | Neurocrine Biosciences, Inc | 10,896 | |||||||
56,116 | *,e | NewLink Genetics Corp | 2,484 | |||||||
70,650 | Nichi-iko Pharmaceutical Co Ltd | 1,917 | ||||||||
57,000 | Nippon Shinyaku Co Ltd | 1,746 | ||||||||
123,622 | *,e | Northwest Biotherapeutics, Inc | 1,228 | |||||||
4,882,556 | Novartis AG. | 480,251 | ||||||||
32,823 | Novartis AG. (ADR) | 3,228 | ||||||||
728,295 | *,e | Novavax, Inc | 8,113 | |||||||
3,025,663 | Novo Nordisk AS | 166,033 | ||||||||
112,848 | * | Ocata Therapeutics, Inc | 595 | |||||||
42,577 | *,e | Ocular Therapeutix, Inc | 895 | |||||||
53,996 | *,e | Ohr Pharmaceutical, Inc | 136 | |||||||
105,457 | *,e | Omeros Corp | 1,897 | |||||||
80,106 | *,e | OncoMed Pharmaceuticals, Inc | 1,802 | |||||||
129,600 | *,e | OncoTherapy Science, Inc | 402 | |||||||
229,446 | *,e | Oncothyreon, Inc | 858 | |||||||
120,113 | Oneness Biotech Co Ltd | 163 |
122 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
180,130 | Ono Pharmaceutical Co Ltd | $ | 19,660 | |||||||
104,685 | * | Ophthotech Corp | 5,450 | |||||||
556,271 | *,e | Opko Health, Inc | 8,945 | |||||||
593,112 | *,e | Orexigen Therapeutics, Inc | 2,936 | |||||||
15,760 | *,e | Orexo AB | 129 | |||||||
208,534 | *,e | Organovo Holdings, Inc | 786 | |||||||
158,408 | Orion Oyj (Class B) | 5,549 | ||||||||
46,632 | *,e | Osiris Therapeutics, Inc | 907 | |||||||
59,507 | * | Otonomy, Inc | 1,368 | |||||||
940,420 | Otsuka Holdings KK | 29,965 | ||||||||
128,700 | Ouro Fino Saude Animal Participacoes S.A. | 1,325 | ||||||||
62,669 | *,e | OvaScience, Inc | 1,813 | |||||||
166,732 | *,e | Pacific Biosciences of California, Inc | 960 | |||||||
97,159 | *,e | Pacira Pharmaceuticals, Inc | 6,871 | |||||||
49,060 | * | Pain Therapeutics, Inc | 85 | |||||||
1,782,786 | *,e | Paion AG. | 4,502 | |||||||
31,084 | Paratek Pharmaceuticals, Inc | 801 | ||||||||
224,709 | * | Parexel International Corp | 14,451 | |||||||
430,251 | e | PDL BioPharma, Inc | 2,766 | |||||||
26,000 | *,e | PeptiDream, Inc | 728 | |||||||
485,568 | *,e | Peregrine Pharmaceuticals, Inc | 636 | |||||||
364,454 | * | PerkinElmer, Inc | 19,185 | |||||||
91,424 | * | Pernix Therapeutics Holdings, Inc | 541 | |||||||
490,979 | n | Perrigo Co plc | 90,748 | |||||||
45,179 | * | Pfenex, Inc | 876 | |||||||
16,930 | Pfizer Ltd | 536 | ||||||||
23,707,828 | Pfizer, Inc | 794,924 | ||||||||
47,861 | * | PharmaEngine Inc | 365 | |||||||
46,817 | Phibro Animal Health Corp | 1,823 | ||||||||
106,727 | Piramal Healthcare Ltd | 1,555 | ||||||||
162,222 | * | Portola Pharmaceuticals, Inc | 7,389 | |||||||
75,918 | e | Pozen, Inc | 783 | |||||||
132,005 | *,e | PRA Health Sciences, Inc | 4,796 | |||||||
178,440 | * | Prestige Brands Holdings, Inc | 8,251 | |||||||
189,657 | *,e | Progenics Pharmaceuticals, Inc | 1,415 | |||||||
512,317 | * | ProMetic Life Sciences, Inc | 964 | |||||||
14,444 | * | Proteon Therapeutics, Inc | 258 | |||||||
106,901 | *,e | Prothena Corp plc | 5,630 | |||||||
23,783,282 | PT Kalbe Farma Tbk | 2,984 | ||||||||
113,902 | * | PTC Therapeutics, Inc | 5,482 | |||||||
60,702 | *,e | Puma Biotechnology, Inc | 7,087 | |||||||
132,646 | * | Qiagen NV | 3,260 | |||||||
661,157 | *,e | Qiagen NV (NASDAQ) | 16,390 | |||||||
198,811 | * | Quintiles Transnational Holdings, Inc | 14,436 | |||||||
77,021 | *,e | Radius Health, Inc | 5,214 | |||||||
221,394 | *,e | Raptor Pharmaceutical Corp | 3,496 | |||||||
129,100 | * | Receptos, Inc | 24,535 | |||||||
28,021 | Recipharm AB | 524 | ||||||||
99,829 | Recordati S.p.A. | 2,094 | ||||||||
182,188 | * | Regeneron Pharmaceuticals, Inc | 92,940 | |||||||
75,315 | *,e | Regulus Therapeutics, Inc | 825 | |||||||
70,754 | * | Relypsa, Inc | 2,341 |
123 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
90,575 | * | Repligen Corp | $ | 3,738 | ||||||
40,300 | *,e | ReproCELL, Inc | 214 | |||||||
51,322 | *,e | Repros Therapeutics, Inc | 367 | |||||||
111,302 | *,e | Retrophin, Inc | 3,690 | |||||||
41,951 | *,e | Revance Therapeutics, Inc | 1,342 | |||||||
109,042 | e | Richter Gedeon Rt | 1,638 | |||||||
626,559 | *,e | Rigel Pharmaceuticals, Inc | 2,011 | |||||||
1,226,346 | Roche Holding AG. | 343,857 | ||||||||
92,900 | Rohto Pharmaceutical Co Ltd | 1,532 | ||||||||
34,243 | *,e | Sage Therapeutics, Inc | 2,500 | |||||||
63,113 | * | Sagent Pharmaceuticals | 1,534 | |||||||
40,462 | Samjin Pharmaceutical Co Ltd | 1,069 | ||||||||
191,913 | *,e | Sangamo Biosciences, Inc | 2,128 | |||||||
2,307,424 | Sanofi-Aventis | 228,273 | ||||||||
431,200 | Santen Pharmaceutical Co Ltd | 6,101 | ||||||||
3,595 | * | Santhera Pharmaceutical Holding AG. | 346 | |||||||
113,228 | *,e | Sarepta Therapeutics, Inc | 3,446 | |||||||
33,900 | Sawai Pharmaceutical Co Ltd | 1,973 | ||||||||
140,283 | * | Sciclone Pharmaceuticals, Inc | 1,378 | |||||||
205,250 | Scinopharm Taiwan Ltd | 234 | ||||||||
183,211 | *,e | Seattle Genetics, Inc | 8,867 | |||||||
47,320 | * | Seegene, Inc | 1,740 | |||||||
439,600 | Seikagaku Corp | 7,213 | ||||||||
333,574 | *,e | Sequenom, Inc | 1,014 | |||||||
394,000 | e | Shandong Luoxin Pharmacy Stock Co Ltd | 758 | |||||||
748,000 | * | Shandong Xinhua Pharmaceutical Co Ltd | 590 | |||||||
153,700 | Shanghai Dingli Technology Dev | 210 | ||||||||
462,567 | Shanghai Fosun Pharmaceutical Group Co Ltd | 1,714 | ||||||||
237,000 | e | Shanghai Fudan-Zhangjiang Bio-Pharmaceutical Co Ltd | 283 | |||||||
7,604 | Shilpa Medicare Ltd | 103 | ||||||||
19,700 | *,e | Shin Nippon Biomedical Laboratories Ltd | 117 | |||||||
590,795 | Shionogi & Co Ltd | 22,895 | ||||||||
1,071,685 | Shire Ltd | 86,109 | ||||||||
3,576 | Siegfried Holding AG. | 633 | ||||||||
18,877,032 | m | Sihuan Pharmaceutical Holdings | 10,739 | |||||||
10,215,932 | e | Sino Biopharmaceutical | 11,844 | |||||||
123,280 | Sinphar Pharmaceutical Co Ltd | 121 | ||||||||
191,130 | Sirtex Medical Ltd | 4,276 | ||||||||
74,270 | * | Skyepharma plc | 315 | |||||||
976,029 | *,m | Skyline Venture Fund III Ltd | 16 | |||||||
115,735 | * | Sorrento Therapeutics, Inc | 2,039 | |||||||
12,100 | e | Sosei Group | 700 | |||||||
71,179 | *,e | Spark Therapeutics, Inc | 4,290 | |||||||
187,678 | *,e | Spectrum Pharmaceuticals, Inc | 1,284 | |||||||
2,668,000 | *,e,m | SSY Group Ltd | 971 | |||||||
207,813 | Stada Arzneimittel AG. | 7,010 | ||||||||
7,325 | Stallergenes | 447 | ||||||||
553,100 | Standard Chemical & Pharma | 567 | ||||||||
62,901 | *,e | Stemline Therapeutics, Inc | 740 | |||||||
14,355 | Strides Arcolab Ltd | 250 | ||||||||
170,561 | *,e | Sucampo Pharmaceuticals, Inc (Class A) | 2,802 | |||||||
56,789 | * | Sun Pharma Advanced Research Company Ltd | 350 |
124 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,784,723 | Sun Pharmaceutical Industries Ltd | $ | 24,512 | |||||||
138,402 | *,e | Sunesis Pharmaceuticals, Inc | 417 | |||||||
100,383 | * | Supernus Pharmaceuticals, Inc | 1,704 | |||||||
127,426 | * | Suven Life Sciences Ltd | 466 | |||||||
265,765 | *,e | Synergy Pharmaceuticals, Inc | 2,206 | |||||||
192,701 | *,e | Synta Pharmaceuticals Corp | 430 | |||||||
15,733 | *,e | T2 Biosystems, Inc | 255 | |||||||
209,000 | * | Taigen Biopharmaceuticals Holdings Ltd | 178 | |||||||
42,531 | Taisho Pharmaceutical Holdings Co Ltd | 2,873 | ||||||||
32,339 | * | Taiwan Liposome Co Ltd | 194 | |||||||
47,400 | e | Takara Bio, Inc | 525 | |||||||
714,964 | Takeda Pharmaceutical Co Ltd | 34,510 | ||||||||
321,774 | Tanabe Seiyaku Co Ltd | 4,821 | ||||||||
10,160 | Tecan Group AG. | 1,217 | ||||||||
95,166 | *,e | TESARO, Inc | 5,595 | |||||||
105,587 | *,e | Tetraphase Pharmaceuticals, Inc | 5,009 | |||||||
1,034,285 | Teva Pharmaceutical Industries Ltd | 61,207 | ||||||||
84,859 | Teva Pharmaceutical Industries Ltd (ADR) | 5,015 | ||||||||
91,244 | *,e | TG Therapeutics, Inc | 1,514 | |||||||
341,370 | *,e | TherapeuticsMD, Inc | 2,683 | |||||||
66,336 | *,e | Theravance Biopharma, Inc | 864 | |||||||
233,373 | e | Theravance, Inc | 4,217 | |||||||
1,499,757 | Thermo Electron Corp | 194,608 | ||||||||
171,089 | *,e | Threshold Pharmaceuticals, Inc | 691 | |||||||
6,439 | *,e | Tobira Therapeutics, Inc | 111 | |||||||
11,903 | *,e | Tokai Pharmaceuticals, Inc | 158 | |||||||
1,742,000 | e | Tong Ren Tang Technologies Co Ltd | 2,948 | |||||||
11,900 | Torii Pharmaceutical Co Ltd | 316 | ||||||||
67,239 | Torrent Pharmaceuticals Ltd | 1,374 | ||||||||
56,400 | Towa Pharmaceutical Co Ltd | 3,609 | ||||||||
65,521 | * | Trevena, Inc | 410 | |||||||
82,714 | * | Trovagene, Inc | 840 | |||||||
70,192 | Tsumura & Co | 1,510 | ||||||||
170,917 | TTY Biopharm Co Ltd | 399 | ||||||||
41,000 | * | TWi Pharmaceuticals, Inc | 277 | |||||||
188,068 | UCB S.A. | 13,523 | ||||||||
45,893 | * | Ultragenyx Pharmaceutical, Inc | 4,699 | |||||||
62,237 | Unichem Laboratories Ltd | 182 | ||||||||
2,623,500 | *,e | United Laboratories Ltd | 1,896 | |||||||
214,297 | * | United Therapeutics Corp | 37,277 | |||||||
643,700 | * | Valeant Pharmaceuticals International, Inc | 142,794 | |||||||
47,948 | *,e | Valneva SE | 207 | |||||||
98,029 | *,e | Vanda Pharmaceuticals, Inc | 1,244 | |||||||
480,271 | * | Vectura Group plc | 1,357 | |||||||
76,742 | *,e | Verastem, Inc | 579 | |||||||
51,256 | * | Versartis, Inc | 780 | |||||||
797,944 | * | Vertex Pharmaceuticals, Inc | 98,530 | |||||||
4,034 | e | Virbac S.A. | 863 | |||||||
22,296 | * | ViroMed Co Ltd | 3,558 | |||||||
16,034 | *,e | Vitae Pharmaceuticals, Inc | 231 | |||||||
27,922 | *,e | Vital Therapies, Inc | 589 | |||||||
274,810 | *,e | Vivus, Inc | 649 |
125 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
176,002 | *,e | VWR Corp | $ | 4,705 | ||||||
283,160 | * | Waters Corp | 36,352 | |||||||
11,415 | Whanin Pharmaceutical Co Ltd | 237 | ||||||||
3,090,000 | * | Winteam Pharmaceutical Group Ltd | 2,514 | |||||||
140,983 | Wockhardt Ltd | 3,125 | ||||||||
9,992 | * | XBiotech, Inc | 181 | |||||||
76,174 | * | Xencor Inc | 1,674 | |||||||
190,465 | * | Xenoport, Inc | 1,168 | |||||||
384,574 | *,e | XOMA Corp | 1,492 | |||||||
8,602 | Yuhan Corp | 2,103 | ||||||||
85,819 | * | Yungjin Pharmaceutical Co Ltd | 129 | |||||||
740,000 | YungShin Global Holding Corp | 1,250 | ||||||||
43,583 | *,e | Zafgen, Inc | 1,509 | |||||||
10,362 | *,e | Zealand Pharma AS | 172 | |||||||
170,249 | *,e | Zeltia S.A. | 699 | |||||||
33,300 | Zeria Pharmaceutical Co Ltd | 486 | ||||||||
306,109 | *,e | ZIOPHARM Oncology, Inc | 3,673 | |||||||
2,047,732 | n | Zoetis Inc | 98,742 | |||||||
359,746 | *,e | Zogenix, Inc | 604 | |||||||
25,437 | *,e | ZS Pharma, Inc | 1,333 | |||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 11,278,552 | |||||||||
REAL ESTATE - 3.8% | ||||||||||
16,950,000 | 8990 Holdings, Inc | 2,724 | ||||||||
808,837 | Abacus Property Group | 1,820 | ||||||||
211,252 | Acadia Realty Trust | 6,150 | ||||||||
483 | Activia Properties Inc | 4,090 | ||||||||
13,563 | *,e | ADLER Real Estate AG. | 194 | |||||||
2,849 | Advance Residence Investment Corp | 6,977 | ||||||||
30,376 | Aeon Mall Co Ltd | 569 | ||||||||
4,907 | *,e | AEON REIT Investment Corp | 6,553 | |||||||
10,966 | Africa Israel Properties Ltd | 162 | ||||||||
76,277 | AG Mortgage Investment Trust | 1,318 | ||||||||
5,320,580 | e | Agile Property Holdings Ltd | 3,575 | |||||||
57,092 | Agree Realty Corp | 1,665 | ||||||||
1,466,384 | AIMS AMP Capital Industrial REIT | 1,627 | ||||||||
30,124 | * | Airport City Ltd | 298 | |||||||
44,900 | Airport Facilities Co Ltd | 241 | ||||||||
35,103 | Akmerkez Gayrimenkul Yatirim Ortakligi AS | 229 | ||||||||
3,546,026 | Aldar Properties PJSC | 2,600 | ||||||||
134,259 | Alexander & Baldwin, Inc | 5,290 | ||||||||
7,489 | Alexander’s, Inc | 3,070 | ||||||||
113,412 | Alexandria Real Estate Equities, Inc | 9,919 | ||||||||
70,600 | Aliansce Shopping Centers S.A. | 329 | ||||||||
1,005,026 | Allan Gray Property Trust | 718 | ||||||||
11,393,243 | Allco Commercial Real Estate Investment Trust | 12,933 | ||||||||
37,384 | Allied Properties Real Estate Investment Trust | 1,061 | ||||||||
13,368 | Allreal Holding AG. | 1,845 | ||||||||
185,833 | Alony Hetz Properties & Investments Ltd | 1,398 | ||||||||
4,383 | * | Alrov Properties and Lodgings Ltd | 81 | |||||||
85,761 | e | Alstria Office REIT-AG. | 1,105 | |||||||
4,147 | *,e | Altisource Asset Management Corp | 598 |
126 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
100,051 | *,e | Altisource Portfolio Solutions S.A. | $ | 3,081 | ||||||
287,017 | e | Altisource Residential Corp | 4,836 | |||||||
77,631 | e | Altus Group Ltd | 1,106 | |||||||
2,350,400 | Amata Corp PCL (Foreign) | 1,042 | ||||||||
1,125,167 | Amer Group Holding | 145 | ||||||||
125,519 | American Assets Trust,Inc | 4,922 | ||||||||
113,130 | American Campus Communities, Inc | 4,264 | ||||||||
814,362 | American Capital Agency Corp | 14,960 | ||||||||
143,068 | American Capital Mortgage, Inc | 2,288 | ||||||||
305,082 | American Homes 4 Rent | 4,894 | ||||||||
1,184,148 | * | American Realty Capital Properties, Inc | 9,627 | |||||||
92,316 | *,e | American Residential Properties, Inc | 1,708 | |||||||
999,291 | American Tower Corp | 93,224 | ||||||||
185,167 | Amot Investments Ltd | 591 | ||||||||
8,909,300 | Ananda Development PCL | 968 | ||||||||
1,469,851 | Anant Raj Industries Ltd | 958 | ||||||||
4,963 | ANF Immobilier | 121 | ||||||||
1,998,775 | Annaly Capital Management, Inc | 18,369 | ||||||||
366,107 | Anworth Mortgage Asset Corp | 1,805 | ||||||||
6,323,960 | * | AP Thailand PCL (Foreign) | 1,346 | |||||||
587,664 | Apartment Investment & Management Co (Class A) | 21,702 | ||||||||
163,481 | e | Apollo Commercial Real Estate Finance, Inc | 2,686 | |||||||
85,759 | Apple Hospitality REIT, Inc | 1,618 | ||||||||
95,702 | e | Ares Commercial Real Estate Corp | 1,090 | |||||||
1,664,119 | Argosy Property Ltd | 1,246 | ||||||||
154,612 | Armada Hoffler Properties, Inc | 1,545 | ||||||||
1,017,125 | *,e | ARMOUR Residential REIT, Inc | 2,858 | |||||||
845,934 | Arrowhead Properties Ltd | 661 | ||||||||
924,508 | Arrowhead Properties Ltd (Class B) | 722 | ||||||||
165,280 | Artis Real Estate Investment Trust | 1,814 | ||||||||
833,000 | Ascendas Hospitality Trust | 436 | ||||||||
1,527,500 | e | Ascendas India Trust | 1,015 | |||||||
434,287 | Ascendas REIT | 793 | ||||||||
867,602 | e | Ascott Residence Trust | 831 | |||||||
90,829 | Ashford Hospitality Prime, Inc | 1,364 | ||||||||
230,108 | Ashford Hospitality Trust, Inc | 1,947 | ||||||||
167,779 | Associated Estates Realty Corp | 4,803 | ||||||||
862,414 | *,e | Attacq Ltd | 1,574 | |||||||
34,700 | *,e | AV Homes, Inc | 499 | |||||||
392,691 | AvalonBay Communities, Inc | 62,779 | ||||||||
974,773 | Aveo Group | 1,937 | ||||||||
170,312 | Axia Real Estate SOCIMI S.A. | 2,286 | ||||||||
457,400 | Axis Real Estate Investment Trust | 418 | ||||||||
8,315,830 | Ayala Land, Inc | 6,875 | ||||||||
13,781 | Azrieli Group | 550 | ||||||||
48,632 | e | Babcock & Brown Japan Property Trust | 186 | |||||||
11,121,600 | Bangkokland PCL | 519 | ||||||||
166,454 | Barwa Real Estate Co | 2,411 | ||||||||
1,494 | Bayside Land Corp | 451 | ||||||||
22,908 | Befimmo SCA Sicafi | 1,400 | ||||||||
3,652,000 | Beijing Capital Land Ltd | 2,803 | ||||||||
684,000 | Beijing North Star Co | 331 |
127 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
2,186,000 | *,e | Beijing Properties Holdings Ltd | $ | 200 | ||||||
4,421,950 | Belle Corp | 324 | ||||||||
11,556,058 | e | Beni Stabili S.p.A. | 8,578 | |||||||
499,669 | Big Yellow Group plc | 5,005 | ||||||||
115,799 | BioMed Realty Trust, Inc | 2,240 | ||||||||
251,722 | Blackstone Mortgage Trust, Inc | 7,003 | ||||||||
1,044 | *,e | BLife Investment Corp | 2,366 | |||||||
63,227 | Bluerock Residential Growth REIT, Inc | 800 | ||||||||
52,403 | Boardwalk Real Estate Investment Trust | 2,376 | ||||||||
591,821 | Boston Properties, Inc | 71,634 | ||||||||
475,935 | BR Malls Participacoes S.A. | 2,229 | ||||||||
150,808 | BR Properties S.A. | 508 | ||||||||
114,472 | Brandywine Realty Trust | 1,520 | ||||||||
1,992,379 | British Land Co plc | 24,817 | ||||||||
2,002,973 | Brixmor Property Group, Inc | 46,329 | ||||||||
1,331,793 | Brookfield Asset Management, Inc | 46,533 | ||||||||
13,755 | Brookfield Canada Office Properties | 298 | ||||||||
3,602 | * | Brookfield Multiplex Group | 231 | |||||||
1,188 | Brookfield Property Partners LP (Toronto) | 26 | ||||||||
1,436,049 | e | Bunnings Warehouse Property Trust | 3,385 | |||||||
54,044 | e | BUWOG AG. | 1,050 | |||||||
34,321,726 | C C Land Holdings Ltd | 8,355 | ||||||||
202,292 | CA Immobilien Anlagen AG. | 3,529 | ||||||||
1,533,300 | Cache Logistics Trust | 1,315 | ||||||||
197,803 | Calloway Real Estate Investment Trust | 4,580 | ||||||||
845,509 | e | Cambridge Industrial Trust | 430 | |||||||
131,668 | Camden Property Trust | 9,780 | ||||||||
480,059 | e | Campus Crest Communities, Inc | 2,660 | |||||||
202,731 | Canadian Apartment Properties REIT | 4,480 | ||||||||
37,654 | Canadian Real Estate Investment Trust | 1,280 | ||||||||
475,700 | CapitaCommercial Trust | 551 | ||||||||
881,132 | Capital & Counties Properties | 6,024 | ||||||||
4,025,480 | Capital Property Fund | 4,732 | ||||||||
2,967,180 | CapitaLand Ltd | 7,705 | ||||||||
1,338,281 | CapitaMall Trust | 2,135 | ||||||||
1,212,800 | CapitaMalls Malaysia Trust | 431 | ||||||||
488,332 | CapitaRetail China Trust | 631 | ||||||||
267,458 | e | Capstead Mortgage Corp | 2,969 | |||||||
100,331 | CareTrust REIT, Inc | 1,271 | ||||||||
2,560,000 | * | Carnival Group International Holdings Ltd | 396 | |||||||
277,002 | Castellum AB | 3,893 | ||||||||
58,707 | CatchMark Timber Trust Inc | 679 | ||||||||
1,825,000 | Cathay Real Estate Development Co Ltd | 1,008 | ||||||||
559,154 | CBL & Associates Properties, Inc | 9,058 | ||||||||
2,194,888 | * | CBRE Group, Inc | 81,211 | |||||||
654,100 | e | CDL Hospitality Trusts | 792 | |||||||
15,000,000 | Cebu Holdings, Inc | 1,717 | ||||||||
285,420 | Cedar Shopping Centers, Inc | 1,827 | ||||||||
54,040 | e | Cedar Woods Properties Ltd | 219 | |||||||
1,281,000 | Central China Real Estate Ltd | 364 | ||||||||
1,261,100 | Central Pattana PCL (Foreign) | 1,770 | ||||||||
12,066,198 | Century Properties Group, Inc | 219 |
128 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,161,514 | Chambers Street Properties | $ | 9,234 | |||||||
7,562,636 | Champion Real Estate Investment Trust | 4,156 | ||||||||
875,025 | Charter Hall Group | 3,048 | ||||||||
125,267 | Chatham Lodging Trust | 3,316 | ||||||||
290,146 | Chesapeake Lodging Trust | 8,844 | ||||||||
4,481,524 | Cheuk Nang Holdings Ltd | 3,758 | ||||||||
4,913,172 | * | Cheung Kong Property Holdings Ltd | 40,755 | |||||||
569,934 | Chimera Investment Corp | 7,814 | ||||||||
3,941,500 | e | China Aoyuan Property Group Ltd | 863 | |||||||
1,086,000 | e | China Merchants Land Ltd | 266 | |||||||
56,536 | * | China New City Commercial Development Ltd | 23 | |||||||
12,797,521 | *,e | China New Town Development Co Ltd | 667 | |||||||
3,456,000 | e | China Oceanwide Holdings Ltd | 659 | |||||||
894,000 | e | China Overseas Grand Oceans Group Ltd | 452 | |||||||
8,504,435 | China Overseas Land & Investment Ltd | 29,937 | ||||||||
5,165,881 | China Resources Land Ltd | 16,719 | ||||||||
1,149,400 | *,e | China SCE Property Holdings Ltd | 273 | |||||||
9,588,247 | *,e | China Vanke Co Ltd | 23,541 | |||||||
416,000 | g | China Vast Industrial Urban Development Co Ltd | 194 | |||||||
335,500 | Chinese Estates Holdings Ltd | 1,225 | ||||||||
134,435 | Choice Properties REIT | 1,162 | ||||||||
140,084 | Chong Hong Construction Co | 318 | ||||||||
5,370,758 | CIFI Holdings Group Co Ltd | 1,406 | ||||||||
131,728 | City Developments Ltd | 956 | ||||||||
611,871 | e | Citycon Oyj | 1,531 | |||||||
22,148 | Cofinimmo | 2,290 | ||||||||
54,483 | Colliers International Group, Inc | 2,085 | ||||||||
302,607 | Colony Financial, Inc | 6,854 | ||||||||
534,000 | e | Colour Life Services Group | 686 | |||||||
343,666 | Columbia Property Trust, Inc | 8,437 | ||||||||
420 | *,e | Comforia Residential REIT, Inc | 905 | |||||||
79,914 | Cominar Real Estate Investment Trust | 1,134 | ||||||||
858,655 | *,e | Communications Sales & Leasing, Inc | 21,226 | |||||||
697,900 | e | Concentradora Fibra Danhos S.A. de C.V. | 1,644 | |||||||
409,500 | Concentradora Fibra Hotelera Mexicana S.A. de C.V. | 446 | ||||||||
13,278 | e | Consolidated-Tomoka Land Co | 765 | |||||||
63,151 | e | Conwert Immobilien Invest AG. | 800 | |||||||
104,427 | e | CorEnergy Infrastructure Trust, Inc | 660 | |||||||
61,138 | e | Coresite Realty | 2,778 | |||||||
500,336 | e | Corp Inmobiliaria Vesta SAB de C.V. | 814 | |||||||
56,502 | Corporate Office Properties Trust | 1,330 | ||||||||
344,528 | Corrections Corp of America | 11,397 | ||||||||
6,679,928 | Country Garden Holdings Co Ltd | 2,933 | ||||||||
2,997,100 | * | Country Group Development PCL | 121 | |||||||
306,536 | Countrywide plc | 2,736 | ||||||||
1,047,894 | Cousins Properties, Inc | 10,877 | ||||||||
2,338 | Crescendo Investment Corp | 1,772 | ||||||||
40,200 | Crombie Real Estate Investment Trust | 401 | ||||||||
1,323,407 | Cromwell Group | 1,046 | ||||||||
1,676,801 | Crown Castle International Corp | 134,647 | ||||||||
6,858,943 | CSI Properties Ltd | 265 | ||||||||
79,136 | CT Real Estate Investment Trust | 767 |
129 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
870,967 | CubeSmart | $ | 20,172 | |||||||
188,577 | CyrusOne, Inc | 5,554 | ||||||||
406,013 | e | CYS Investments, Inc | 3,138 | |||||||
449 | *,e | DA Office Investment Corp | 2,149 | |||||||
102,100 | Daibiru Corp | 944 | ||||||||
330,000 | Daikyo, Inc | 531 | ||||||||
2,595,900 | Daiman Development BHD | 1,693 | ||||||||
17,646 | Daito Trust Construction Co Ltd | 1,826 | ||||||||
775,689 | e | Daiwa House Industry Co Ltd | 18,072 | |||||||
307 | * | Daiwa House REIT Investment Corp | 1,293 | |||||||
656,600 | e,g | Dalian Wanda Commercial Properties Co Ltd | 5,281 | |||||||
342,654 | DCT Industrial Trust, Inc | 10,773 | ||||||||
212,781 | DDR Corp | 3,290 | ||||||||
47,580 | Delta Corp Ltd | 54 | ||||||||
164,114 | Derwent London plc | 8,766 | ||||||||
323,150 | Deutsche Annington Immobilien SE | 9,119 | ||||||||
165,022 | Deutsche Euroshop AG. | 7,249 | ||||||||
357,214 | Deutsche Wohnen AG. | 8,189 | ||||||||
1,296,741 | Dexus Property Group | 7,297 | ||||||||
1,294,205 | * | Deyaar Development PJSC | 282 | |||||||
746,509 | DiamondRock Hospitality Co | 9,563 | ||||||||
42,052 | e | DIC Asset AG. | 375 | |||||||
368,667 | Digital Realty Trust, Inc | 24,583 | ||||||||
133,811 | Dios Fastigheter AB | 859 | ||||||||
10,677,304 | DLF Ltd | 19,507 | ||||||||
54,971 | * | Dogus Gayrimenkul Yatirim Ortakligi AS | 78 | |||||||
3,690 | Dongwon Development Co Ltd | 181 | ||||||||
82,731 | Douglas Emmett, Inc | 2,229 | ||||||||
187,758 | Dream Global Real Estate Investment Trust | 1,493 | ||||||||
47,996 | Dream Industrial Real Estate Investment Trust | 314 | ||||||||
51,073 | Dream Office Real Estate Investment Trust | 1,003 | ||||||||
50,362 | *,e | Dream Unlimited Corp | 391 | |||||||
340,751 | Duke Realty Corp | 6,328 | ||||||||
181,057 | DuPont Fabros Technology, Inc | 5,332 | ||||||||
168,224 | e | Dynex Capital, Inc | 1,282 | |||||||
35,185 | e | Easterly Government Properties, Inc | 560 | |||||||
633,100 | Eastern & Oriental BHD | 285 | ||||||||
105,886 | EastGroup Properties, Inc | 5,954 | ||||||||
332,500 | * | Eco World Development Group BHD | 136 | |||||||
177,591 | Education Realty Trust, Inc | 5,569 | ||||||||
6,661,195 | * | Emaar Malls Group PJSC | 6,033 | |||||||
7,916,139 | Emaar Properties PJSC | 16,829 | ||||||||
1,273,584 | Emira Property Fund | 1,778 | ||||||||
2,657,148 | Emlak Konut Gayrimenkul Yatiri | 2,736 | ||||||||
1,233,333 | e | Emperor International Holdings | 289 | |||||||
549,638 | e | Empire State Realty Trust, Inc | 9,377 | |||||||
157,679 | Entertainment Properties Trust | 8,638 | ||||||||
81,558 | e,g | Entra ASA | 759 | |||||||
228,963 | * | Equity Commonwealth | 5,877 | |||||||
327,901 | Equity Lifestyle Properties, Inc | 17,241 | ||||||||
179,762 | Equity One, Inc | 4,196 | ||||||||
1,055,408 | Equity Residential | 74,058 |
130 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,074,710 | * | Eshraq Properties Co PJSC | $ | 223 | ||||||
286,745 | Essex Property Trust, Inc | 60,933 | ||||||||
34,172 | Eurobank Properties Real Estate Investment Co | 262 | ||||||||
51,511 | Eurocommercial Properties NV | 2,156 | ||||||||
4,210,000 | * | EverChina International Holdings Co. Ltd | 160 | |||||||
11,628,261 | e | Evergrande Real Estate Group | 6,928 | |||||||
174,921 | Excel Trust, Inc | 2,758 | ||||||||
720,323 | Extra Space Storage, Inc | 46,979 | ||||||||
745,005 | Ezdan Holding Group QSC | 3,651 | ||||||||
157,518 | Fabege AB | 2,147 | ||||||||
1,599,000 | e | Fantasia Holdings Group Co Ltd | 276 | |||||||
1,003,680 | Far East Consortium | 475 | ||||||||
883,800 | Far East Hospitality Trust | 509 | ||||||||
288,437 | Farglory Land Development Co Ltd | 301 | ||||||||
110,991 | * | Fastighets AB Balder | 1,711 | |||||||
164,693 | Federal Realty Investment Trust | 21,096 | ||||||||
3,736,117 | Federation Centres | 8,407 | ||||||||
778,696 | FelCor Lodging Trust, Inc | 7,694 | ||||||||
380,851 | e | Fibra Shop Portafolios Inmobiliarios SAPI de C.V. | 421 | |||||||
5,430,591 | Fibra Uno Administracion S.A. de C.V. | 12,891 | ||||||||
16,000,000 | Filinvest Development Corp | 1,604 | ||||||||
71,845,000 | Filinvest Land, Inc | 2,962 | ||||||||
138,718 | e | First Capital Realty, Inc | 1,986 | |||||||
495,691 | First Industrial Realty Trust, Inc | 9,284 | ||||||||
239,423 | e | First Potomac Realty Trust | 2,466 | |||||||
455,908 | First Real Estate Investment Trust | 471 | ||||||||
67,249 | FirstService Corp | 1,869 | ||||||||
84,153 | Fonciere Des Regions | 7,160 | ||||||||
545,484 | * | Forest City Enterprises, Inc (Class A) | 12,055 | |||||||
98,205 | *,e | Forestar Real Estate Group, Inc | 1,292 | |||||||
571,897 | Fortress Income Fund Ltd | 729 | ||||||||
347,616 | Foxtons Group plc | 1,295 | ||||||||
314,881 | Franklin Street Properties Corp | 3,561 | ||||||||
8,014,701 | e | Franshion Properties China Ltd | 2,860 | |||||||
536,200 | Frasers Centrepoint Trust | 820 | ||||||||
311,000 | e | Frasers Hospitality Trust | 199 | |||||||
892 | *,e | Frontier Real Estate Investment Corp | 3,991 | |||||||
21,489 | *,e | FRP Holdings, Inc | 697 | |||||||
663 | * | Fukuoka REIT Corp | 1,156 | |||||||
3,125,000 | * | Fullshare Holdings Ltd | 605 | |||||||
9,064,000 | Future Land Development Holdin | 1,681 | ||||||||
1,271,785 | Gaming and Leisure Properties, Inc | 46,624 | ||||||||
88,002 | Gazit Globe Ltd | 1,049 | ||||||||
18,763 | Gazit, Inc | 444 | ||||||||
543,009 | GDI Property Group | 367 | ||||||||
5,889 | Gecina S.A. | 726 | ||||||||
4,846,000 | e | Gemdale Properties and Investment Corp Ltd | 349 | |||||||
2,603,309 | General Growth Properties, Inc | 66,801 | ||||||||
4,194,000 | * | Genvon Group Ltd | 574 | |||||||
201,462 | Geo Group, Inc | 6,882 | ||||||||
100,956 | e | Getty Realty Corp | 1,652 | |||||||
80,379 | e | Gladstone Commercial Corp | 1,331 |
131 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
5,770,691 | Global Logistic Properties | $ | 10,833 | |||||||
453 | Global One Real Estate Investment Corp | 1,723 | ||||||||
1,552,376 | * | Globe Trade Centre S.A. | 2,477 | |||||||
3,860,895 | *,e | Glorious Property Holdings Ltd | 603 | |||||||
2,171 | * | GLP J-Reit | 2,073 | |||||||
50,826 | Godrej Properties Ltd | 197 | ||||||||
15,480 | Goldcrest Co Ltd | 305 | ||||||||
745,300 | * | Golden Land Property Development PCL | 151 | |||||||
1,602,000 | *,e | Goldin Properties Holdings Ltd | 1,690 | |||||||
1,497,806 | Goodman Property Trust | 1,197 | ||||||||
206,820 | e | Government Properties Income Trust | 3,836 | |||||||
2,094,624 | e | GPT Group (ASE) | 6,905 | |||||||
409,562 | Grainger plc | 1,470 | ||||||||
180,628 | Gramercy Property Trust, Inc | 4,221 | ||||||||
80,973 | e | Grand City Properties S.A. | 1,406 | |||||||
64,129 | Granite Real Estate Investment Trust | 2,206 | ||||||||
12,538 | e | Great Ajax Corp | 178 | |||||||
249,513 | Great Eagle Holdings Ltd | 929 | ||||||||
703,687 | Great Portland Estates plc | 8,579 | ||||||||
6,761,148 | e | Green REIT plc | 11,050 | |||||||
1,419,000 | e | Greenland Hong Kong Holdings Ltd | 1,098 | |||||||
33,900 | e | Greentown China Holdings Ltd | 43 | |||||||
183,398 | e | Growthpoint Properties Australia Ltd | 443 | |||||||
6,531,620 | Growthpoint Properties Ltd | 14,198 | ||||||||
542,000 | * | Guangdong Land Holdings Ltd | 146 | |||||||
1,372,108 | e | Guangzhou R&F Properties Co Ltd | 1,680 | |||||||
521,753 | H&R Real Estate Investment Trust | 9,374 | ||||||||
3,910 | Haesung Industrial Co Ltd | 99 | ||||||||
167,970 | Halk Gayrimenkul Yatrm Ortakli | 68 | ||||||||
42,019 | e | Hamborner AG. | 408 | |||||||
2,440,646 | Hammerson plc | 23,587 | ||||||||
953,495 | Hang Lung Group Ltd | 4,197 | ||||||||
16,402,071 | e | Hang Lung Properties Ltd | 48,746 | |||||||
523 | Hankyu Reit, Inc | 582 | ||||||||
87,396 | Hannon Armstrong Sustainable Infrastructure Capital, Inc | 1,752 | ||||||||
1,677,247 | e | Hansteen Holdings plc | 3,044 | |||||||
359,437 | Hatteras Financial Corp | 5,859 | ||||||||
829,932 | HCP, Inc | 30,268 | ||||||||
680,677 | Health Care REIT, Inc | 44,673 | ||||||||
411,052 | Healthcare Realty Trust, Inc | 9,561 | ||||||||
232,189 | Healthcare Trust of America, Inc | 5,561 | ||||||||
151,600 | Heiwa Real Estate Co Ltd | 2,078 | ||||||||
224,133 | Helical Bar plc | 1,418 | ||||||||
160,254 | Heliopolis Housing | 1,197 | ||||||||
119,614 | * | Hemfosa Fastigheter AB | 1,219 | |||||||
3,088,696 | Henderson Land Development Co Ltd | 21,114 | ||||||||
206,217 | e | Hersha Hospitality Trust | 5,287 | |||||||
29,253,923 | Hibernia REIT plc | 41,093 | ||||||||
485,750 | Highwealth Construction Corp | 1,158 | ||||||||
249,472 | Highwoods Properties, Inc | 9,966 | ||||||||
81,470 | * | Hispania Activos Inmobiliarios SAU | 1,195 | |||||||
159,300 | Ho Bee Investment Ltd | 250 |
132 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
182,728 | Home Properties, Inc | $ | 13,348 | |||||||
228,000 | Hong Fok Corp Ltd | 143 | ||||||||
260,994 | Hongkong Land Holdings Ltd | 2,140 | ||||||||
620,000 | *,e | Hopson Development Holdings Ltd | 624 | |||||||
232 | * | Hoshino Resorts REIT, Inc | 2,563 | |||||||
459,138 | Hospitality Properties Trust | 13,232 | ||||||||
2,342,416 | Host Marriott Corp | 46,450 | ||||||||
239,465 | * | Housing Development & Infrastruture Ltd | 345 | |||||||
120,978 | * | Howard Hughes Corp | 17,365 | |||||||
808,235 | Huaku Development Co Ltd | 1,754 | ||||||||
93,000 | Huang Hsiang Construction Co | 118 | ||||||||
379,320 | Hudson Pacific Properties | 10,761 | ||||||||
240,725 | Hufvudstaden AB (Series A) | 2,928 | ||||||||
5,820 | Hulic Reit, Inc | 8,289 | ||||||||
495,362 | Hung Poo Real Estate Development Corp | 387 | ||||||||
442,000 | Hung Sheng Construction Co Ltd | 266 | ||||||||
430,000 | Hydoo International Holding Ltd | 75 | ||||||||
204,423 | Hyprop Investments Ltd | 2,033 | ||||||||
751,752 | Hysan Development Co Ltd | 3,255 | ||||||||
11,260 | Icade | 805 | ||||||||
1,194 | Ichigo Real Estate Investment Corp | 863 | ||||||||
197,700 | IGB Corp BHD | 149 | ||||||||
2,604,600 | IGB Real Estate Investment Trust | 918 | ||||||||
65,600 | Iguatemi Empresa de Shopping Centers S.A. | 519 | ||||||||
364,783 | e | Immobiliare Grande Distribuzione | 317 | |||||||
1,355,948 | *,e,m | Immoeast AG. | 0 | ^ | ||||||
658,721 | *,e,m | Immofinanz ANSPR NACHB AG. | 0 | ^ | ||||||
909,528 | Immofinanz Immobilien Anlagen AG. | 2,148 | ||||||||
38,837 | Independence Realty Trust, Inc | 292 | ||||||||
775,598 | Indiabulls Real Estate Ltd | 693 | ||||||||
397 | Industrial & Infrastructure Fund Investment Corp | 1,793 | ||||||||
1,651,394 | ING Office Fund | 4,838 | ||||||||
357,308 | Inland Real Estate Corp | 3,366 | ||||||||
1,883,117 | * | Inmobiliaria Colonial S.A. | 1,328 | |||||||
108,641 | InnVest Real Estate Investment Trust | 448 | ||||||||
30,179 | InterRent Real Estate Investment Trust | 153 | ||||||||
2,358 | Intershop Holding AG. | 1,012 | ||||||||
5,693 | Intervest Offices | 137 | ||||||||
354,322 | Invesco Mortgage Capital, Inc | 5,074 | ||||||||
530 | Invesco Office J-Reit, Inc | 456 | ||||||||
794,174 | e | Investors Real Estate Trust | 5,670 | |||||||
5,387 | *,e | Invincible Investment Corp | 2,870 | |||||||
1,420,193 | IOI Properties Group Sdn BHD | 696 | ||||||||
395,694 | Iron Mountain, Inc | 12,266 | ||||||||
719,737 | Is Gayrimenkul Yatirim Ortakligi AS | 441 | ||||||||
243,910 | * | iStar Financial, Inc | 3,249 | |||||||
1,135 | * | Japan Excellent, Inc | 1,310 | |||||||
9,741 | Japan Hotel REIT Investment Corp | 6,482 | ||||||||
2,328 | *,e | Japan Logistics Fund Inc | 4,680 | |||||||
261 | Japan Prime Realty Investment Corp | 810 | ||||||||
310 | Japan Real Estate Investment Corp | 1,407 | ||||||||
23,499 | e | Japan Rental Housing Investments, Inc | 16,505 |
133 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
605 | Japan Retail Fund Investment Corp | $ | 1,210 | |||||||
11,005 | Jerusalem Economy Ltd | 40 | ||||||||
8,198 | * | Jerusalem Oil Exploration | 327 | |||||||
1,612,150 | Jiangsu Future Land Co Ltd | 3,390 | ||||||||
162,777 | Jones Lang LaSalle, Inc | 27,835 | ||||||||
22,700 | e | Jowa Holdings Co Ltd | 1,051 | |||||||
2,000,000 | Joy City Property Ltd | 521 | ||||||||
1,072,117 | K Wah International Holdings Ltd | 565 | ||||||||
671,480 | KEE TAI Properties Co Ltd | 395 | ||||||||
1,079 | Kenedix Realty Investment Corp | 5,405 | ||||||||
342 | * | Kenedix Residential Investment Corp | 1,012 | |||||||
721 | *,e | Kenedix Retail REIT Corp | 1,711 | |||||||
525,300 | Kenedix, Inc | 2,018 | ||||||||
219,414 | e | Kennedy-Wilson Holdings, Inc | 5,395 | |||||||
500,500 | * | Keppel DC REIT | 390 | |||||||
3,304,035 | Kerry Properties Ltd | 12,951 | ||||||||
50,611 | e | Killam Properties, Inc | 413 | |||||||
386,887 | Kilroy Realty Corp | 25,979 | ||||||||
211,774 | Kimco Realty Corp | 4,773 | ||||||||
1,480,000 | Kindom Construction Co | 1,017 | ||||||||
161,280 | * | King’s Town Construction Co Ltd | 132 | |||||||
224,011 | Kite Realty Group Trust | 5,482 | ||||||||
1,610,267 | e | Kiwi Property Group Ltd | 1,401 | |||||||
79,600 | KLCC Property Holdings BHD | 147 | ||||||||
484,507 | Klepierre | 21,362 | ||||||||
1,416,946 | Klovern AB (B Shares) | 1,306 | ||||||||
51,821 | Korea Real Estate Investment Trust Co | 190 | ||||||||
3,043,130 | e | Kowloon Development Co Ltd | 3,839 | |||||||
2,413,138 | e | K-REIT Asia | 2,051 | |||||||
331,029 | KSL Holdings BHD | 152 | ||||||||
176,548 | Kungsleden AB | 1,197 | ||||||||
390,185 | Kuoyang Construction Co Ltd | 175 | ||||||||
1,099,624 | KWG Property Holding Ltd | 925 | ||||||||
108,603,535 | Lai Fung Holdings Ltd | 2,592 | ||||||||
82,563,250 | Lai Sun Development Co Ltd | 1,981 | ||||||||
47,683 | Lamar Advertising Co | 2,741 | ||||||||
39,121 | * | Lamda Development S.A. | 165 | |||||||
894,355 | Land Securities Group plc | 16,911 | ||||||||
4,175,500 | e | Langham Hospitality Investments Ltd | 1,793 | |||||||
38,095 | e | Lar Espana Real Estate Socimi S.A. | 421 | |||||||
447,343 | LaSalle Hotel Properties | 15,863 | ||||||||
455,800 | LBS Bina Group BHD | 193 | ||||||||
418,693 | * | LC Corp S.A. | 207 | |||||||
56,077 | LEG Immobilien AG. | 3,897 | ||||||||
504,915 | Lend Lease Corp Ltd | 5,838 | ||||||||
2,306,911 | * | Leopalace21 Corp | 14,139 | |||||||
924,871 | e | Lexington Realty Trust | 7,843 | |||||||
526,849 | Liberty International plc | 2,545 | ||||||||
90,802 | Liberty Property Trust | 2,926 | ||||||||
58,171 | * | Lifestyle Properties Development Ltd | 23 | |||||||
1,112,281 | Link REIT | 6,509 | ||||||||
1,686,700 | Lippo-Mapletree Indonesia Retail Trust | 457 |
134 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
412,000 | Liu Chong Hing Investment | $ | 539 | |||||||
2,774,000 | e | Logan Property Holdings Co Ltd | 1,245 | |||||||
612,545 | London & Stamford Property plc | 1,552 | ||||||||
844,000 | Long Bon International Co Ltd | 621 | ||||||||
1,791,620 | Longfor Properties Co Ltd | 2,847 | ||||||||
544,800 | LPN Development PCL | 283 | ||||||||
57,800 | LPS Brasil Consultoria de Imoveis S.A. | 97 | ||||||||
255,369 | LSR Group (GDR) | 516 | ||||||||
118,593 | LTC Properties, Inc | 4,933 | ||||||||
304,000 | * | LVGEM China Real Estate Investment Co Ltd | 111 | |||||||
143,767 | Macerich Co | 10,725 | ||||||||
466,247 | Mack-Cali Realty Corp | 8,593 | ||||||||
1,073,474 | e | Macquarie CountryWide Trust | 3,508 | |||||||
2,743,243 | e | Macquarie Goodman Group | 13,249 | |||||||
3,191,990 | e | Macquarie MEAG Prime REIT | 2,084 | |||||||
6,260,000 | *,e | Madex International Holdings Ltd | 177 | |||||||
1,942,176 | Mah Sing Group BHD | 849 | ||||||||
6,100 | *,e | Mainstreet Equity Corp | 179 | |||||||
35,779 | *,e,m | Mapeley Ltd | 1 | |||||||
2,989,087 | e | Mapletree Commercial Trust | 3,251 | |||||||
4,759,100 | Mapletree Greater China Commercial Trust | 3,603 | ||||||||
3,217,061 | Mapletree Industrial Trust | 3,727 | ||||||||
1,435,005 | Mapletree Logistics Trust | 1,204 | ||||||||
160,174 | * | Marcus & Millichap, Inc | 7,390 | |||||||
733,550 | Matrix Concepts Holdings BHD | 602 | ||||||||
90,702 | Mazaya Qatar Real Estate Development Q.S.C | 464 | ||||||||
1,098,900 | MBK PCL | 511 | ||||||||
881,179 | Medical Properties Trust, Inc | 11,552 | ||||||||
117,347 | * | Medinet Nasr Housing | 428 | |||||||
47,649,600 | Megaworld Corp | 5,024 | ||||||||
45,129 | Melisron Ltd | 1,613 | ||||||||
51,941 | Mercialys S.A | 1,159 | ||||||||
181,630 | * | Merlin Properties Socimi S.A. | 2,219 | |||||||
2,271,200 | e | Mexico Real Estate Management S.A. de C.V. | 3,136 | |||||||
1,223,414 | MFA Mortgage Investments, Inc | 9,041 | ||||||||
720 | * | MID Reit, Inc | 2,203 | |||||||
173,533 | Mid-America Apartment Communities, Inc | 12,635 | ||||||||
1,410,929 | *,e | Midland Holdings Ltd | 639 | |||||||
129,316 | Milestone Apartments Real Estate Investment Trust | 1,298 | ||||||||
1,412,000 | Minmetals Land Ltd | 180 | ||||||||
1,784,523 | Mirvac Group | 2,542 | ||||||||
832,880 | Mitsubishi Estate Co Ltd | 17,939 | ||||||||
1,539,241 | Mitsui Fudosan Co Ltd | 43,072 | ||||||||
149,400 | MKH BHD | 84 | ||||||||
6,132 | Mobimo Holding AG. | 1,250 | ||||||||
155,288 | Monmouth Real Estate Investment Corp (Class A) | 1,509 | ||||||||
445,076 | Monogram Residential Trust, Inc | 4,015 | ||||||||
59,346 | Morguard Real Estate Investment Trust | 783 | ||||||||
1,897 | * | Mori Hills REIT Investment Corp | 2,452 | |||||||
1,559 | Mori Trust Sogo Reit, Inc | 3,025 | ||||||||
78,134 | Multiplan Empreendimentos Imobiliarios S.A. | 1,205 | ||||||||
120,616 | National Health Investors, Inc | 7,514 |
135 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
286,872 | National Retail Properties, Inc | $ | 10,043 | |||||||
86,133 | National Storage Affiliates Trust | 1,068 | ||||||||
1,348,000 | e | Neo-China Land Group Holdings Ltd | 363 | |||||||
304,000 | New Century Real Estate Investment Trust | 120 | ||||||||
838,746 | New Residential Investment Corp | 12,782 | ||||||||
227,487 | New Senior Investment Group, Inc | 3,041 | ||||||||
2,848,614 | New World China Land Ltd | 1,680 | ||||||||
15,101,671 | New World Development Co Ltd | 19,733 | ||||||||
291,748 | e | New York Mortgage Trust, Inc | 2,182 | |||||||
243,616 | NewRiver Retail Ltd | 1,221 | ||||||||
65,791 | Nexity | 2,582 | ||||||||
51,194 | NexPoint Residential Trust, Inc | 688 | ||||||||
133,752 | Nieuwe Steen Investments NV | 527 | ||||||||
1,237 | Nippon Accommodations Fund, Inc | 4,774 | ||||||||
465 | Nippon Building Fund, Inc | 2,035 | ||||||||
1,500 | Nippon ProLogis REIT, Inc | 2,760 | ||||||||
678 | e | NIPPON REIT Investment Corp | 1,599 | |||||||
25,067 | * | Nitsba Holdings 1995 Ltd | 365 | |||||||
344,401 | Nomura Real Estate Holdings, Inc | 7,228 | ||||||||
5,078 | *,e | Nomura Real Estate Master Fund, Inc | 6,453 | |||||||
383 | e | Nomura Real Estate Office Fund, Inc | 1,736 | |||||||
139 | Nomura Real Estate Residential Fund, Inc | 784 | ||||||||
16,695 | Northern Property Real Estate Investment Trust | 299 | ||||||||
848,130 | NorthStar Realty Finance Corp | 13,485 | ||||||||
20,452 | NorthWest Healthcare Properties Real Estate Investment Trust | 130 | ||||||||
236,029 | * | Norwegian Property ASA | 292 | |||||||
124,036 | NTT Urban Development Corp | 1,232 | ||||||||
468,275 | Oberoi Realty Ltd | 1,999 | ||||||||
726,454 | Omega Healthcare Investors, Inc | 24,939 | ||||||||
46,365 | e | One Liberty Properties, Inc | 987 | |||||||
64,200 | Open House Co Ltd | 1,084 | ||||||||
2,220 | Orchid Island Capital, Inc | 25 | ||||||||
4,355 | * | Orix JREIT, Inc | 6,273 | |||||||
1,650,900 | e | OUE Hospitality Trust | 1,146 | |||||||
271,826 | Outfront Media, Inc | 6,861 | ||||||||
13,774 | e | Owens Realty Mortgage, Inc | 207 | |||||||
1,051,583 | * | Palm Hills Developments SAE | 367 | |||||||
657,690 | Paramount Group, Inc | 11,286 | ||||||||
691,300 | e | Parkway Life Real Estate Investment Trust | 1,181 | |||||||
232,790 | Parkway Properties, Inc | 4,060 | ||||||||
2,342,406 | Parque Arauco S.A. | 4,453 | ||||||||
34,222 | * | Patrizia Immobilien AG. | 837 | |||||||
531,600 | Pavilion Real Estate Investment Trust | 210 | ||||||||
309,455 | Pebblebrook Hotel Trust | 13,269 | ||||||||
195,430 | Pennsylvania REIT | 4,170 | ||||||||
205,772 | Pennymac Mortgage Investment Trust | 3,587 | ||||||||
394,300 | *,e | Perennial Real Estate Holdings Ltd | 309 | |||||||
1,384,709 | Phoenix Mills Ltd | 8,216 | ||||||||
197,154 | Physicians Realty Trust | 3,028 | ||||||||
93,284 | Piedmont Office Realty Trust, Inc | 1,641 | ||||||||
1,443,300 | PLA Administradora Industrial S de RL de C.V. | 2,827 |
136 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
900 | * | Plazza AG. | $ | 199 | ||||||
181,409 | Plum Creek Timber Co, Inc | 7,360 | ||||||||
23,737 | Polski Holding Nieruchomosci S.A. | 149 | ||||||||
7,191,117 | e | Poly Hong Kong Investment Ltd | 3,472 | |||||||
8,341,160 | Polytec Asset Holdings Ltd | 1,139 | ||||||||
517,256 | Post Properties, Inc | 28,123 | ||||||||
232,441 | Potlatch Corp | 8,210 | ||||||||
3,836,000 | e | Powerlong Real Estate Holdings Ltd | 850 | |||||||
1,310,510 | e | Precinct Properties New Zealand Ltd | 1,012 | |||||||
31,076 | Preferred Apartment Communities, Inc | 309 | ||||||||
437 | * | Premier Investment Co | 2,406 | |||||||
225,379 | e | Primary Health Properties plc | 1,386 | |||||||
118,957 | Prime Office AG. | 566 | ||||||||
2,393,826 | Prince Housing & Development Corp | 904 | ||||||||
301,700 | ProLogis Property Mexico S.A. de C.V. | 507 | ||||||||
1,323,204 | Prologis, Inc | 49,091 | ||||||||
1,213,000 | e | Prosperity REIT | 435 | |||||||
130,049 | PS Business Parks, Inc | 9,383 | ||||||||
45,671 | PSP Swiss Property AG. | 3,912 | ||||||||
24,504,700 | PT Agung Podomoro Land Tbk | 692 | ||||||||
8,973,600 | PT Alam Sutera Realty Tbk | 386 | ||||||||
3,609,000 | PT Bekasi Fajar Industrial Estate Tbk | 108 | ||||||||
6,010,927 | PT Bumi Serpong Damai | 751 | ||||||||
30,355,700 | PT Ciputra Development Tbk | 2,871 | ||||||||
15,300,000 | PT Ciputra Property Tbk | 653 | ||||||||
3,597,600 | PT Ciputra Surya Tbk | 720 | ||||||||
6,006,400 | PT Intiland Development Tbk | 256 | ||||||||
100,044,487 | PT Kawasan Industri Jababeka Tbk | 1,962 | ||||||||
407,700 | * | PT Lippo Cikarang Tbk | 278 | |||||||
49,079,197 | PT Lippo Karawaci Tbk | 4,339 | ||||||||
22,264,900 | PT Modernland Realty Tbk | 875 | ||||||||
5,991,200 | * | PT Nirvana Development Tbk | 95 | |||||||
78,323,400 | PT Pakuwon Jati Tbk | 2,519 | ||||||||
21,461,100 | PT Sentul City Tbk | 154 | ||||||||
8,562,300 | PT Summarecon Agung Tbk | 1,047 | ||||||||
551,150 | Public Storage, Inc | 101,616 | ||||||||
4,346,170 | * | Puravankara Projects Ltd | 5,399 | |||||||
324,794 | Pure Industrial Real Estate Trust | 1,225 | ||||||||
85,483 | QTS Realty Trust, Inc | 3,116 | ||||||||
4,180,635 | Quality House PCL | 312 | ||||||||
614,628 | * | Quintain Estates & Development plc | 1,024 | |||||||
613,170 | Radium Life Tech Co Ltd | 269 | ||||||||
238,329 | e | RAIT Investment Trust | 1,456 | |||||||
859,591 | RAK Properties PJSC | 151 | ||||||||
390,336 | Ramco-Gershenson Properties | 6,370 | ||||||||
239,621 | Rayonier, Inc | 6,122 | ||||||||
11,500 | *,e | Raysum Co Ltd | 114 | |||||||
28,644 | e | Re/Max Holdings, Inc | 1,017 | |||||||
1,806,254 | * | Realogy Holdings Corp | 84,388 | |||||||
91,224 | e | Realty Income Corp | 4,049 | |||||||
813,724 | Rebosis Property Fund Ltd | 787 | ||||||||
946,000 | g | Redco Properties Group Ltd | 646 |
137 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,905,744 | Redefine International plc | $ | 1,566 | |||||||
7,018,846 | Redefine Properties Ltd | 5,888 | ||||||||
230,173 | e | Redwood Trust, Inc | 3,614 | |||||||
26,271,000 | Regal Real Estate Investment Trust | 7,618 | ||||||||
659,817 | Regency Centers Corp | 38,916 | ||||||||
152,278 | Reit Ltd | 433 | ||||||||
20,300 | Relo Holdings, Inc | 2,005 | ||||||||
26,785,250 | *,e | Renhe Commercial Holdings Co Ltd | 2,211 | |||||||
222,119 | Resilient Property Income Fund Ltd | 1,760 | ||||||||
364,097 | e | Resource Capital Corp | 1,409 | |||||||
491,847 | Retail Opportunities Investment Corp | 7,683 | ||||||||
546,708 | Retail Properties of America, Inc | 7,616 | ||||||||
382,024 | Rexford Industrial Realty, Inc | 5,570 | ||||||||
426,490 | RioCan Real Estate Investment Trust | 9,141 | ||||||||
542,974 | e | RLJ Lodging Trust | 16,170 | |||||||
455,000 | Road King Infrastructure | 435 | ||||||||
2,572,600 | Robinsons Land Corp | 1,671 | ||||||||
238,884 | Rojana Industrial Park PCL | 52 | ||||||||
108,370 | e | Rouse Properties, Inc | 1,772 | |||||||
706,488 | Ruentex Development Co Ltd | 1,117 | ||||||||
132,202 | Ryman Hospitality Properties | 7,021 | ||||||||
3,624,432 | S.A. Corporate Real Estate Fund | 1,364 | ||||||||
566,740 | e | Sabana Shari’ah Compliant Industrial REIT | 358 | |||||||
254,999 | Sabra Healthcare REIT, Inc | 6,564 | ||||||||
530,090 | Safestore Holdings plc | 2,355 | ||||||||
120,000 | Saizen REIT | 77 | ||||||||
4,964,277 | Sansiri PCL | 262 | ||||||||
38,600 | Sao Carlos Empreendimentos e Participacoes S.A. | 396 | ||||||||
60,310 | e | Saul Centers, Inc | 2,967 | |||||||
321,019 | Savills plc | 4,770 | ||||||||
1,642,700 | SC Asset Corp PCL | 158 | ||||||||
12,361,944 | Scentre Group | 35,710 | ||||||||
505,333 | Schroder Real Estate Investment Trust Ltd | 468 | ||||||||
698,704 | Segro plc | 4,452 | ||||||||
737 | * | Sekisui House Reit, Inc | 807 | |||||||
1,029 | e | Sekisui House SI Residential Investment Corp | 1,074 | |||||||
114,658 | Select Income REIT | 2,367 | ||||||||
98,711 | Selvaag Bolig ASA | 322 | ||||||||
201,523 | Senior Housing Properties Trust | 3,537 | ||||||||
742,277 | Shaftesbury plc | 10,115 | ||||||||
250,340 | Shanghai Jinqiao Export Processing Zone Development Co Ltd | 505 | ||||||||
72,000 | Shanghai Lujiazui Finance & Trade Zone Development Co Ltd | 230 | ||||||||
19,995,430 | Shanghai Real Estate Ltd | 1,227 | ||||||||
103,400 | * | Shenzhen International Enterprise Co Ltd | 184 | |||||||
7,893,668 | Shenzhen Investment Ltd | 3,863 | ||||||||
233,100 | * | Shenzhen SEG Co Ltd | 253 | |||||||
1,809,825 | Shimao Property Holdings Ltd | 3,563 | ||||||||
320,830 | * | Shining Building Business Co Ltd | 150 | |||||||
447,332 | Shoei Co Ltd | 3,964 | ||||||||
1,918,390 | e | Shopping Centres Australasia Property Group | 3,148 |
138 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
17,699,667 | e | Shui On Land Ltd | $ | 5,017 | ||||||
480 | * | SIA Reit, Inc | 1,906 | |||||||
266,692 | e | Silver Bay Realty Trust Corp | 4,344 | |||||||
1,172,946 | Simon Property Group, Inc | 202,943 | ||||||||
992,600 | * | SingHaiyi Group Ltd | 99 | |||||||
3,985,422 | Sino Land Co | 6,652 | ||||||||
1,834,000 | *,e | Sinolink Worldwide Holdings Ltd | 326 | |||||||
19,286,017 | Sino-Ocean Land Holdings Ltd | 14,543 | ||||||||
209,614 | Sinyi Realty Co | 185 | ||||||||
171,071 | * | Six of October Development & Investment | 242 | |||||||
480,124 | SL Green Realty Corp | 52,761 | ||||||||
13,459,716 | SM Prime Holdings | 5,964 | ||||||||
587,546 | Sobha Developers Ltd | 3,285 | ||||||||
6,161,850 | Soho China Ltd | 4,010 | ||||||||
645,000 | e | Soilbuild Business Space REIT | 407 | |||||||
65,600 | Sonae Sierra Brasil S.A. | 398 | ||||||||
165,595 | Sovran Self Storage, Inc | 14,392 | ||||||||
108,749 | Sparkassen Immobilien AG. | 903 | ||||||||
714,700 | e | SPH REIT | 555 | |||||||
862,554 | Spirit Realty Capital, Inc | 8,341 | ||||||||
583,146 | Sponda Oyj | 2,152 | ||||||||
1,142,000 | e | Spring Real Estate Investment Trust | 507 | |||||||
500,209 | ST Modwen Properties plc | 3,560 | ||||||||
170,497 | *,e | St. Joe Co | 2,648 | |||||||
315,261 | STAG Industrial, Inc | 6,305 | ||||||||
2,175,742 | e | Starwood Property Trust, Inc | 46,931 | |||||||
113,916 | e | Starwood Waypoint Residential Trust | 2,707 | |||||||
3,036,381 | e | Stockland Trust Group | 9,588 | |||||||
209,238 | STORE Capital Corp | 4,206 | ||||||||
1,577,674 | * | Strategic Hotels & Resorts, Inc | 19,121 | |||||||
16,940 | Sumitomo Real Estate Sales Co Ltd | 427 | ||||||||
414,286 | Sumitomo Realty & Development Co Ltd | 14,519 | ||||||||
463,739 | Summit Hotel Properties, Inc | 6,033 | ||||||||
152,246 | Sun Communities, Inc | 9,413 | ||||||||
21,100 | e | Sun Frontier Fudousan Co Ltd | 171 | |||||||
3,806,620 | Sun Hung Kai Properties Ltd | 61,602 | ||||||||
2,080,000 | e | Sunac China Holdings Ltd | 2,275 | |||||||
2,635,000 | e | Sunlight Real Estate Investment Trust | 1,342 | |||||||
1,075,864 | Sunstone Hotel Investors, Inc | 16,149 | ||||||||
1,860,798 | Suntec Real Estate Investment Trust | 2,383 | ||||||||
1,828,634 | * | Sunteck Realty Ltd | 7,610 | |||||||
1,617,558 | Sunway BHD | 1,474 | ||||||||
1,171,900 | Sunway Real Estate Investment | 478 | ||||||||
492,400 | Supalai PCL | 273 | ||||||||
669,693 | Swire Pacific Ltd (Class A) | 8,409 | ||||||||
4,492,301 | Swire Properties Ltd | 14,328 | ||||||||
58,349 | Swiss Prime Site AG. | 4,428 | ||||||||
253,037 | e | TAG Tegernsee Immobilien und Beteiligungs AG. | 2,962 | |||||||
418,668 | Taiwan Land Development Corp | 163 | ||||||||
144,400 | Takara Leben Co Ltd | 859 | ||||||||
1,182,848 | Talaat Moustafa Group | 1,371 | ||||||||
229,056 | Tanger Factory Outlet Centers, Inc | 7,261 |
139 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
45,702 | Taubman Centers, Inc | $ | 3,176 | |||||||
89,073 | e | Technopolis plc | 359 | |||||||
37,787 | * | Tejon Ranch Co | 971 | |||||||
214,771 | Terreno Realty Corp | 4,231 | ||||||||
298,000 | Tian Shan Development Holding Ltd | 132 | ||||||||
540,480 | Ticon Industrial Connection PCL (Foreign) | 224 | ||||||||
408,000 | Times Property Holdings Ltd | 174 | ||||||||
50,880 | TLG Immobilien AG. | 823 | ||||||||
52,100 | TOC Co Ltd | 364 | ||||||||
689,616 | Tokyo Tatemono Co Ltd | 9,572 | ||||||||
82,915 | Tokyu Fudosan Holdings Corp | 639 | ||||||||
999 | *,e | Tokyu REIT, Inc | 1,233 | |||||||
921 | Top REIT Inc | 3,888 | ||||||||
334,500 | Top Spring International Holdings Ltd | 163 | ||||||||
472,069 | Torunlar Gayrimenkul Yatirim Ortakligi AS | 604 | ||||||||
1,685,800 | Tosei Corp | 11,972 | ||||||||
60,022 | e | Trade Street Residential, Inc | 400 | |||||||
951,612 | Tropicana Corp BHD | 255 | ||||||||
572,587 | Tuan Sing Holdings Ltd | 155 | ||||||||
1,166,324 | Two Harbors Investment Corp | 11,360 | ||||||||
162,323,400 | * | U City PCL | 240 | |||||||
268,832 | UDR, Inc | 8,611 | ||||||||
1,268,600 | UEM Land Holdings BHD | 328 | ||||||||
84,731 | e | UMH Properties, Inc | 830 | |||||||
111,497 | Unibail-Rodamco | 28,321 | ||||||||
853,715 | Union Properties PJSC | 281 | ||||||||
251,842 | Unite Group plc | 2,261 | ||||||||
91,454,602 | * | Unitech Ltd | 11,373 | |||||||
81,827 | United Development Co PSC | 550 | ||||||||
64,811 | United Development Funding IV | 1,133 | ||||||||
148,440 | e | United Overseas Land Ltd | 762 | |||||||
703 | United Urban Investment Corp | 993 | ||||||||
699,400 | Univentures PCL | 162 | ||||||||
43,349 | Universal Health Realty Income Trust | 2,014 | ||||||||
839,848 | UOA Development BHD | 467 | ||||||||
334,516 | Urban Edge Properties | 6,955 | ||||||||
92,557 | Urstadt Biddle Properties, Inc (Class A) | 1,729 | ||||||||
400,000 | Vanke Property Overseas Ltd | 457 | ||||||||
17,950 | Vastned Retail NV | 793 | ||||||||
847,281 | Ventas, Inc | 52,608 | ||||||||
13,071,000 | Vista Land & Lifescapes, Inc | 1,840 | ||||||||
630,032 | Vornado Realty Trust | 59,809 | ||||||||
973,820 | Vukile Property Fund Ltd | 1,437 | ||||||||
180,812 | e | Wallenstam AB | 1,285 | |||||||
1,297,000 | *,e | Wanda Hotel Development Co Ltd | 268 | |||||||
28,174 | Warehouses De Pauw SCA | 2,176 | ||||||||
183,308 | e | Washington REIT | 4,757 | |||||||
88,674 | Weingarten Realty Investors | 2,899 | ||||||||
38,152 | Wereldhave NV | 2,173 | ||||||||
120,546 | e | Western Asset Mortgage Capital Corp | 1,780 | |||||||
3,531,196 | Westfield Corp | 24,802 | ||||||||
532,850 | Weyerhaeuser Co | 16,785 |
140 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
4,923,850 | * | WHA Corp PCL | $ | 581 | ||||||
9,488,676 | Wharf Holdings Ltd | 63,057 | ||||||||
1,804,064 | Wheelock & Co Ltd | 9,206 | ||||||||
260,397 | e | Wheelock Properties S Ltd | 339 | |||||||
57,985 | e | Whitestone REIT | 755 | |||||||
147,211 | Wihlborgs Fastigheter AB | 2,399 | ||||||||
394,532 | Wing Tai Holdings Ltd | 558 | ||||||||
337,168 | Workspace Group plc | 4,766 | ||||||||
47,946 | WP Carey, Inc | 2,826 | ||||||||
1,615,139 | e | WP GLIMCHER, Inc | 21,853 | |||||||
5,238,000 | e | Wuzhou International Holdings Ltd | 1,015 | |||||||
155,045 | Xenia Hotels & Resorts, Inc | 3,371 | ||||||||
5,646,100 | e | Yanlord Land Group Ltd | 4,733 | |||||||
964,500 | * | Ying Li International Real Estate Ltd | 168 | |||||||
11,843 | YNH Property BHD | 6 | ||||||||
1,098,666 | e | Yoma Strategic Holdings Ltd | 346 | |||||||
205,700 | YTL Hospitality REIT | 56 | ||||||||
3,988,000 | Yuexiu Real Estate Investment Trust | 2,196 | ||||||||
34,594,793 | Yuexiul Property Co Ltd | 7,532 | ||||||||
29,000 | Yungshin Construction & Development Co Ltd | 52 | ||||||||
4,835,120 | e | Yuzhou Properties Co | 1,242 | |||||||
506,000 | * | Zall Development Group Ltd | 202 | |||||||
3,671,800 | Zhong An Real Estate Ltd | 483 | ||||||||
TOTAL REAL ESTATE | 4,647,772 | |||||||||
RETAILING - 4.1% | ||||||||||
449,647 | *,e | 1-800-FLOWERS.COM, Inc (Class A) | 4,703 | |||||||
143,184 | Aaron’s, Inc | 5,185 | ||||||||
68,739 | e | ABC-Mart, Inc | 4,207 | |||||||
235,206 | e | Abercrombie & Fitch Co (Class A) | 5,059 | |||||||
50,510 | Adastria Holdings Co Ltd | 1,806 | ||||||||
184,325 | Advance Auto Parts, Inc | 29,361 | ||||||||
200,203 | *,e | Aeropostale, Inc | 324 | |||||||
23,200 | e | Alpen Co Ltd | 372 | |||||||
1,696,374 | *,n | Amazon.com, Inc | 736,379 | |||||||
717,459 | e | American Eagle Outfitters, Inc | 12,355 | |||||||
23,527 | * | America’s Car-Mart, Inc | 1,160 | |||||||
203,945 | * | Ann Taylor Stores Corp | 9,849 | |||||||
161,993 | *,e | AO World plc | 368 | |||||||
44,500 | AOKI Holdings, Inc | 635 | ||||||||
52,841 | Aoyama Trading Co Ltd | 2,135 | ||||||||
12,300 | Arc Land Sakamoto Co Ltd | 278 | ||||||||
75,903 | * | Asbury Automotive Group, Inc | 6,878 | |||||||
473,065 | *,e | Ascena Retail Group, Inc | 7,879 | |||||||
21,600 | e | ASKUL Corp | 681 | |||||||
164,911 | *,e | ASOS plc | 10,051 | |||||||
268,000 | Aurora Corp | 447 | ||||||||
60,688 | Autobacs Seven Co Ltd | 1,015 | ||||||||
19,407 | e | AutoCanada, Inc | 642 | |||||||
299,019 | Automotive Holdings Group Ltd | 920 | ||||||||
177,450 | * | Autonation, Inc | 11,176 | |||||||
105,468 | * | AutoZone, Inc | 70,337 |
141 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
2,835,020 | e | B&M European Value Retail S.A. | $ | 15,275 | ||||||
440,300 | * | B2W Companhia Global Do Varejo | 2,888 | |||||||
1,366,500 | *,e | Baoxin Auto Group Ltd | 869 | |||||||
594,787 | * | Barnes & Noble, Inc | 15,441 | |||||||
470,300 | Beauty Community PCL | 56 | ||||||||
14,219,510 | Beauty Community PCL (ADR) | 1,697 | ||||||||
1,478,100 | Beauty Community PCL (Foreign) | 177 | ||||||||
115,739 | e | Bebe Stores, Inc | 231 | |||||||
387,491 | * | Bed Bath & Beyond, Inc | 26,729 | |||||||
119,300 | Belluna Co Ltd | 650 | ||||||||
2,086,560 | Berjaya Auto BHD | 1,493 | ||||||||
4,426,084 | Best Buy Co, Inc | 144,335 | ||||||||
153,800 | e | BIC CAMERA, Inc | 1,938 | |||||||
47,515 | Big 5 Sporting Goods Corp | 675 | ||||||||
220,030 | e | Big Lots, Inc | 9,899 | |||||||
132,290 | Bilia AB | 2,356 | ||||||||
77,201 | * | Blue Nile, Inc | 2,346 | |||||||
1,645,800 | Bonjour Holdings Ltd | 121 | ||||||||
28,019 | e | Bon-Ton Stores, Inc | 129 | |||||||
703,845 | *,e | boohoo.com plc | 285 | |||||||
32,138 | * | Boot Barn Holdings, Inc | 1,028 | |||||||
537,000 | *,e,m | Boshiwa International Holding | 1 | |||||||
85,999 | e | Breville Group Ltd | 412 | |||||||
79,175 | e | Buckle, Inc | 3,624 | |||||||
97,327 | * | Build-A-Bear Workshop, Inc | 1,556 | |||||||
241,327 | * | Burlington Stores, Inc | 12,356 | |||||||
961,713 | Byggmax Group AB | 6,520 | ||||||||
97,213 | *,e | Cabela’s, Inc | 4,859 | |||||||
208,454 | Caleres, Inc | 6,625 | ||||||||
109,972 | Canadian Tire Corp Ltd | 11,761 | ||||||||
196,700 | Canon Marketing Japan, Inc | 3,345 | ||||||||
397,814 | Card Factory plc | 2,019 | ||||||||
860,700 | * | Carmax, Inc | 56,987 | |||||||
642,053 | e | Cash Converters International Ltd | 347 | |||||||
41,128 | Cashbuild Ltd | 1,018 | ||||||||
101,577 | Cato Corp (Class A) | 3,937 | ||||||||
93,490 | *,e | CDON Group AB | 138 | |||||||
642,942 | Chico’s FAS, Inc | 10,692 | ||||||||
65,505 | Children’s Place Retail Stores, Inc | 4,285 | ||||||||
2,533,500 | China Harmony New Energy Auto Holding Ltd | 2,828 | ||||||||
7,792,000 | e | China ZhengTong Auto Services Holdings Ltd | 5,067 | |||||||
24,100 | Chiyoda Co Ltd | 566 | ||||||||
27,300 | Chori Co Ltd | 433 | ||||||||
304,000 | Chow Sang Sang Holding | 610 | ||||||||
106,974 | * | Christopher & Banks Corp | 429 | |||||||
133,500 | Cia Hering | 522 | ||||||||
113,535 | * | Citi Trends, Inc | 2,748 | |||||||
2,802 | CJ O Shopping Co Ltd | 516 | ||||||||
88,488 | Clas Ohlson AB (B Shares) | 1,553 | ||||||||
528,749 | * | Cnova NV | 2,924 | |||||||
719,000 | *,g | Cogobuy Group | 990 | |||||||
14,200 | COL PCL | 22 |
142 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
89,500 | COL PCL (Foreign) | $ | 137 | |||||||
72,018 | *,e | Conn’s, Inc | 2,859 | |||||||
51,279 | *,e | Container Store Group, Inc | 865 | |||||||
122,736 | Core-Mark Holding Co, Inc | 7,272 | ||||||||
287,863 | e | CST Brands, Inc | 11,244 | |||||||
132,600 | * | Ctrip.com International Ltd (ADR) | 9,629 | |||||||
806,300 | e | Dah Chong Hong Holdings Ltd | 419 | |||||||
293,700 | DCM Japan Holdings Co Ltd | 2,876 | ||||||||
1,149,504 | Debenhams plc | 1,611 | ||||||||
112,569 | Delek Automotive Systems Ltd | 1,259 | ||||||||
5,316 | e | Delticom AG. | 125 | |||||||
15,321 | e | Destination Maternity Corp | 179 | |||||||
96,556 | *,e | Destination XL Group, Inc | 484 | |||||||
673,127 | e | Dick Smith Holdings Ltd | 1,079 | |||||||
585,914 | Dick’s Sporting Goods, Inc | 30,333 | ||||||||
492,286 | Dickson Concepts International Ltd | 201 | ||||||||
23,773 | Dieteren S.A. | 851 | ||||||||
173,279 | Dillard’s, Inc (Class A) | 18,227 | ||||||||
50,009 | Dogus Otomotiv Servis ve Ticaret AS | 293 | ||||||||
1,704,527 | Dollar General Corp | 132,510 | ||||||||
631,505 | * | Dollar Tree, Inc | 49,883 | |||||||
267,851 | Dollarama, Inc | 16,234 | ||||||||
83,188 | Don Quijote Co Ltd | 3,540 | ||||||||
20,600 | Doshisha Co Ltd | 365 | ||||||||
526,432 | DSW, Inc (Class A) | 17,567 | ||||||||
21,259 | * | Dufry Group | 2,962 | |||||||
191,573 | Dunelm Group plc | 2,726 | ||||||||
43,390 | *,g | Dustin Group AB | 296 | |||||||
84,183 | e | EDION Corp | 596 | |||||||
223,576 | El Puerto de Liverpool SAB de C.V. | 2,582 | ||||||||
4,030,000 | Emperor Watch & Jewellery Ltd | 176 | ||||||||
2,600,000 | * | Empresas La Polar S.A. | 77 | |||||||
2,873,100 | e | Esprit Holdings Ltd | 2,689 | |||||||
53,405 | * | Etsy, Inc | 750 | |||||||
125,045 | * | EVINE Live, Inc | 336 | |||||||
897,827 | Expedia, Inc | 98,177 | ||||||||
481,058 | * | Express Parent LLC | 8,712 | |||||||
118,149 | Family Dollar Stores, Inc | 9,311 | ||||||||
899,829 | Far Eastern Department Stores Co Ltd | 562 | ||||||||
138,175 | Fast Retailing Co Ltd | 62,658 | ||||||||
31,411 | * | Fenix Parts, Inc | 315 | |||||||
159,931 | Finish Line, Inc (Class A) | 4,449 | ||||||||
152,078 | *,e | Five Below, Inc | 6,012 | |||||||
39,809 | * | Folli Follie S.A. | 1,019 | |||||||
600,158 | e | Foot Locker, Inc | 40,217 | |||||||
204,912 | Foschini Ltd | 2,679 | ||||||||
120,025 | * | Francesca’s Holdings Corp | 1,617 | |||||||
101,138 | Fred’s, Inc (Class A) | 1,951 | ||||||||
53,758 | *,e | FTD Cos, Inc | 1,515 | |||||||
18,900 | Fuji Co Ltd | 359 | ||||||||
12,603 | *,e | Gaiam, Inc (Class A) | 82 | |||||||
92,196 | e | GAME Digital plc | 377 |
143 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
768,669 | e | GameStop Corp (Class A) | $ | 33,022 | ||||||
346,291 | Gap, Inc | 13,218 | ||||||||
82,436 | * | Genesco, Inc | 5,443 | |||||||
152,435 | Genuine Parts Co | 13,648 | ||||||||
158,900 | e | Geo Corp | 1,954 | |||||||
1,138,000 | Giordano International Ltd | 615 | ||||||||
262,396 | GNC Holdings, Inc | 11,671 | ||||||||
1,728,399 | e | Golden Eagle Retail Group Ltd | 2,314 | |||||||
576,000 | Goldlion Holdings Ltd | 261 | ||||||||
114,176 | GOLFZONYUWONHOLDINGS Co Ltd | 1,344 | ||||||||
13,948,577 | GOME Electrical Appliances Holdings Ltd | 3,074 | ||||||||
310,656 | *,g | GrandVision NV | 7,675 | |||||||
80,478 | Group 1 Automotive, Inc | 7,310 | ||||||||
10,515 | * | Groupe Fnac | 630 | |||||||
5,921,489 | *,e | Groupon, Inc | 29,785 | |||||||
215,927 | *,e | Grupo Famsa SAB de C.V. | 140 | |||||||
10,961 | GS Home Shopping, Inc | 2,062 | ||||||||
174,883 | e | Guess?, Inc | 3,353 | |||||||
58,200 | e | Gulliver International Co Ltd | 542 | |||||||
649 | GwangjuShinsegae Co Ltd | 186 | ||||||||
201,364 | Halfords Group plc | 1,670 | ||||||||
3,380,000 | e | Hang Fat Ginseng Holdings Co Ltd | 414 | |||||||
274,225 | e | Hankyu Department Stores, Inc | 5,710 | |||||||
86,200 | e | Happinet Corp | 904 | |||||||
1,918,924 | �� | Harvey Norman Holdings Ltd | 6,663 | |||||||
67,224 | Haverty Furniture Cos, Inc | 1,453 | ||||||||
13,071,063 | e | Hengdeli Holdings Ltd | 2,614 | |||||||
849,439 | Hennes & Mauritz AB (B Shares) | 32,694 | ||||||||
37,506 | *,e | HHgregg, Inc | 125 | |||||||
71,770 | *,e | Hibbett Sports, Inc | 3,343 | |||||||
21,200 | Hikari Tsushin, Inc | 1,429 | ||||||||
5,917,870 | Home Depot, Inc | 657,653 | ||||||||
3,068,065 | Home Product Center PCL (Foreign) | 612 | ||||||||
762,292 | Home Retail Group | 2,024 | ||||||||
7,513 | * | Hornbach Baumarkt AG. | 276 | |||||||
266,196 | Hotai Motor Co Ltd | 3,772 | ||||||||
42,066 | Hotel Shilla Co Ltd | 4,205 | ||||||||
175,057 | HSN, Inc | 12,287 | ||||||||
135,946 | Hudson’s Bay Co | 3,020 | ||||||||
15,315 | Hyundai Department Store Co Ltd | 2,016 | ||||||||
5,351 | Hyundai Home Shopping Network Corp | 588 | ||||||||
16,400 | Ikyu | 350 | ||||||||
276,081 | Imperial Holdings Ltd | 4,204 | ||||||||
1,066,549 | Inchcape plc | 13,577 | ||||||||
1,164,844 | Inditex S.A. | 37,994 | ||||||||
200,346 | Interpark Corp | 1,677 | ||||||||
8,510 | Interpark INT Corp | 190 | ||||||||
21,466,548 | * | Intime Retail Group Co Ltd | 28,430 | |||||||
267,128 | Isetan Mitsukoshi Holdings Ltd | 4,772 | ||||||||
1,242,000 | IT Ltd | 466 | ||||||||
34,700 | Izumi Co Ltd | 1,465 | ||||||||
478,419 | J Front Retailing Co Ltd | 9,004 |
144 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
97,009 | e | Jardine Cycle & Carriage Ltd | $ | 2,382 | ||||||
441,355 | e | JB Hi-Fi Ltd | 6,626 | |||||||
8,010,526 | *,e | JC Penney Co, Inc | 67,849 | |||||||
344,799 | *,e | JD.com, Inc (ADR) | 11,758 | |||||||
11,600 | e | Jin Co Ltd | 500 | |||||||
51,720 | John Menzies plc | 398 | ||||||||
37,000 | Joshin Denki Co Ltd | 285 | ||||||||
59,600 | e | Joyful Honda Co Ltd | 1,254 | |||||||
112,709 | JUMBO S.A. | 836 | ||||||||
148,320 | e | KappAhl Holding AB | 520 | |||||||
29,587 | e | Keiyo Co Ltd | 136 | |||||||
2,315,333 | Kingfisher plc | 12,629 | ||||||||
61,946 | Kirkland’s, Inc | 1,726 | ||||||||
526,807 | Kohl’s Corp | 32,983 | ||||||||
26,800 | Kohnan Shoji Co Ltd | 348 | ||||||||
17,605 | Kolao Holdings | 352 | ||||||||
32,700 | Komeri Co Ltd | 747 | ||||||||
160,000 | Koradior Holdings Ltd | 226 | ||||||||
129,763 | e | K’s Holdings Corp | 4,674 | |||||||
437,423 | L Brands, Inc | 37,500 | ||||||||
57,088 | *,e | Lands’ End, Inc | 1,417 | |||||||
254,000 | *,e | Laox Co Ltd | 968 | |||||||
13,527 | LEADCORP, Inc | 212 | ||||||||
306,903 | e | Lewis Group Ltd | 2,487 | |||||||
7,455,119 | Li & Fung Ltd | 5,910 | ||||||||
1,565,364 | * | Liberty Interactive Corp | 43,439 | |||||||
247,741 | * | Liberty TripAdvisor Holdings, Inc | 7,982 | |||||||
593,037 | * | Liberty Ventures | 23,289 | |||||||
63,403 | Lithia Motors, Inc (Class A) | 7,175 | ||||||||
483,905 | * | LKQ Corp | 14,636 | |||||||
�� | 132,037 | Lojas Americanas S.A. | 563 | |||||||
485,604 | Lojas Americanas S.A.(Preference) | 2,708 | ||||||||
130,164 | Lojas Renner S.A. | 4,731 | ||||||||
670,646 | Lookers plc | 1,671 | ||||||||
7,334 | LOTTE Himart Co Ltd | 498 | ||||||||
22,023 | Lotte Shopping Co Ltd | 4,625 | ||||||||
3,247,748 | Lowe’s Companies, Inc | 217,502 | ||||||||
1,040,000 | Luk Fook Holdings International Ltd | 3,063 | ||||||||
76,005 | *,e | Lumber Liquidators, Inc | 1,574 | |||||||
2,045,973 | Macy’s, Inc | 138,042 | ||||||||
66,000 | Magazine Luiza S.A. | 75 | ||||||||
301,798 | *,e | MakeMyTrip Ltd | 5,939 | |||||||
2,933,000 | Maoye International Holdings Ltd | 673 | ||||||||
68,332 | *,e | MarineMax, Inc | 1,606 | |||||||
53,900 | Marisa Lojas S.A. | 188 | ||||||||
4,072,913 | Marks & Spencer Group plc | 34,359 | ||||||||
519,323 | Marui Co Ltd | 7,016 | ||||||||
107,647 | e | Matas A.S. | 2,292 | |||||||
31,700 | Matsuya Co Ltd | 595 | ||||||||
43,162 | *,e | Mattress Firm Holding Corp | 2,631 | |||||||
360,900 | MBM Resources BHD | 333 | ||||||||
24,448 | Mekonomen AB | 597 |
145 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
135,593 | Men’s Wearhouse, Inc | $ | 8,687 | |||||||
1,783,637 | MFI Furniture plc | 14,477 | ||||||||
143,675 | * | Michaels Cos, Inc | 3,866 | |||||||
499,680 | * | Mobile World Investment Corp | 1,682 | |||||||
100,025 | Mobilezone Holding AG. | 1,829 | ||||||||
30,000 | momo.com, Inc | 262 | ||||||||
85,787 | e | Monro Muffler, Inc | 5,333 | |||||||
203,505 | * | Mothercare plc | 863 | |||||||
400,599 | Mr Price Group Ltd | 8,246 | ||||||||
209,250 | * | Murphy USA, Inc | 11,680 | |||||||
550,111 | e | Myer Holdings Ltd | 518 | |||||||
148,382 | e | N Brown Group plc | 799 | |||||||
376,000 | National Petroleum Co Ltd | 450 | ||||||||
216,540 | *,n | NetFlix, Inc | 142,254 | |||||||
1,513,656 | New Carphone Warehouse plc | 10,763 | ||||||||
537,000 | New World Department Store China Ltd | 143 | ||||||||
34,166 | *,e | New York & Co, Inc | 92 | |||||||
302,413 | Next plc | 35,395 | ||||||||
47,700 | Nishimatsuya Chain Co Ltd | 480 | ||||||||
54,612 | Nitori Co Ltd | 4,452 | ||||||||
20,600 | * | Nojima Corp | 234 | |||||||
213,172 | Nordstrom, Inc | 15,881 | ||||||||
236,304 | Nutri/System, Inc | 5,879 | ||||||||
461,174 | *,e | Ocado Ltd | 3,229 | |||||||
1,511,541 | * | Office Depot, Inc | 13,090 | |||||||
298,153 | *,e | Orbitz Worldwide, Inc | 3,405 | |||||||
401,739 | * | O’Reilly Automotive, Inc | 90,785 | |||||||
254,600 | e | OSIM International Ltd | 313 | |||||||
53,299 | e | Outerwall, Inc | 4,057 | |||||||
58,619 | *,e | Overstock.com, Inc | 1,321 | |||||||
2,291,298 | Pacific Brands Ltd | 564 | ||||||||
71,807 | *,e | Pacific Sunwear Of California, Inc | 82 | |||||||
1,350,100 | Padini Holdings BHD | 476 | ||||||||
11,100 | Pal Co Ltd | 364 | ||||||||
130,100 | Paltac Corp | 2,302 | ||||||||
393,353 | Pantaloon Retail India Ltd | 634 | ||||||||
21,700 | Parco Co Ltd | 215 | ||||||||
325,216 | * | Parkson Holdings BHD | 134 | |||||||
1,052,000 | Parkson Retail Group Ltd | 220 | ||||||||
107,075 | * | Party City Holdco, Inc | 2,170 | |||||||
114,382 | PC Jeweller Ltd | 689 | ||||||||
195,783 | Penske Auto Group, Inc | 10,202 | ||||||||
231,044 | * | PEP Boys - Manny Moe & Jack | 2,835 | |||||||
52,681 | e | PetMed Express, Inc | 910 | |||||||
276,610 | Pets at Home Group plc | 1,298 | ||||||||
262,410 | e | Pier 1 Imports, Inc | 3,314 | |||||||
5,209,500 | * | Pou Sheng International Holdings Ltd | 605 | |||||||
197,286 | Poundland Group plc | 1,002 | ||||||||
49,317 | Poya Co Ltd | 525 | ||||||||
16,689 | PPR | 2,984 | ||||||||
83,950 | Premier Investments Ltd | 825 | ||||||||
163,262 | * | Priceline.com, Inc | 187,975 |
146 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
7,441,600 | PT ACE Hardware Indonesia Tbk | $ | 360 | |||||||
5,169,315 | PT Matahari Department Store Tbk | 6,407 | ||||||||
718,700 | PT Mitra Adiperkasa Tbk | 297 | ||||||||
3,069,700 | PT Mitra Pinasthika Mustika Tbk | 140 | ||||||||
21,019,700 | PT Multipolar Corp Tbk | 983 | ||||||||
9,160,400 | PT Ramayana Lestari Sentosa Tbk | 473 | ||||||||
2,542,700 | PT Tiphone Mobile Indonesia Tbk | 185 | ||||||||
474,100 | PTG Energy PCL | 214 | ||||||||
938,723 | Rakuten, Inc | 15,155 | ||||||||
100,630 | Reitmans Canada Ltd | 524 | ||||||||
194,690 | e | Rent-A-Center, Inc | 5,519 | |||||||
126,127 | * | Restoration Hardware Holdings, Inc | 12,314 | |||||||
1,669,009 | Ripley Corp S.A. | 692 | ||||||||
38,833 | * | Risa International Ltd | 19 | |||||||
196,692 | RONA, Inc | 2,391 | ||||||||
1,108,817 | Ross Stores, Inc | 53,900 | ||||||||
36,700 | Ryohin Keikaku Co Ltd | 7,117 | ||||||||
1,058,000 | e | SA SA International Holdings Ltd | 573 | |||||||
640,542 | SACI Falabella | 4,475 | ||||||||
409,831 | * | Sally Beauty Holdings, Inc | 12,942 | |||||||
32,958 | e | Sanrio Co Ltd | 895 | |||||||
54,674 | e | Sears Canada, Inc | 331 | |||||||
26,301 | *,e | Sears Holdings Corp | 702 | |||||||
24,523 | *,e | Sears Hometown and Outlet Stores, Inc | 233 | |||||||
332,521 | * | Select Comfort Corp | 9,999 | |||||||
273,000 | Senao International Co Ltd | 425 | ||||||||
33,700 | e | Senshukai Co Ltd | 236 | |||||||
10,174 | * | Seobu Truck Terminal Co Ltd | 238 | |||||||
37,300 | e | Seria Co Ltd | 1,404 | |||||||
157,000 | Shimachu Co Ltd | 4,526 | ||||||||
165,303 | Shimamura Co Ltd | 17,355 | ||||||||
6,549 | Shinsegae Co Ltd | 1,571 | ||||||||
2,331 | Shinsegae International Co Ltd | 277 | ||||||||
40,537 | Shoe Carnival, Inc | 1,170 | ||||||||
20,931 | Shopper’s Stop Ltd | 131 | ||||||||
105,515 | * | Shutterfly, Inc | 5,045 | |||||||
984,557 | Siam Global House PCL | 257 | ||||||||
1,423,000 | Sichuan Xinhua Winshare Chainstore Co Ltd | 1,705 | ||||||||
149,312 | Signet Jewelers Ltd | 19,148 | ||||||||
1,630,000 | Sincere Watch Hong Kong Ltd | 419 | ||||||||
137,049 | Sonic Automotive, Inc (Class A) | 3,266 | ||||||||
702,569 | * | Sports Direct International plc | 7,921 | |||||||
43,730 | *,e | Sportsman’s Warehouse Holdings, Inc | 497 | |||||||
2,513,000 | Springland International Holdings Ltd | 875 | ||||||||
883,100 | * | SSI Group, Inc | 193 | |||||||
142,656 | e | Stage Stores, Inc | 2,501 | |||||||
1,544,111 | Staples, Inc | 23,640 | ||||||||
72,500 | Start Today Co Ltd | 2,028 | ||||||||
80,451 | Stein Mart, Inc | 842 | ||||||||
31,098 | e | Stockmann Oyj Abp (B Share) | 215 | |||||||
132,174 | e | Super Cheap Auto Group Ltd | 930 | |||||||
360,474 | * | Super Group Ltd | 934 |
147 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
39,943 | * | SuperGroup plc | $ | 771 | ||||||
48,109 | *,e | Systemax, Inc | 416 | |||||||
40,000 | Syuppin Co Ltd | 635 | ||||||||
397,819 | Takashimaya Co Ltd | 3,606 | ||||||||
68,097 | Takkt AG. | 1,245 | ||||||||
2,528,408 | Target Corp | 206,394 | ||||||||
26,300 | Telepark Corp | 416 | ||||||||
7,745,865 | Test-Rite International Co | 5,323 | ||||||||
339,325 | Thorn Group Ltd | 688 | ||||||||
395,134 | Tiffany & Co | 36,273 | ||||||||
79,622 | *,e | Tile Shop Holdings, Inc | 1,130 | |||||||
123,698 | * | Tilly’s, Inc | 1,196 | |||||||
1,718,861 | TJX Companies, Inc | 113,737 | ||||||||
15,500 | Tokyo Derica Co Ltd | 280 | ||||||||
19,525 | * | Tom Tailor Holding AG. | 196 | |||||||
277,850 | Tractor Supply Co | 24,990 | ||||||||
379,217 | Trade Me Ltd | 871 | ||||||||
452,275 | e | Travelport Worldwide Ltd | 6,232 | |||||||
8,615 | Trent Ltd | 152 | ||||||||
257,047 | * | TripAdvisor, Inc | 22,399 | |||||||
749,035 | e | Truworths International Ltd | 5,271 | |||||||
174,203 | Tsutsumi Jewelry Co Ltd | 4,096 | ||||||||
121,366 | *,e | Tuesday Morning Corp | 1,367 | |||||||
467,290 | * | Ulta Salon Cosmetics & Fragrance, Inc | 72,173 | |||||||
22,099 | United Arrows Ltd | 692 | ||||||||
146,352 | * | Urban Outfitters, Inc | 5,122 | |||||||
215,903 | USS Co Ltd | 3,894 | ||||||||
10,344 | Valora Holding AG. | 2,032 | ||||||||
96,420 | Via Varejo S.A. | 348 | ||||||||
220,000 | *,e | Vipshop Holdings Ltd (ADR) | 4,895 | |||||||
113,645 | *,e | Vitamin Shoppe, Inc | 4,236 | |||||||
55,781 | *,e | VOXX International Corp (Class A) | 462 | |||||||
73,200 | e | VT Holdings Co Ltd | 436 | |||||||
118,343 | e | Warehouse Group Ltd | 210 | |||||||
53,572 | *,e | Wayfair, Inc | 2,016 | |||||||
80,430 | * | West Marine, Inc | 775 | |||||||
313,533 | WH Smith plc | 7,519 | ||||||||
315,310 | Williams-Sonoma, Inc | 25,941 | ||||||||
7,305 | Winmark Corp | 720 | ||||||||
1,105,389 | Woolworths Holdings Ltd | 8,957 | ||||||||
125,454 | *,e | World Duty Free S.p.A | 1,407 | |||||||
30,700 | Xebio Co Ltd | 600 | ||||||||
324,367 | g | XXL ASA | 3,573 | |||||||
605,685 | e | Yamada Denki Co Ltd | 2,423 | |||||||
15,800 | Yellow Hat Ltd | 307 | ||||||||
82,637 | *,e | Yoox S.p.A | 2,674 | |||||||
240,000 | *,g | Zalando SE | 8,015 | |||||||
609,623 | e | Zhongsheng Group Holdings Ltd | 428 | |||||||
4,747 | * | zooplus AG. | 672 | |||||||
193,521 | *,e | zulily, Inc | 2,524 | |||||||
101,562 | *,e | Zumiez, Inc | 2,705 | |||||||
TOTAL RETAILING | 5,020,946 |
148 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 2.6% | ||||||||||
235,965 | A-DATA Technology Co Ltd | $ | 321 | |||||||
137,967 | * | Advanced Energy Industries, Inc | 3,793 | |||||||
1,886,137 | *,e | Advanced Micro Devices, Inc | 4,527 | |||||||
38,193,668 | Advanced Semiconductor Engineering, Inc | 51,749 | ||||||||
253,480 | e | Advantest Corp | 2,636 | |||||||
102,905 | * | Aixtron AG. | 695 | |||||||
228,000 | ALI Corp | 118 | ||||||||
76,538 | *,e | Alpha & Omega Semiconductor Ltd | 669 | |||||||
517,788 | Altera Corp | 26,511 | ||||||||
87,234 | *,e | Ambarella, Inc | 8,958 | |||||||
273,755 | * | Amkor Technology, Inc | 1,637 | |||||||
166,668 | ams AG. | 7,289 | ||||||||
884,543 | Analog Devices, Inc | 56,774 | ||||||||
14,100 | AOI Electronics Co Ltd | 568 | ||||||||
5,829,421 | Applied Materials, Inc | 112,041 | ||||||||
213,779 | *,e | Applied Micro Circuits Corp | 1,443 | |||||||
352,650 | Ardentec Corp | 300 | ||||||||
3,326,170 | ARM Holdings plc | 54,429 | ||||||||
182,896 | ARM Holdings plc (ADR) | 9,011 | ||||||||
50,702 | ASM International NV | 2,346 | ||||||||
956,423 | ASM Pacific Technology | 9,465 | ||||||||
21,000 | * | ASMedia Technology, Inc | 179 | |||||||
601,097 | ASML Holding NV | 62,525 | ||||||||
1,645,115 | Atmel Corp | 16,213 | ||||||||
52,872 | * | Atto Co Ltd | 672 | |||||||
33,876 | *,e | Audience, Inc | 166 | |||||||
1,356,879 | e,n | Avago Technologies Ltd | 180,370 | |||||||
308,397 | * | Axcelis Technologies, Inc | 913 | |||||||
123,889 | BE Semiconductor Industries NV | 3,448 | ||||||||
3,711,964 | Broadcom Corp (Class A) | 191,129 | ||||||||
186,003 | Brooks Automation, Inc | 2,130 | ||||||||
100,415 | * | Cabot Microelectronics Corp | 4,731 | |||||||
42,998 | * | Cascade Microtech, Inc | 655 | |||||||
360,259 | * | Cavium Networks, Inc | 24,789 | |||||||
56,517 | * | Ceva, Inc | 1,098 | |||||||
1,630,000 | e | China Electronics Corp Holdings Co Ltd | 848 | |||||||
11,538 | *,e,m | China Energy Savings Technology, Inc | 0 | ^ | ||||||
3,360,000 | * | China Jinhai International Group Ltd | 429 | |||||||
731,000 | Chipbond Technology Corp | 1,578 | ||||||||
146,727 | ChipMOS TECHNOLOGIES Bermuda Ltd | 3,205 | ||||||||
921,000 | ChipMOS Technologies, Inc | 1,223 | ||||||||
331,176 | * | Cirrus Logic, Inc | 11,270 | |||||||
99,061 | Cohu, Inc | 1,311 | ||||||||
754,000 | * | Comtec Solar Systems Group Ltd | 118 | |||||||
166,954 | *,e | Cree, Inc | 4,346 | |||||||
164,020 | CSR plc | 2,252 | ||||||||
772,019 | Cypress Semiconductor Corp | 9,079 | ||||||||
20,711 | D.I Corp | 132 | ||||||||
393,616 | Dainippon Screen Manufacturing Co Ltd | 2,477 | ||||||||
165,403 | * | Dialog Semiconductor plc | 8,944 |
149 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
103,383 | * | Diodes, Inc | $ | 2,493 | ||||||
42,672 | Disco Corp | 3,528 | ||||||||
22,976 | * | Dongbu HiTek Co Ltd | 325 | |||||||
79,708 | * | DSP Group, Inc | 823 | |||||||
622,000 | Elan Microelectronics Corp | 866 | ||||||||
62,000 | Elite Advanced Laser Corp | 328 | ||||||||
235,000 | Elite Semiconductor Memory Technology, Inc | 295 | ||||||||
64,571 | eMemory Technology, Inc | 869 | ||||||||
375,332 | * | Entegris, Inc | 5,469 | |||||||
8,090 | Eo Technics Co Ltd | 680 | ||||||||
1,103,054 | Epistar Corp | 1,474 | ||||||||
278,167 | * | E-Ton Solar Tech Co Ltd | 117 | |||||||
12,925 | Eugene Technology Co Ltd | 185 | ||||||||
684,000 | Everlight Electronics Co Ltd | 1,311 | ||||||||
113,366 | * | Exar Corp | 1,109 | |||||||
41,186 | * | EZchip Semiconductor Ltd | 654 | |||||||
543,039 | * | Fairchild Semiconductor International, Inc | 9,438 | |||||||
335,101 | Faraday Technology Corp | 412 | ||||||||
129,296 | * | First Solar, Inc | 6,074 | |||||||
3,296,000 | * | Forhouse Corp | 1,640 | |||||||
281,226 | * | Formfactor, Inc | 2,587 | |||||||
153,000 | Formosa Advanced Technologies Co Ltd | 108 | ||||||||
202,963 | *,e | Freescale Semiconductor Holdings Ltd | 8,112 | |||||||
11,375,847 | *,e | GCL Poly Energy Holdings Ltd | 2,621 | |||||||
22,163 | * | GemVax & Kael Co Ltd | 814 | |||||||
25,686 | Giga Solar Materials Corp | 461 | ||||||||
263,986 | * | Gigastorage Corp | 194 | |||||||
341,850 | * | Gintech Energy Corp | 222 | |||||||
55,000 | Global Mixed Mode Technology, Inc | 139 | ||||||||
80,000 | Global Unichip Corp | 198 | ||||||||
179,300 | Globetronics Technology BHD | 283 | ||||||||
1,427,000 | Greatek Electronics, Inc | 1,671 | ||||||||
241,561 | * | Green Energy Technology, Inc | 117 | |||||||
1,567,300 | Hana Microelectronics PCL (Foreign) | 1,876 | ||||||||
20,093,078 | e,m | Hanergy Thin Film Power Group Ltd | 4,257 | |||||||
7,793 | Hanmi Semiconductor Co Ltd | 97 | ||||||||
13,556 | * | Hansol LCD, Inc | 272 | |||||||
46,036 | Hermes Microvision, Inc | 2,989 | ||||||||
154,000 | Holtek Semiconductor, Inc | 246 | ||||||||
319,000 | *,g | Hua Hong Semiconductor Ltd | 424 | |||||||
1,062,308 | Hynix Semiconductor, Inc | 40,263 | ||||||||
246,022 | *,e | Imagination Technologies Group plc | 855 | |||||||
2,681,369 | Infineon Technologies AG. | 33,275 | ||||||||
2,310,644 | * | Inotera Memories, Inc | 1,840 | |||||||
99,450 | * | Inphi Corp | 2,273 | |||||||
547,498 | * | Integrated Device Technology, Inc | 11,881 | |||||||
83,071 | Integrated Silicon Solution, Inc | 1,839 | ||||||||
12,962,888 | Intel Corp | 394,266 | ||||||||
352,325 | Intersil Corp (Class A) | 4,408 | ||||||||
6,353 | ISC Co Ltd | 218 | ||||||||
91,718 | IXYS Corp | 1,403 | ||||||||
4,417,000 | King Yuan Electronics Co Ltd | 3,858 |
150 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
287,350 | Kinsus Interconnect Technology Corp | $ | 787 | |||||||
408,341 | Kla-Tencor Corp | 22,953 | ||||||||
10,695 | Koh Young Technology, Inc | 394 | ||||||||
50,312 | * | Kontron AG. | 222 | |||||||
224,892 | *,e | Kopin Corp | 776 | |||||||
3,457 | * | Kulicke & Soffa Industries, Inc | 40 | |||||||
1,244,002 | Lam Research Corp | 101,200 | ||||||||
754,000 | * | Landing International Development Ltd | 58 | |||||||
365,774 | * | Lattice Semiconductor Corp | 2,154 | |||||||
8,710 | LEENO Industrial Inc | 397 | ||||||||
337,726 | Lextar Electronics Corp | 219 | ||||||||
495,857 | Linear Technology Corp | 21,932 | ||||||||
150,048 | Lite-On Semiconductor Corp | 117 | ||||||||
51,997 | Lumens Co Ltd | 216 | ||||||||
40,512 | *,e | MA-COM Technology Solutions | 1,550 | |||||||
3,575,400 | * | Macronix International | 692 | |||||||
222,200 | Malaysian Pacific Industries BHD | 392 | ||||||||
2,881 | *,e | Manz Automation AG. | 203 | |||||||
4,926,564 | Marvell Technology Group Ltd | 64,957 | ||||||||
82,032 | * | Mattson Technology, Inc | 275 | |||||||
1,876,623 | Maxim Integrated Products, Inc | 64,884 | ||||||||
130,208 | *,e | MaxLinear, Inc | 1,575 | |||||||
1,888,135 | MediaTek, Inc | 25,810 | ||||||||
17,500 | Megachips Corp | 217 | ||||||||
58,596 | Melexis NV | 3,406 | ||||||||
345,497 | *,e | Mellanox Technologies Ltd | 16,788 | |||||||
123,280 | Micrel, Inc | 1,714 | ||||||||
606,418 | e | Microchip Technology, Inc | 28,759 | |||||||
4,488,094 | *,n | Micron Technology, Inc | 84,556 | |||||||
14,500 | e | Micronics Japan Co Ltd | 333 | |||||||
367,258 | * | Microsemi Corp | 12,836 | |||||||
38,600 | Mimasu Semiconductor Industry Co Ltd | 388 | ||||||||
69,688 | Mitsui High-Tec, Inc | 486 | ||||||||
183,621 | MKS Instruments, Inc | 6,967 | ||||||||
126,530 | e | Monolithic Power Systems, Inc | 6,416 | |||||||
292,000 | Motech Industries, Inc | 346 | ||||||||
184,126 | *,e | NANOCO Group plc | 272 | |||||||
65,989 | * | Nanometrics, Inc | 1,064 | |||||||
597,921 | Neo Solar Power Corp | 464 | ||||||||
29,938 | * | NeoPhotonics Corp Ltd | 273 | |||||||
127,375 | *,e | Nordic Semiconductor ASA | 878 | |||||||
2,515,426 | Novatek Microelectronics Corp Ltd | 12,133 | ||||||||
3,300 | e | Nuflare Technology, Inc | 143 | |||||||
12,719 | NVE Corp | 997 | ||||||||
1,221,140 | Nvidia Corp | 24,557 | ||||||||
943,243 | * | NXP Semiconductors NV | 92,626 | |||||||
235,479 | * | Omnivision Technologies, Inc | 6,168 | |||||||
3,239,798 | * | ON Semiconductor Corp | 37,873 | |||||||
21,000 | On-Bright Electronics, Inc | 125 | ||||||||
354,000 | Opto Technology Corp | 135 | ||||||||
493,000 | * | Orient Semiconductor Electronics Ltd | 202 | |||||||
318,400 | Orise Technology Co Ltd | 362 |
151 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
56,401 | Parade Technologies Ltd | $ | 657 | |||||||
142,371 | *,e | PDF Solutions, Inc | 2,278 | |||||||
71,023 | Pericom Semiconductor Corp | 934 | ||||||||
133,860 | Phison Electronics Corp | 1,159 | ||||||||
168,545 | * | Photronics, Inc | 1,603 | |||||||
116,613 | Pixart Imaging, Inc | 381 | ||||||||
1,016,513 | * | PMC - Sierra, Inc | 8,701 | |||||||
144,206 | Power Integrations, Inc | 6,515 | ||||||||
4,263,857 | Powertech Technology, Inc | 9,226 | ||||||||
796,911 | * | Qorvo, Inc | 63,968 | |||||||
51,631 | *,e | QuickLogic Corp | 82 | |||||||
2,377,511 | Radiant Opto-Electronics Corp | 8,817 | ||||||||
309,441 | * | Rambus, Inc | 4,484 | |||||||
1,637,209 | Realtek Semiconductor Corp | 4,196 | ||||||||
32,846 | *,e | REC Solar ASA | 444 | |||||||
2,003,021 | *,e | Renewable Energy Corp AS | 429 | |||||||
140,200 | Richtek Technology Corp | 824 | ||||||||
213,591 | Rohm Co Ltd | 14,310 | ||||||||
34,795 | *,e | Rubicon Technology, Inc | 85 | |||||||
102,779 | * | Rudolph Technologies, Inc | 1,234 | |||||||
241,400 | Samsung Electronics Co Ltd | 273,889 | ||||||||
32,042 | Samsung Electronics Co Ltd (Preference) | 28,476 | ||||||||
110,000 | Sanken Electric Co Ltd | 680 | ||||||||
25,208,000 | *,e | Semiconductor Manufacturing International | 2,748 | |||||||
307,910 | * | Semtech Corp | 6,112 | |||||||
35,540 | Seoul Semiconductor Co Ltd | 509 | ||||||||
212,000 | e | Shanghai Fudan Microelectronics Group Co Ltd | 232 | |||||||
77,000 | Shindengen Electric Manufacturing Co Ltd | 385 | ||||||||
421,600 | Shinko Electric Industries | 3,040 | ||||||||
1,106,000 | *,e | Shunfeng International Clean Energy Ltd | 613 | |||||||
29,000 | * | ShunSin Technology Holding Ltd | 163 | |||||||
35,051 | * | Sigma Designs, Inc | 418 | |||||||
1,174,000 | Sigurd Microelectronics Corp | 1,061 | ||||||||
44,934 | Silergy Corp | 463 | ||||||||
144,988 | * | Silicon Laboratories, Inc | 7,831 | |||||||
9,810 | Silicon Works Co Ltd | 330 | ||||||||
5,649,573 | Siliconware Precision Industries Co | 8,620 | ||||||||
20,197 | *,m | Simm Tech Co Ltd | 171 | |||||||
493,000 | Sino-American Silicon Products, Inc | 622 | ||||||||
704,000 | Sitronix Technology Corp | 2,292 | ||||||||
1,123,095 | Skyworks Solutions, Inc | 116,914 | ||||||||
11,066 | *,e | SMA Solar Technology AG. | 247 | |||||||
273,616 | * | Solartech Energy Corp | 160 | |||||||
125,000 | Sonix Technology Co Ltd | 171 | ||||||||
472,000 | *,e | Stats ChipPAC Ltd | 180 | |||||||
582,012 | STMicroelectronics NV | 4,765 | ||||||||
549,210 | * | Sumco Corp | 6,869 | |||||||
611,710 | *,e | SunEdison, Inc | 18,296 | |||||||
402,000 | * | Sunplus Technology Co Ltd | 221 | |||||||
100,705 | *,e | SunPower Corp | 2,861 | |||||||
4,778,600 | SVI PCL | 658 | ||||||||
205,000 | Taiwan Semiconductor Co Ltd | 199 |
152 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
38,116,067 | Taiwan Semiconductor Manufacturing Co Ltd | $ | 173,375 | |||||||
906,941 | Taiwan Surface Mounting Technology Co Ltd | 1,062 | ||||||||
947,095 | Teradyne, Inc | 18,269 | ||||||||
243,859 | Tessera Technologies, Inc | 9,262 | ||||||||
2,564,367 | n | Texas Instruments, Inc | 132,091 | |||||||
265,581 | Tokyo Electron Ltd | 16,880 | ||||||||
110,100 | Tokyo Seimitsu Co Ltd | 2,412 | ||||||||
516,752 | Topco Scientific Co Ltd | 972 | ||||||||
43,832 | * | Tower Semiconductor Ltd | 681 | |||||||
497,608 | Transcend Information, Inc | 1,831 | ||||||||
1,746,000 | *,m | Trony Solar Holdings Co Ltd. | 2 | |||||||
20,842 | U-Blox AG. | 4,214 | ||||||||
11,000 | UKC Holdings Corp | 235 | ||||||||
82,109 | * | Ultra Clean Holdings | 512 | |||||||
77,401 | * | Ultratech, Inc | 1,437 | |||||||
39,500 | Ulvac, Inc | 608 | ||||||||
1,499,300 | Unisem M BHD | 925 | ||||||||
23,953,772 | United Microelectronics Corp | 10,117 | ||||||||
14,032,000 | *,e | United Photovoltaics Group Ltd | 2,205 | |||||||
243,029 | Unity Opto Technology Co Ltd | 183 | ||||||||
780,756 | Vanguard International Semiconductor Corp | 1,246 | ||||||||
111,902 | * | Veeco Instruments, Inc | 3,216 | |||||||
192,425 | Visual Photonics Epitaxy Co Ltd | 311 | ||||||||
208,000 | Walton Advanced Engineering, Inc | 57 | ||||||||
616,737 | Win Semiconductors Corp | 859 | ||||||||
2,622,000 | * | Winbond Electronics Corp | 685 | |||||||
164,395 | * | Xcerra Corp | 1,244 | |||||||
776,555 | Xilinx, Inc | 34,293 | ||||||||
2,462,000 | e | Xinyi Solar Holdings Ltd | 1,020 | |||||||
74,228 | Youngtek Electronics Corp | 139 | ||||||||
TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 3,147,820 | |||||||||
SOFTWARE & SERVICES - 8.4% | ||||||||||
43,583 | * | 6D Global Technologies, Inc | 285 | |||||||
42,116 | *,e | A10 Networks, Inc | 271 | |||||||
2,100,234 | Accenture plc | 203,261 | ||||||||
306,869 | * | ACI Worldwide, Inc | 7,540 | |||||||
3,048,082 | Activision Blizzard, Inc | 73,794 | ||||||||
5,391 | * | Actoz Soft Co Ltd | 145 | |||||||
191,703 | * | Actua Corp | 2,734 | |||||||
222,946 | * | Acxiom Corp | 3,919 | |||||||
10,000 | Addcn Technology Co Ltd | 132 | ||||||||
2,399,096 | * | Adobe Systems, Inc | 194,351 | |||||||
145,330 | Advent Software, Inc | 6,425 | ||||||||
1,904,000 | *,e | AGTech Holdings Ltd | 273 | |||||||
5,725 | Ahnlab, Inc | 264 | ||||||||
617,331 | * | Akamai Technologies, Inc | 43,102 | |||||||
157,540 | *,e | Alibaba Group Holding Ltd (ADR) | 12,961 | |||||||
414,975 | * | Alliance Data Systems Corp | 121,148 | |||||||
279,787 | Alpha Systems, Inc | 4,481 | ||||||||
54,682 | e | Alten | 2,545 | |||||||
283,981 | Altium Ltd | 970 |
153 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
140,163 | Altran Technologies S.A. | $ | 1,505 | |||||||
621,386 | Amadeus IT Holding S.A. | 24,806 | ||||||||
49,426 | *,e | Amber Road, Inc | 347 | |||||||
1,255,028 | e | Amdocs Ltd | 68,512 | |||||||
69,894 | * | American Software, Inc (Class A) | 664 | |||||||
169,624 | *,e | Angie’s List, Inc | 1,045 | |||||||
650,039 | Anite plc | 1,297 | ||||||||
108,171 | * | Ansys, Inc | 9,870 | |||||||
2,113 | * | Apigee Corp | 21 | |||||||
500,000 | * | ASG Group Ltd | 351 | |||||||
460,727 | * | Aspen Technology, Inc | 20,986 | |||||||
189,772 | Asseco Poland S.A. | 2,920 | ||||||||
23,800 | *,e | Ateam, Inc | 468 | |||||||
148,317 | Atos Origin S.A. | 11,083 | ||||||||
929,301 | *,g | Auto Trader Group plc | 4,472 | |||||||
932,942 | * | Autodesk, Inc | 46,717 | |||||||
1,257,110 | Automatic Data Processing, Inc | 100,858 | ||||||||
65,078 | Aveva Group plc | 1,849 | ||||||||
202,809 | * | AVG Technologies NV | 5,518 | |||||||
6,596 | Axway Software S.A. | 148 | ||||||||
121,611 | * | Baidu, Inc (ADR) | 24,210 | |||||||
2,384,000 | g | BAIOO Family Interactive Ltd | 267 | |||||||
185,097 | *,e | Bankrate, Inc | 1,942 | |||||||
107,690 | *,e | Barracuda Networks, Inc | 4,267 | |||||||
263,546 | *,e | Bazaarvoice, Inc | 1,552 | |||||||
43,972 | Bechtle AG. | 3,331 | ||||||||
21,071 | *,e | Benefitfocus, Inc | 924 | |||||||
148,571 | * | Black Knight Financial Services, Inc | 4,586 | |||||||
128,000 | Blackbaud, Inc | 7,290 | ||||||||
147,727 | * | Blackhawk Network Holdings, Inc | 6,086 | |||||||
149,586 | * | Blucora, Inc | 2,416 | |||||||
254,326 | Booz Allen Hamilton Holding Co | 6,419 | ||||||||
115,004 | * | Bottomline Technologies, Inc | 3,198 | |||||||
38,377 | *,e | Box, Inc | 715 | |||||||
213,000 | e | Boyaa Interactive International Ltd | 159 | |||||||
87,178 | *,e | Brightcove, Inc | 598 | |||||||
22,100 | Broadleaf Co Ltd | 297 | ||||||||
297,903 | Broadridge Financial Solutions, Inc | 14,898 | ||||||||
111,053 | * | BroadSoft, Inc | 3,839 | |||||||
23,900 | Brogent Technologies, Inc | 257 | ||||||||
2,068,851 | CA, Inc | 60,597 | ||||||||
80,160 | *,e | CACI International, Inc (Class A) | 6,484 | |||||||
413,461 | *,e | Cadence Design Systems, Inc | 8,129 | |||||||
146,723 | * | Callidus Software, Inc | 2,286 | |||||||
14,115 | e | Cancom SE | 508 | |||||||
559,095 | Cap Gemini S.A. | 49,601 | ||||||||
45,086 | Capcom Co Ltd | 873 | ||||||||
49,300 | * | Carbonite, Inc | 582 | |||||||
122,988 | * | Cardtronics, Inc | 4,557 | |||||||
65,536 | *,e | Care.com, Inc | 388 | |||||||
212,182 | carsales.com Ltd | 1,665 | ||||||||
32,023 | Cass Information Systems, Inc | 1,800 |
154 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
143,539 | * | CD Projekt Red S.A. | $ | 908 | ||||||
317,148 | CDK Global, Inc | 17,120 | ||||||||
15,916 | e | Cegid Group | 670 | |||||||
366,859 | * | CGI Group, Inc | 14,348 | |||||||
51,400 | Chanjet Information Technology Co Ltd | 180 | ||||||||
60,937 | *,e | ChannelAdvisor Corp | 728 | |||||||
487,932 | *,e | Check Point Software Technologies | 38,815 | |||||||
528,000 | * | China City Railway Transportation Technology Holdings Co Ltd | 197 | |||||||
8,000,000 | *,e | China Public Procurement Ltd | 263 | |||||||
2,144,000 | *,e | Chinasoft International Ltd | 1,169 | |||||||
318,819 | * | Ciber, Inc | 1,100 | |||||||
1,780,314 | Cielo S.A. | 25,092 | ||||||||
262,801 | *,e | Cimpress NV | 22,117 | |||||||
535,430 | * | Citrix Systems, Inc | 37,566 | |||||||
18,012 | CMC Ltd | 558 | ||||||||
2,630 | * | Code Rebel Corp | 85 | |||||||
1,499,942 | * | Cognizant Technology Solutions Corp (Class A) | 91,631 | |||||||
36,585 | e | COLOPL, Inc | 739 | |||||||
6,582 | * | Com2uSCorp | 730 | |||||||
127,856 | * | Commvault Systems, Inc | 5,422 | |||||||
751,820 | Computer Sciences Corp | 49,349 | ||||||||
38,526 | e | Computer Task Group, Inc | 297 | |||||||
468,230 | Computershare Ltd | 4,217 | ||||||||
269,018 | * | comScore, Inc | 14,328 | |||||||
61,530 | * | Comverse, Inc | 1,236 | |||||||
105,949 | * | Constant Contact, Inc | 3,047 | |||||||
53,646 | Constellation Software, Inc | 21,298 | ||||||||
271,584 | e | Convergys Corp | 6,923 | |||||||
116,400 | *,e | COOKPAD, Inc | 2,110 | |||||||
170,255 | * | Cornerstone OnDemand, Inc | 5,925 | |||||||
65,174 | * | CoStar Group, Inc | 13,117 | |||||||
163,198 | *,e | Coupons.com, Inc | 1,761 | |||||||
47,807 | *,e | Covisint Corp | 156 | |||||||
6,200 | e | CROOZ, Inc | 237 | |||||||
93,060 | e | CSG Systems International, Inc | 2,946 | |||||||
62,790 | *,e | Cvent, Inc | 1,619 | |||||||
78,930 | * | Cyan, Inc | 414 | |||||||
68,567 | Cyberlink Corp | 181 | ||||||||
102,083 | Cyient Ltd | 927 | ||||||||
52,135 | Daou Technology, Inc | 1,293 | ||||||||
783,224 | Dassault Systemes S.A. | 56,857 | ||||||||
54,305 | * | Datalink Corp | 485 | |||||||
439,300 | Datasonic Group BHD | 124 | ||||||||
26,621 | Daum Communications | 3,010 | ||||||||
149,197 | * | DealerTrack Holdings, Inc | 9,368 | |||||||
17,848 | *,e | Demand Media, Inc | 114 | |||||||
89,097 | *,e | Demandware, Inc | 6,333 | |||||||
299,700 | e | Dena Co Ltd | 5,890 | |||||||
74,430 | * | Descartes Systems Group, Inc | 1,195 | |||||||
4,179 | * | Devsisters Co Ltd | 118 | |||||||
179,426 | DH Corp | 5,735 |
155 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
168,759 | *,e | DHI Group, Inc | $ | 1,500 | ||||||
17,811 | e | Digimarc Corp | 804 | |||||||
34,400 | Digital Garage, Inc | 458 | ||||||||
128,189 | * | Digital Turbine, Inc | 387 | |||||||
68,485 | *,e | Diligent Board Member Services | 257 | |||||||
10,600 | e | Dip Corp | 1,008 | |||||||
151,001 | DST Systems, Inc | 19,023 | ||||||||
44,200 | DTS Corp | 998 | ||||||||
17,143 | DuzonBIzon Co Ltd | 230 | ||||||||
746,384 | e | EarthLink Holdings Corp | 5,590 | |||||||
3,154,148 | * | eBay, Inc | 190,006 | |||||||
77,244 | e | Ebix, Inc | 2,519 | |||||||
21,817 | eClerx Services Ltd | 510 | ||||||||
137,226 | e | Econocom Group | 1,128 | |||||||
1,241,997 | * | Electronic Arts, Inc | 82,593 | |||||||
192,565 | e | Elektrobit Oyj | 1,009 | |||||||
77,723 | * | Ellie Mae, Inc | 5,424 | |||||||
198,388 | e | Ementor ASA | 1,771 | |||||||
183,462 | *,e | Endurance International Group Holdings, Inc | 3,790 | |||||||
216,521 | *,e | EnerNOC, Inc | 2,100 | |||||||
11,776 | Engineering Ingegneria Informatica S.p.A. | 752 | ||||||||
121,203 | *,e | Envestnet, Inc | 4,900 | |||||||
98,076 | EOH Holdings Ltd | 1,262 | ||||||||
232,378 | * | EPAM Systems, Inc | 16,552 | |||||||
85,017 | EPIQ Systems, Inc | 1,435 | ||||||||
31,481 | * | ePlus, Inc | 2,413 | |||||||
108,203 | Equinix, Inc | 27,484 | ||||||||
137,834 | * | Euronet Worldwide, Inc | 8,504 | |||||||
329,983 | EVERTEC, Inc | 7,009 | ||||||||
58,112 | *,e | Everyday Health, Inc | 743 | |||||||
163,225 | * | ExlService Holdings, Inc | 5,644 | |||||||
37,500 | e | F@N Communications, Inc | 277 | |||||||
8,310,965 | * | Facebook, Inc | 712,790 | |||||||
151,680 | Factset Research Systems, Inc | 24,650 | ||||||||
135,344 | Fair Isaac Corp | 12,287 | ||||||||
321,000 | *,g | Feiyu Technology International Co Ltd | 139 | |||||||
593,199 | Fidelity National Information Services, Inc | 36,660 | ||||||||
1,325,000 | * | Finsoft Corp | 154 | |||||||
534,127 | *,e | FireEye, Inc | 26,124 | |||||||
326,576 | * | First American Corp | 12,962 | |||||||
708,833 | * | Fiserv, Inc | 58,713 | |||||||
67,080 | *,e | Five9, Inc | 351 | |||||||
464,573 | * | FleetCor Technologies, Inc | 72,501 | |||||||
103,928 | *,e | FleetMatics Group plc | 4,867 | |||||||
30,432 | Forrester Research, Inc | 1,096 | ||||||||
1,722,228 | * | Fortinet, Inc | 71,180 | |||||||
90,436 | F-Secure Oyj | 317 | ||||||||
62,400 | FUJI SOFT, Inc | 1,270 | ||||||||
6,749,592 | Fujitsu Ltd | 37,712 | ||||||||
16,600 | Future Architect, Inc | 108 | ||||||||
13,489 | * | GameHi Co Ltd | 167 | |||||||
68,920 | * | GameLoft | 295 |
156 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
4,441 | * | Gamevil, Inc | $ | 343 | ||||||
174,740 | * | Gartner, Inc | 14,989 | |||||||
606,010 | * | Genpact Ltd | 12,926 | |||||||
14,923 | e | GFT Technologies AG. | 308 | |||||||
149,431 | * | Gigamon, Inc | 4,930 | |||||||
230,142 | * | Global Cash Access, Inc | 1,781 | |||||||
314,358 | Global Payments, Inc | 32,520 | ||||||||
9,521 | *,e | Global Sources Ltd | 66 | |||||||
40,939 | *,e | Globant S.A. | 1,246 | |||||||
1,283,536 | *,e | Globo plc | 1,044 | |||||||
312,840 | *,e | Glu Mobile, Inc | 1,943 | |||||||
69,500 | GMO internet, Inc | 932 | ||||||||
269,100 | GMO Payment Gateway, Inc | 8,687 | ||||||||
34,548 | * | GoDaddy, Inc | 974 | |||||||
156,420 | *,e | Gogo, Inc | 3,352 | |||||||
2,499 | * | Golfzon co Ltd | 287 | |||||||
1,191,328 | * | Google, Inc | 620,098 | |||||||
953,713 | * | Google, Inc (Class A) | 515,043 | |||||||
25,200 | Gourmet Navigator, Inc | 414 | ||||||||
81,250 | * | Gravity Co Ltd (ADR) | 271 | |||||||
140,100 | *,e | Gree, Inc | 818 | |||||||
565,577 | * | GrubHub, Inc | 19,269 | |||||||
65,531 | * | GTT Communications, Inc | 1,564 | |||||||
58,058 | *,e | Guidance Software, Inc | 492 | |||||||
285,611 | *,e | Guidewire Software, Inc | 15,117 | |||||||
1,423,814 | e | GungHo Online Entertainment Inc | 5,541 | |||||||
14,502 | Haansoft, Inc | 234 | ||||||||
73,168 | Hackett Group, Inc | 983 | ||||||||
270,000 | *,e | HC International, Inc | 294 | |||||||
802,769 | HCL Technologies Ltd | 11,595 | ||||||||
98,682 | Heartland Payment Systems, Inc | 5,334 | ||||||||
252,679 | Hexaware Technologies Ltd | 1,011 | ||||||||
1,623,000 | * | Hi Sun Technology China Ltd | 452 | |||||||
139,689 | *,e | Higher One Holdings, Inc | 418 | |||||||
221,860 | * | HomeAway, Inc | 6,904 | |||||||
91,194 | *,e | Hortonworks, Inc | 2,309 | |||||||
118,000 | * | Hotto Link, Inc | 921 | |||||||
50,246 | * | HubSpot, Inc | 2,491 | |||||||
430,574 | IAC/InterActiveCorp | 34,300 | ||||||||
144,973 | * | iGate Corp | 6,914 | |||||||
2,559,000 | e | IGG, Inc | 1,870 | |||||||
85,390 | * | Imperva, Inc | 5,781 | |||||||
113,334 | e | Indra Sistemas S.A. | 1,166 | |||||||
21,982 | Industrial & Financial Systems | 711 | ||||||||
535,200 | Ines Corp | 5,963 | ||||||||
40,751 | Info Edge India Ltd | 547 | ||||||||
319,734 | * | Infoblox, Inc | 8,380 | |||||||
1,221,300 | Infomart Corp | 15,427 | ||||||||
153,910 | * | Informatica Corp | 7,460 | |||||||
22,811 | e | Information Services Group, Inc | 109 | |||||||
27,200 | Information Services International-Dentsu Ltd | 305 | ||||||||
3,086,856 | Infosys Technologies Ltd | 47,970 |
157 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
5,918 | Init Innovation In Traffic Sys | $ | 162 | |||||||
1,155,292 | Innovation Group plc | 563 | ||||||||
48,708 | *,e | Interactive Intelligence, Inc | 2,166 | |||||||
194,296 | * | Internap Network Services Corp | 1,797 | |||||||
2,819,951 | International Business Machines Corp | 458,693 | ||||||||
52,000 | International Games System Co Ltd | 177 | ||||||||
30,400 | Internet Initiative Japan, Inc | 534 | ||||||||
1,400,887 | Intuit, Inc | 141,167 | ||||||||
73,371 | *,e | iProperty Group Ltd | 135 | |||||||
267,909 | Iress Market Technology Ltd | 2,089 | ||||||||
157,519 | iSentia Group Ltd | 455 | ||||||||
151,160 | IT Holdings Corp | 3,210 | ||||||||
142,500 | Itochu Techno-Science Corp | 3,549 | ||||||||
130,901 | e | j2 Global, Inc | 8,893 | |||||||
107,766 | Jack Henry & Associates, Inc | 6,972 | ||||||||
6,277 | * | JCEntertainment Corp | 175 | |||||||
121,093 | * | Jive Software, Inc | 636 | |||||||
3,773 | * | Joymax Co Ltd | 78 | |||||||
23,851 | Just Dial Ltd | 475 | ||||||||
2,583,200 | *,e | Just Eat plc | 16,506 | |||||||
32,600 | * | Justsystems Corp | 211 | |||||||
24,620 | Kakaku.com, Inc | 356 | ||||||||
9,655 | * | KCP Co Ltd | 285 | |||||||
13,674 | Kginicis Co Ltd | 279 | ||||||||
10,204 | KGMobilians Co Ltd | 184 | ||||||||
562,079 | e | King Digital Entertainment plc | 8,010 | |||||||
3,750,000 | e | Kingdee International Software Group Co Ltd | 2,230 | |||||||
761,865 | e | Kingsoft Corp Ltd | 2,565 | |||||||
33,000 | *,e | KLab, Inc | 482 | |||||||
87,833 | * | Knot, Inc | 1,436 | |||||||
216,668 | Konami Corp | 4,027 | ||||||||
349,312 | KPIT Cummins Infosystems Ltd | 510 | ||||||||
10,907 | * | KT Hitel Co Ltd | 102 | |||||||
109,456 | Leidos Holdings, Inc | 4,419 | ||||||||
242,372 | *,e | LendingClub Corp | 3,575 | |||||||
274,779 | * | Limelight Networks, Inc | 1,083 | |||||||
390,722 | * | LinkedIn Corp | 80,735 | |||||||
133,900 | Linx S.A. | 2,090 | ||||||||
175,030 | * | Lionbridge Technologies | 1,080 | |||||||
107,696 | *,e | Liquidity Services, Inc | 1,037 | |||||||
154,979 | * | Liveperson, Inc | 1,520 | |||||||
82,978 | * | LogMeIn, Inc | 5,351 | |||||||
116,906 | * | Luxoft Holding, Inc | 6,611 | |||||||
34,969 | *,e | magicJack VocalTec Ltd | 260 | |||||||
511,091 | * | Manhattan Associates, Inc | 30,487 | |||||||
130,483 | Mantech International Corp (Class A) | 3,784 | ||||||||
186,203 | Marchex, Inc (Class B) | 922 | ||||||||
111,683 | *,e | Marin Software, Inc | 753 | |||||||
92,956 | *,e | Marketo, Inc | 2,608 | |||||||
28,500 | e | Marvelous AQL, Inc | 358 | |||||||
5,079,436 | Mastercard, Inc (Class A) | 474,826 | ||||||||
27,722 | Matrix IT Ltd | 153 |
158 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
343,378 | MAXIMUS, Inc | $ | 22,570 | |||||||
16,589 | * | MAXPOINT INTERACTIVE,Inc | 134 | |||||||
259,763 | Mentor Graphics Corp | 6,866 | ||||||||
16,218 | e | Mercadolibre, Inc | 2,298 | |||||||
347,672 | Micro Focus International plc | 7,427 | ||||||||
27,237,382 | Microsoft Corp | 1,202,530 | ||||||||
181,879 | * | MicroStrategy, Inc (Class A) | 30,934 | |||||||
321,611 | *,e | Millennial Media, Inc | 521 | |||||||
87,044 | MindTree Ltd | 1,740 | ||||||||
14,800 | Mitsubishi Research Institute, Inc | 353 | ||||||||
239,930 | e | Mixi Inc | 11,904 | |||||||
45,553 | *,e | MobileIron, Inc | 269 | |||||||
889,826 | *,e | Mobileye NV | 47,312 | |||||||
55,485 | * | Model N, Inc | 661 | |||||||
134,845 | *,e | ModusLink Global Solutions, Inc | 458 | |||||||
84,773 | * | MoneyGram International, Inc | 779 | |||||||
1,036,097 | Moneysupermarket.com Group plc | 4,732 | ||||||||
1,879,994 | *,e | Monitise plc | 318 | |||||||
1,325,640 | Mono Technology PCL | 125 | ||||||||
128,668 | Monotype Imaging Holdings, Inc | 3,102 | ||||||||
408,015 | *,e | Monster Worldwide, Inc | 2,668 | |||||||
121,604 | Mphasis Ltd | 784 | ||||||||
482,000 | My EG Services BHD | 355 | ||||||||
80,226 | *,e | Myriad Group AG. | 455 | |||||||
664,000 | *,e | National Agricultural Holdings Ltd | 374 | |||||||
43,265 | Naver Corp | 24,559 | ||||||||
40,010 | NCsoft | 7,110 | ||||||||
22,500 | NEC Networks & System Integration Corp | 491 | ||||||||
35,824 | Nemetschek AG. | 1,153 | ||||||||
11,733 | * | Neowiz Games Corp | 204 | |||||||
523,400 | NET One Systems Co Ltd | 3,674 | ||||||||
361,500 | e | NetDragon Websoft, Inc | 1,382 | |||||||
57,500 | Netease.com (ADR) | 8,330 | ||||||||
27,065 | e | NetEnt AB | 1,050 | |||||||
101,686 | *,e | Netscout Systems, Inc | 3,729 | |||||||
84,636 | *,e | NetSuite, Inc | 7,765 | |||||||
171,061 | *,e | NeuStar, Inc (Class A) | 4,997 | |||||||
14,986 | *,e | New Relic, Inc | 527 | |||||||
523,464 | Nexon Co Ltd | 7,207 | ||||||||
174,040 | *,e | NEXTDC Ltd | 320 | |||||||
15,451 | * | NHN Entertainment Corp | 825 | |||||||
293,943 | NIC, Inc | 5,373 | ||||||||
75,026 | Nice Systems Ltd | 4,765 | ||||||||
13,600 | NIFTY Corp | 164 | ||||||||
283,000 | Nihon Unisys Ltd | 2,906 | ||||||||
56,041 | NIIT Technologies Ltd | 343 | ||||||||
168,719 | Nintendo Co Ltd | 28,147 | ||||||||
34,300 | Nippon System Development Co Ltd | 453 | ||||||||
72,800 | Nomura Research Institute Ltd | 2,847 | ||||||||
23,900 | NS Solutions Corp | 790 | ||||||||
159,351 | NTT Data Corp | 6,959 | ||||||||
783,587 | * | Nuance Communications, Inc | 13,721 |
159 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
9,900 | OBIC Business Consultants Ltd | $ | 373 | |||||||
68,800 | Obic Co Ltd | 3,067 | ||||||||
109,929 | Open Text Corp | 4,465 | ||||||||
120,069 | e | Opera Software ASA | 1,034 | |||||||
70,023 | *,e | OPOWER, Inc | 806 | |||||||
458,475 | *,e | Optimal Payments plc | 1,686 | |||||||
13,952,244 | Oracle Corp | 562,276 | ||||||||
57,449 | Oracle Corp Japan | 2,402 | ||||||||
10,003 | * | OSANGJAIEL Co Ltd | 167 | |||||||
51,499 | Otsuka Corp | 2,404 | ||||||||
255,000 | Ourgame International Holdings Ltd | 213 | ||||||||
410,700 | e | Pacific Online | 180 | |||||||
454,835 | * | Pandora Media, Inc | 7,068 | |||||||
31,043 | *,e | Park City Group, Inc | 385 | |||||||
698,358 | Paychex, Inc | 32,739 | ||||||||
61,092 | * | Paycom Software, Inc | 2,086 | |||||||
45,437 | *,e | Paylocity Holding Corp | 1,629 | |||||||
64,713 | PC Home Online | 1,068 | ||||||||
263,000 | e | PCA Corp | 3,284 | |||||||
175,015 | Pegasystems, Inc | 4,006 | ||||||||
96,011 | * | Perficient, Inc | 1,847 | |||||||
59,245 | Persistent Systems Ltd | 558 | ||||||||
18,865 | * | PFSweb, Inc | 261 | |||||||
639,860 | Playtech Ltd | 8,228 | ||||||||
176,630 | Polaris Software Lab Ltd | 437 | ||||||||
49,328 | POSDATA Co Ltd | 236 | ||||||||
71,652 | * | PRGX Global, Inc | 315 | |||||||
180,414 | * | Progress Software Corp | 4,961 | |||||||
249,119 | *,e | Proofpoint, Inc | 15,861 | |||||||
67,240 | * | PROS Holdings, Inc | 1,419 | |||||||
557,495 | * | PTC, Inc | 22,868 | |||||||
108,592 | * | Q2 Holdings, Inc | 3,068 | |||||||
18,832 | QAD, Inc (Class A) | 498 | ||||||||
84,916 | e | QIWI plc (ADR) | 2,382 | |||||||
533,925 | * | QLIK Technologies, Inc | 18,666 | |||||||
134,756 | *,e | Qualys, Inc | 5,437 | |||||||
408,998 | m | Quindell plc | 802 | |||||||
136,268 | * | QuinStreet, Inc | 879 | |||||||
444,165 | * | Rackspace Hosting, Inc | 16,518 | |||||||
70,424 | * | Rally Software Development Corp | 1,370 | |||||||
71,992 | * | RealNetworks, Inc | 389 | |||||||
146,410 | *,e | RealPage, Inc | 2,792 | |||||||
652,983 | * | Red Hat, Inc | 49,581 | |||||||
98,177 | *,e | Redknee Solutions, Inc | 373 | |||||||
35,386 | Reis, Inc | 785 | ||||||||
10,690 | Reply S.p.A. | 1,092 | ||||||||
181,099 | *,e | RetailMeNot, Inc | 3,229 | |||||||
27,233 | e | RIB Software AG. | 439 | |||||||
10,866 | *,e | Rightside Group Ltd | 74 | |||||||
68,247 | *,e | Rocket Fuel, Inc | 560 | |||||||
59,925 | * | Rolta India Ltd | 95 | |||||||
54,007 | *,e | Rosetta Stone, Inc | 431 |
160 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
280,130 | *,e | Rovi Corp | $ | 4,468 | ||||||
243,701 | * | Rubicon Project, Inc | 3,646 | |||||||
642,326 | Sabre Corp | 15,287 | ||||||||
52,308 | e | SafeCharge International Group Ltd | 223 | |||||||
1,795,578 | Sage Group plc | 14,454 | ||||||||
3,914,009 | * | Salesforce.com, Inc | 272,532 | |||||||
686,600 | Samart Corp PCL | 573 | ||||||||
30,269 | Samsung SDS Co Ltd | 7,030 | ||||||||
942,816 | SAP AG. | 66,069 | ||||||||
106,786 | e | Sapiens International Corp NV | 1,108 | |||||||
6,819 | SBSi Co Ltd | 99 | ||||||||
243,049 | Science Applications International Corp | 12,845 | ||||||||
74,589 | * | Sciquest, Inc | 1,105 | |||||||
87,006 | * | Seachange International, Inc | 610 | |||||||
1,162,189 | * | ServiceNow, Inc | 86,362 | |||||||
187,772 | *,e | ServiceSource International LLC | 1,027 | |||||||
105,830 | Shanghai Baosight Software Co Ltd | 449 | ||||||||
43,499 | *,e | Shutterstock, Inc | 2,551 | |||||||
102,505 | *,e | Silver Spring Networks, Inc | 1,272 | |||||||
5,098,920 | e | Silverlake Axis Ltd | 3,702 | |||||||
46,247 | e | SimCorp AS | 1,842 | |||||||
382,000 | Sinosoft Technology Group Ltd | 279 | ||||||||
22,019 | SK C&C Co Ltd | 5,448 | ||||||||
11,965 | * | SK Communications Co Ltd | 74 | |||||||
24,100 | SMS Co Ltd | 320 | ||||||||
55,747 | Software AG. | 1,528 | ||||||||
87,540 | Soft-World International Corp | 176 | ||||||||
389,543 | * | SolarWinds, Inc | 17,970 | |||||||
100,562 | Solera Holdings, Inc | 4,481 | ||||||||
391,630 | Sonda S.A. | 818 | ||||||||
15,059 | e | Sopra Group S.A. | 1,357 | |||||||
355,033 | * | Splunk, Inc | 24,717 | |||||||
45,488 | *,e | SPS Commerce, Inc | 2,993 | |||||||
78,327 | Square Enix Co Ltd | 1,732 | ||||||||
99,926 | SS&C Technologies Holdings, Inc | 6,245 | ||||||||
53,201 | * | Stamps.com, Inc | 3,914 | |||||||
71,542 | Sumisho Computer Systems Corp | 2,182 | ||||||||
11,158 | SundayToz Corp | 164 | ||||||||
689,000 | SUNeVision Holdings Ltd | 229 | ||||||||
168,336 | * | Sykes Enterprises, Inc | 4,082 | |||||||
952,124 | Symantec Corp | 22,137 | ||||||||
100,319 | * | Synchronoss Technologies, Inc | 4,588 | |||||||
469,879 | * | Synopsys, Inc | 23,799 | |||||||
143,837 | * | Syntel, Inc | 6,829 | |||||||
160,000 | Systex Corp | 364 | ||||||||
137,250 | * | TA Indigo Holding Corp | 1,635 | |||||||
159,721 | * | Tableau Software, Inc | 18,416 | |||||||
736,895 | *,e | Take-Two Interactive Software, Inc | 20,316 | |||||||
108,113 | * | Tangoe, Inc | 1,360 | |||||||
788,446 | Tata Consultancy Services Ltd | 31,584 | ||||||||
6,842 | * | Tata Elxsi Ltd | 129 | |||||||
278,644 | Tech Mahindra Ltd | 2,091 |
161 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
578,328 | Technology One Ltd | $ | 1,625 | |||||||
56,538 | * | TechTarget, Inc | 505 | |||||||
120,000 | Tecmo Koei Holdings Co Ltd | 2,064 | ||||||||
218,198 | Telecity Group plc | 3,525 | ||||||||
150,152 | *,e | TeleCommunication Systems, Inc (Class A) | 497 | |||||||
69,097 | * | TeleNav, Inc | 556 | |||||||
78,411 | TeleTech Holdings, Inc | 2,123 | ||||||||
104,245 | Temenos Group AG. | 3,451 | ||||||||
11,688,452 | Tencent Holdings Ltd | 233,728 | ||||||||
190,455 | *,e | Teradata Corp | 7,047 | |||||||
52,504 | *,e | Textura Corp | 1,461 | |||||||
341,000 | g | Tian GE Interactive Holdings Ltd | 205 | |||||||
131,323 | Tietoenator Oyj | 3,066 | ||||||||
264,666 | * | TiVo, Inc | 2,684 | |||||||
598,768 | Total System Services, Inc | 25,011 | ||||||||
116,719 | Totvus S.A. | 1,464 | ||||||||
77,600 | Trans Cosmos, Inc/Japan | 2,064 | ||||||||
35,279 | *,e | Travelzoo, Inc | 398 | |||||||
61,373 | *,e | Tremor Video, Inc | 179 | |||||||
176,403 | Trend Micro, Inc | 6,034 | ||||||||
130,782 | *,e | TrueCar, Inc | 1,568 | |||||||
14,493 | *,e | TubeMogul, Inc | 207 | |||||||
90,357 | *,e | Tungsten Corp plc | 93 | |||||||
1,219,411 | * | Twitter, Inc | 44,167 | |||||||
151,479 | * | Tyler Technologies, Inc | 19,598 | |||||||
95,709 | * | Ubisoft Entertainment | 1,711 | |||||||
84,529 | * | Ultimate Software Group, Inc | 13,891 | |||||||
142,266 | *,e | Unisys Corp | 2,844 | |||||||
66,148 | United Internet AG. | 2,940 | ||||||||
37,419 | * | United Online, Inc | 586 | |||||||
12,400 | e | UNITED, Inc | 150 | |||||||
66,715 | *,e | Unwired Planet, Inc | 41 | |||||||
2,740,000 | *,e | V1 Group Ltd | 276 | |||||||
108,393 | Vakrangee Ltd | 197 | ||||||||
474,352 | * | Vantiv, Inc | 18,115 | |||||||
23,812 | *,e | Varonis Systems, Inc | 526 | |||||||
114,223 | *,e | Vasco Data Security International | 3,448 | |||||||
140,000 | *,e | V-Cube, Inc | 2,127 | |||||||
655,377 | * | VeriFone Systems, Inc | 22,257 | |||||||
162,627 | * | Verint Systems, Inc | 9,879 | |||||||
399,435 | *,e | VeriSign, Inc | 24,653 | |||||||
119,048 | *,e | VirnetX Holding Corp | 500 | |||||||
74,703 | * | Virtusa Corp | 3,840 | |||||||
9,025,716 | Visa, Inc (Class A) | 606,077 | ||||||||
480,081 | * | VMware, Inc (Class A) | 41,162 | |||||||
103,807 | *,e | Vringo, Inc | 58 | |||||||
106,834 | *,e | WebMD Health Corp (Class A) | 4,731 | |||||||
273,858 | * | Website Pros, Inc | 6,633 | |||||||
11,204 | * | Webzen, Inc | 321 | |||||||
7,808 | * | WeMade Entertainment Co Ltd | 252 | |||||||
1,091,208 | e | Western Union Co | 22,184 | |||||||
121,918 | * | WEX, Inc | 13,895 |
162 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
956,708 | Wipro Ltd | $ | 8,211 | |||||||
259,228 | Wirecard AG. | 9,922 | ||||||||
88,124 | *,e | Wix.com Ltd | 2,081 | |||||||
523,043 | * | Workday, Inc | 39,955 | |||||||
47,103 | *,e | Workiva, Inc | 651 | |||||||
232,926 | Xchanging plc | 441 | ||||||||
65,447 | *,e | Xero Ltd | 800 | |||||||
2,638,611 | Xerox Corp | 28,075 | ||||||||
7,093 | XING AG. | 1,163 | ||||||||
17,375 | X-Legend Entertainment Co Ltd | 81 | ||||||||
88,193 | *,e | Xoom Corp | 1,857 | |||||||
58,000 | XPEC Entertainment, Inc | 271 | ||||||||
3,750,000 | Xurpas, Inc | 918 | ||||||||
481,448 | Yahoo! Japan Corp | 1,943 | ||||||||
4,976,265 | * | Yahoo!, Inc | 195,517 | |||||||
30,800 | * | Yandex NV | 469 | |||||||
128,619 | *,e | Yelp, Inc | 5,534 | |||||||
17,302 | * | Yodlee, Inc | 250 | |||||||
31,238 | *,e | YuMe, Inc | 169 | |||||||
57,070 | * | Zendesk, Inc | 1,268 | |||||||
9,288 | * | Zensar Technologies Ltd | 96 | |||||||
84,657 | *,e | Zillow Group, Inc | 7,343 | |||||||
158,821 | * | Zix Corp | 821 | |||||||
209,441 | e,g | Zoopla Property Group plc | 915 | |||||||
1,662,311 | *,e | Zynga, Inc | 4,754 | |||||||
TOTAL SOFTWARE & SERVICES | 10,361,374 | |||||||||
TECHNOLOGY HARDWARE & EQUIPMENT - 5.0% | ||||||||||
205,635 | *,e | 3D Systems Corp | 4,014 | |||||||
854,721 | e | AAC Technologies Holdings, Inc | 4,820 | |||||||
2,399,292 | Accton Technology Corp | 1,142 | ||||||||
2,838,478 | * | Acer, Inc | 1,374 | |||||||
93,400 | Adlink Technology, Inc | 315 | ||||||||
198,150 | Adtran, Inc | 3,220 | ||||||||
36,000 | Advanced Ceramic X Corp | 306 | ||||||||
311,059 | Advantech Co Ltd | 2,136 | ||||||||
33,753 | *,e | Aerohive Networks, Inc | 236 | |||||||
53,569 | * | Agilysys, Inc | 492 | |||||||
36,900 | Ai Holdings Corp | 652 | ||||||||
300,000 | * | AKM Industrial Co Ltd | 68 | |||||||
7,767,857 | *,e | Alcatel S.A. | 28,331 | |||||||
1,413,022 | Alcatel-Lucent (ADR) | 5,115 | ||||||||
55,468 | e | Alliance Fiber Optic Products, Inc | 1,029 | |||||||
1,350,000 | Alpha Networks, Inc | 833 | ||||||||
404,100 | e | Alps Electric Co Ltd | 12,462 | |||||||
166,100 | Amano Corp | 2,171 | ||||||||
786,899 | Amphenol Corp (Class A) | 45,617 | ||||||||
542,621 | Anixter International, Inc | 35,352 | ||||||||
137,900 | Anritsu Corp | 930 | ||||||||
2,796,000 | e,m | Anxin-China Holdings Ltd | 69 | |||||||
20,539,624 | Apple, Inc | 2,576,182 | ||||||||
40,415 | *,e | Applied Optoelectronics, Inc | 702 |
163 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
110,980 | *,e | Arista Networks, Inc | $ | 9,072 | ||||||
463,755 | * | ARRIS Group, Inc | 14,191 | |||||||
147,973 | * | Arrow Electronics, Inc | 8,257 | |||||||
34,623 | Ascom Holding AG. | 609 | ||||||||
203,000 | * | Asia Optical Co, Inc | 225 | |||||||
1,392,464 | Asia Vital Components Co Ltd | 1,225 | ||||||||
85,000 | ASROCK, Inc | 156 | ||||||||
743,262 | Asustek Computer, Inc | 7,239 | ||||||||
69,000 | Aten International Co Ltd | 204 | ||||||||
25,222,690 | AU Optronics Corp | 11,191 | ||||||||
25,948 | Austria Technologie & Systemtechnik AG. | 376 | ||||||||
79,943 | * | Avid Technology, Inc | 1,066 | |||||||
36,865 | *,e | Avigilon Corp | 497 | |||||||
212,452 | Avnet, Inc | 8,734 | ||||||||
151,281 | AVX Corp | 2,036 | ||||||||
39,941 | e | Badger Meter, Inc | 2,536 | |||||||
25,550 | Barco NV | 1,637 | ||||||||
46,003 | Bel Fuse, Inc (Class B) | 944 | ||||||||
117,704 | Belden CDT, Inc | 9,561 | ||||||||
253,103 | * | Benchmark Electronics, Inc | 5,513 | |||||||
1,784,000 | * | Benq Corp | 693 | |||||||
1,056,000 | BenQ Materials Corp | 799 | ||||||||
61,727 | Black Box Corp | 1,235 | ||||||||
774,767 | *,e | Blackberry Ltd (New) | 6,333 | |||||||
804,000 | Boardtek Electronics Corp | 1,163 | ||||||||
2,415,788 | Brocade Communications Systems, Inc | 28,700 | ||||||||
451,777 | Brother Industries Ltd | 6,391 | ||||||||
2,274,000 | BYD Electronic International Co Ltd | 3,075 | ||||||||
171,480 | *,e | CalAmp Corp | 3,131 | |||||||
6,580,015 | CalComp Electronics Thailand PCL | 673 | ||||||||
117,414 | *,e | Calix Networks, Inc | 894 | |||||||
18,800 | * | Canon Electronics, Inc | 367 | |||||||
2,286,971 | e | Canon, Inc | 74,186 | |||||||
274,000 | Career Technology Co Ltd | 227 | ||||||||
868,000 | * | Casetek Holdings Ltd | 5,369 | |||||||
2,039,853 | Catcher Technology Co Ltd | 25,502 | ||||||||
254,000 | Catic Shenzhen Holdings Ltd | 230 | ||||||||
397,603 | CDW Corp | 13,630 | ||||||||
370,340 | * | Celestica, Inc | 4,311 | |||||||
181,938 | Checkpoint Systems, Inc | 1,852 | ||||||||
1,520,402 | Cheng Uei Precision Industry Co Ltd | 2,625 | ||||||||
598,222 | Chicony Electronics Co Ltd | 1,606 | ||||||||
1,589,663 | Chimei Materials Technology Corp | 1,386 | ||||||||
1,830,000 | e | China Aerospace International Holdings Ltd | 430 | |||||||
474,000 | e | China All Access Holdings Ltd | 202 | |||||||
8,280,000 | China Fiber Optic Network System Group Ltd | 2,825 | ||||||||
3,760,000 | *,e | China Innovationpay Group Ltd | 538 | |||||||
365,000 | Chin-Poon Industrial Co | 556 | ||||||||
303,840 | Chroma ATE, Inc | 672 | ||||||||
3,042,948 | *,e | Ciena Corp | 72,057 | |||||||
23,331,153 | Cisco Systems, Inc | 640,674 | ||||||||
957,845 | Citizen Watch Co Ltd | 6,683 |
164 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
30,503 | *,e | Clearfield, Inc | $ | 485 | ||||||
486,423 | Clevo Co | 569 | ||||||||
2,074,000 | * | CMC Magnetics Corp | 246 | |||||||
222,008 | Cognex Corp | 10,679 | ||||||||
94,784 | * | Coherent, Inc | 6,017 | |||||||
1,021,105 | e | Comba Telecom Systems Holdings Ltd | 272 | |||||||
1,817 | Comet Holding AG. | 1,512 | ||||||||
241,191 | * | CommScope Holding Co, Inc | 7,359 | |||||||
15,057,021 | Compal Electronics, Inc | 11,453 | ||||||||
5,773,000 | Compeq Manufacturing Co | 3,414 | ||||||||
42,484 | Comtech Telecommunications Corp | 1,234 | ||||||||
54,600 | *,e | Control4 Corp | 485 | |||||||
2,336,000 | Coolpad Group Ltd | 808 | ||||||||
1,775,500 | Coretronic Corp | 2,165 | ||||||||
2,256,958 | Corning, Inc | 44,530 | ||||||||
1,239,000 | Coxon Precise Industrial Co Ltd | 2,741 | ||||||||
113,572 | *,e | Cray, Inc | 3,352 | |||||||
17,912 | * | CrucialTec Co Ltd | 174 | |||||||
116,648 | CTS Corp | 2,248 | ||||||||
20,404 | *,e | CUI Global, Inc | 103 | |||||||
237,000 | CyberTAN Technology, Inc | 167 | ||||||||
122,990 | Daeduck Electronics Co | 817 | ||||||||
106,127 | Daeduck GDS Co Ltd | 926 | ||||||||
664,000 | Daiwabo Co Ltd | 1,319 | ||||||||
131,486 | Daktronics, Inc | 1,559 | ||||||||
10,945 | Daou Data Corp | 199 | ||||||||
48,504 | Datalogic S.p.A. | 709 | ||||||||
181,483 | DataTec Ltd | 962 | ||||||||
112,000 | Delta Electronics Thai PCL | 299 | ||||||||
1,908,951 | Delta Electronics, Inc | 9,766 | ||||||||
238,000 | Denki Kogyo Co Ltd | 1,136 | ||||||||
206,510 | Diebold, Inc | 7,228 | ||||||||
90,126 | * | Digi International, Inc | 861 | |||||||
2,117,000 | Digital China Holdings Ltd | 2,848 | ||||||||
16,727 | Digital Multimedia Technologies S.p.A. | 1,008 | ||||||||
647,980 | D-Link Corp | 271 | ||||||||
90,589 | Dolby Laboratories, Inc (Class A) | 3,595 | ||||||||
168,720 | * | Dot Hill Systems Corp | 1,033 | |||||||
60,803 | * | DTS, Inc | 1,854 | |||||||
644,000 | Dynapack International Technology Corp | 1,365 | ||||||||
269,700 | Eastern Communications Co Ltd | 262 | ||||||||
49,663 | *,e | Eastman Kodak Co | 834 | |||||||
180,943 | * | EchoStar Corp (Class A) | 8,808 | |||||||
58,671 | Eizo Nanao Corp | 1,349 | ||||||||
24,400 | e | Elecom Co Ltd | 599 | |||||||
82,907 | e | Electro Rent Corp | 900 | |||||||
61,797 | e | Electro Scientific Industries, Inc | 326 | |||||||
1,032,564 | Electrocomponents plc | 3,430 | ||||||||
129,529 | * | Electronics for Imaging, Inc | 5,636 | |||||||
23,000 | Elematec Corp | 552 | ||||||||
2,036,654 | Elite Material Co Ltd | 3,966 | ||||||||
1,653,324 | Elitegroup Computer Systems Co Ltd | 1,684 |
165 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
5,087,719 | EMC Corp | $ | 134,265 | |||||||
61,097 | * | EMCORE Corp | 368 | |||||||
35,000 | Ennoconn Corp | 418 | ||||||||
11,600 | Enplas Corp | 472 | ||||||||
6,041,843 | Ericsson (LM) (B Shares) | 62,927 | ||||||||
108,121 | e | Esprinet S.p.A. | 873 | |||||||
12,155 | e | EVS Broadcast Equipment S.A. | 352 | |||||||
502,410 | * | Extreme Networks, Inc | 1,351 | |||||||
544,357 | * | F5 Networks, Inc | 65,513 | |||||||
146,503 | * | Fabrinet | 2,744 | |||||||
62,080 | * | FARO Technologies, Inc | 2,899 | |||||||
167,206 | FEI Co | 13,866 | ||||||||
2,676,000 | FIH Mobile Ltd | 1,619 | ||||||||
56,040 | *,e | Fingerprint Cards AB | 1,205 | |||||||
280,812 | *,e | Finisar Corp | 5,018 | |||||||
154,110 | Firich Enterprises Co Ltd | 579 | ||||||||
446,691 | *,e | Fitbit, Inc | 17,077 | |||||||
194,628 | FLEXium Interconnect, Inc | 788 | ||||||||
1,833 | *,e | Flextronics International Ltd | 21 | |||||||
323,515 | Flir Systems, Inc | 9,971 | ||||||||
89,854 | Flytech Technology Co Ltd | 358 | ||||||||
1,948,601 | Foxconn Technology Co Ltd | 7,070 | ||||||||
1,447,381 | Fujifilm Holdings Corp | 51,654 | ||||||||
3,932,000 | *,e | GCL New Energy Holdings Ltd | 345 | |||||||
66,370 | e | Gemalto NV | 5,933 | |||||||
209,913 | Gemtek Technology Corp | 145 | ||||||||
58,909 | * | Genius Electronic Optical Co Ltd | 127 | |||||||
44,677 | GeoVision, Inc | 135 | ||||||||
1,722,000 | Getac Technology Corp | 1,347 | ||||||||
1,918,000 | Gigabyte Technology Co Ltd | 1,945 | ||||||||
332,000 | * | Gold Circuit Electronics Ltd | 136 | |||||||
268,000 | e | Goldpac Group Ltd | 171 | |||||||
5,264 | * | Green Cross Cell Corp | 316 | |||||||
3,323,400 | e | GSH Corp Ltd | 165 | |||||||
133,189 | * | GSI Group, Inc | 2,002 | |||||||
943,282 | Halma plc | 11,287 | ||||||||
22,600 | Hamamatsu Photonics KK | 666 | ||||||||
2,334,105 | HannStar Display Corp | 405 | ||||||||
307,463 | * | Harmonic, Inc | 2,100 | |||||||
388,104 | Harris Corp | 29,849 | ||||||||
9,057,281 | Hewlett-Packard Co | 271,809 | ||||||||
149,724 | Hexagon AB (B Shares) | 5,423 | ||||||||
785,725 | * | High Tech Computer Corp | 1,830 | |||||||
6,400 | Hirose Electric Co Ltd | 917 | ||||||||
111,246 | Hitachi High-Technologies Corp | 3,127 | ||||||||
122,000 | Hitachi Kokusai Electric, Inc | 1,853 | ||||||||
11,138,098 | Hitachi Ltd | 73,373 | ||||||||
417,800 | Hitachi Maxell Ltd | 6,746 | ||||||||
570,100 | Holystone Enterprise Co Ltd | 782 | ||||||||
28,061,252 | Hon Hai Precision Industry Co, Ltd | 88,179 | ||||||||
89,795 | Horiba Ltd | 3,648 | ||||||||
201,600 | Hosiden Corp | 1,234 |
166 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
86,481 | Humax Co Ltd | $ | 1,360 | |||||||
272,400 | Ibiden Co Ltd | 4,607 | ||||||||
290,000 | Ichia Technologies, Inc | 237 | ||||||||
7,800 | Icom, Inc | 196 | ||||||||
200,476 | ICP Electronics, Inc | 351 | ||||||||
212,806 | * | II-VI, Inc | 4,039 | |||||||
13,810 | * | Iljin Materials Co Ltd | 87 | |||||||
88,697 | * | Imation Corp | 360 | |||||||
126,355 | * | Immersion Corp | 1,601 | |||||||
344,712 | Inari Amertron BHD | 296 | ||||||||
4,649 | Inficon Holding AG. | 1,589 | ||||||||
351,661 | *,e | Infinera Corp | 7,378 | |||||||
75,110 | Ingenico | 8,837 | ||||||||
372,369 | * | Ingram Micro, Inc (Class A) | 9,320 | |||||||
8,200,288 | InnoLux Display Corp | 4,272 | ||||||||
137,602 | * | Insight Enterprises, Inc | 4,116 | |||||||
102,802 | InterDigital, Inc | 5,848 | ||||||||
53,097 | *,e | Intevac, Inc | 311 | |||||||
206,428 | *,e | InvenSense, Inc | 3,117 | |||||||
8,925,349 | Inventec Co Ltd | 6,175 | ||||||||
69,335 | *,e | IPG Photonics Corp | 5,906 | |||||||
8,400 | Iriso Electronics Co Ltd | 595 | ||||||||
67,400 | ITC Networks Corp | 731 | ||||||||
715,357 | ITEQ Corp | 485 | ||||||||
111,072 | * | Itron, Inc | 3,825 | |||||||
15,513 | Ituran Location and Control Ltd | 383 | ||||||||
200,288 | * | Ixia | 2,492 | |||||||
917,788 | Jabil Circuit, Inc | 19,540 | ||||||||
173,493 | Japan Aviation Electronics Industry Ltd | 4,716 | ||||||||
14,400 | e | Japan Cash Machine Co Ltd | 196 | |||||||
16,600 | Japan Digital Laboratory Co Ltd | 232 | ||||||||
476,831 | * | Japan Display, Inc | 1,800 | |||||||
82,535 | Japan Radio Co Ltd | 285 | ||||||||
1,438,400 | JCY International BHD | 269 | ||||||||
2,688,108 | * | JDS Uniphase Corp | 31,128 | |||||||
42,816 | Jenoptik AG. | 516 | ||||||||
54,700 | Jentech Precision Industrial Co Ltd | 96 | ||||||||
2,979,125 | e | Ju Teng International Holdings Ltd | 1,434 | |||||||
2,024,982 | Juniper Networks, Inc | 52,589 | ||||||||
14,800 | Kaga Electronics Co Ltd | 192 | ||||||||
9,000 | Kanematsu Electronics Ltd | 149 | ||||||||
4,302 | e | Kapsch TrafficCom AG. | 106 | |||||||
241,900 | KCE Electronics PCL | 397 | ||||||||
152,575 | *,e | Kemet Corp | 439 | |||||||
23,703 | Keyence Corp | 12,775 | ||||||||
548,968 | * | Keysight Technologies, Inc | 17,122 | |||||||
12,940 | KH Vatec Co Ltd | 228 | ||||||||
72,459 | * | Kimball Electronics, Inc | 1,057 | |||||||
795,560 | Kingboard Chemical Holdings Ltd | 1,374 | ||||||||
940,000 | e | Kingboard Laminates Holdings Ltd | 447 | |||||||
442,181 | *,e | Knowles Corp | 8,003 | |||||||
76,400 | Koa Corp | 821 |
167 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
11,488 | KONA I Co Ltd | $ | 340 | |||||||
593,409 | Konica Minolta Holdings, Inc | 6,916 | ||||||||
40,209 | Kudelski S.A. | 570 | ||||||||
46,769 | * | KVH Industries, Inc | 629 | |||||||
131,310 | Kyocera Corp | 6,827 | ||||||||
264,278 | Laird Group plc | 1,526 | ||||||||
243,892 | Largan Precision Co Ltd | 27,840 | ||||||||
10,174,323 | Lenovo Group Ltd | 14,067 | ||||||||
97,227 | Lexmark International, Inc (Class A) | 4,297 | ||||||||
12,342 | LG Innotek Co Ltd | 1,108 | ||||||||
237,856 | LG.Philips LCD Co Ltd | 5,492 | ||||||||
5,033,011 | Lite-On Technology Corp | 5,905 | ||||||||
129,185 | Littelfuse, Inc | 12,258 | ||||||||
383,471 | Logitech International S.A. | 5,619 | ||||||||
58,000 | Lotes Co Ltd | 190 | ||||||||
808,000 | Loxley PCL | 86 | ||||||||
60,575 | Lumax International Corp Ltd | 108 | ||||||||
31,800 | * | Macnica Fuji Electronics Holdings, Inc | 393 | |||||||
145,000 | Marubun Corp | 1,141 | ||||||||
7,400 | Maruwa Co Ltd | 156 | ||||||||
72,263 | *,e | Maxwell Technologies, Inc | 431 | |||||||
46,900 | e | Melco Holdings, Inc | 885 | |||||||
134,232 | * | Mercury Computer Systems, Inc | 1,965 | |||||||
144,076 | Merry Electronics Co Ltd | 334 | ||||||||
7,324 | e | Mesa Laboratories, Inc | 651 | |||||||
181,497 | Methode Electronics, Inc | 4,982 | ||||||||
288,075 | Micronic Laser Systems AB | 2,094 | ||||||||
3,705,000 | Micro-Star International Co Ltd | 3,745 | ||||||||
161,000 | MIN AIK Technology Co Ltd | 471 | ||||||||
491,500 | Mitac Holdings Corp | 528 | ||||||||
327,600 | e | Mitsumi Electric Co Ltd | 2,221 | |||||||
308,387 | Motorola, Inc | 17,683 | ||||||||
41,486 | MTS Systems Corp | 2,860 | ||||||||
62,241 | * | Multi-Fineline Electronix, Inc | 1,361 | |||||||
577,036 | Murata Manufacturing Co Ltd | 100,702 | ||||||||
204,000 | * | Nan Ya Printed Circuit Board Corp | 269 | |||||||
196,000 | Nanjing Panda Electronics | 230 | ||||||||
249,136 | National Instruments Corp | 7,340 | ||||||||
936,020 | * | NCR Corp | 28,174 | |||||||
1,468,382 | NEC Corp | 4,444 | ||||||||
33,820 | e | Neopost S.A. | 1,455 | |||||||
592,866 | NetApp, Inc | 18,711 | ||||||||
117,675 | * | Netgear, Inc | 3,533 | |||||||
156,346 | * | Newport Corp | 2,964 | |||||||
278,026 | Nichicon Corp | 2,261 | ||||||||
135,349 | *,e | Nimble Storage, Inc | 3,798 | |||||||
13,300 | e | Nippon Ceramic Co Ltd | 185 | |||||||
301,000 | * | Nippon Chemi-Con Corp | 906 | |||||||
238,141 | Nippon Electric Glass Co Ltd | 1,204 | ||||||||
121,500 | Nippon Signal Co Ltd | 1,333 | ||||||||
62,300 | Nohmi Bosai Ltd | 743 | ||||||||
551,444 | Nokia Corp | 3,777 |
168 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
4,997,570 | Nokia Oyj | $ | 34,068 | |||||||
96,694 | * | Novatel Wireless, Inc | 314 | |||||||
10,533 | *,e | Numerex Corp | 90 | |||||||
280,555 | *,e | Oclaro, Inc | 634 | |||||||
1,182,000 | Oki Electric Industry Co Ltd | 2,480 | ||||||||
595,256 | Omron Corp | 25,857 | ||||||||
164,775 | e | Opus Group AB | 155 | |||||||
114,732 | * | OSI Systems, Inc | 8,122 | |||||||
52,112 | Oxford Instruments plc | 794 | ||||||||
923,455 | Pace plc | 5,399 | ||||||||
566,262 | *,n | Palo Alto Networks, Inc | 98,926 | |||||||
352,224 | Pan-International Industrial | 168 | ||||||||
69,697 | Park Electrochemical Corp | 1,335 | ||||||||
84,419 | *,e | Parkervision, Inc | 32 | |||||||
8,134 | * | Parrot S.A. | 365 | |||||||
136,685 | Partron Co Ltd | 1,036 | ||||||||
4,138,400 | * | PAX Global Technology Ltd | 5,928 | |||||||
45,014 | PC Connection, Inc | 1,114 | ||||||||
6,331,324 | Pegatron Technology Corp | 18,525 | ||||||||
154,660 | Plantronics, Inc | 8,709 | ||||||||
93,451 | * | Plexus Corp | 4,101 | |||||||
456,551 | * | Polycom, Inc | 5,223 | |||||||
38,240 | Posiflex Technology, Inc | 194 | ||||||||
901,555 | Premier Farnell plc | 2,449 | ||||||||
1,801,000 | Primax Electronics Ltd | 2,280 | ||||||||
756,100 | * | Prime View International Co Ltd | 346 | |||||||
73,484 | * | PS IT Infrastructure & Service Ltd | 18 | |||||||
244,932 | * | QLogic Corp | 3,476 | |||||||
3,158,050 | Qualcomm, Inc | 197,789 | ||||||||
2,847,217 | Quanta Computer, Inc | 6,733 | ||||||||
1,238,000 | Quanta Storage, Inc | 1,156 | ||||||||
715,559 | *,e | Quantum Corp | 1,202 | |||||||
112,640 | *,e | RealD, Inc | 1,389 | |||||||
471,960 | Redington India Ltd | 715 | ||||||||
85,265 | Renishaw plc | 3,064 | ||||||||
422,411 | Ricoh Co Ltd | 4,376 | ||||||||
25,700 | Riso Kagaku Corp | 486 | ||||||||
2,169,000 | * | Ritek Corp | 230 | |||||||
77,509 | * | Rofin-Sinar Technologies, Inc | 2,139 | |||||||
98,949 | * | Rogers Corp | 6,544 | |||||||
8,500 | Roland DG Corp | 240 | ||||||||
313,421 | *,e | Ruckus Wireless, Inc | 3,241 | |||||||
29,100 | Ryosan Co Ltd | 765 | ||||||||
18,100 | Ryoyo Electro Corp | 233 | ||||||||
12,952 | Sam Young Electronics Co Ltd | 168 | ||||||||
564,100 | Samart I-Mobile PCL | 40 | ||||||||
89,170 | Samsung Electro-Mechanics Co Ltd | 4,079 | ||||||||
57,091 | Samsung SDI Co Ltd | 5,662 | ||||||||
302,273 | SanDisk Corp | 17,598 | ||||||||
303,063 | * | Sandvine Corp | 871 | |||||||
400,964 | *,e | Sanmina Corp | 8,083 | |||||||
80,928 | * | Scansource, Inc | 3,080 |
169 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,260,799 | e | Seagate Technology, Inc | $ | 59,888 | ||||||
595,300 | Seiko Epson Corp | 10,549 | ||||||||
20,000 | * | Senao Networks, Inc | 177 | |||||||
981,000 | Sercomm Corp | 1,977 | ||||||||
9,835 | SFA Engineering Corp | 433 | ||||||||
114,800 | * | Shanghai Potevio Co Ltd | 166 | |||||||
102,876 | Shimadzu Corp | 1,396 | ||||||||
490,883 | *,e | ShoreTel, Inc | 3,328 | |||||||
31,245 | *,e | Sierra Wireless, Inc | 776 | |||||||
37,400 | e | Siix Corp | 981 | |||||||
96,116 | *,e | Silicon Graphics International Corp | 622 | |||||||
259,342 | Simplo Technology Co Ltd | 1,200 | ||||||||
1,081,000 | Sinbon Electronics Co Ltd | 2,014 | ||||||||
4,510 | Sindoh Co Ltd | 259 | ||||||||
745,000 | * | Sintek Photronic Corp | 100 | |||||||
518,000 | Sirtec International Co Ltd | 991 | ||||||||
52,000 | SMK Corp | 209 | ||||||||
256,708 | *,e | Sonus Networks, Inc | 1,776 | |||||||
117,380 | Spectris plc | 3,889 | ||||||||
1,895 | Spigen Korea Co Ltd | 159 | ||||||||
830,362 | Spirent Communications plc | 1,183 | ||||||||
102,175 | Sterlite Technologies Ltd | 135 | ||||||||
143,496 | *,e | Stratasys Ltd | 5,012 | |||||||
7,070,000 | *,e | Suncorp Technologies Ltd | 473 | |||||||
863,000 | e | Sunny Optical Technology Group Co Ltd | 1,878 | |||||||
99,757 | * | Super Micro Computer, Inc | 2,951 | |||||||
9,205 | * | Suprema, Inc | 190 | |||||||
236,086 | *,m | SVA Electron Co Ltd | 183 | |||||||
99,833 | * | Synaptics, Inc | 8,659 | |||||||
2,648,000 | e | Synertone Communication Corp | 166 | |||||||
77,174 | SYNNEX Corp | 5,648 | ||||||||
1,213,402 | Synnex Technology International Corp | 1,799 | ||||||||
21,000 | *,e | Tabuchi Electric Co Ltd | 195 | |||||||
750,972 | Taiflex Scientific Co Ltd | 1,043 | ||||||||
1,495,577 | Taiwan PCB Techvest Co Ltd | 2,097 | ||||||||
158,503 | Taiyo Yuden Co Ltd | 2,222 | ||||||||
3,375,000 | e | TCL Communication Technology Holdings Ltd | 3,154 | |||||||
143,790 | TDK Corp | 11,010 | ||||||||
423,898 | TE Connectivity Ltd | 27,257 | ||||||||
145,562 | * | Tech Data Corp | 8,379 | |||||||
356,000 | * | Technovator International Ltd | 302 | |||||||
89,007 | * | Telit Communications plc | 405 | |||||||
4,612 | e | Tessco Technologies, Inc | 91 | |||||||
800,095 | Test Research, Inc | 1,759 | ||||||||
350,773 | *,e | Thin Film Electronics ASA | 227 | |||||||
33,000 | Toko, Inc | 90 | ||||||||
124,625 | Tong Hsing Electronic Industries Ltd | 352 | ||||||||
18,100,000 | e | Tongda Group Holdings Ltd | 3,496 | |||||||
69,000 | Topcon Corp | 1,663 | ||||||||
130,000 | Toshiba TEC Corp | 703 | ||||||||
22,400 | Toyo Corp/Chuo-ku | 189 | ||||||||
292,003 | TPK Holding Co Ltd | 1,691 |
170 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,940,000 | Tpv Technology Ltd | $ | 408 | |||||||
604,000 | Trigiant Group Ltd | 187 | ||||||||
432,456 | * | Trimble Navigation Ltd | 10,145 | |||||||
1,561,932 | Tripod Technology Corp | 2,785 | ||||||||
1,724,000 | e | Truly International Holdings | 709 | |||||||
18,000 | TSC Auto ID Technology Co Ltd | 158 | ||||||||
161,840 | TT electronics plc | 369 | ||||||||
331,862 | * | TTM Technologies, Inc | 3,315 | |||||||
1,464,039 | TXC Corp | 1,889 | ||||||||
82,359 | e | Ubiquiti Networks, Inc | 2,628 | |||||||
1,319,383 | Unimicron Technology Corp | 678 | ||||||||
439,937 | Unitech Printed Circuit Board Corp | 175 | ||||||||
133,236 | *,e | Universal Display Corp | 6,892 | |||||||
615,595 | Venture Corp Ltd | 3,529 | ||||||||
115,359 | *,e | Viasat, Inc | 6,952 | |||||||
242,249 | *,e | Violin Memory, Inc | 594 | |||||||
209,515 | e | Vishay Intertechnology, Inc | 2,447 | |||||||
43,922 | * | Vishay Precision Group, Inc | 661 | |||||||
56,371 | Vivotek, Inc | 142 | ||||||||
1,912,800 | VST Holdings Ltd | 698 | ||||||||
413,200 | e | Vtech Holdings Ltd | 5,480 | |||||||
144,200 | e | Wacom Co Ltd | 523 | |||||||
559,000 | Wah Lee Industrial Corp | 959 | ||||||||
462,769 | * | Walsin Technology Corp | 189 | |||||||
1,386,000 | Wasion Group Holdings Ltd | 2,136 | ||||||||
1,104,283 | Western Digital Corp | 86,598 | ||||||||
105,160 | Wi-Lan, Inc | 243 | ||||||||
141,647 | Wincor Nixdorf AG. | 5,567 | ||||||||
190,500 | *,b,m | Wintek Corp | 0 | ^ | ||||||
2,390,264 | Wistron Corp | 1,812 | ||||||||
1,471,032 | Wistron NeWeb Corp | 4,177 | ||||||||
1,193,872 | WPG Holdings Co Ltd | 1,495 | ||||||||
1,555,064 | WT Microelectronics Co Ltd | 2,343 | ||||||||
174,710 | Xaar plc | 1,276 | ||||||||
15,750 | *,m | Ya Hsin Industrial Co Ltd | 0 | ^ | ||||||
1,693,000 | Yageo Corp | 2,655 | ||||||||
62,893 | Yamatake Corp | 1,626 | ||||||||
88,000 | g | Yangtze Optical Fibre and Cable Joint Stock Ltd | 116 | |||||||
57,238 | Yaskawa Electric Corp | 732 | ||||||||
36,684 | Yokogawa Electric Corp | 472 | ||||||||
424,000 | * | Yunbo Digital Synergy Group Ltd | 208 | |||||||
136,034 | * | Zebra Technologies Corp (Class A) | 15,107 | |||||||
2,076,507 | Zhen Ding Technology Holding Ltd | 7,275 | ||||||||
263,000 | Zinwell Corp | 282 | ||||||||
858,498 | ZTE Corp | 2,180 | ||||||||
338,000 | Zyxel Communications | 140 | ||||||||
TOTAL TECHNOLOGY HARDWARE & EQUIPMENT | 6,213,967 | |||||||||
TELECOMMUNICATION SERVICES - 2.7% | ||||||||||
11,423 | 012 Smile.Communications Ltd | 172 | ||||||||
248,617 | * | 8x8, Inc | 2,228 | |||||||
2,103,004 | Advanced Info Service PCL (Foreign) | 14,903 |
171 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
181,821 | AFK Sistema (GDR) | $ | 1,609 | |||||||
4,092,686 | *,e | Alibaba Health Information Technology Ltd | 4,249 | |||||||
54,681,589 | America Movil S.A. de C.V. (Series L) | 58,308 | ||||||||
351,750 | APT Satellite Holdings Ltd | 322 | ||||||||
2,135,000 | Asia Pacific Telecom Co Ltd | 858 | ||||||||
15,248,345 | AT&T, Inc | 541,621 | ||||||||
32,269 | e | Atlantic Tele-Network, Inc | 2,229 | |||||||
116,508 | *,e | Avanti Communications Group plc | 370 | |||||||
1,748,100 | *,e | Axtel SAB de C.V. | 542 | |||||||
1,067,080 | e | BCE, Inc | 45,332 | |||||||
539,872 | Belgacom S.A. | 19,104 | ||||||||
12,333,129 | Bezeq Israeli Telecommunication Corp Ltd | 21,003 | ||||||||
1,869,051 | Bharti Airtel Ltd | 12,312 | ||||||||
1,554,406 | Bharti Infratel Ltd | 10,911 | ||||||||
67,572 | * | Boingo Wireless, Inc | 558 | |||||||
10,341,669 | BT Group plc | 73,233 | ||||||||
7,756,420 | Cable & Wireless plc | 8,108 | ||||||||
149,002 | * | Cellcom Israel Ltd | 595 | |||||||
265,600 | *,g | Cellnex Telecom SAU | 4,493 | |||||||
1,776,064 | CenturyTel, Inc | 52,181 | ||||||||
6,091,774 | China Communications Services Corp Ltd | 3,076 | ||||||||
11,237,390 | China Mobile Hong Kong Ltd | 143,770 | ||||||||
16,531,618 | China Telecom Corp Ltd | 9,683 | ||||||||
10,857,220 | China Unicom Ltd | 16,974 | ||||||||
405,863 | *,e | Chorus Ltd | 798 | |||||||
4,017,396 | Chunghwa Telecom Co Ltd | 12,821 | ||||||||
1,254,456 | * | Cincinnati Bell, Inc | 4,792 | |||||||
1,532,000 | Citic 1616 Holdings Ltd | 710 | ||||||||
129,097 | Cogent Communications Group, Inc | 4,369 | ||||||||
497,283 | * | Colt Telecom Group S.A. | 1,477 | |||||||
131,164 | Com Hem Holding AB | 1,217 | ||||||||
193,278 | e | Consolidated Communications Holdings, Inc | 4,061 | |||||||
4,429,740 | Deutsche Telekom AG. | 76,370 | ||||||||
10,274,569 | Digi.Com BHD | 14,583 | ||||||||
143,958 | e | Drillisch AG. | 6,413 | |||||||
262,629 | Elisa Oyj (Series A) | 8,321 | ||||||||
139,174 | Empresa Nacional de Telecomunicaciones S.A. | 1,541 | ||||||||
55,585 | * | Fairpoint Communications, Inc | 1,013 | |||||||
1,661,696 | Far EasTone Telecommunications Co Ltd | 4,017 | ||||||||
2,276,030 | France Telecom S.A. | 35,175 | ||||||||
320,310 | Freenet AG. | 10,789 | ||||||||
3,781,940 | e | Frontier Communications Corp | 18,721 | |||||||
99,871 | * | General Communication, Inc (Class A) | 1,699 | |||||||
1,197,321 | *,e | Globalstar, Inc | 2,526 | |||||||
83,740 | Globe Telecom, Inc | 4,658 | ||||||||
40,325 | * | Hawaiian Telcom Holdco, Inc | 1,052 | |||||||
296,606 | Hellenic Telecommunications Organization S.A. | 2,500 | ||||||||
2,198,127 | HKT Trust and HKT Ltd | 2,586 | ||||||||
3,614,651 | e | Hutchison Telecommunications Hong Kong Holdings Ltd | 1,502 | |||||||
1,566,992 | Idea Cellular Ltd | 4,326 | ||||||||
83,221 | IDT Corp (Class B) | 1,505 | ||||||||
143,524 | e | iiNET Ltd | 1,052 |
172 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
25,958 | Iliad S.A. | $ | 5,755 | |||||||
169,745 | * | inContact, Inc | 1,675 | |||||||
309,040 | Inmarsat plc | 4,443 | ||||||||
162,184 | Inteliquent, Inc | 2,984 | ||||||||
185,069 | *,e | Intelsat S.A. | 1,836 | |||||||
228,259 | *,e | Iridium Communications, Inc | 2,075 | |||||||
116,700 | *,e | Japan Communications, Inc | 396 | |||||||
4,025,400 | Jasmine International PCL | 630 | ||||||||
1,089,991 | Kcom Group plc | 1,601 | ||||||||
1,941,600 | KDDI Corp | 46,855 | ||||||||
32,952 | KT Corp | 840 | ||||||||
257,812 | *,e,m | Let’s GOWEX S.A. | 3 | |||||||
2,626,392 | * | Level 3 Communications, Inc | 138,332 | |||||||
208,733 | LG Telecom Ltd | 1,844 | ||||||||
63,612 | Lumos Networks Corp | 941 | ||||||||
440,517 | e | M2 Telecommunications Group Ltd | 3,632 | |||||||
1,166,054 | * | Magyar Telekom | 1,629 | |||||||
96,001 | e | Manitoba Telecom Services, Inc | 2,145 | |||||||
1,755,049 | Maxis BHD | 2,959 | ||||||||
104,661 | MegaFon OAO (GDR) | 1,455 | ||||||||
458,466 | * | Midas S.A. | 73 | |||||||
38,950 | Millicom International Cellular S.A. | 2,873 | ||||||||
589,689 | Mobile TeleSystems (ADR) | 5,767 | ||||||||
359,209 | MobileOne Ltd | 864 | ||||||||
29,936 | * | Mobistar S.A. | 567 | |||||||
2,763,471 | MTN Group Ltd | 51,909 | ||||||||
616,463 | Netia S.A. | 903 | ||||||||
1,835,412 | Nippon Telegraph & Telephone Corp | 66,471 | ||||||||
53,131 | *,e | NTELOS Holdings Corp | 245 | |||||||
2,674,151 | NTT DoCoMo, Inc | 51,340 | ||||||||
312,137 | Oi S.A. (Preference) | 587 | ||||||||
83,601 | Ooredoo QSC | 1,986 | ||||||||
2,997,729 | * | Orascom Telecom Holding SAE | 987 | |||||||
2,410,054 | * | Orascom Telecom Media And Technology Holding SAE | 277 | |||||||
129,804 | * | Orbcomm, Inc | 876 | |||||||
29,916 | * | Pacific DataVision, Inc | 1,260 | |||||||
76,394 | * | Partner Communications | 210 | |||||||
9,103,932 | PCCW Ltd | 5,430 | ||||||||
122,306 | Philippine Long Distance Telephone Co | 7,620 | ||||||||
615,898 | Portugal Telecom SGPS S.A. | 275 | ||||||||
267,226 | * | Premiere Global Services, Inc | 2,750 | |||||||
2,593,890 | PT Excelcomindo Pratama | 715 | ||||||||
2,600,000 | * | PT Indosat Tbk | 780 | |||||||
864,400 | * | PT Link Net Tbk | 329 | |||||||
113,656,224 | PT Telekomunikasi Indonesia Persero Tbk | 24,913 | ||||||||
99,783 | e | QSC AG. | 205 | |||||||
1,115,534 | Reliance Communication Ventures Ltd | 1,086 | ||||||||
236,423 | *,e | RingCentral, Inc | 4,371 | |||||||
999,700 | e | Rogers Communications, Inc (Class B) | 35,458 | |||||||
135,538 | Rostelecom (ADR) | 1,261 | ||||||||
1,807,941 | Royal KPN NV | 6,931 | ||||||||
23,300 | Samart Telcoms PCL | 15 |
173 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
423,535 | * | SBA Communications Corp (Class A) | $ | 48,694 | ||||||
68,388 | Shenandoah Telecom Co | 2,341 | ||||||||
14,893,916 | Singapore Telecommunications Ltd | 46,480 | ||||||||
126,250 | *,m | SK Broadband Co Ltd | 477 | |||||||
14,520 | SK Telecom Co Ltd | 3,249 | ||||||||
1,450,688 | SmarTone Telecommunications Holding Ltd | 2,530 | ||||||||
1,455,458 | Softbank Corp | 85,731 | ||||||||
55,904 | Spok Holdings, Inc | 941 | ||||||||
1,215,498 | *,e | Sprint Corp | 5,543 | |||||||
436,024 | StarHub Ltd | 1,278 | ||||||||
3,237 | * | Straight Path Communications, Inc | 106 | |||||||
33,049 | *,g | Sunrise Communications Group AG. | 2,756 | |||||||
11,572 | Swisscom AG. | 6,485 | ||||||||
1,747,754 | Taiwan Mobile Co Ltd | 5,836 | ||||||||
518,459 | e | TalkTalk Telecom Group plc | 3,113 | |||||||
44,873 | Tata Communications Ltd | 312 | ||||||||
3,864,293 | TDC AS | 28,327 | ||||||||
510,250 | Tele2 AB | 5,942 | ||||||||
9,832,736 | Telecom Corp of New Zealand Ltd | 18,611 | ||||||||
9,696,991 | e | Telecom Italia RSP | 9,889 | |||||||
7,040,701 | *,e | Telecom Italia S.p.A. | 8,947 | |||||||
666,202 | Telefonica Brasil S.A. | 9,334 | ||||||||
534,342 | Telefonica Deutschland Holding AG. | 3,078 | ||||||||
5,058,300 | Telefonica S.A. | 72,057 | ||||||||
1,207,786 | Telekom Malaysia BHD | 2,090 | ||||||||
1,872,714 | Telekomunikacja Polska S.A. | 4,056 | ||||||||
1,449,079 | Telenor ASA | 31,771 | ||||||||
1,256,056 | Telephone & Data Systems, Inc | 36,928 | ||||||||
2,582,975 | TeliaSonera AB | 15,223 | ||||||||
222,306 | * | Telkom S.A. Ltd | 1,171 | |||||||
10,062,114 | Telstra Corp Ltd | 47,619 | ||||||||
378,008 | TELUS Corp | 13,023 | ||||||||
357,500 | Thaicom PCL | 370 | ||||||||
1,541,568 | Tim Participacoes S.A. | 5,077 | ||||||||
281,120 | Time dotCom BHD | 504 | ||||||||
2,791,367 | TM International BHD | 4,733 | ||||||||
4,422,957 | * | T-Mobile US, Inc | 171,478 | |||||||
1,581,300 | Tower Bersama Infrastructure | 1,094 | ||||||||
689,243 | e | TPG Telecom Ltd | 4,761 | |||||||
7,468,353 | * | True Corp PCL (Foreign) | 2,511 | |||||||
421,173 | Turk Telekomunikasyon AS | 1,108 | ||||||||
2,444,274 | Turkcell Iletisim Hizmet AS | 11,245 | ||||||||
72,163 | * | US Cellular Corp | 2,718 | |||||||
13,514,154 | Verizon Communications, Inc | 629,895 | ||||||||
131,847 | Verizon Communications, Inc (New) | 6,139 | ||||||||
183,282 | e | Vocus Communications Ltd | 815 | |||||||
415,736 | Vodacom Group Pty Ltd | 4,741 | ||||||||
49,371,661 | Vodafone Group plc | 180,102 | ||||||||
704,486 | Vodafone Group plc (ADR) | 25,679 | ||||||||
873,481 | Vodafone Qatar | 3,946 | ||||||||
959,113 | * | Vonage Holdings Corp | 4,709 | |||||||
545,661 | e | Windstream Holdings, Inc | 3,481 |
174 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
7,900 | e | WirelessGate, Inc | $ | 200 | ||||||
370,353 | * | Zayo Group Holdings, Inc | 9,525 | |||||||
TOTAL TELECOMMUNICATION SERVICES | 3,379,471 | |||||||||
TRANSPORTATION - 2.5% | ||||||||||
680,491 | Abertis Infraestructuras S.A. (Continuous) | 11,175 | ||||||||
29,040 | Aegean Airlines S.A. | 191 | ||||||||
56,968 | *,g | Aena S.A. | 5,943 | |||||||
113,180 | Aeroports de Paris | 12,785 | ||||||||
7,084,724 | Air Arabia PJSC | 3,107 | ||||||||
40,000 | * | Air Canada | 423 | |||||||
2,155,807 | m | Air China Ltd | 2,436 | |||||||
136,937 | *,e | Air France-KLM | 966 | |||||||
1,483,956 | Air New Zealand Ltd | 2,564 | ||||||||
257,466 | * | Air Transport Services Group, Inc | 2,701 | |||||||
6,902,280 | AirAsia BHD | 2,817 | ||||||||
2,310,025 | * | AirAsia X BHD | 129 | |||||||
645,000 | Airports of Thailand PCL | 5,773 | ||||||||
428,300 | Airports of Thailand PCL (Foreign) | 3,834 | ||||||||
11,463 | * | AJ Rent A Car Co Ltd | 144 | |||||||
620,590 | Alaska Air Group, Inc | 39,985 | ||||||||
545,567 | All Nippon Airways Co Ltd | 1,479 | ||||||||
37,741 | e | Allegiant Travel Co | 6,713 | |||||||
32,382 | Amerco, Inc | 10,586 | ||||||||
2,326,076 | American Airlines Group, Inc | 92,892 | ||||||||
634,771 | *,b,m | AMR Corp (Escrow) | 6 | |||||||
1,684,000 | e | Anhui Expressway Co | 1,790 | |||||||
1,395,118 | Ansaldo STS S.p.A. | 14,519 | ||||||||
11,269 | AP Moller - Maersk AS (Class A) | 19,764 | ||||||||
20,534 | AP Moller - Maersk AS (Class B) | 37,126 | ||||||||
386,000 | Aramex PJSC | 364 | ||||||||
200,948 | Arkansas Best Corp | 6,390 | ||||||||
66,400 | Arteris S.A. | 202 | ||||||||
714,022 | Asciano Group | 3,659 | ||||||||
15,450,900 | * | Asia Aviation PCL (ADR) | 2,013 | |||||||
94,228 | * | Asiana Airlines | 536 | |||||||
137,241 | * | Atlas Air Worldwide Holdings, Inc | 7,543 | |||||||
1,547,150 | Auckland International Airport Ltd | 5,178 | ||||||||
101,191 | Autostrada Torino-Milano S.p.A. | 1,332 | ||||||||
633,463 | Autostrade S.p.A. | 15,652 | ||||||||
943,803 | Avianca Holdings S.A. | 1,214 | ||||||||
348,468 | * | Avis Budget Group, Inc | 15,360 | |||||||
126,830 | e | Baltic Trading Ltd | 203 | |||||||
542,600 | Bangkok Airways Co Ltd | 353 | ||||||||
113,750 | Bangkok Aviation Fuel Services PCL | 87 | ||||||||
1,244,000 | Bangkok Expressway PCL | 1,453 | ||||||||
4,694,400 | * | Bangkok Metro PCL | 270 | |||||||
461,435 | BBA Aviation plc | 2,185 | ||||||||
1,821,803 | Beijing Capital International Airport Co Ltd | 2,098 | ||||||||
7,955 | * | Blue Dart Express Ltd | 772 | |||||||
773,394 | Bollore | 4,137 | ||||||||
278,012 | bpost S.A. | 7,645 |
175 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
5,330,000 | BTS Group Holdings PCL (Foreign) | $ | 1,576 | |||||||
1,279,217 | Canadian National Railway Co | 73,803 | ||||||||
444,835 | e | Canadian Pacific Railway Ltd (Toronto) | 71,238 | |||||||
4,013,830 | Cathay Pacific Airways Ltd | 9,862 | ||||||||
722,150 | Cebu Air, Inc | 1,361 | ||||||||
173,039 | Celadon Group, Inc | 3,578 | ||||||||
228,672 | Central Japan Railway Co | 41,265 | ||||||||
374,180 | CH Robinson Worldwide, Inc | 23,345 | ||||||||
1,944,715 | * | China Airlines | 829 | |||||||
8,984,000 | *,e | China Eastern Airlines Corp Ltd (H Shares) | 7,506 | |||||||
1,278,260 | China Merchants Holdings International Co Ltd | 5,476 | ||||||||
264,000 | China Merchants Holdings Pacific Ltd | 206 | ||||||||
4,425,187 | *,e | China Shipping Container Lines Co Ltd | 1,726 | |||||||
5,525,500 | e | China Southern Airlines Co Ltd | 6,473 | |||||||
13,400,000 | *,e | China Timber Resources Group Ltd | 290 | |||||||
73,000 | Chinese Maritime Transport Ltd | 70 | ||||||||
975,695 | Cia de Concessoes Rodoviarias | 4,679 | ||||||||
173,623 | Cia de Distribucion Integral Logista Holdings SAU | 3,445 | ||||||||
2,374,210 | ComfortDelgro Corp Ltd | 5,514 | ||||||||
13,022 | e | Compagnie Maritime Belge S.A. | 186 | |||||||
10,532,554 | * | Compania SudAmericana de Vapores S.A. | 337 | |||||||
92,445 | Container Corp Of India Ltd | 2,431 | ||||||||
436,300 | *,e | Controladora Vuela Cia de Aviacion SAB de C.V. | 519 | |||||||
95,000 | * | Controladora Vuela Cia de Aviacion SAB de C.V. (ADR) | 1,134 | |||||||
647,987 | Con-Way, Inc | 24,863 | ||||||||
76,258 | e | Copa Holdings S.A. (Class A) | 6,298 | |||||||
128,557 | Cosan Logistica S.A. | 96 | ||||||||
3,048,336 | *,e | COSCO Holdings | 1,966 | |||||||
1,980,000 | e | Cosco International Holdings Ltd | 1,264 | |||||||
4,765,961 | COSCO Pacific Ltd | 6,461 | ||||||||
288,104 | Costamare, Inc | 5,292 | ||||||||
51,002 | * | Covenant Transportation Group, Inc | 1,278 | |||||||
3,981,082 | CSX Corp | 129,982 | ||||||||
534,059 | CTT-Correios de Portugal S.A. | 5,513 | ||||||||
274,800 | e | CWT Ltd | 412 | |||||||
25,483 | e | D/S Norden | 642 | |||||||
290,098 | Dart Group plc | 1,800 | ||||||||
436,250 | Dazhong Transportation Group Co Ltd | 572 | ||||||||
3,948,905 | Delta Air Lines, Inc | 162,221 | ||||||||
276,890 | * | Deutsche Lufthansa AG. | 3,572 | |||||||
2,345,303 | Deutsche Post AG. | 68,528 | ||||||||
18,993 | Dfds AS | 2,628 | ||||||||
377,413 | DP World Ltd | 8,077 | ||||||||
384,291 | DSV AS | 12,444 | ||||||||
213,165 | DX Group plc | 288 | ||||||||
36,643 | * | Eagle Bulk Shipping, Inc | 255 | |||||||
548,569 | East Japan Railway Co | 49,316 | ||||||||
1,764,211 | easyJet plc | 42,885 | ||||||||
152,062 | *,e | Echo Global Logistics, Inc | 4,966 | |||||||
216,064 | EcoRodovias Infraestrutura e Logistica S.A. | 539 | ||||||||
1,537,076 | * | Eva Airways Corp | 1,050 | |||||||
390,000 | Evergreen International Storage & Transport Corp | 193 |
176 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,530,857 | * | Evergreen Marine Corp Tawain Ltd | $ | 795 | ||||||
222,748 | Expeditors International of Washington, Inc | 10,270 | ||||||||
1,457,722 | FedEx Corp | 248,396 | ||||||||
283,000 | * | First Steamship Co Ltd | 117 | |||||||
1,188,421 | * | Firstgroup plc | 2,229 | |||||||
13,732 | Flughafen Wien AG. | 1,191 | ||||||||
8,137 | Flughafen Zuerich AG. | 6,299 | ||||||||
134,470 | Forward Air Corp | 7,027 | ||||||||
37,504 | Fraport AG. Frankfurt Airport Services Worldwide | 2,356 | ||||||||
556,000 | Freetech Road Recycling Technology Holdings Ltd | 120 | ||||||||
313,631 | Freightways Ltd | 1,234 | ||||||||
385,000 | e | Fukuyama Transporting Co Ltd | 2,134 | |||||||
106,081 | Gateway Distriparks Ltd | 570 | ||||||||
114,565 | * | Genesee & Wyoming, Inc (Class A) | 8,728 | |||||||
21,480 | GLOVIS Co Ltd | 3,884 | ||||||||
105,005 | Go-Ahead Group plc | 4,346 | ||||||||
102,106 | * | Gol Linhas Aereas Inteligentes S.A. | 242 | |||||||
63,666 | *,e | Golden Ocean Group Ltd | 248 | |||||||
110,120 | *,e | Golden Ocean Group Ltd (Oslo) | 424 | |||||||
1,261,568 | Grindrod Ltd | 1,395 | ||||||||
960,541 | Groupe Eurotunnel S.A. | 13,927 | ||||||||
858,000 | *,e | Grupo Aeromexico SAB de C.V. | 1,361 | |||||||
566,200 | e | Grupo Aeroportuario del Centro Norte Sab de C.V. | 2,787 | |||||||
866,891 | Grupo Aeroportuario del Pacifico S.A. de C.V. (B Shares) | 5,941 | ||||||||
346,198 | Grupo Aeroportuario del Sureste S.A. de C.V. (Class B) | 4,917 | ||||||||
395,360 | m | Guangdong Provincial Expressway Development Co Ltd | 193 | |||||||
103,000 | Guangdong Yueyun Transportation Co Ltd | 94 | ||||||||
293,018 | * | Gujarat Pipavav Port Ltd | 1,002 | |||||||
1,299,804 | * | GVK Power & Infrastructure Ltd | 189 | |||||||
134,000 | Hainan Meilan International Airport Co Ltd | 152 | ||||||||
24,437 | Hamburger Hafen und Logistik AG. | 494 | ||||||||
74,143 | Hanjin Kal Corp | 1,819 | ||||||||
125,956 | * | Hanjin Shipping Co Ltd | 648 | |||||||
7,330 | Hanjin Transportation Co Ltd | 318 | ||||||||
248,532 | Hankyu Hanshin Holdings, Inc | 1,467 | ||||||||
165,692 | *,e | Hawaiian Holdings, Inc | 3,935 | |||||||
153,165 | e | Heartland Express, Inc | 3,099 | |||||||
1,428,000 | Henderson Investment Ltd | 136 | ||||||||
3,132,191 | * | Hertz Global Holdings, Inc | 56,755 | |||||||
210,400 | Hitachi Transport System Ltd | 3,492 | ||||||||
857,304 | Hopewell Highway Infrastructure Ltd | 421 | ||||||||
139,544 | *,e | Hub Group, Inc (Class A) | 5,629 | |||||||
4,901,453 | Hutchison Port Holdings Trust | 3,087 | ||||||||
100,921 | * | Hyundai Merchant Marine Co Ltd | 624 | |||||||
2,110 | * | ID Logistics Group | 250 | |||||||
88,557 | e | Iino Kaiun Kaisha Ltd | 422 | |||||||
4,549 | * | Integer.pl S.A. | 145 | |||||||
1,166,530 | * | International Consolidated Airlines Group S.A. | 9,101 | |||||||
3,100,026 | * | International Consolidated Airlines Group S.A. (London) | 24,091 | |||||||
1,603,387 | International Container Term Services, Inc | 3,915 | ||||||||
12,512 | e | International Shipholding Corp | 80 | |||||||
492,665 | Irish Continental Group plc | 2,164 |
177 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
72,686 | J.B. Hunt Transport Services, Inc | $ | 5,967 | |||||||
314,631 | Japan Airlines Co Ltd | 10,965 | ||||||||
73,500 | e | Japan Airport Terminal Co Ltd | 4,000 | |||||||
109,613 | * | Jet Airways India Ltd | 485 | |||||||
1,164,841 | * | JetBlue Airways Corp | 24,182 | |||||||
3,482,123 | Jiangsu Express | 4,568 | ||||||||
204,710 | Jinzhou Port Co Ltd | 149 | ||||||||
62,200 | Julio Simoes Logistica S.A. | 216 | ||||||||
519,587 | Kamigumi Co Ltd | 4,877 | ||||||||
238,257 | Kansas City Southern Industries, Inc | 21,729 | ||||||||
3,446,400 | Kawasaki Kisen Kaisha Ltd | 8,131 | ||||||||
365,338 | Keihin Electric Express Railway Co Ltd | 2,756 | ||||||||
451,586 | Keio Corp | 3,230 | ||||||||
62,322 | Keisei Electric Railway Co Ltd | 741 | ||||||||
824,547 | Kerry Logistics Network Ltd | 1,303 | ||||||||
1,341,179 | Kintetsu Corp | 4,567 | ||||||||
17,800 | Kintetsu World Express, Inc | 799 | ||||||||
108,847 | * | Kirby Corp | 8,344 | |||||||
170,419 | Knight Transportation, Inc | 4,557 | ||||||||
24,900 | Konoike Transport Co Ltd | 303 | ||||||||
6,963 | * | Korea Express Co Ltd | 1,209 | |||||||
10,521 | * | Korea Line Corp | 209 | |||||||
33,200 | * | Korean Air Lines Co Ltd | 1,204 | |||||||
164,410 | Kuehne & Nagel International AG. | 21,831 | ||||||||
699,833 | * | Lan Airlines S.A. | 4,988 | |||||||
132,484 | Landstar System, Inc | 8,859 | ||||||||
226,300 | *,e | Latam Airlines Group S.A. (ADR) | 1,593 | |||||||
155,743 | Localiza Rent A Car | 1,537 | ||||||||
4,053 | Logistec Corp | 154 | ||||||||
428,907 | Macquarie Atlas Roads Group | 1,051 | ||||||||
118,439 | Macquarie Infrastructure Co LLC | 9,787 | ||||||||
817,608 | Malaysia Airports Holdings BHD | 1,344 | ||||||||
340,100 | Malaysian Bulk Carriers BHD | 92 | ||||||||
66,220 | Marten Transport Ltd | 1,437 | ||||||||
100,000 | Maruzen Showa Unyu Co Ltd | 354 | ||||||||
209,564 | Matson, Inc | 8,810 | ||||||||
2,631,344 | MISC BHD | 5,383 | ||||||||
22,349 | Mitsubishi Logistics Corp | 293 | ||||||||
2,500,712 | Mitsui OSK Lines Ltd | 8,005 | ||||||||
105,610 | e | Mitsui-Soko Co Ltd | 335 | |||||||
2,372,240 | MTR Corp | 11,037 | ||||||||
1,849,683 | Mundra Port and Special Economic Zone Ltd | 8,927 | ||||||||
633,055 | Nagoya Railroad Co Ltd | 2,367 | ||||||||
241,100 | Namyong Terminal PCL | 103 | ||||||||
528,000 | Nankai Electric Railway Co Ltd | 2,370 | ||||||||
580,769 | National Express Group plc | 2,806 | ||||||||
213,910 | Navios Maritime Holdings, Inc | 796 | ||||||||
874,900 | *,e | Neptune Orient Lines Ltd | 532 | |||||||
615,261 | Nippon Express Co Ltd | 3,023 | ||||||||
108,600 | Nippon Konpo Unyu Soko Co Ltd | 1,893 | ||||||||
3,716,084 | Nippon Yusen Kabushiki Kaisha | 10,346 | ||||||||
330,000 | Nishi-Nippon Railroad Co Ltd | 1,515 |
178 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
174,000 | Nissin Corp | $ | 520 | |||||||
529,100 | Nok Airlines PCL | 156 | ||||||||
7,177 | Norbert Dentressangle | 1,745 | ||||||||
526,709 | Norfolk Southern Corp | 46,013 | ||||||||
268,897 | Northgate plc | 2,426 | ||||||||
26,933 | *,e | Norwegian Air Shuttle AS | 1,116 | |||||||
114,037 | e | Odakyu Electric Railway Co Ltd | 1,064 | |||||||
95,131 | Oesterreichische Post AG. | 4,376 | ||||||||
1,942,511 | * | OHL Mexico SAB de CV | 2,539 | |||||||
366,036 | * | Old Dominion Freight Line | 25,112 | |||||||
786,000 | Orient Overseas International Ltd | 4,012 | ||||||||
1,683,290 | e | Pacific Basin Shipping Ltd | 566 | |||||||
18,795 | * | PAM Transportation Services, Inc | 1,091 | |||||||
11,714 | e | Panalpina Welttransport Holding AG. | 1,480 | |||||||
23,640 | Park-Ohio Holdings Corp | 1,146 | ||||||||
1,555 | *,e | Patriot Transportation Holding, Inc | 38 | |||||||
36,040 | * | Pegasus Hava Tasimaciligi AS. | 327 | |||||||
7,222 | Piraeus Port Authority | 102 | ||||||||
55,002 | PKP Cargo S.A. | 1,211 | ||||||||
714,800 | Pos Malaysia & Services Holdings BHD | 811 | ||||||||
511,950 | Precious Shipping PCL | 136 | ||||||||
12,753,500 | *,m | PT Berlian Laju Tanker Tbk | 0 | ^ | ||||||
3,866,200 | PT Express Transindo Utama Tbk | 289 | ||||||||
2,147,402 | PT Jasa Marga Tbk | 879 | ||||||||
7,517,900 | * | PT Nusantara Infrastructure Tbk | 113 | |||||||
4,245,090 | * | Qantas Airways Ltd | 10,316 | |||||||
2,137,697 | QR National Ltd | 8,445 | ||||||||
129,368 | * | Quality Distribution, Inc | 2,000 | |||||||
728,081 | Qube Logistics Holdings Ltd | 1,319 | ||||||||
55,585 | * | Radiant Logistics, Inc | 406 | |||||||
267,985 | Redde plc | 576 | ||||||||
133,550 | *,e | Republic Airways Holdings, Inc | 1,226 | |||||||
91,403 | * | Roadrunner Transportation Services Holdings, Inc | 2,358 | |||||||
547,184 | Royal Mail plc | 4,424 | ||||||||
1,244,104 | * | Rumo Logistica Operadora Multimodal S.A. | 508 | |||||||
3,168 | Ryanair Holdings plc | 42 | ||||||||
411,712 | Ryanair Holdings plc (ADR) | 29,376 | ||||||||
1,164,696 | Ryder System, Inc | 101,760 | ||||||||
99,035 | Safe Bulkers, Inc | 319 | ||||||||
378,000 | Sagami Railway Co Ltd | 1,969 | ||||||||
69,571 | * | Saia, Inc | 2,733 | |||||||
96 | *,m | SAir Group | 0 | ^ | ||||||
422,000 | Sankyu, Inc | 2,305 | ||||||||
44,500 | Santos Brasil Participacoes S.A. | 185 | ||||||||
71,757 | *,e | SAS AB | 128 | |||||||
404,897 | *,e | Scorpio Bulkers, Inc | 660 | |||||||
8,730 | Sebang Co Ltd | 156 | ||||||||
208,700 | Seino Holdings Corp | 2,336 | ||||||||
81,000 | e | Senko Co Ltd | 513 | |||||||
507,800 | Shandong Airlines Co Ltd | 1,624 | ||||||||
146,200 | Shanghai Jinjiang International Investment Holdings Co | 253 | ||||||||
80,700 | * | Shenzhen Chiwan Petroleum | 232 |
179 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
335,920 | m | Shenzhen Chiwan Wharf Holdings Ltd | $ | 849 | ||||||
3,086,000 | Shenzhen Expressway Co Ltd | 2,457 | ||||||||
1,405,514 | Shenzhen International Holdings Ltd | 2,452 | ||||||||
92,006 | Shih Wei Navigation Co Ltd | 47 | ||||||||
433,000 | Shinwa Kaiun Kaisha Ltd | 936 | ||||||||
6,173,097 | Shun TAK Holdings Ltd | 3,413 | ||||||||
4,000,000 | e | Sichuan Expressway Co Ltd | 1,763 | |||||||
238,000 | Sincere Navigation | 192 | ||||||||
359,849 | Singapore Airlines Ltd | 2,865 | ||||||||
1,880,800 | Singapore Airport Terminal Services Ltd | 5,153 | ||||||||
2,723,419 | e | Singapore Post Ltd | 3,830 | |||||||
2,326,000 | Sinotrans Ltd | 1,549 | ||||||||
1,339,500 | e | Sinotrans Shipping Ltd | 328 | |||||||
3,224,000 | SITC International Co Ltd | 2,128 | ||||||||
14,194 | Sixt AG. | 616 | ||||||||
53,858 | Sixt AG. (Preference) | 2,087 | ||||||||
319,177 | e | Skywest, Inc | 4,800 | |||||||
1,712,700 | SMRT Corp Ltd | 1,958 | ||||||||
6,872,040 | Sociedad Matriz SAAM S.A. | 549 | ||||||||
190,155 | Societa Iniziative Autostradali e Servizi S.p.A. | 2,030 | ||||||||
2,474,200 | Southwest Airlines Co | 81,871 | ||||||||
245,466 | *,e | Spirit Airlines, Inc | 15,243 | |||||||
1,154,827 | Stagecoach Group plc | 7,327 | ||||||||
382,613 | e | Stobart Group Ltd | 634 | |||||||
46,061 | e | Stolt-Nielsen S.A. | 781 | |||||||
74,500 | e | Student Transportation, Inc | 344 | |||||||
420,767 | Sumitomo Warehouse Co Ltd | 2,348 | ||||||||
288,669 | * | Swift Transportation Co, Inc | 6,544 | |||||||
1,365,496 | Sydney Airport | 5,240 | ||||||||
318,000 | T.Join Transportation Co | 367 | ||||||||
87,000 | Taiwan Navigation Co Ltd | 49 | ||||||||
410,478 | TAV Havalimanlari Holding AS | 3,485 | ||||||||
25,500 | Tegma Gestao Logistica | 92 | ||||||||
1,860,600 | * | Thai Airways International PCL-Foreign | 720 | |||||||
596,335 | Thoresen Thai Agencies PCL | 227 | ||||||||
7,376,000 | Tianjin Port Development Holdings Ltd | 1,748 | ||||||||
4,719,400 | *,e | Tiger Airways Holdings Ltd | 1,015 | |||||||
87,494 | TNT Express NV | 743 | ||||||||
429,435 | * | TNT NV | 1,917 | |||||||
714,033 | Tobu Railway Co Ltd | 3,067 | ||||||||
2,046,935 | Tokyu Corp | 13,699 | ||||||||
7,200 | Trancom Co Ltd | 393 | ||||||||
451,048 | e | TransForce, Inc | 9,147 | |||||||
1,496,222 | Transurban Group | 10,727 | ||||||||
158,775 | Trencor Ltd | 835 | ||||||||
3,470,707 | * | Turk Hava Yollari | 11,393 | |||||||
65,365 | *,e | Ultrapetrol Bahamas Ltd | 74 | |||||||
268,937 | U-Ming Marine Transport Corp | 365 | ||||||||
4,145,249 | Union Pacific Corp | 395,332 | ||||||||
1,593,699 | *,n | United Continental Holdings, Inc | 84,482 | |||||||
1,327,547 | United Parcel Service, Inc (Class B) | 128,653 | ||||||||
29,348 | Universal Truckload Services, Inc | 645 |
180 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
41,711 | * | USA Truck, Inc | $ | 886 | ||||||
466,997 | *,e | UTI Worldwide, Inc | 4,665 | |||||||
93,981 | *,e | Virgin America, Inc | 2,583 | |||||||
726,675 | * | Virgin Australia Holdings Ltd | 241 | |||||||
67,336 | *,m | Virgin Australia Int Holdings | 0 | ^ | ||||||
35,069 | e | VTG AG. | 821 | |||||||
3,445,300 | Wan Hai Lines Ltd | 2,736 | ||||||||
119,537 | Werner Enterprises, Inc | 3,138 | ||||||||
194,191 | *,e | Wesco Aircraft Holdings, Inc | 2,942 | |||||||
602,587 | West Japan Railway Co | 38,553 | ||||||||
755,900 | Westports Holdings BHD | 848 | ||||||||
141,043 | e | Westshore Terminals Investment Corp | 3,434 | |||||||
61,903 | Wilh. Wilhelmsen ASA | 372 | ||||||||
807,787 | Wisdom Marine Lines Co Ltd | 1,000 | ||||||||
3,464,000 | e | Xiamen International Port Co Ltd | 1,396 | |||||||
154,213 | *,e | XPO Logistics, Inc | 6,967 | |||||||
57,666 | Yamato Transport Co Ltd | 1,115 | ||||||||
927,105 | * | Yang Ming Marine Transport | 325 | |||||||
163,135 | * | YRC Worldwide, Inc | 2,118 | |||||||
1,388,000 | e | Yuexiu Transport Infrastructure Ltd | 998 | |||||||
52,500 | Yusen Air & Sea Service Co Ltd | 609 | ||||||||
6,116,819 | Zhejiang Expressway Co Ltd | 8,483 | ||||||||
TOTAL TRANSPORTATION | 3,046,639 | |||||||||
UTILITIES - 2.7% | ||||||||||
141,107 | * | 8Point3 Energy Partners LP | 2,627 | |||||||
3,748,336 | A2A S.p.A. | 4,474 | ||||||||
90,495 | e | Abengoa Yield plc | 2,834 | |||||||
5,691,976 | Aboitiz Power Corp | 5,740 | ||||||||
50,994 | *,e | Acciona S.A. | 3,862 | |||||||
136,727 | ACEA S.p.A. | 1,737 | ||||||||
338,917 | e | Actelios S.p.A. | 428 | |||||||
634,547 | * | Adani Power Ltd | 290 | |||||||
270,924 | *,m | Adani Transmissions Ltd | 93 | |||||||
1,510,916 | AES Corp | 20,035 | ||||||||
2,403,923 | AES Gener S.A. | 1,369 | ||||||||
127,633 | AES Tiete S.A. | 718 | ||||||||
348,364 | *,m | AET&D Holdings No 1 Ptd Ltd | 0 | ^ | ||||||
549,566 | AGL Energy Ltd | 6,583 | ||||||||
387,561 | AGL Resources, Inc | 18,045 | ||||||||
3,065,207 | Aguas Andinas S.A. | 1,746 | ||||||||
275,162 | * | Akenerji Elektrik Uretim AS | 94 | |||||||
170,379 | * | Aksa Enerji Uretim AS | 184 | |||||||
192,749 | e | Algonquin Power & Utilities Corp | 1,444 | |||||||
222,382 | Allete, Inc | 10,316 | ||||||||
155,243 | Alliant Energy Corp | 8,961 | ||||||||
69,200 | Alupar Investimento S.A. | 370 | ||||||||
469,072 | Ameren Corp | 17,675 | ||||||||
2,299,500 | American Electric Power Co, Inc | 121,805 | ||||||||
169,339 | American States Water Co | 6,332 | ||||||||
887,947 | American Water Works Co, Inc | 43,181 | ||||||||
2,119,197 | APA Group | 13,460 |
181 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
152,655 | e | Aqua America, Inc | $ | 3,739 | ||||||
34,087 | e | Artesian Resources Corp | 719 | |||||||
73,151 | Ascopiave S.p.A. | 176 | ||||||||
71,023 | Atco Ltd | 2,246 | ||||||||
38,529 | Athens Water Supply & Sewage Co S.A. | 230 | ||||||||
321,631 | e | Atlantic Power Corp | 991 | |||||||
255,788 | e | Atlantic Power Corp (Toronto) | 791 | |||||||
350,615 | Atmos Energy Corp | 17,980 | ||||||||
1,366,733 | e | AusNet Services | 1,470 | |||||||
261,363 | Avista Corp | 8,011 | ||||||||
7,959,011 | Beijing Enterprises Water Group Ltd | 6,519 | ||||||||
16,058,000 | Benpres Holdings Corp | 2,529 | ||||||||
310,800 | e | Binhai Investment Co Ltd | 170 | |||||||
27,382 | BKW S.A. | 1,022 | ||||||||
194,590 | e | Black Hills Corp | 8,494 | |||||||
29,142 | e | Boralex, Inc | 310 | |||||||
277,942 | California Water Service Group | 6,351 | ||||||||
939,057 | * | Calpine Corp | 16,894 | |||||||
111,518 | Canadian Utilities Ltd | 3,212 | ||||||||
458,000 | * | Canvest Environment Protection Group Co Ltd | 242 | |||||||
111,367 | e | Capital Power Corp | 1,921 | |||||||
1,275,327 | Centerpoint Energy, Inc | 24,269 | ||||||||
74 | Centrais Eletricas Brasileiras S.A. | 0 | ^ | |||||||
279,279 | Centrais Eletricas Brasileiras S.A. (Preference) | 761 | ||||||||
27,700 | Centrais Eletricas de Santa Catarina S.A. | 129 | ||||||||
7,291,711 | Centrica plc | 30,257 | ||||||||
118,316 | CESC Ltd | 1,036 | ||||||||
217,907 | CEZ AS | 5,059 | ||||||||
808,000 | * | CGN Meiya Power Holdings Co Ltd | 309 | |||||||
21,181,052 | *,g | CGN Power Co Ltd | 11,070 | |||||||
47,171 | Chesapeake Utilities Corp | 2,540 | ||||||||
856,344 | Cheung Kong Infrastructure Holdings Ltd | 6,647 | ||||||||
2,438,000 | China Datang Corp Renewable Power Co Ltd | 380 | ||||||||
9,871,825 | China Gas Holdings Ltd | 15,795 | ||||||||
3,481,813 | China Longyuan Power Group Corp | 3,865 | ||||||||
4,368,000 | e | China Oil and Gas Group Ltd | 411 | |||||||
18,723,000 | e | China Power International Development Ltd | 14,256 | |||||||
3,820,000 | e | China Power New Energy Development Co Ltd | 286 | |||||||
1,120,668 | China Resources Gas Group Ltd | 3,319 | ||||||||
3,297,962 | e | China Resources Power Holdings Co | 9,192 | |||||||
790,000 | China Water Affairs Group Ltd | 424 | ||||||||
1,720,000 | * | China Water Industry Group Ltd | 481 | |||||||
771,739 | Chubu Electric Power Co, Inc | 11,502 | ||||||||
507,352 | Chugoku Electric Power Co, Inc | 7,401 | ||||||||
408,970 | Cia de Saneamento Basico do Estado de Sao Paulo | 2,170 | ||||||||
55,765 | Cia de Saneamento de Minas Gerais-COPASA | 246 | ||||||||
10,000 | Cia de Transmissao de Energia Electrica Paulista | 126 | ||||||||
1,906,962 | Cia Energetica de Minas Gerais | 7,274 | ||||||||
757,987 | Cia Energetica de Sao Paulo (Class B) | 4,781 | ||||||||
12,704 | Cia Energetica do Ceara | 170 | ||||||||
418,571 | Cia Paranaense de Energia | 4,705 | ||||||||
1,465,900 | CK Power PCL | 127 |
182 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
202,905 | Cleco Corp | $ | 10,926 | |||||||
2,442,859 | CLP Holdings Ltd | 20,762 | ||||||||
2,782,254 | CMS Energy Corp | 88,587 | ||||||||
8,509,357 | Colbun S.A. | 2,422 | ||||||||
47,992 | Connecticut Water Service, Inc | 1,639 | ||||||||
676,990 | e | Consolidated Edison, Inc | 39,184 | |||||||
29,058 | Consolidated Water Co, Inc | 366 | ||||||||
629,435 | Contact Energy Ltd | 2,137 | ||||||||
229,843 | CPFL Energia S.A. | 1,423 | ||||||||
574,000 | e | CT Environmental Group Ltd | 763 | |||||||
7,657,087 | Datang International Power Generation Co Ltd | 3,922 | ||||||||
1,809,874 | Dominion Resources, Inc | 121,026 | ||||||||
399,343 | Drax Group plc | 2,184 | ||||||||
354,137 | DTE Energy Co | 26,433 | ||||||||
4,350,139 | DUET Group (ASE Exchange) | 7,754 | ||||||||
2,962,675 | Duke Energy Corp | 209,224 | ||||||||
340,030 | * | Dynegy, Inc | 9,946 | |||||||
1,246,235 | * | E.CL SA | 1,691 | |||||||
3,737,411 | E.ON AG. | 49,836 | ||||||||
7,672 | E1 Corp | 493 | ||||||||
493,600 | Eastern Water Resources Development and Management PCL | 171 | ||||||||
1,393,552 | e | Edison International | 77,454 | |||||||
1,318,120 | EDP - Energias do Brasil S.A. | 4,880 | ||||||||
214,599 | El Paso Electric Co | 7,438 | ||||||||
175,800 | Electric Power Development Co | 6,210 | ||||||||
477,385 | Electricite de France | 10,678 | ||||||||
86,200 | * | Eletropaulo Metropolitana de Sao Paulo S.A. | 493 | |||||||
29,892 | Elia System Operator S.A. | 1,211 | ||||||||
152,130 | e | Empire District Electric Co | 3,316 | |||||||
3,873,918 | Empresa Nacional de Electricidad S.A. | 5,365 | ||||||||
293,523 | e | Enagas | 7,990 | |||||||
1,886,329 | e | Endesa S.A. | 36,126 | |||||||
359,242 | Enea S.A. | 1,524 | ||||||||
420,114 | Enel Green Power S.p.A | 821 | ||||||||
8,248,464 | e | Enel S.p.A. | 37,384 | |||||||
593,944 | Energa S.A. | 3,594 | ||||||||
6,311,067 | Energias de Portugal S.A. | 24,045 | ||||||||
724,540 | *,e | Energy World Corp Ltd | 204 | |||||||
29,524,011 | Enersis S.A. | 9,385 | ||||||||
823,695 | ENN Energy Holdings Ltd | 4,953 | ||||||||
494,736 | Entergy Corp | 34,879 | ||||||||
151,630 | Equatorial Energia S.A. | 1,715 | ||||||||
50,000 | eRex Co Ltd | 527 | ||||||||
564,367 | e | ERM Power Ltd | 1,010 | |||||||
623,244 | Eversource Energy | 28,302 | ||||||||
34,774 | EVN AG. | 381 | ||||||||
2,677,143 | Exelon Corp | 84,116 | ||||||||
125,826 | Federal Grid Co Unified Energy System JSC (ADR) | 63 | ||||||||
4,113,600 | First Gen Corp | 2,463 | ||||||||
592,140 | First Philippine Holdings Corp | 1,066 | ||||||||
2,012,975 | FirstEnergy Corp | 65,522 |
183 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
469,942 | e | Fortis, Inc | $ | 13,199 | ||||||
903,102 | Fortum Oyj | 16,044 | ||||||||
463,242 | GAIL India Ltd | 2,853 | ||||||||
698,000 | Gas Malaysia BHD | 464 | ||||||||
240,729 | e | Gas Natural SDG S.A. | 5,466 | |||||||
1,564,264 | Gaz de France | 29,124 | ||||||||
526,923 | e | Genesis Energy Ltd | 621 | |||||||
3,195 | Genie Energy Ltd | 33 | ||||||||
530,443 | Glow Energy PCL (Foreign) | 1,335 | ||||||||
140,847 | Great Plains Energy, Inc | 3,403 | ||||||||
7,372,143 | Guangdong Investments Ltd | 10,316 | ||||||||
56,481 | m | Gujarat Gas Co Ltd | 659 | |||||||
135,465 | Gujarat State Petronet Ltd | 253 | ||||||||
10,304 | Hanjin Heavy Industries & Construction Holdings Co Ltd | 77 | ||||||||
134,832 | Hawaiian Electric Industries, Inc | 4,009 | ||||||||
1,345,762 | Hera S.p.A. | 3,367 | ||||||||
179,400 | *,e | Hokkaido Electric Power Co, Inc | 2,035 | |||||||
195,342 | Hokuriku Electric Power Co | 2,910 | ||||||||
6,086,193 | Hong Kong & China Gas Ltd | 12,753 | ||||||||
2,751,319 | Hong Kong Electric Holdings Ltd | 25,085 | ||||||||
467,930 | * | Huadian Energy Co Ltd | 373 | |||||||
21,116,000 | e | Huadian Fuxin Energy Corp Ltd | 10,092 | |||||||
9,454,000 | Huadian Power International Co | 10,446 | ||||||||
6,579,066 | Huaneng Power International, Inc | 9,156 | ||||||||
10,406,000 | e | Huaneng Renewables Corp Ltd | 4,196 | |||||||
556,000 | e | Hyflux Ltd | 355 | |||||||
8,711,164 | Iberdrola S.A. | 58,814 | ||||||||
140,820 | Idacorp, Inc | 7,906 | ||||||||
75,987 | *,m | IDGC Holding JSC (GDR) | 132 | |||||||
71,572 | * | Indiabulls Infrastructure and Power Ltd | 2 | |||||||
66,419 | Indraprastha Gas Ltd | 435 | ||||||||
226,949 | Infinis Energy plc | 692 | ||||||||
1,792,330 | e | Infratil Ltd | 3,832 | |||||||
218,164 | e | Innergex Renewable Energy, Inc | 1,855 | |||||||
530,970 | Interconexion Electrica S.A. | 1,498 | ||||||||
1,041,380 | Inversiones Aguas Metropolitanas S.A. | 1,582 | ||||||||
978,520 | e | Iride S.p.A. | 1,340 | |||||||
695,577 | Isagen S.A. ESP | 742 | ||||||||
11,000 | e | iShares MSCI EAFE Small-Cap ETF | 561 | |||||||
193,737 | ITC Holdings Corp | 6,234 | ||||||||
520,428 | * | Jaiprakash Power Ventures Ltd | 55 | |||||||
295,303 | e | Just Energy Income Fund | 1,539 | |||||||
31,100 | K&O Energy Group, Inc | 489 | ||||||||
592,000 | *,e,g | Kangda International Environmental Co Ltd | 270 | |||||||
743,315 | * | Kansai Electric Power Co, Inc | 8,229 | |||||||
18,543 | * | Kenon Holdings Ltd | 370 | |||||||
224,921 | e | Keppel Infrastructure Trust | 91 | |||||||
11,826 | Korea District Heating Corp | 825 | ||||||||
366,355 | Korea Electric Power Corp | 14,975 | ||||||||
114,687 | Korea Gas Corp | 4,441 | ||||||||
3,874 | KyungDong City Gas Co Ltd | 420 | ||||||||
359,377 | * | Kyushu Electric Power Co, Inc | 4,167 |
184 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
167,494 | Laclede Group, Inc | $ | 8,720 | |||||||
391,100 | Light S.A. | 2,130 | ||||||||
2,844,400 | Malakoff Corp BHD | 1,319 | ||||||||
2,758,400 | Manila Water Co, Inc | 1,465 | ||||||||
435,078 | MDU Resources Group, Inc | 8,497 | ||||||||
1,790,965 | * | Meridian Energy Ltd | 2,621 | |||||||
121,457 | e | MGE Energy, Inc | 4,704 | |||||||
63,517 | e | Middlesex Water Co | 1,433 | |||||||
580,012 | e | Mighty River Power Ltd | 1,097 | |||||||
113,973 | e | National Fuel Gas Co | 6,712 | |||||||
6,268,463 | National Grid plc | 80,680 | ||||||||
305,862 | New Jersey Resources Corp | 8,426 | ||||||||
2,687,851 | NextEra Energy, Inc | 263,490 | ||||||||
4,113 | *,m | Nirvikara Paper Mills Ltd | 3 | |||||||
568,585 | NiSource, Inc | 25,922 | ||||||||
118,424 | e | Northland Power Income Fund | 1,500 | |||||||
74,427 | Northwest Natural Gas Co | 3,139 | ||||||||
129,049 | e | NorthWestern Corp | 6,291 | |||||||
2,704,956 | NRG Energy, Inc | 61,889 | ||||||||
117,437 | e | NRG Yield, Inc (Class A) | 2,582 | |||||||
90,498 | e | NRG Yield, Inc (Class C) | 1,981 | |||||||
2,532,898 | NTPC Ltd | 5,467 | ||||||||
609,309 | OGE Energy Corp | 17,408 | ||||||||
197,100 | Okinawa Electric Power Co, Inc | 4,931 | ||||||||
140,531 | e | ONE Gas, Inc | 5,981 | |||||||
40,152 | *,e | Oriflame Holding AG. | 649 | |||||||
98,352 | e | Ormat Technologies, Inc | 3,706 | |||||||
2,319,188 | Osaka Gas Co Ltd | 9,153 | ||||||||
98,787 | Otter Tail Corp | 2,628 | ||||||||
137,657 | e | Pattern Energy Group, Inc | 3,907 | |||||||
665,812 | Pennon Group plc | 8,482 | ||||||||
236,160 | Pepco Holdings, Inc | 6,362 | ||||||||
1,171,300 | Petronas Gas BHD | 6,600 | ||||||||
1,917,480 | e | PG&E Corp | 94,148 | |||||||
214,657 | Piedmont Natural Gas Co, Inc | 7,580 | ||||||||
122,181 | Pinnacle West Capital Corp | 6,951 | ||||||||
377,271 | PNM Resources, Inc | 9,281 | ||||||||
11,496,708 | PNOC Energy Development Corp | 1,906 | ||||||||
1,448,490 | Polska Grupa Energetyczna S.A. | 7,103 | ||||||||
215,435 | Portland General Electric Co | 7,144 | ||||||||
937,062 | Power Grid Corp of India Ltd | 2,046 | ||||||||
2,324,705 | PPL Corp | 68,509 | ||||||||
14,552,687 | PT Perusahaan Gas Negara Persero Tbk | 4,701 | ||||||||
528,867 | PTC India Ltd | 570 | ||||||||
108,510 | * | Public Power Corp | 512 | |||||||
1,363,705 | Public Service Enterprise Group, Inc | 53,566 | ||||||||
142,800 | * | Puncak Niaga Holding BHD | 99 | |||||||
31,958 | Qatar Electricity & Water Co | 1,993 | ||||||||
183,838 | Questar Corp | 3,844 | ||||||||
19,596 | e | Red Electrica de Espana | 1,574 | |||||||
459,521 | Redes Energeticas Nacionais S.A. | 1,286 | ||||||||
239,683 | Reliance Energy Ltd | 1,459 |
185 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
38,870 | e | Rubis | $ | 2,665 | ||||||
1,404,994 | RusHydro (ADR) | 1,394 | ||||||||
639,077 | RWE AG. | 13,745 | ||||||||
1,144,758 | Saeta Yield S.A. | 11,958 | ||||||||
2,265 | Samchully Co Ltd | 263 | ||||||||
332,900 | * | Scan Inter PCL | 141 | |||||||
165,563 | SCANA Corp | 8,386 | ||||||||
39,887 | e,g | Scatec Solar ASA | 204 | |||||||
300,137 | Scottish & Southern Energy plc | 7,244 | ||||||||
19,120 | e | Sechilienne-Sidec | 290 | |||||||
1,501,596 | Sempra Energy | 148,568 | ||||||||
241,216 | Severn Trent plc | 7,882 | ||||||||
207,100 | * | Shenzhen Nanshan Power Co Ltd | 218 | |||||||
207,984 | Shikoku Electric Power Co, Inc | 3,113 | ||||||||
114,000 | Shizuoka Gas Co Ltd | 796 | ||||||||
5,739,300 | *,e | SIIC Environment Holdings Ltd | 830 | |||||||
41,618 | SJW Corp | 1,277 | ||||||||
3,568,733 | Snam Rete Gas S.p.A. | 16,984 | ||||||||
703,000 | *,e,m | Sound Global Ltd | 159 | |||||||
289,582 | South Jersey Industries, Inc | 7,161 | ||||||||
611,105 | Southern Co | 25,605 | ||||||||
210,511 | Southwest Gas Corp | 11,201 | ||||||||
20,614 | e | Spark Energy, Inc | 325 | |||||||
1,374,142 | Spark Infrastructure Group | 2,069 | ||||||||
426,900 | SPCG PCL | 331 | ||||||||
1,139,660 | Suez Environnement S.A. | 21,276 | ||||||||
324,194 | e | Superior Plus Corp | 3,260 | |||||||
798,450 | Taiwan Cogeneration Corp | 694 | ||||||||
319,746 | *,e | Talen Energy Corp | 5,487 | |||||||
1,505,233 | Tata Power Co Ltd | 1,750 | ||||||||
1,997,735 | Tauron Polska Energia S.A. | 2,326 | ||||||||
270,741 | TECO Energy, Inc | 4,781 | ||||||||
183,530 | e | Telecom Plus plc | 2,857 | |||||||
4,449,265 | Tenaga Nasional BHD | 14,905 | ||||||||
46,011 | Terna Energy S.A. | 143 | ||||||||
977,405 | Terna Rete Elettrica Nazionale S.p.A. | 4,322 | ||||||||
127,358 | TerraForm Power, Inc | 4,837 | ||||||||
702,400 | * | Thai Solar Energy PCL | 138 | |||||||
1,334,400 | Thai Tap Water Supply PCL | 446 | ||||||||
1,762,000 | e | Tianjin Development Hldgs Ltd | 1,723 | |||||||
600,000 | * | Tianjin Jinran Public Utilities Co Ltd | 124 | |||||||
376,007 | Toho Gas Co Ltd | 2,226 | ||||||||
1,226,075 | Tohoku Electric Power Co, Inc | 16,600 | ||||||||
1,520,019 | * | Tokyo Electric Power Co, Inc | 8,281 | |||||||
3,596,813 | Tokyo Gas Co Ltd | 19,094 | ||||||||
1,650 | * | TopBuild Corp | 48 | |||||||
210,121 | Torrent Power Ltd | 461 | ||||||||
985,000 | e | Towngas China Co Ltd | 900 | |||||||
181,019 | Tractebel Energia S.A. | 1,991 | ||||||||
404,432 | e | TransAlta Corp | 3,134 | |||||||
108,250 | e | TransAlta Renewables, Inc | 1,071 | |||||||
115,221 | Transmissora Alianca de Energia Eletrica S.A. | 763 |
186 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
832,978 | UGI Corp | $ | 28,696 | |||||||
160,599 | UIL Holdings Corp | 7,359 | ||||||||
556,128 | United Utilities Group plc | 7,789 | ||||||||
43,347 | Unitil Corp | 1,431 | ||||||||
36,464 | VA Tech Wabag Ltd | 423 | ||||||||
50,863 | e | Valener, Inc | 686 | |||||||
25,000 | e | Vanguard FTSE Developed Markets ETF | 991 | |||||||
362,898 | Vectren Corp | 13,964 | ||||||||
1,066,546 | Veolia Environnement | 21,837 | ||||||||
59,207 | *,e | Vivint Solar, Inc | 721 | |||||||
2,008,560 | * | VPC Specialty Lending Investments plc | 3,219 | |||||||
343,736 | *,e | WEC Energy Group, Inc | 15,458 | |||||||
292,271 | e | Westar Energy, Inc | 10,002 | |||||||
133,588 | WGL Holdings, Inc | 7,252 | ||||||||
3,003,753 | Xcel Energy, Inc | 96,661 | ||||||||
4,438 | YESCO Co Ltd | 147 | ||||||||
36,076 | e | York Water Co | 753 | |||||||
8,540,386 | YTL Corp BHD | 3,509 | ||||||||
3,207,164 | YTL Power International BHD | 1,359 | ||||||||
41,115 | Zespol Elektrowni Patnow Adamow Konin S.A. | 233 | ||||||||
151,987 | * | Zorlu Enerji Elektrik Uretim AS | 99 | |||||||
TOTAL UTILITIES | 3,364,715 | |||||||||
TOTAL COMMON STOCKS | 122,216,042 | |||||||||
(Cost $110,940,510) | ||||||||||
PURCHASED OPTIONS - 0.0% | ||||||||||
CONSUMER SERVICES - 0.0% | ||||||||||
5,000 | MGM Resorts International | 1 | ||||||||
TOTAL CONSUMER SERVICES | 1 | |||||||||
ENERGY - 0.0% | ||||||||||
3,800 | Pioneer Natural Resources Co | 1 | ||||||||
TOTAL ENERGY | 1 | |||||||||
HEALTH CARE EQUIPMENT & SERVICES - 0.0% | ||||||||||
3,000 | Humana, Inc | 3 | ||||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 3 | |||||||||
MATERIALS - 0.0% | ||||||||||
1,000 | 3M Co | 0 | ^ | |||||||
TOTAL MATERIALS | 0 | ^ | ||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0% | ||||||||||
1,000 | Mylan NV | 2 | ||||||||
1,500 | Perrigo Co plc | 1 | ||||||||
3,000 | Zoetis, Inc | 1 | ||||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 4 |
187 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.0% | ||||||||||
3,000 | Texas Instruments, Inc | $ | 2 | |||||||
TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 2 | |||||||||
TRANSPORTATION - 0.0% | ||||||||||
5,000 | Delta Air Lines, Inc | 0 | ^ | |||||||
TOTAL TRANSPORTATION | 0 | ^ | ||||||||
TOTAL PURCHASED OPTIONS | 11 | |||||||||
(Cost $49) | ||||||||||
PREFERRED STOCKS - 0.0% | ||||||||||
BANKS - 0.0% | ||||||||||
7,017,865 | * | ITAUSA Investimentos Itau PR | 20,112 | |||||||
TOTAL BANKS | 20,112 | |||||||||
CAPITAL GOODS - 0.0% | ||||||||||
27,992 | Villeroy & Boch AG | 421 | ||||||||
TOTAL CAPITAL GOODS | 421 | |||||||||
DIVERSIFIED FINANCIALS - 0.0% | ||||||||||
300,000 | Daishin Securities Co Ltd Pref 2 | 1,900 | ||||||||
TOTAL DIVERSIFIED FINANCIALS | 1,900 | |||||||||
REAL ESTATE - 0.0% | ||||||||||
8,497,223 | *,m | Ayala Land, Inc (Preferred B) | 19 | |||||||
TOTAL REAL ESTATE | 19 | |||||||||
TOTAL PREFERRED STOCKS | 22,452 | |||||||||
(Cost $29,163) | ||||||||||
RIGHTS / WARRANTS - 0.0% | ||||||||||
AUTOMOBILES & COMPONENTS - 0.0% | ||||||||||
10,779 | m | Jardine Cycle & Carriage Ltd | 57 | |||||||
TOTAL AUTOMOBILES & COMPONENTS | 57 | |||||||||
CAPITAL GOODS - 0.0% | ||||||||||
694,206 | m | Abertis Infraestructuras S.A. | 570 | |||||||
140,800 | Eastern & Oriental BHD | 9 | ||||||||
1,197 | Hyundai Elevator Co Ltd | 18 | ||||||||
142,943 | KNM Group BHD | 6 | ||||||||
30,914 | PDG Realty S.A. Empreendimentos e Participacoes | 0 | ^ | |||||||
1,140,569 | PT Waskita Karya Persero Tbk | 3 | ||||||||
77,887 | Zardoya Otis S.A. | 34 | ||||||||
TOTAL CAPITAL GOODS | 640 | |||||||||
COMMERCIAL & PROFESSIONAL SERVICES - 0.0% | ||||||||||
177,025 | m | Inter Far East Engineering | 0 | ^ | ||||||
TOTAL COMMERCIAL & PROFESSIONAL SERVICES | 0 | ^ | ||||||||
CONSUMER DURABLES & APPAREL - 0.0% | ||||||||||
320,717 | e | Sacyr S.A. | 36 | |||||||
TOTAL CONSUMER DURABLES & APPAREL | 36 |
188 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
CONSUMER SERVICES - 0.0% | ||||||||||
167,219 | Minor International PCL | $ | 20 | |||||||
TOTAL CONSUMER SERVICES | 20 | |||||||||
DIVERSIFIED FINANCIALS - 0.0% | ||||||||||
658,960 | m | AIRA Capital Co Ltd | 31 | |||||||
133,561 | m | Citadel Capital SAE | 0 | ^ | ||||||
19,124 | Srisawad Power 1979 PCL | 0 | ^ | |||||||
TOTAL DIVERSIFIED FINANCIALS | 31 | |||||||||
ENERGY - 0.0% | ||||||||||
64,082 | m | Magnum Hunter Resources Corp | 0 | ^ | ||||||
1,416,749 | Repsol S.A. | 734 | ||||||||
TOTAL ENERGY | 734 | |||||||||
FOOD & STAPLES RETAILING - 0.0% | ||||||||||
135,947 | m | Safeway Casa Ley | 12 | |||||||
135,947 | m | Safeway PDC LLC | 12 | |||||||
TOTAL FOOD & STAPLES RETAILING | 24 | |||||||||
HEALTH CARE EQUIPMENT & SERVICES - 0.0% | ||||||||||
558 | BioScrip, Inc | 0 | ^ | |||||||
190,191 | Community Health Systems, Inc | 3 | ||||||||
354,180 | m | Sorin S.p.A | 0 | ^ | ||||||
546,332 | Vibhavadi Medical Center PCL | 16 | ||||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 19 | |||||||||
MATERIALS - 0.0% | ||||||||||
1,192,292 | Acerinox S.A. | 530 | ||||||||
TOTAL MATERIALS | 530 | |||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0% | ||||||||||
2,121 | e | BioTime, Inc | 2 | |||||||
55,620 | m | Forest Laboratories, Inc CVR | 53 | |||||||
21,958 | m | Furiex Pharmaceuticals, Inc | 215 | |||||||
327 | m | Humedix Co Ltd | 11 | |||||||
17,790 | m | Omthera Pharmaceuticals, Inc | 11 | |||||||
228,016 | m | Trius Therapeutics, Inc | 30 | |||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 322 | |||||||||
REAL ESTATE - 0.0% | ||||||||||
4,761,352 | m | BGP Holdings plc | 0 | ^ | ||||||
611,871 | e | Citycon Oyj | 67 | |||||||
42,019 | e | Hamborner REIT AG. | 3 | |||||||
145 | Sansiri PCL | 0 | ^ | |||||||
38,266 | WHA Corp PCL | 19 | ||||||||
TOTAL REAL ESTATE | 89 | |||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.0% | ||||||||||
7,540,000 | m | Landing International Development Ltd | 243 | |||||||
TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 243 |
189 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
SOFTWARE & SERVICES - 0.0% | ||||||||||
1,072 | m | Com2uSCorp | $ | 11 | ||||||
141,205 | m | Gerber Scientific, Inc | 0 | ^ | ||||||
TOTAL SOFTWARE & SERVICES | 11 | |||||||||
TECHNOLOGY HARDWARE & EQUIPMENT - 0.0% | ||||||||||
31,612 | Inari Amertron BHD | 11 | ||||||||
TOTAL TECHNOLOGY HARDWARE & EQUIPMENT | 11 | |||||||||
TELECOMMUNICATION SERVICES - 0.0% | ||||||||||
1,973,235 | m | Jasmine International PCL | 58 | |||||||
51,955 | m | Jay Mart PCL | 2 | |||||||
196,024 | m | Leap Wireless International, Inc | 494 | |||||||
TOTAL TELECOMMUNICATION SERVICES | 554 | |||||||||
TRANSPORTATION - 0.0% | ||||||||||
338,662 | AirAsia X BHD | 5 | ||||||||
1,393,475 | m | Ezra Holdings Ltd | 68 | |||||||
2 | Thoresen Thai Agencies PCL | 0 | ^ | |||||||
TOTAL TRANSPORTATION | 73 | |||||||||
UTILITIES - 0.0% | ||||||||||
300,900 | CK Power PCL | 7 | ||||||||
217 | e,m | Seritage Growth Properties | 0 | ^ | ||||||
TOTAL UTILITIES | 7 | |||||||||
TOTAL RIGHTS / WARRANTS | 3,401 | |||||||||
(Cost $3,511) |
MATURITY | ||||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | |||||||||||||
SHORT-TERM INVESTMENTS - 4.7% | ||||||||||||||||
GOVERNMENT AGENCY DEBT - 0.5% | ||||||||||||||||
$ | 500,000 | d | Federal Home Loan Bank (FHLB) | 0.070 | % | 07/08/15 | 500 | |||||||||
30,000,000 | FHLB | 0.040 | 07/17/15 | 30,000 | ||||||||||||
103,500,000 | d | FHLB | 0.050-0.053 | 07/31/15 | 103,498 | |||||||||||
75,200,000 | FHLB | 0.060 | 08/04/15 | 75,197 | ||||||||||||
83,340,000 | d | FHLB | 0.050-0.065 | 08/07/15 | 83,337 | |||||||||||
14,000,000 | FHLB | 0.060 | 08/10/15 | 13,999 | ||||||||||||
43,000,000 | d | FHLB | 0.067 | 08/12/15 | 42,998 | |||||||||||
150,000,000 | d | FHLB | 0.050-0.065 | 08/17/15 | 149,992 | |||||||||||
11,300,000 | d | FHLB | 0.090 | 08/19/15 | 11,300 | |||||||||||
77,000,000 | FHLB | 0.063 | 08/26/15 | 76,995 | ||||||||||||
25,000,000 | FHLB | 0.070 | 09/01/15 | 24,997 | ||||||||||||
50,000,000 | d | FHLB | 0.087 | 09/04/15 | 49,995 | |||||||||||
TOTAL GOVERNMENT AGENCY DEBT | 662,808 | |||||||||||||||
TREASURY DEBT - 0.1% | ||||||||||||||||
6,800,000 | United States Treasury Bill | 0.056-0.065 | 08/13/15 | 6,800 | ||||||||||||
13,000,000 | d | United States Treasury Bill | 0.070 | 08/27/15 | 13,000 | |||||||||||
1,000,000 | United States Treasury Bill | 0.092 | 10/08/15 | 1,000 | ||||||||||||
4,000,000 | d | United States Treasury Bill | 0.100 | 10/15/15 | 4,000 | |||||||||||
30,000,000 | d | United States Treasury Bill | 0.210 | 03/31/16 | 29,960 | |||||||||||
TOTAL TREASURY DEBT | 54,760 |
190 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 4.1% | ||||||||||||||||
CERTIFICATE OF DEPOSIT - 0.6% | ||||||||||||||||
$ | 260,000,000 | Bank of Montreal | 0.050 | % | 07/01/15 | $ | 260,000 | |||||||||
260,000,000 | CIBC Bank and Trust Company | 0.030 | 07/01/15 | 260,000 | ||||||||||||
260,000,000 | National Australia Bank Ltd | 0.040 | 07/01/15 | 260,000 | ||||||||||||
TOTAL CERTIFICATE OF DEPOSIT | 780,000 | |||||||||||||||
GOVERNMENT AGENCY DEBT- 0.3% | ||||||||||||||||
72,000,000 | Federal Home Loan Bank (FHLB) | 0.029 | 07/22/15 | 71,999 | ||||||||||||
250,000,000 | FHLB | 0.029 | 07/24/15 | 249,995 | ||||||||||||
56,000,000 | FHLB | 0.050 | 08/03/15 | 55,997 | ||||||||||||
TOTAL GOVERNMENT AGENCY DEBT | 377,991 | |||||||||||||||
REPURCHASE AGREEMENT - 3.0% | ||||||||||||||||
25,000,000 | o | Bank of Nova Scotia | 0.120 | 07/01/15 | 25,000 | |||||||||||
125,000,000 | p | Barclays | 0.050 | 07/01/15 | 125,000 | |||||||||||
345,000,000 | q | Barclays | 0.100 | 07/01/15 | 345,000 | |||||||||||
75,000,000 | r | Barclays | 0.050 | 07/06/15 | 75,000 | |||||||||||
193,000,000 | s | BNP | 0.090 | 07/01/15 | 193,000 | |||||||||||
250,000,000 | t | Calyon | 0.080 | 07/01/15 | 250,000 | |||||||||||
175,000,000 | u | Calyon | 0.100 | 07/01/15 | 175,000 | |||||||||||
100,000,000 | v | Citigroup | 0.090 | 07/06/15 | 100,000 | |||||||||||
100,000,000 | w | Citigroup | 0.110 | 07/06/15 | 100,000 | |||||||||||
196,000,000 | x | Deutsche Bank | 0.120 | 07/01/15 | 196,000 | |||||||||||
350,000,000 | y | Goldman Sachs | 0.020 | 07/01/15 | 350,000 | |||||||||||
500,000,000 | z | Goldman Sachs | 0.070 | 07/02/15 | 500,000 | |||||||||||
100,000,000 | aa | Goldman Sachs | 0.070 | 07/06/15 | 100,000 | |||||||||||
600,000,000 | ab | Merrill Lynch | 0.110 | 07/01/15 | 600,000 | |||||||||||
415,000,000 | ac | Royal Bank of Scotland | 0.090 | 07/07/15 | 415,000 | |||||||||||
79,000,000 | ad | Societe Generale | 0.140 | 07/01/15 | 79,000 | |||||||||||
51,000,000 | ae | Societe Generale | 0.150 | 07/01/15 | 51,000 | |||||||||||
TOTAL REPURCHASE AGREEMENT | 3,679,000 | |||||||||||||||
TREASURY DEBT - 0.0% | ||||||||||||||||
49,000,000 | United States Treasury Bill | 0.002 | 07/23/15 | 49,000 | ||||||||||||
TOTAL TREASURY DEBT | 49,000 | |||||||||||||||
VARIABLE RATE SECURITIES - 0.2% | ||||||||||||||||
5,598,006 | i | Granite Master Issuer plc 2006 | 0.031 | 12/20/50 | 5,571 | |||||||||||
4,426,330 | i | Granite Master Issuer plc 2007 | 0.020 | 12/20/50 | 4,403 | |||||||||||
5,653,700 | i | Puma Finance Ltd | 0.027 | 02/21/38 | 5,599 | |||||||||||
170,000,000 | i | SLM Student Loan Trust 2007 | 0.317 | 01/25/19 | 168,685 | |||||||||||
2,965,231 | i | SLM Student Loan Trust 2008 | 0.627 | 10/25/16 | �� | 2,965 | ||||||||||
TOTAL VARIABLE RATE SECURITIES | 187,223 | |||||||||||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | 5,073,214 |
191 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
VALUE (000) | ||||||||||||||||
TOTAL SHORT-TERM INVESTMENTS | $ | 5,790,782 | ||||||||||||||
(Cost $5,791,748) | ||||||||||||||||
TOTAL INVESTMENTS - 103.9% | 128,034,072 | |||||||||||||||
(Cost $116,766,403) | ||||||||||||||||
OTHER ASSETS & LIABILITIES, NET - (3.9)% | (4,760,934 | ) | ||||||||||||||
NET ASSETS - 100.0% | $ | 123,273,138 |
Abbreviation(s): | ||
ADR | American Depositary Receipt | |
ETF | Exchange Traded Fund | |
GDR | Global Depository Receipt | |
INR | Indian Rupee | |
NVDR | Non-Voting Depository Receipt | |
REIT | Real Estate Investment Trust | |
SPDR | Standard & Poor’s Depository Receipts |
^ | Amount represents less than $1,000. | |
* | Non-income producing | |
a | Affiliated holding | |
b | In bankruptcy | |
d | All or a portion of these securities have been segregated to cover margin requirements on open futures transactions. | |
e | All or a portion of these securities are out on loan. The aggregate value of securities on loan is $4,906,846,000. | |
g | Security is exempt from registration under Rule 144(A) of the Securities Act of 1933. Such securities are deemed liquid and may be resold in transactions exempt from registration to qualified institutional buyers. At June 30, 2015 the aggregate value of these securities was $199,228,000, or 0.2% of net assets. | |
i | Floating or variable rate security. Coupon rate reflects the rate at period end. | |
j | Zero coupon | |
m | Indicates a security that has been deemed illiquid. | |
n | All or a portion of these securities have been segregated by the custodian to cover margin requirements on open written contracts. | |
o | Agreement with Bank of Nova Scotia, 0.12% dated 06/30/15 to be repurchased at $25,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $25,500,000. | |
p | Agreement with Barclays, 0.05% dated 06/30/15 to be repurchased at $125,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $127,500,000. | |
q | Agreement with Barclays, 0.10% dated 06/30/15 to be repurchased at $345,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $351,900,000. | |
r | Agreement with Barclays, 0.05% dated 06/30/15 to be repurchased at $75,000,000 on 07/06/15, collateralized by U.S. Government Agency Securities valued at $76,500,000. | |
s | Agreement with BNP, 0.09% dated 06/30/15 to be repurchased at $193,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $196,860,000. | |
t | Agreement with Calyon, 0.08% dated 06/30/15 to be repurchased at $250,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $255,000,000. | |
u | Agreement with Calyon, 0.10% dated 06/30/15 to be repurchased at $175,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $178,500,000. | |
v | Agreement with Citigroup, 0.09% dated 06/30/15 to be repurchased at $100,000,000 on 07/06/15, collateralized by U.S. Government Agency Securities valued at $102,000,000. | |
w | Agreement with Citigroup, 0.10% dated 06/30/15 to be repurchased at $100,000,000 on 07/06/15, collateralized by U.S. Government Agency Securities valued at $102,001,000. | |
x | Agreement with Deutsche Bank, 0.12% dated 06/30/15 to be repurchased at $196,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $199,920,000. | |
y | Agreement with Goldman Sachs, 0.02% dated 06/30/15 to be repurchased at $350,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $357,000,000. |
192 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
z | Agreement with Goldman Sachs, 0.07% dated 06/30/15 to be repurchased at $500,000,000 on 07/02/15, collateralized by U.S. Government Agency Securities valued at $510,000,000. | |
aa | Agreement with Goldman Sachs, 0.07% dated 06/30/15 to be repurchased at $100,000,000 on 07/06/15, collateralized by U.S. Government Agency Securities valued at $102,000,000. | |
ab | Agreement with Merrill Lynch, 0.10% dated 06/30/15 to be repurchased at $600,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $611,839,000. | |
ac | Agreement with Royal Bank of Scotland, 0.09% dated 06/30/15 to be repurchased at $415,000,000 on 07/07/15, collateralized by U.S. Government Agency Securities valued at $423,306,000. | |
ad | Agreement with Societe Generale, 0.14% dated 06/30/15 to be repurchased at $79,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $80,580,000. | |
ae | Agreement with Societe Generale, 0.15% dated 06/30/15 to be repurchased at $51,000,000 on 07/01/15, collateralized by U.S. Government Agency Securities valued at $52,020,000. | |
Cost amounts are in thousands. |
193 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
COLLEGE RETIREMENT EQUITIES FUND
STOCK ACCOUNT
SUMMARY OF MARKET VALUES BY COUNTRY (unaudited)
June 30, 2015
Value | % of total | |||||||
Country | (000) | portfolio | ||||||
DOMESTIC | ||||||||
UNITED STATES | $ | 89,361,501 | 69.9 | % | ||||
TOTAL DOMESTIC | 89,361,501 | 69.9 | ||||||
FOREIGN | ||||||||
ARGENTINA | 4,236 | 0.0 | ||||||
AUSTRALIA | 1,546,498 | 1.2 | ||||||
AUSTRIA | 132,889 | 0.1 | ||||||
BAHAMAS | 74 | 0.0 | ||||||
BELGIUM | 262,803 | 0.2 | ||||||
BERMUDA | 14,894 | 0.0 | ||||||
BRAZIL | 583,941 | 0.5 | ||||||
CANADA | 2,407,390 | 1.9 | ||||||
CAYMAN ISLANDS | 1,230 | 0.0 | ||||||
CHILE | 94,094 | 0.1 | ||||||
CHINA | 2,180,714 | 1.7 | ||||||
COLOMBIA | 39,633 | 0.0 | ||||||
CYPRUS | 73 | 0.0 | ||||||
CZECH REPUBLIC | 15,828 | 0.0 | ||||||
DENMARK | 473,861 | 0.4 | ||||||
EGYPT | 26,712 | 0.0 | ||||||
FAROE ISLANDS | 3,396 | 0.0 | ||||||
FINLAND | 253,966 | 0.2 | ||||||
FRANCE | 2,636,362 | 2.1 | ||||||
GEORGIA | 3,380 | 0.0 | ||||||
GERMANY | 2,226,492 | 1.7 | ||||||
GIBRALTAR | 1,115 | 0.0 | ||||||
GREECE | 26,744 | 0.0 | ||||||
GUERNSEY, C.I. | 468 | 0.0 | ||||||
HONG KONG | 1,092,263 | 0.9 | ||||||
HUNGARY | 19,717 | 0.0 | ||||||
INDIA | 758,796 | 0.6 | ||||||
INDONESIA | 185,909 | 0.1 | ||||||
IRELAND | 561,222 | 0.4 | ||||||
ISLE OF MAN | 1,686 | 0.0 | ||||||
ISRAEL | 227,581 | 0.2 | ||||||
ITALY | 629,325 | 0.5 | ||||||
JAPAN | 6,150,833 | 4.8 | ||||||
JERSEY, C.I. | 12,051 | 0.0 | ||||||
JORDAN | 12,100 | 0.0 | ||||||
KOREA, REPUBLIC OF | 1,319,069 | 1.0 | ||||||
LUXEMBOURG | 66,234 | 0.1 | ||||||
MACAU | 5,098 | 0.0 | ||||||
MALAYSIA | 244,378 | 0.2 | ||||||
MALTA | 5,283 | 0.0 | ||||||
MEXICO | 450,694 | 0.4 | ||||||
MONACO | 11,354 | 0.0 | ||||||
NETHERLANDS | 1,074,508 | 0.8 | ||||||
NEW ZEALAND | 104,126 | 0.1 | ||||||
NORWAY | 254,791 | 0.2 |
194 |
COLLEGE RETIREMENT EQUITIES FUND - Stock Account
Value | % of total | |||||||
Country | (000) | portfolio | ||||||
PAKISTAN | $ | 2,917 | 0.0 | % | ||||
PANAMA | 9,353 | 0.0 | ||||||
PERU | 17,359 | 0.0 | ||||||
PHILIPPINES | 158,784 | 0.1 | ||||||
POLAND | 107,346 | 0.1 | ||||||
PORTUGAL | 59,541 | 0.0 | ||||||
PUERTO RICO | 16,368 | 0.0 | ||||||
QATAR | 55,490 | 0.0 | ||||||
ROMANIA | 1,701 | 0.0 | ||||||
RUSSIA | 290,212 | 0.2 | ||||||
SINGAPORE | 510,040 | 0.4 | ||||||
SOUTH AFRICA | 632,017 | 0.5 | ||||||
SPAIN | 584,628 | 0.5 | ||||||
SRI LANKA | 1,219 | 0.0 | ||||||
SWEDEN | 781,971 | 0.6 | ||||||
SWITZERLAND | 2,355,632 | 1.8 | ||||||
TAIWAN | 1,151,207 | 0.9 | ||||||
THAILAND | 210,376 | 0.2 | ||||||
TURKEY | 135,848 | 0.1 | ||||||
UKRAINE | 1,332 | 0.0 | ||||||
UNITED ARAB EMIRATES | 82,513 | 0.1 | ||||||
UNITED KINGDOM | 5,380,404 | 4.2 | ||||||
VIETNAM | 1,682 | 0.0 | ||||||
VIRGIN ISLANDS, BRITISH | 223 | 0.0 | ||||||
VIRGIN ISLANDS, U.S. | 597 | 0.0 | ||||||
TOTAL FOREIGN | 38,672,571 | 30.1 | ||||||
TOTAL PORTFOLIO | $ | 128,034,072 | 100.0 | % |
195 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
COLLEGE RETIREMENT EQUITIES FUND
GLOBAL EQUITIES ACCOUNT
SCHEDULE OF INVESTMENTS (unaudited)
June 30, 2015
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
COMMON STOCKS - 99.0% | ||||||||||
AUSTRALIA - 1.8% | ||||||||||
150,780 | AGL Energy Ltd | $ | 1,806 | |||||||
822,297 | Alumina Ltd | 968 | ||||||||
445,467 | Amcor Ltd | 4,707 | ||||||||
899,065 | AMP Ltd | 4,172 | ||||||||
106,855 | APA Group | 679 | ||||||||
52,707 | Aristocrat Leisure Ltd | 311 | ||||||||
213,135 | Asciano Group | 1,092 | ||||||||
172,107 | AusNet Services | 185 | ||||||||
1,351,468 | Australia & New Zealand Banking Group Ltd | 33,540 | ||||||||
49,484 | Australian Stock Exchange Ltd | 1,522 | ||||||||
35,545 | Bank of Queensland Ltd | 350 | ||||||||
43,188 | Bendigo Bank Ltd | 408 | ||||||||
2,321,289 | BHP Billiton Ltd | 47,351 | ||||||||
888,410 | BHP Billiton plc | 17,468 | ||||||||
126,480 | BlueScope Steel Ltd | 292 | ||||||||
75,974 | Boral Ltd | 342 | ||||||||
366,004 | Brambles Ltd | 2,986 | ||||||||
226,644 | Caltex Australia Ltd | 5,564 | ||||||||
43,015 | CIMIC Group Ltd | 721 | ||||||||
160,036 | Coca-Cola Amatil Ltd | 1,129 | ||||||||
5,563 | Cochlear Ltd | 344 | ||||||||
473,427 | Commonwealth Bank of Australia | 31,046 | ||||||||
130,448 | Computershare Ltd | 1,175 | ||||||||
396,752 | Crown Ltd | 3,728 | ||||||||
127,599 | CSL Ltd | 8,506 | ||||||||
92,781 | Dexus Property Group | 522 | ||||||||
71,877 | DuluxGroup Ltd | 317 | ||||||||
6,300,943 | Echo Entertainment Group Ltd | 21,152 | ||||||||
325,585 | Federation Centres | 733 | ||||||||
5,218 | e | Flight Centre Ltd | 137 | |||||||
158,029 | e | Fortescue Metals Group Ltd | 233 | |||||||
169,209 | e | GPT Group (ASE) | 558 | |||||||
51,808 | Harvey Norman Holdings Ltd | 180 | ||||||||
106,699 | Healthscope Ltd | 223 | ||||||||
40,774 | Iluka Resources Ltd | 241 | ||||||||
257,703 | Incitec Pivot Ltd | 764 | ||||||||
574,112 | Insurance Australia Group Ltd | 2,468 | ||||||||
172,549 | Lend Lease Corp Ltd | 1,995 | ||||||||
168,116 | e | Macquarie Goodman Group | 812 | |||||||
104,058 | Macquarie Group Ltd | 6,520 | ||||||||
264,147 | * | Medibank Pvt Ltd | 409 | |||||||
1,037,641 | Mirvac Group | 1,478 | ||||||||
1,134,898 | National Australia Bank Ltd | 29,149 | ||||||||
459,167 | * | Newcrest Mining Ltd | 4,623 |
196 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
321,889 | OneSteel Ltd | $ | 34 | |||||||
103,007 | e | Orica Ltd | 1,691 | |||||||
333,296 | Origin Energy Ltd | 3,076 | ||||||||
328,034 | Orora Ltd | 528 | ||||||||
72,671 | Oxiana Ltd | 223 | ||||||||
21,633 | Platinum Asset Mangement Ltd | 125 | ||||||||
2,850,093 | * | Qantas Airways Ltd | 6,926 | |||||||
431,660 | QBE Insurance Group Ltd | 4,545 | ||||||||
206,728 | QR National Ltd | 817 | ||||||||
13,499 | Ramsay Health Care Ltd | 639 | ||||||||
5,103 | REA Group Ltd | 154 | ||||||||
43,305 | Recall Holdings Ltd | 231 | ||||||||
259,932 | Santos Ltd | 1,569 | ||||||||
1,628,951 | Scentre Group | 4,705 | ||||||||
31,631 | Seek Ltd | 343 | ||||||||
41,152 | e | Shopping Centres Australasia Property Group | 67 | |||||||
36,626 | Sonic Healthcare Ltd | 603 | ||||||||
1,178,086 | * | South32 Ltd | 1,627 | |||||||
675,569 | * | South32 Ltd (W/I) | 913 | |||||||
738,426 | e | Stockland Trust Group | 2,332 | |||||||
405,341 | Suncorp-Metway Ltd | 4,194 | ||||||||
176,576 | Sydney Airport | 677 | ||||||||
78,567 | Tabcorp Holdings Ltd | 275 | ||||||||
139,470 | Tattersall’s Ltd | 400 | ||||||||
1,404,815 | Telstra Corp Ltd | 6,648 | ||||||||
27,765 | TPG Telecom Ltd | 192 | ||||||||
382,862 | Transurban Group | 2,745 | ||||||||
66,001 | Treasury Wine Estates Ltd | 253 | ||||||||
333,561 | Wesfarmers Ltd | 10,031 | ||||||||
1,138,180 | Westfield Corp | 7,994 | ||||||||
995,627 | Westpac Banking Corp | 24,634 | ||||||||
199,334 | Woodside Petroleum Ltd | 5,260 | ||||||||
321,606 | Woolworths Ltd | 6,683 | ||||||||
34,323 | e | WorleyParsons Ltd | 276 | |||||||
TOTAL AUSTRALIA | 344,316 | |||||||||
AUSTRIA - 0.1% | ||||||||||
3,624 | Andritz AG. | 201 | ||||||||
13,668 | * | Erste Bank der Oesterreichischen Sparkassen AG. | 389 | |||||||
65,989 | *,m | Immoeast AG. | 0 | ^ | ||||||
7,147 | OMV AG. | 197 | ||||||||
5,964 | *,e | Raiffeisen International Bank Holding AG. | 87 | |||||||
5,549 | e | Voestalpine AG. | 231 | |||||||
1,000,000 | Wienerberger AG. | 15,743 | ||||||||
TOTAL AUSTRIA | 16,848 | |||||||||
BELGIUM - 0.3% | ||||||||||
10,579 | Ageas | 408 | ||||||||
52,723 | Anheuser-Busch InBev NV | 6,345 | ||||||||
141,592 | Anheuser-Busch InBev NV (ADR) | 17,086 | ||||||||
31,925 | *,m | Anheuser-Busch InBev NV (Strip VVPR) | 0 | ^ | ||||||
7,293 | Belgacom S.A. | 258 |
197 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
3,530 | Colruyt S.A. | $ | 158 | |||||||
4,985 | Delhaize Group | 406 | ||||||||
649,443 | Fagron NV | 26,872 | ||||||||
3,932 | Groupe Bruxelles Lambert S.A. | 317 | ||||||||
12,082 | KBC Groep NV | 810 | ||||||||
2,921 | Solvay S.A. | 402 | ||||||||
2,480 | * | Telenet Group Holding NV | 135 | |||||||
33,544 | UCB S.A. | 2,412 | ||||||||
4,842 | Umicore | 230 | ||||||||
TOTAL BELGIUM | 55,839 | |||||||||
BRAZIL - 0.1% | ||||||||||
734,600 | Banco Itau Holding Financeira S.A. | 8,085 | ||||||||
250,000 | Itau Unibanco Banco Multiplo S.A. (ADR) | 2,738 | ||||||||
TOTAL BRAZIL | 10,823 | |||||||||
CANADA - 3.0% | ||||||||||
24,746 | Agnico-Eagle Mines Ltd | 703 | ||||||||
36,313 | e | Agrium, Inc | 3,849 | |||||||
855,094 | Alimentation Couche Tard, Inc | 36,579 | ||||||||
14,376 | e | AltaGas Income Trust | 438 | |||||||
262,560 | e | ARC Resources Ltd | 4,499 | |||||||
11,481 | Atco Ltd | 363 | ||||||||
65,000 | e | Bank of Montreal | 3,853 | |||||||
212,333 | Bank of Montreal | 12,582 | ||||||||
383,404 | Bank of Nova Scotia | 19,790 | ||||||||
451,096 | Barrick Gold Corp (Canada) | 4,822 | ||||||||
21,335 | e | Baytex Energy Trust | 332 | |||||||
139,132 | e | BCE, Inc | 5,911 | |||||||
275,515 | *,e | Blackberry Ltd (New) | 2,252 | |||||||
195,824 | e | Bombardier, Inc | 353 | |||||||
252,461 | Brookfield Asset Management, Inc | 8,821 | ||||||||
111,033 | CAE, Inc | 1,322 | ||||||||
41,416 | Cameco Corp (Toronto) | 593 | ||||||||
133,973 | e | Canadian Imperial Bank of Commerce/Canada | 9,876 | |||||||
260,937 | Canadian National Railway Co | 15,055 | ||||||||
364,442 | Canadian Natural Resources Ltd (Canada) | 9,892 | ||||||||
265,862 | Canadian Oil Sands Trust | 2,150 | ||||||||
106,232 | e | Canadian Pacific Railway Ltd (Toronto) | 17,012 | |||||||
81,139 | Canadian Tire Corp Ltd | 8,678 | ||||||||
14,139 | Canadian Utilities Ltd | 407 | ||||||||
200,000 | * | Canfor Corp | 4,356 | |||||||
190,617 | *,e | Cara Operations Ltd | 5,265 | |||||||
390,000 | * | Celestica, Inc | 4,540 | |||||||
840,000 | Cenovus Energy, Inc | 13,448 | ||||||||
171,256 | Cenovus Energy, Inc (Toronto) | 2,738 | ||||||||
37,769 | * | CGI Group, Inc | 1,477 | |||||||
31,399 | e | CI Financial Corp | 845 | |||||||
8,542 | Constellation Software, Inc | 3,391 | ||||||||
180,562 | e | Crescent Point Energy Corp | 3,705 | |||||||
565,583 | Dollarama, Inc | 34,279 | ||||||||
400,303 | Eldorado Gold Corp | 1,660 |
198 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
350,000 | * | Element Financial Corp | $ | 5,534 | ||||||
9,394 | Empire Co Ltd | 662 | ||||||||
226,565 | e | Enbridge, Inc | 10,595 | |||||||
346,311 | EnCana Corp | 3,818 | ||||||||
22,713 | e | Enerplus Resources Fund | 199 | |||||||
3,744 | Fairfax Financial Holdings Ltd | 1,846 | ||||||||
97,797 | Finning International, Inc | 1,839 | ||||||||
47,036 | e | First Capital Realty, Inc | 673 | |||||||
119,810 | e | First Quantum Minerals Ltd | 1,566 | |||||||
106,995 | Fortis, Inc | 3,005 | ||||||||
71,259 | e | Franco-Nevada Corp | 3,399 | |||||||
8,482 | George Weston Ltd | 666 | ||||||||
250,567 | Gildan Activewear, Inc | 8,323 | ||||||||
312,362 | Goldcorp, Inc | 5,069 | ||||||||
48,633 | Great-West Lifeco, Inc | 1,416 | ||||||||
74,174 | H&R Real Estate Investment Trust | 1,333 | ||||||||
39,856 | e | Husky Energy, Inc | 762 | |||||||
53,082 | e | IGM Financial, Inc | 1,691 | |||||||
302,600 | *,e | Imax Corp | 12,186 | |||||||
118,850 | Imperial Oil Ltd | 4,591 | ||||||||
41,693 | e | Industrial Alliance Insurance and Financial Services, Inc | 1,402 | |||||||
22,447 | Intact Financial Corp | 1,560 | ||||||||
148,989 | e | Inter Pipeline Ltd | 3,424 | |||||||
44,754 | Jean Coutu Group PJC, Inc | 831 | ||||||||
61,350 | e | Keyera Corp | 2,048 | |||||||
182,419 | * | Kinross Gold Corp | 425 | |||||||
130,000 | Linamar Corp | 8,443 | ||||||||
44,075 | e | Loblaw Cos Ltd | 2,226 | |||||||
142,732 | Magna International, Inc (Class A) | 8,011 | ||||||||
160,000 | Magna International, Inc (Class A) (NY) | 8,974 | ||||||||
521,581 | Manulife Financial Corp | 9,692 | ||||||||
570,837 | * | MEG Energy Corp | 9,324 | |||||||
9,553 | Methanex Corp | 533 | ||||||||
358,423 | Metro, Inc | 9,619 | ||||||||
129,022 | National Bank of Canada | 4,847 | ||||||||
11,017 | Onex Corp | 610 | ||||||||
132,813 | Open Text Corp | 5,394 | ||||||||
7,093 | * | Paramount Resources Ltd (Class A) | 163 | |||||||
63,473 | e | Pembina Pipeline Income Fund | 2,052 | |||||||
74,840 | e | Peyto Exploration & Development Corp | 1,829 | |||||||
287,254 | Potash Corp of Saskatchewan | 8,896 | ||||||||
156,872 | Power Corp Of Canada | 4,012 | ||||||||
97,895 | e | Power Financial Corp | 2,811 | |||||||
15,134 | e | PrairieSky Royalty Ltd | 382 | |||||||
1,599 | Restaurant Brands International LP | 58 | ||||||||
158,400 | e | Restaurant Brands International, Inc | 6,052 | |||||||
29,461 | Restaurant Brands International, Inc (Toronto) | 1,129 | ||||||||
89,693 | RioCan Real Estate Investment Trust | 1,922 | ||||||||
100,498 | e | Rogers Communications, Inc (Class B) | 3,565 | |||||||
588,824 | e | Royal Bank of Canada (Toronto) | 36,008 | |||||||
45,684 | Saputo, Inc | 1,105 | ||||||||
62,571 | e | Shaw Communications, Inc (B Shares) | 1,363 | |||||||
199 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
54,036 | Silver Wheaton Corp | $ | 937 | |||||||
23,524 | SNC-Lavalin Group, Inc | 790 | ||||||||
145,788 | e | Sun Life Financial, Inc | 4,867 | |||||||
904,454 | Suncor Energy, Inc | 24,911 | ||||||||
124,625 | Teck Cominco Ltd | 1,235 | ||||||||
96,222 | TELUS Corp | 3,315 | ||||||||
1,268,804 | Toronto-Dominion Bank | 53,881 | ||||||||
262,244 | * | Tourmaline Oil Corp | 7,878 | |||||||
144,473 | e | TransAlta Corp | 1,120 | |||||||
414,293 | e | TransCanada Corp | 16,837 | |||||||
162,941 | e | TransForce, Inc | 3,305 | |||||||
390,659 | * | Turquoise Hill Resources Ltd | 1,486 | |||||||
30,094 | e | Veresen, Inc | 407 | |||||||
59,283 | e | Vermilion Energy, Inc | 2,561 | |||||||
7,094 | West Fraser Timber Co Ltd | 390 | ||||||||
180,000 | e | Westjet Airlines Ltd | 3,767 | |||||||
458,026 | Yamana Gold, Inc | 1,379 | ||||||||
TOTAL CANADA | 592,785 | |||||||||
CHINA - 0.9% | ||||||||||
794,000 | Agricultural Bank of China | 427 | ||||||||
107,552 | * | Alibaba Group Holding Ltd (ADR) | 8,848 | |||||||
122,600 | * | Baidu, Inc (ADR) | 24,407 | |||||||
1,608,700 | Bank of Communications Co Ltd | 1,674 | ||||||||
2,700,000 | Brilliance China Automotive Holdings Ltd | 4,208 | ||||||||
7,916,942 | *,g | CGN Power Co Ltd | 4,138 | |||||||
9,579,000 | e,m | China Animal Healthcare Ltd | 3,213 | |||||||
1,122,000 | China Aoyuan Property Group Ltd | 246 | ||||||||
6,401,000 | * | China Eastern Airlines Corp Ltd (H Shares) | 5,348 | |||||||
7,346,800 | China Everbright International Ltd | 13,158 | ||||||||
500,000 | * | China Insurance International Holdings Co Ltd | 1,790 | |||||||
1,300,255 | * | China New Town Development Co Ltd | 68 | |||||||
104,000 | China Overseas Land & Investment Ltd | 366 | ||||||||
8,400,000 | China Southern Airlines Co Ltd | 9,840 | ||||||||
1,849,100 | *,e | China Vanke Co Ltd | 4,540 | |||||||
203,000 | CNOOC Ltd | 288 | ||||||||
1,450,000 | m | Great Wall Motor Co Ltd | 7,108 | |||||||
15,200,000 | Huadian Fuxin Energy Corp Ltd | 7,264 | ||||||||
7,000,000 | Huadian Power International Co | 7,734 | ||||||||
16,910,000 | e | Huaneng Renewables Corp Ltd | 6,819 | |||||||
4,395,000 | Industrial & Commercial Bank of China | 3,488 | ||||||||
84,259 | * | JD.com, Inc (ADR) | 2,873 | |||||||
16,500,000 | m | Sihuan Pharmaceutical Holdings | 9,387 | |||||||
2,397,612 | Sino-Ocean Land Holdings Ltd | 1,808 | ||||||||
2,324,100 | Tencent Holdings Ltd | 46,474 | ||||||||
181,149 | e | Yangzijiang Shipbuilding | 190 | |||||||
TOTAL CHINA | 175,704 | |||||||||
DENMARK - 0.6% | ||||||||||
185 | AP Moller - Maersk AS (Class A) | 324 | ||||||||
344 | AP Moller - Maersk AS (Class B) | 622 | ||||||||
5,293 | Carlsberg AS (Class B) | 480 |
200 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
5,412 | Coloplast AS | $ | 355 | |||||||
486,292 | Danske Bank AS | 14,295 | ||||||||
8,889 | DSV AS | 288 | ||||||||
685,000 | *,e | H Lundbeck AS | 13,180 | |||||||
7,157 | ISS A.S. | 236 | ||||||||
1,003,142 | Novo Nordisk AS | 55,047 | ||||||||
11,841 | Novozymes AS | 563 | ||||||||
105,594 | Pandora AS | 11,331 | ||||||||
180,000 | Sydbank AS | 6,876 | ||||||||
740,407 | TDC AS | 5,427 | ||||||||
300,000 | * | Topdanmark AS | 8,042 | |||||||
5,425 | Tryg A.S. | 113 | ||||||||
10,853 | Vestas Wind Systems AS | 541 | ||||||||
1,246 | *,e | William Demant Holding | 95 | |||||||
TOTAL DENMARK | 117,815 | |||||||||
FINLAND - 0.4% | ||||||||||
6,435 | Elisa Oyj (Series A) | 204 | ||||||||
21,955 | Fortum Oyj | 390 | ||||||||
352,600 | Huhtamaki Oyj | 10,897 | ||||||||
50,000 | Kesko Oyj (B Shares) | 1,741 | ||||||||
15,383 | Kone Oyj (Class B) | 624 | ||||||||
5,555 | e | Metso Oyj | 153 | |||||||
256,501 | Neste Oil Oyj | 6,543 | ||||||||
2,840,404 | Nokia Oyj | 19,363 | ||||||||
5,425 | Nokian Renkaat Oyj | 170 | ||||||||
4,797 | Orion Oyj (Class B) | 168 | ||||||||
864,071 | Sampo Oyj (A Shares) | 40,721 | ||||||||
26,795 | Stora Enso Oyj (R Shares) | 276 | ||||||||
26,330 | UPM-Kymmene Oyj | 466 | ||||||||
7,396 | Wartsila Oyj (B Shares) | 347 | ||||||||
TOTAL FINLAND | 82,063 | |||||||||
FRANCE - 3.5% | ||||||||||
408,976 | Accor S.A. | 20,698 | ||||||||
1,431 | Aeroports de Paris | 162 | ||||||||
16,874 | Air Liquide | 2,141 | ||||||||
137,037 | * | Alcatel S.A. | 500 | |||||||
10,532 | * | Alstom RGPT | 299 | |||||||
3,294 | * | Arkema | 238 | |||||||
148,221 | Atos Origin S.A. | 11,076 | ||||||||
95,310 | AXA S.A. | 2,416 | ||||||||
605,735 | BNP Paribas | 36,758 | ||||||||
41,482 | Bollore | 222 | ||||||||
84,545 | Bouygues S.A. | 3,161 | ||||||||
12,849 | Bureau Veritas S.A. | 296 | ||||||||
7,575 | Cap Gemini S.A. | 672 | ||||||||
26,926 | * | Carrefour S.A. | 865 | |||||||
2,798 | Casino Guichard Perrachon S.A. | 212 | ||||||||
1 | * | CGG (ADR) | 0 | ^ | ||||||
2,684 | Christian Dior S.A. | 525 | ||||||||
8,108 | CNP Assurances | 136 |
201 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
797,546 | Compagnie de Saint-Gobain | $ | 36,002 | |||||||
3,172,616 | Credit Agricole S.A. | 47,367 | ||||||||
247,861 | Dassault Systemes S.A. | 17,993 | ||||||||
792,729 | Edenred | 19,587 | ||||||||
11,640 | Electricite de France | 260 | ||||||||
9,863 | Essilor International S.A. | 1,182 | ||||||||
1,876 | Eurazeo | 125 | ||||||||
173,074 | European Aeronautic Defence and Space Co | 11,274 | ||||||||
7,748 | Eutelsat Communications | 250 | ||||||||
586,229 | e | Faurecia | 24,235 | |||||||
1,591 | Fonciere Des Regions | 135 | ||||||||
1,150,279 | France Telecom S.A. | 17,777 | ||||||||
294,626 | Gaz de France | 5,485 | ||||||||
1,688 | Gecina S.A. | 208 | ||||||||
28,184 | Groupe Danone | 1,826 | ||||||||
21,586 | Groupe Eurotunnel S.A. | 313 | ||||||||
1,251 | Hermes International | 467 | ||||||||
1,695 | Icade | 121 | ||||||||
1,293 | Iliad S.A. | 287 | ||||||||
1,704 | Imerys S.A. | 131 | ||||||||
731,996 | *,e | JC Decaux S.A. | 30,611 | |||||||
8,638 | Klepierre | 381 | ||||||||
317,138 | Lafarge S.A. | 20,968 | ||||||||
5,864 | Lagardere S.C.A. | 172 | ||||||||
12,684 | Legrand S.A. | 714 | ||||||||
276,490 | L’Oreal S.A. | 49,470 | ||||||||
13,616 | LVMH Moet Hennessy Louis Vuitton S.A. | 2,394 | ||||||||
9,077 | Michelin (C.G.D.E.) (Class B) | 955 | ||||||||
593,389 | Natixis | 4,283 | ||||||||
4,840 | * | Numericable SAS | 257 | |||||||
10,278 | e | Pernod-Ricard S.A. | 1,188 | |||||||
21,321 | * | Peugeot S.A. | 440 | |||||||
3,736 | PPR | 668 | ||||||||
9,086 | Publicis Groupe S.A. | 673 | ||||||||
75,000 | Rallye S.A. | 2,260 | ||||||||
1,146 | Remy Cointreau S.A. | 83 | ||||||||
286,959 | Renault S.A. | 30,087 | ||||||||
1,231,808 | Rexel S.A. | 19,877 | ||||||||
14,180 | Safran S.A. | 964 | ||||||||
381,315 | Sanofi-Aventis | 37,723 | ||||||||
26,952 | Schneider Electric S.A. | 1,866 | ||||||||
8,038 | SCOR | 284 | ||||||||
1,357 | Societe BIC S.A. | 216 | ||||||||
520,026 | Societe Generale | 24,402 | ||||||||
4,638 | Sodexho Alliance S.A. | 441 | ||||||||
275,225 | Suez Environnement S.A. | 5,138 | ||||||||
5,055 | Technip S.A. | 313 | ||||||||
314,852 | Teleperformance | 22,244 | ||||||||
82,128 | Thales S.A. | 4,962 | ||||||||
2,000,004 | Total S.A. | 98,102 | ||||||||
25,805 | Unibail-Rodamco | 6,555 | ||||||||
238,058 | Valeo S.A. | 37,657 |
202 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
5,917 | e | Vallourec | $ | 121 | ||||||
21,951 | Veolia Environnement | 449 | ||||||||
408,045 | Vinci S.A. | 23,682 | ||||||||
55,668 | e | Vivendi Universal S.A. | 1,412 | |||||||
1,388 | Wendel | 171 | ||||||||
9,406 | Zodiac S.A. | 306 | ||||||||
TOTAL FRANCE | 697,891 | |||||||||
GERMANY - 2.8% | ||||||||||
79,987 | Adidas-Salomon AG. | 6,120 | ||||||||
208,610 | Allianz AG. | 32,533 | ||||||||
1,863 | Axel Springer AG. | 98 | ||||||||
44,762 | BASF SE | 3,939 | ||||||||
532,427 | Bayer AG. | 74,561 | ||||||||
227,444 | Bayerische Motoren Werke AG. | 24,908 | ||||||||
2,738 | Bayerische Motoren Werke AG. (Preference) | 232 | ||||||||
636,123 | Beiersdorf AG. | 53,301 | ||||||||
7,634 | Brenntag AG. | 438 | ||||||||
1,604,475 | * | Commerzbank AG. | 20,511 | |||||||
133,252 | Continental AG. | 31,551 | ||||||||
969,494 | Daimler AG. (Registered) | 88,316 | ||||||||
22,389 | Deutsche Annington Immobilien SE | 632 | ||||||||
67,295 | Deutsche Bank AG. | 2,023 | ||||||||
9,247 | Deutsche Boerse AG. | 766 | ||||||||
9,952 | * | Deutsche Lufthansa AG. | 128 | |||||||
1,501,793 | Deutsche Post AG. | 43,881 | ||||||||
1,526,340 | Deutsche Telekom AG. | 26,315 | ||||||||
15,934 | Deutsche Wohnen AG. | 365 | ||||||||
65,000 | Duerr AG. | 6,055 | ||||||||
97,659 | E.ON AG. | 1,302 | ||||||||
4,817 | Evonik Industries AG. | 184 | ||||||||
2,010 | Fraport AG. Frankfurt Airport Services Worldwide | 126 | ||||||||
180,000 | Freenet AG. | 6,063 | ||||||||
10,664 | Fresenius Medical Care AG. | 883 | ||||||||
18,250 | Fresenius SE | 1,172 | ||||||||
3,420 | Fuchs Petrolub AG. (Preference) | 145 | ||||||||
8,741 | GEA Group AG. | 390 | ||||||||
73,079 | Hannover Rueckversicherung AG. | 7,073 | ||||||||
6,966 | HeidelbergCement AG. | 552 | ||||||||
4,954 | Henkel KGaA | 472 | ||||||||
8,787 | Henkel KGaA (Preference) | 986 | ||||||||
3,256 | Hugo Boss AG. | 364 | ||||||||
55,102 | Infineon Technologies AG. | 684 | ||||||||
9,052 | K&S AG. | 382 | ||||||||
1,127 | * | Kabel Deutschland Holding AG. | 151 | |||||||
4,464 | Lanxess AG. | 263 | ||||||||
9,083 | Linde AG. | 1,721 | ||||||||
1,560 | MAN AG. | 161 | ||||||||
6,372 | Merck KGaA | 635 | ||||||||
7,726 | Metro AG. | 244 | ||||||||
101,156 | * | Morphosys AG. | 7,260 | |||||||
38,447 | Muenchener Rueckver AG. | 6,816 |
203 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
4,307 | Osram Licht AG. | $ | 206 | |||||||
7,551 | Porsche AG. | 637 | ||||||||
536,637 | ProSiebenSat. Media AG. | 26,507 | ||||||||
1,886 | RTL Group | 171 | ||||||||
23,883 | RWE AG. | 514 | ||||||||
47,971 | SAP AG. | 3,362 | ||||||||
261,834 | Siemens AG. | 26,490 | ||||||||
150,000 | Software AG. | 4,110 | ||||||||
5,939 | Symrise AG. | 369 | ||||||||
27,526 | Telefonica Deutschland Holding AG. | 159 | ||||||||
17,746 | ThyssenKrupp AG. | 462 | ||||||||
309,036 | TUI AG. (DI) | 5,000 | ||||||||
6,162 | United Internet AG. | 274 | ||||||||
21,311 | Volkswagen AG. | 4,934 | ||||||||
8,348 | Volkswagen AG. (Preference) | 1,937 | ||||||||
154,000 | Wacker Chemie AG. | 15,912 | ||||||||
300,046 | Wirecard AG. | 11,484 | ||||||||
TOTAL GERMANY | 557,230 | |||||||||
HONG KONG - 1.0% | ||||||||||
8,100,958 | AIA Group Ltd | 52,969 | ||||||||
22,518 | ASM Pacific Technology | 223 | ||||||||
111,457 | Bank of East Asia Ltd | 487 | ||||||||
1,507,353 | BOC Hong Kong Holdings Ltd | 6,274 | ||||||||
112,431 | Cathay Pacific Airways Ltd | 276 | ||||||||
58,723 | Cheung Kong Infrastructure Holdings Ltd | 456 | ||||||||
807,543 | * | Cheung Kong Property Holdings Ltd | 6,699 | |||||||
5,122,000 | China Gas Holdings Ltd | 8,195 | ||||||||
625,000 | Chow Sang Sang Holding | 1,254 | ||||||||
807,543 | CK Hutchison Holdings Ltd | 11,873 | ||||||||
513,954 | CLP Holdings Ltd | 4,368 | ||||||||
1,370,331 | e | Esprit Holdings Ltd | 1,283 | |||||||
225,463 | First Pacific Co | 190 | ||||||||
226,803 | Galaxy Entertainment Group Ltd | 902 | ||||||||
1,063,434 | * | Global Brands Group Holding Ltd | 224 | |||||||
209,000 | * | Glorious Property Holdings Ltd | 33 | |||||||
1,900,000 | Haier Electronics Group Co Ltd | 5,116 | ||||||||
777,517 | Hang Lung Group Ltd | 3,422 | ||||||||
3,393,803 | Hang Lung Properties Ltd | 10,086 | ||||||||
365,972 | Hang Seng Bank Ltd | 7,148 | ||||||||
447,198 | Henderson Land Development Co Ltd | 3,057 | ||||||||
257,660 | HKT Trust and HKT Ltd | 303 | ||||||||
2,265,066 | Hong Kong & China Gas Ltd | 4,746 | ||||||||
303,776 | Hong Kong Electric Holdings Ltd | 2,770 | ||||||||
179,462 | Hong Kong Exchanges and Clearing Ltd | 6,323 | ||||||||
61,760 | Hysan Development Co Ltd | 267 | ||||||||
1,524,448 | Kerry Properties Ltd | 5,976 | ||||||||
1,633,027 | Li & Fung Ltd | 1,295 | ||||||||
223,968 | Link REIT | 1,311 | ||||||||
452,754 | MTR Corp | 2,106 | ||||||||
1,651,913 | New World Development Co Ltd | 2,158 | ||||||||
446,202 | Noble Group Ltd | 251 |
204 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
147,328 | NWS Holdings Ltd | $ | 213 | |||||||
396,040 | PCCW Ltd | 236 | ||||||||
235,933 | Sands China Ltd | 793 | ||||||||
2,770,286 | Shanghai Real Estate Ltd | 170 | ||||||||
113,992 | Shangri-La Asia Ltd | 159 | ||||||||
292,542 | Sino Land Co | 488 | ||||||||
192,611 | e | SJM Holdings Ltd | 208 | |||||||
1,066,642 | Sun Hung Kai Properties Ltd | 17,261 | ||||||||
154,128 | Swire Pacific Ltd (Class A) | 1,935 | ||||||||
1,810,200 | Swire Properties Ltd | 5,774 | ||||||||
130,402 | Techtronic Industries Co | 426 | ||||||||
571,500 | *,g | WH Group Ltd | 389 | |||||||
2,085,701 | Wharf Holdings Ltd | 13,861 | ||||||||
89,334 | Wheelock & Co Ltd | 456 | ||||||||
70,912 | Yue Yuen Industrial Holdings | 237 | ||||||||
TOTAL HONG KONG | 194,647 | |||||||||
INDIA - 0.5% | ||||||||||
350,000 | * | Axis Bank Ltd | 3,068 | |||||||
1,650,000 | Bank of Baroda | 3,735 | ||||||||
99,359 | Bharti Infratel Ltd | 697 | ||||||||
180,000 | Cadila Healthcare Ltd | 5,079 | ||||||||
133,600 | Container Corp Of India Ltd | 3,514 | ||||||||
322,531 | * | DEN Networks Ltd | 717 | |||||||
3,893,510 | DLF Ltd | 7,113 | ||||||||
110,200 | Dr Reddy’s Laboratories Ltd | 6,135 | ||||||||
530,000 | * | HDFC Bank Ltd | 8,872 | |||||||
332,666 | Housing Development Finance Corp | 6,767 | ||||||||
450,000 | e | ICICI Bank Ltd (ADR) | 4,689 | |||||||
283,431 | Jyothy Laboratories Ltd | 1,298 | ||||||||
196,320 | LIC Housing Finance Ltd | 1,388 | ||||||||
410,000 | Lupin Ltd | 12,133 | ||||||||
100,756 | *,e | MakeMyTrip Ltd | 1,983 | |||||||
6,000 | MRF Ltd | 3,222 | ||||||||
90,834 | Prestige Estates Projects Ltd | 352 | ||||||||
1,113,028 | * | Puravankara Projects Ltd | 1,383 | |||||||
111,069 | Reliance Industries Ltd | 1,743 | ||||||||
154,738 | Shriram Transport Finance Co Ltd | 2,073 | ||||||||
800,000 | Sun Pharmaceutical Industries Ltd | 10,987 | ||||||||
813,513 | * | Sunteck Realty Ltd | 3,385 | |||||||
1,371,559 | Tata Motors Ltd | 5,605 | ||||||||
26,406,156 | * | Unitech Ltd | 3,284 | |||||||
600,000 | United Phosphorus Ltd | 5,039 | ||||||||
TOTAL INDIA | 104,261 | |||||||||
INDONESIA - 0.0% | ||||||||||
1,396,300 | PT Bank Mandiri Persero Tbk | 1,049 | ||||||||
41,374,500 | PT Express Transindo Utama Tbk | 3,088 | ||||||||
TOTAL INDONESIA | 4,137 | |||||||||
IRELAND - 1.2% | ||||||||||
1,342,671 | * | Bank of Ireland | 544 |
205 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,611,338 | CRH plc | $ | 45,428 | |||||||
60,000 | DCC plc | 4,712 | ||||||||
3,002,262 | Green REIT plc | 4,907 | ||||||||
6,470,177 | Hibernia REIT plc | 9,089 | ||||||||
147,992 | *,m | Irish Bank Resolution Corp Ltd | 0 | ^ | ||||||
43,577 | James Hardie Industries NV | 580 | ||||||||
327,203 | Kerry Group plc (Class A) | 24,272 | ||||||||
6,302 | Ryanair Holdings plc | 83 | ||||||||
446,866 | Ryanair Holdings plc (ADR) | 31,884 | ||||||||
608,229 | Shire Ltd | 48,871 | ||||||||
977,088 | Smurfit Kappa Group plc | 26,930 | ||||||||
1,018,252 | XL Capital Ltd | 37,879 | ||||||||
TOTAL IRELAND | 235,179 | |||||||||
ISRAEL - 0.1% | ||||||||||
1,934 | Azrieli Group | 77 | ||||||||
51,034 | Bank Hapoalim Ltd | 275 | ||||||||
67,321 | * | Bank Leumi Le-Israel | 285 | |||||||
92,664 | Bezeq Israeli Telecommunication Corp Ltd | 158 | ||||||||
180 | Delek Group Ltd | 53 | ||||||||
24,678 | Israel Chemicals Ltd | 172 | ||||||||
137 | Israel Corp Ltd | 48 | ||||||||
5,897 | Mizrahi Tefahot Bank Ltd | 73 | ||||||||
2,731 | Nice Systems Ltd | 173 | ||||||||
41,968 | Teva Pharmaceutical Industries Ltd | 2,484 | ||||||||
285,146 | Teva Pharmaceutical Industries Ltd (ADR) | 16,852 | ||||||||
TOTAL ISRAEL | 20,650 | |||||||||
ITALY - 1.1% | ||||||||||
4,000,000 | A2A S.p.A. | 4,774 | ||||||||
413,333 | Ansaldo STS S.p.A. | 4,302 | ||||||||
57,640 | Assicurazioni Generali S.p.A. | 1,039 | ||||||||
19,900 | Autostrade S.p.A. | 492 | ||||||||
11,432,360 | Banca Intesa S.p.A. | 41,516 | ||||||||
50,397 | Banca Intesa S.p.A. RSP | 161 | ||||||||
140,528 | * | Banca Monte dei Paschi di Siena S.p.A | 274 | |||||||
43,846 | Banche Popolari Unite Scpa | 352 | ||||||||
17,948 | * | Banco Popolare SC | 295 | |||||||
86,571 | Enel Green Power S.p.A | 169 | ||||||||
4,100,379 | e | Enel S.p.A. | 18,584 | |||||||
624,693 | ENI S.p.A. | 11,096 | ||||||||
114,906 | Exor S.p.A. | 5,489 | ||||||||
20,883 | * | Finmeccanica S.p.A. | 263 | |||||||
36,195 | Fondiaria-Sai S.p.A | 90 | ||||||||
286,814 | Luxottica Group S.p.A. | 19,078 | ||||||||
2,184,673 | Mediaset S.p.A. | 10,517 | ||||||||
5,293,714 | Mediobanca S.p.A. | 51,903 | ||||||||
600,000 | Mediolanum S.p.A. | 4,952 | ||||||||
701,920 | Moncler S.p.A | 13,007 | ||||||||
765,600 | *,g | OVS S.p.A | 4,502 | |||||||
12,170 | Pirelli & C S.p.A. | 205 | ||||||||
9,189 | Prysmian S.p.A. | 199 |
206 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
12,756 | *,e | Saipem S.p.A. | $ | 135 | ||||||
101,580 | Snam Rete Gas S.p.A. | 483 | ||||||||
286,978 | Telecom Italia RSP | 293 | ||||||||
489,403 | *,e | Telecom Italia S.p.A. | 622 | |||||||
71,779 | Terna Rete Elettrica Nazionale S.p.A. | 317 | ||||||||
233,382 | UniCredit S.p.A | 1,568 | ||||||||
304,209 | * | Yoox S.p.A | 9,845 | |||||||
TOTAL ITALY | 206,522 | |||||||||
JAPAN - 8.3% | ||||||||||
2,100 | e | ABC-Mart, Inc | 129 | |||||||
35,900 | *,e | Acom Co Ltd | 138 | |||||||
400 | Activia Properties Inc | 3,387 | ||||||||
2,090 | Advance Residence Investment Corp | 5,118 | ||||||||
12,643 | Advantest Corp | 131 | ||||||||
52,909 | Aeon Co Ltd | 751 | ||||||||
8,803 | e | AEON Financial Service Co Ltd | 244 | |||||||
9,560 | Aeon Mall Co Ltd | 179 | ||||||||
13,000 | Air Water, Inc | 238 | ||||||||
197,542 | Aisin Seiki Co Ltd | 8,399 | ||||||||
45,529 | Ajinomoto Co, Inc | 985 | ||||||||
14,000 | Alfresa Holdings Corp | 218 | ||||||||
88,435 | All Nippon Airways Co Ltd | 240 | ||||||||
28,244 | Amada Co Ltd | 298 | ||||||||
2,607,848 | Aozora Bank Ltd | 9,839 | ||||||||
192,107 | Asahi Breweries Ltd | 6,101 | ||||||||
75,773 | Asahi Glass Co Ltd | 455 | ||||||||
623,134 | Asahi Kasei Corp | 5,111 | ||||||||
13,000 | Asics Corp | 336 | ||||||||
662,600 | Astellas Pharma, Inc | 9,439 | ||||||||
107,105 | Bank of Kyoto Ltd | 1,232 | ||||||||
361,971 | Bank of Yokohama Ltd | 2,217 | ||||||||
5,353 | Benesse Corp | 134 | ||||||||
520,804 | Bridgestone Corp | 19,250 | ||||||||
19,385 | Brother Industries Ltd | 274 | ||||||||
45,800 | Calbee, Inc | 1,929 | ||||||||
86,797 | Canon, Inc | 2,816 | ||||||||
16,933 | e | Casio Computer Co Ltd | 334 | |||||||
45,900 | Central Japan Railway Co | 8,283 | ||||||||
241,323 | Chiba Bank Ltd | 1,838 | ||||||||
118,100 | Chiyoda Corp | 1,045 | ||||||||
192,466 | Chubu Electric Power Co, Inc | 2,869 | ||||||||
73,158 | Chugai Pharmaceutical Co Ltd | 2,523 | ||||||||
50,100 | Chugoku Bank Ltd | 790 | ||||||||
84,353 | Chugoku Electric Power Co, Inc | 1,231 | ||||||||
20,942 | Citizen Watch Co Ltd | 146 | ||||||||
4,000 | e | COLOPL, Inc | 81 | |||||||
12,055 | Credit Saison Co Ltd | 258 | ||||||||
1,200 | Crescendo Investment Corp | 909 | ||||||||
45,000 | CyberAgent, Inc | 2,135 | ||||||||
408,400 | *,e | CYBERDYNE, Inc | 10,631 | |||||||
44,076 | Dai Nippon Printing Co Ltd | 455 |
207 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
24,030 | Daicel Chemical Industries Ltd | $ | 308 | |||||||
15,290 | Daihatsu Motor Co Ltd | 218 | ||||||||
252,800 | Dai-ichi Mutual Life Insurance Co | 4,964 | ||||||||
51,197 | Daiichi Sankyo Co Ltd | 946 | ||||||||
74,546 | Daikin Industries Ltd | 5,359 | ||||||||
12,763 | Dainippon Sumitomo Pharma Co Ltd | 141 | ||||||||
15,911 | Daito Trust Construction Co Ltd | 1,647 | ||||||||
235,056 | Daiwa House Industry Co Ltd | 5,476 | ||||||||
447,300 | Daiwa Securities Group, Inc | 3,346 | ||||||||
766,600 | e | Dena Co Ltd | 15,066 | |||||||
282,045 | Denso Corp | 14,033 | ||||||||
17,555 | Dentsu, Inc | 908 | ||||||||
409,600 | Don Quijote Co Ltd | 17,428 | ||||||||
212,952 | East Japan Railway Co | 19,144 | ||||||||
20,717 | Eisai Co Ltd | 1,389 | ||||||||
38,693 | Electric Power Development Co | 1,367 | ||||||||
4,644 | FamilyMart Co Ltd | 214 | ||||||||
58,443 | Fanuc Ltd | 11,958 | ||||||||
27,718 | Fast Retailing Co Ltd | 12,569 | ||||||||
1,194,822 | Fuji Electric Holdings Co Ltd | 5,139 | ||||||||
703,542 | Fuji Heavy Industries Ltd | 25,870 | ||||||||
546,284 | Fujifilm Holdings Corp | 19,496 | ||||||||
189,991 | Fujitsu Ltd | 1,062 | ||||||||
243,663 | Fukuoka Financial Group, Inc | 1,263 | ||||||||
159,400 | GMO Payment Gateway, Inc | 5,145 | ||||||||
35,800 | GungHo Online Entertainment Inc | 139 | ||||||||
119,879 | Gunma Bank Ltd | 885 | ||||||||
122,842 | Hachijuni Bank Ltd | 926 | ||||||||
17,800 | Hakuhodo DY Holdings, Inc | 190 | ||||||||
11,500 | Hamamatsu Photonics KK | 339 | ||||||||
94,000 | Hankyu Hanshin Holdings, Inc | 555 | ||||||||
700,000 | Haseko Corp | 8,245 | ||||||||
1,400 | Hikari Tsushin, Inc | 94 | ||||||||
80,482 | Hino Motors Ltd | 995 | ||||||||
2,500 | Hirose Electric Co Ltd | 358 | ||||||||
160,000 | Hiroshima Bank Ltd | 955 | ||||||||
4,667 | Hisamitsu Pharmaceutical Co, Inc | 181 | ||||||||
8,252 | Hitachi Chemical Co Ltd | 149 | ||||||||
8,522 | Hitachi Construction Machinery Co Ltd | 149 | ||||||||
20,900 | Hitachi High-Technologies Corp | 588 | ||||||||
7,136,285 | Hitachi Ltd | 47,011 | ||||||||
17,000 | Hitachi Metals Ltd | 261 | ||||||||
365,000 | Hokuhoku Financial Group, Inc | 861 | ||||||||
53,131 | Hokuriku Electric Power Co | 791 | ||||||||
551,768 | Honda Motor Co Ltd | 17,833 | ||||||||
67,000 | House Foods Corp | 1,273 | ||||||||
714,853 | Hoya Corp | 28,630 | ||||||||
158 | Hulic Reit, Inc | 225 | ||||||||
9,666 | Ibiden Co Ltd | 163 | ||||||||
1,552 | Ichigo Real Estate Investment Corp | 1,122 | ||||||||
7,800 | Idemitsu Kosan Co Ltd | 153 | ||||||||
11,800 | Iida Group Holdings Co Ltd | 188 |
208 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
200 | Industrial & Infrastructure Fund Investment Corp | $ | 903 | |||||||
287,400 | Infomart Corp | 3,630 | ||||||||
298,100 | Inpex Holdings, Inc | 3,384 | ||||||||
159,981 | Isetan Mitsukoshi Holdings Ltd | 2,858 | ||||||||
1,818,878 | Ishikawajima-Harima Heavy Industries Co Ltd | 8,469 | ||||||||
48,800 | Isuzu Motors Ltd | 640 | ||||||||
846,770 | Itochu Corp | 11,183 | ||||||||
23,500 | Itochu Techno-Science Corp | 585 | ||||||||
74,152 | Iyo Bank Ltd | 910 | ||||||||
299,200 | J Front Retailing Co Ltd | 5,631 | ||||||||
236,900 | Japan Airlines Co Ltd | 8,256 | ||||||||
3,500 | Japan Airport Terminal Co Ltd | 191 | ||||||||
31,100 | * | Japan Display, Inc | 117 | |||||||
62 | Japan Prime Realty Investment Corp | 193 | ||||||||
101 | Japan Real Estate Investment Corp | 458 | ||||||||
5,243 | Japan Rental Housing Investments, Inc | 3,683 | ||||||||
690 | Japan Retail Fund Investment Corp | 1,380 | ||||||||
428,000 | Japan Tobacco, Inc | 15,215 | ||||||||
39,904 | JFE Holdings, Inc | 884 | ||||||||
67,978 | JGC Corp | 1,283 | ||||||||
200,624 | Joyo Bank Ltd | 1,123 | ||||||||
15,453 | JSR Corp | 273 | ||||||||
416,303 | JTEKT Corp | 7,872 | ||||||||
2,130,680 | JX Holdings, Inc | 9,186 | ||||||||
500,000 | kabu.com Securities Co Ltd | 1,672 | ||||||||
68,372 | Kajima Corp | 321 | ||||||||
11,600 | e | Kakaku.com, Inc | 168 | |||||||
202,252 | Kamigumi Co Ltd | 1,899 | ||||||||
69,000 | Kanamoto Co Ltd | 1,749 | ||||||||
21,900 | Kaneka Corp | 160 | ||||||||
217,474 | * | Kansai Electric Power Co, Inc | 2,408 | |||||||
19,480 | Kansai Paint Co Ltd | 302 | ||||||||
40,853 | Kao Corp | 1,900 | ||||||||
516,212 | Kawasaki Heavy Industries Ltd | 2,406 | ||||||||
570,200 | KDDI Corp | 13,760 | ||||||||
41,000 | Keihan Electric Railway Co Ltd | 239 | ||||||||
151,622 | Keihin Electric Express Railway Co Ltd | 1,144 | ||||||||
185,910 | Keio Corp | 1,330 | ||||||||
22,426 | Keisei Electric Railway Co Ltd | 267 | ||||||||
2,263 | Kenedix Realty Investment Corp | 11,335 | ||||||||
11,451 | Keyence Corp | 6,172 | ||||||||
11,795 | Kikkoman Corp | 368 | ||||||||
332,914 | Kintetsu Corp | 1,134 | ||||||||
65,649 | Kirin Brewery Co Ltd | 904 | ||||||||
255,084 | Kobe Steel Ltd | 429 | ||||||||
8,300 | Koito Manufacturing Co Ltd | 323 | ||||||||
75,922 | Komatsu Ltd | 1,523 | ||||||||
7,773 | Konami Corp | 145 | ||||||||
36,413 | Konica Minolta Holdings, Inc | 424 | ||||||||
1,090,258 | Kubota Corp | 17,288 | ||||||||
27,874 | Kuraray Co Ltd | 341 | ||||||||
8,845 | Kurita Water Industries Ltd | 206 |
209 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
59,400 | Kyocera Corp | $ | 3,088 | |||||||
19,045 | Kyowa Hakko Kogyo Co Ltd | 249 | ||||||||
124,984 | * | Kyushu Electric Power Co, Inc | 1,449 | |||||||
5,251 | Lawson, Inc | 359 | ||||||||
21,523 | LIXIL Group Corp | 427 | ||||||||
15,900 | Mabuchi Motor Co Ltd | 1,006 | ||||||||
100,000 | Maeda Corp | 693 | ||||||||
54,036 | Makita Corp | 2,927 | ||||||||
915,772 | Marubeni Corp | 5,255 | ||||||||
19,109 | Marui Co Ltd | 258 | ||||||||
3,696 | Maruichi Steel Tube Ltd | 92 | ||||||||
1,222,100 | Matsui Securities Co Ltd | 10,721 | ||||||||
558,955 | Matsushita Electric Industrial Co Ltd | 7,656 | ||||||||
898,500 | Mazda Motor Corp | 17,583 | ||||||||
5,300 | e | McDonald’s Holdings Co Japan Ltd | 112 | |||||||
10,812 | Mediceo Paltac Holdings Co Ltd | 176 | ||||||||
4,949 | MEIJI Holdings Co Ltd | 639 | ||||||||
26,000 | Minebea Co Ltd | 429 | ||||||||
17,300 | Miraca Holdings, Inc | 864 | ||||||||
270,000 | MISUMI Group, Inc | 3,833 | ||||||||
410,919 | Mitsubishi Chemical Holdings Corp | 2,583 | ||||||||
381,795 | Mitsubishi Corp | 8,393 | ||||||||
844,814 | Mitsubishi Electric Corp | 10,909 | ||||||||
277,705 | Mitsubishi Estate Co Ltd | 5,981 | ||||||||
287,160 | Mitsubishi Gas Chemical Co, Inc | 1,608 | ||||||||
1,063,150 | Mitsubishi Heavy Industries Ltd | 6,463 | ||||||||
10,262 | Mitsubishi Logistics Corp | 135 | ||||||||
92,293 | Mitsubishi Materials Corp | 354 | ||||||||
52,100 | Mitsubishi Motors Corp | 443 | ||||||||
5,238,154 | Mitsubishi UFJ Financial Group, Inc | 37,686 | ||||||||
39,300 | Mitsubishi UFJ Lease & Finance Co Ltd | 215 | ||||||||
534,304 | Mitsui & Co Ltd | 7,259 | ||||||||
240,087 | Mitsui Chemicals, Inc | 892 | ||||||||
901,100 | Mitsui Engineering & Shipbuilding Co Ltd | 1,559 | ||||||||
942,437 | Mitsui Fudosan Co Ltd | 26,372 | ||||||||
1,937,499 | Mitsui OSK Lines Ltd | 6,202 | ||||||||
309,509 | Mitsui Sumitomo Insurance Group Holdings, Inc | 9,635 | ||||||||
1,659,918 | Mitsui Trust Holdings, Inc | 7,593 | ||||||||
3,700 | e | Mixi Inc | 184 | |||||||
5,226,856 | Mizuho Financial Group, Inc | 11,310 | ||||||||
110,000 | Monex Beans Holdings, Inc | 302 | ||||||||
346,300 | e | MonotaRO Co Ltd | 15,202 | |||||||
312,720 | Murata Manufacturing Co Ltd | 54,574 | ||||||||
9,800 | Nabtesco Corp | 246 | ||||||||
71,000 | e | Nagoya Railroad Co Ltd | 265 | |||||||
14,106 | Namco Bandai Holdings, Inc | 273 | ||||||||
210,615 | NEC Corp | 637 | ||||||||
10,100 | Nexon Co Ltd | 139 | ||||||||
243,179 | NGK Insulators Ltd | 6,257 | ||||||||
14,488 | NGK Spark Plug Co Ltd | 401 | ||||||||
12,238 | NHK Spring Co Ltd | 135 | ||||||||
167,800 | Nidec Corp | 12,558 |
210 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
445,100 | Nihon Nohyaku Co Ltd | $ | 4,315 | |||||||
77,181 | e | Nikon Corp | 892 | |||||||
54,698 | Nintendo Co Ltd | 9,125 | ||||||||
432 | Nippon Building Fund, Inc | 1,891 | ||||||||
32,184 | Nippon Electric Glass Co Ltd | 163 | ||||||||
69,441 | Nippon Express Co Ltd | 341 | ||||||||
14,944 | Nippon Meat Packers, Inc | 341 | ||||||||
12,200 | Nippon Paint Co Ltd | 344 | ||||||||
2,590 | Nippon ProLogis REIT, Inc | 4,766 | ||||||||
1,316,176 | Nippon Steel Corp | 3,413 | ||||||||
528,660 | Nippon Telegraph & Telephone Corp | 19,146 | ||||||||
503,308 | Nippon Yusen Kabushiki Kaisha | 1,401 | ||||||||
1,216,743 | Nissan Motor Co Ltd | 12,711 | ||||||||
17,000 | Nisshin Seifun Group, Inc | 226 | ||||||||
5,135 | Nissin Food Products Co Ltd | 225 | ||||||||
42,400 | Nissin Kogyo Co Ltd | 699 | ||||||||
6,000 | Nitori Co Ltd | 489 | ||||||||
331,437 | Nitto Denko Corp | 27,218 | ||||||||
27,153 | NKSJ Holdings, Inc | 994 | ||||||||
7,751 | NOK Corp | 240 | ||||||||
3,233,663 | Nomura Holdings, Inc | 21,833 | ||||||||
10,174 | Nomura Real Estate Holdings, Inc | 214 | ||||||||
84,664 | Nomura Research Institute Ltd | 3,311 | ||||||||
37,811 | NSK Ltd | 583 | ||||||||
110,700 | NTT Data Corp | 4,834 | ||||||||
497,700 | NTT DoCoMo, Inc | 9,555 | ||||||||
10,500 | NTT Urban Development Corp | 104 | ||||||||
52,259 | Obayashi Corp | 381 | ||||||||
202,098 | e | Odakyu Electric Railway Co Ltd | 1,886 | |||||||
63,797 | OJI Paper Co Ltd | 277 | ||||||||
479,900 | Olympus Corp | 16,569 | ||||||||
66,102 | Omron Corp | 2,871 | ||||||||
181,598 | Ono Pharmaceutical Co Ltd | 19,821 | ||||||||
2,903 | Oracle Corp Japan | 121 | ||||||||
16,300 | Oriental Land Co Ltd | 1,040 | ||||||||
1,851,200 | ORIX Corp | 27,489 | ||||||||
152,981 | Osaka Gas Co Ltd | 604 | ||||||||
22,600 | Osaka Securities Exchange Co Ltd | 733 | ||||||||
7,700 | Otsuka Corp | 359 | ||||||||
31,700 | Otsuka Holdings KK | 1,010 | ||||||||
88,600 | Park24 Co Ltd | 1,517 | ||||||||
1,400,000 | * | Pioneer Corp | 2,549 | |||||||
50,000 | Pola Orbis Holdings, Inc | 2,831 | ||||||||
64,400 | Rakuten, Inc | 1,040 | ||||||||
11,600 | Recruit Holdings Co Ltd | 354 | ||||||||
1,035,230 | Resona Holdings, Inc | 5,646 | ||||||||
396,481 | Ricoh Co Ltd | 4,107 | ||||||||
2,899 | Rinnai Corp | 228 | ||||||||
226,824 | Rohm Co Ltd | 15,197 | ||||||||
3,880 | Sankyo Co Ltd | 137 | ||||||||
3,800 | e | Sanrio Co Ltd | 103 | |||||||
265,400 | Santen Pharmaceutical Co Ltd | 3,755 |
211 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
212,000 | Sapporo Holdings Ltd | $ | 788 | |||||||
109,800 | Sawai Pharmaceutical Co Ltd | 6,390 | ||||||||
18,180 | SBI Holdings, Inc | 250 | ||||||||
17,234 | Secom Co Ltd | 1,120 | ||||||||
15,043 | Sega Sammy Holdings, Inc | 197 | ||||||||
9,000 | Seibu Holdings, Inc | 208 | ||||||||
23,000 | Seiko Epson Corp | 408 | ||||||||
119,000 | Seino Holdings Corp | 1,332 | ||||||||
252,551 | Sekisui Chemical Co Ltd | 3,100 | ||||||||
217,320 | Sekisui House Ltd | 3,451 | ||||||||
350,181 | Seven & I Holdings Co Ltd | 15,032 | ||||||||
45,300 | Seven Bank Ltd | 210 | ||||||||
127,106 | *,e | Sharp Corp | 154 | |||||||
55,119 | Shikoku Electric Power Co, Inc | 825 | ||||||||
20,982 | Shimadzu Corp | 285 | ||||||||
27,797 | Shimamura Co Ltd | 2,918 | ||||||||
6,381 | Shimano, Inc | 871 | ||||||||
1,534,962 | Shimizu Corp | 12,918 | ||||||||
214,600 | Shin-Etsu Chemical Co Ltd | 13,308 | ||||||||
510,649 | Shinsei Bank Ltd | 1,029 | ||||||||
94,533 | Shionogi & Co Ltd | 3,663 | ||||||||
29,585 | Shiseido Co Ltd | 671 | ||||||||
42,301 | Shizuoka Bank Ltd | 442 | ||||||||
24,600 | Shoei Co Ltd | 218 | ||||||||
15,973 | Showa Shell Sekiyu KK | 140 | ||||||||
4,288 | SMC Corp | 1,290 | ||||||||
816,960 | Softbank Corp | 48,121 | ||||||||
2,400,000 | Sojitz Holdings Corp | 5,829 | ||||||||
75,000 | So-net M3, Inc | 1,508 | ||||||||
1,804,082 | * | Sony Corp | 51,230 | |||||||
14,000 | Sony Financial Holdings, Inc | 245 | ||||||||
11,315 | Stanley Electric Co Ltd | 236 | ||||||||
1,141,883 | Sumitomo Chemical Co Ltd | 6,861 | ||||||||
234,363 | Sumitomo Corp | 2,728 | ||||||||
60,576 | Sumitomo Electric Industries Ltd | 938 | ||||||||
1,525,625 | Sumitomo Heavy Industries Ltd | 8,886 | ||||||||
39,464 | Sumitomo Metal Mining Co Ltd | 600 | ||||||||
1,120,079 | Sumitomo Mitsui Financial Group, Inc | 49,865 | ||||||||
120,725 | Sumitomo Realty & Development Co Ltd | 4,231 | ||||||||
13,463 | Sumitomo Rubber Industries, Inc | 209 | ||||||||
11,000 | Suntory Beverage & Food Ltd | 438 | ||||||||
231,754 | Suruga Bank Ltd | 4,964 | ||||||||
6,200 | Suzuken Co Ltd | 198 | ||||||||
29,322 | Suzuki Motor Corp | 990 | ||||||||
306,600 | Sysmex Corp | 18,260 | ||||||||
176,031 | T&D Holdings, Inc | 2,624 | ||||||||
92,000 | Taiheiyo Cement Corp | 269 | ||||||||
306,143 | Taisei Corp | 1,758 | ||||||||
2,623 | Taisho Pharmaceutical Holdings Co Ltd | 177 | ||||||||
12,272 | Taiyo Nippon Sanso Corp | 149 | ||||||||
407,718 | Takashimaya Co Ltd | 3,696 | ||||||||
299,148 | Takeda Pharmaceutical Co Ltd | 14,439 |
212 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
70,981 | Tanabe Seiyaku Co Ltd | $ | 1,063 | |||||||
82,527 | TDK Corp | 6,319 | ||||||||
1,224,613 | Teijin Ltd | 4,752 | ||||||||
24,700 | Terumo Corp | 592 | ||||||||
55,976 | THK Co Ltd | 1,208 | ||||||||
290,878 | Tobu Railway Co Ltd | 1,249 | ||||||||
8,975 | Toho Co Ltd | 223 | ||||||||
33,000 | Toho Gas Co Ltd | 195 | ||||||||
142,015 | Tohoku Electric Power Co, Inc | 1,923 | ||||||||
544,764 | Tokio Marine Holdings, Inc | 22,656 | ||||||||
118,560 | * | Tokyo Electric Power Co, Inc | 646 | |||||||
42,910 | Tokyo Electron Ltd | 2,727 | ||||||||
2,811,724 | Tokyo Gas Co Ltd | 14,927 | ||||||||
50,000 | Tokyo Ohka Kogyo Co Ltd | 1,418 | ||||||||
16,500 | Tokyo Tatemono Co Ltd | 229 | ||||||||
526,852 | Tokyu Corp | 3,526 | ||||||||
43,500 | Tokyu Fudosan Holdings Corp | 335 | ||||||||
361,126 | TonenGeneral Sekiyu KK | 3,359 | ||||||||
329,427 | Toppan Printing Co Ltd | 2,754 | ||||||||
465,664 | Toray Industries, Inc | 3,936 | ||||||||
410,481 | Toshiba Corp | 1,408 | ||||||||
900,000 | Tosoh Corp | 5,592 | ||||||||
23,681 | Toto Ltd | 427 | ||||||||
12,839 | Toyo Seikan Kaisha Ltd | 206 | ||||||||
37,099 | Toyo Suisan Kaisha Ltd | 1,352 | ||||||||
185,197 | Toyoda Gosei Co Ltd | 4,464 | ||||||||
13,361 | Toyota Industries Corp | 761 | ||||||||
1,969,048 | Toyota Motor Corp | 131,763 | ||||||||
17,394 | Toyota Tsusho Corp | 467 | ||||||||
8,528 | Trend Micro, Inc | 292 | ||||||||
111,600 | Uni-Charm Corp | 2,651 | ||||||||
214 | United Urban Investment Corp | 302 | ||||||||
17,730 | USS Co Ltd | 320 | ||||||||
32,900 | West Japan Railway Co | 2,105 | ||||||||
451,100 | Yahoo! Japan Corp | 1,821 | ||||||||
7,177 | Yakult Honsha Co Ltd | 425 | ||||||||
57,890 | e | Yamada Denki Co Ltd | 232 | |||||||
64,406 | e | Yamaguchi Financial Group, Inc | 802 | |||||||
13,388 | Yamaha Corp | 270 | ||||||||
21,483 | Yamaha Motor Co Ltd | 469 | ||||||||
28,755 | Yamato Transport Co Ltd | 556 | ||||||||
9,553 | Yamazaki Baking Co Ltd | 159 | ||||||||
368,084 | Yaskawa Electric Corp | 4,708 | ||||||||
18,310 | Yokogawa Electric Corp | 236 | ||||||||
8,000 | Yokohama Rubber Co Ltd | 161 | ||||||||
141,000 | e | Yumeshin Holdings Co Ltd | 899 | |||||||
TOTAL JAPAN | 1,631,587 | |||||||||
JERSEY, C.I. - 0.0% | ||||||||||
4,619 | Randgold Resources Ltd | 310 | ||||||||
TOTAL JERSEY, C.I. | 310 |
213 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
KOREA, REPUBLIC OF - 0.3% | ||||||||||
37,000 | Daewoo International Corp | $ | 855 | |||||||
29,000 | Hanssem Co Ltd | 7,302 | ||||||||
73,131 | KB Financial Group, Inc | 2,415 | ||||||||
3,000 | Naver Corp | 1,703 | ||||||||
26,064 | Samsung Electronics Co Ltd | 29,572 | ||||||||
20,000 | Samsung Fire & Marine Insurance Co Ltd | 5,270 | ||||||||
90,000 | Woongjin Coway Co Ltd | 7,369 | ||||||||
TOTAL KOREA, REPUBLIC OF | 54,486 | |||||||||
LUXEMBOURG - 0.1% | ||||||||||
4,220 | * | Altice S.A. | 581 | |||||||
48,498 | ArcelorMittal | 471 | ||||||||
3,877,524 | B&M European Value Retail S.A. | 20,891 | ||||||||
3,261 | Millicom International Cellular S.A. | 241 | ||||||||
15,273 | SES Global S.A. | 514 | ||||||||
23,377 | e | Tenaris S.A. | 315 | |||||||
TOTAL LUXEMBOURG | 23,013 | |||||||||
MACAU - 0.0% | ||||||||||
88,992 | MGM China Holdings Ltd | 145 | ||||||||
151,783 | Wynn Macau Ltd | 253 | ||||||||
TOTAL MACAU | 398 | |||||||||
MALAYSIA - 0.1% | ||||||||||
5,555,550 | Karex BHD | 4,521 | ||||||||
1,266,980 | Public Bank BHD | 6,286 | ||||||||
1,200,000 | Tenaga Nasional BHD | 4,020 | ||||||||
34,220 | YNH Property BHD | 17 | ||||||||
TOTAL MALAYSIA | 14,844 | |||||||||
MEXICO - 0.1% | ||||||||||
814,487 | * | Cemex SAB de C.V. (ADR) | 7,461 | |||||||
11,287 | Fresnillo plc | 123 | ||||||||
700,000 | Gruma SAB de C.V. | 8,995 | ||||||||
100,000 | e | Southern Copper Corp (NY) | 2,941 | |||||||
TOTAL MEXICO | 19,520 | |||||||||
NETHERLANDS - 1.7% | ||||||||||
88,332 | Aegon NV | 652 | ||||||||
125,000 | * | AerCap Holdings NV | 5,724 | |||||||
347,425 | Akzo Nobel NV | 25,365 | ||||||||
488,665 | ASML Holding NV | 50,830 | ||||||||
44,600 | e | ASML Holding NV (ADR) | 4,644 | |||||||
3,996 | Boskalis Westminster | 196 | ||||||||
9,885 | Delta Lloyd NV | 162 | ||||||||
8,607 | DSM NV | 500 | ||||||||
3,844 | e | Gemalto NV | 343 | |||||||
4,589 | Heineken Holding NV | 322 | ||||||||
11,102 | Heineken NV | 844 | ||||||||
6,206,748 | ING Groep NV | 103,065 |
214 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,371,962 | e | ING Groep NV (ADR) | $ | 22,747 | ||||||
43,615 | Koninklijke Ahold NV | 819 | ||||||||
45,285 | Koninklijke Philips Electronics NV | 1,156 | ||||||||
3,278 | Koninklijke Vopak NV | 166 | ||||||||
9,872 | NN Group NV | 278 | ||||||||
260,597 | * | NXP Semiconductors NV | 25,591 | |||||||
4,129 | *,e | OCI NV | 117 | |||||||
6,019 | Randstad Holdings NV | 392 | ||||||||
1,507,321 | Royal Dutch Shell plc (A Shares) | 42,618 | ||||||||
1,062,164 | Royal Dutch Shell plc (B Shares) | 30,240 | ||||||||
156,790 | Royal KPN NV | 601 | ||||||||
23,640 | TNT Express NV | 201 | ||||||||
1,036,400 | *,e | TomTom NV | 11,765 | |||||||
184,582 | Wolters Kluwer NV | 5,494 | ||||||||
TOTAL NETHERLANDS | 334,832 | |||||||||
NEW ZEALAND - 0.1% | ||||||||||
4,000,000 | Air New Zealand Ltd | 6,911 | ||||||||
88,380 | Auckland International Airport Ltd | 296 | ||||||||
35,566 | Contact Energy Ltd | 121 | ||||||||
66,214 | Fletcher Building Ltd | 364 | ||||||||
120,762 | * | Meridian Energy Ltd | 177 | |||||||
67,787 | Mighty River Power Ltd | 128 | ||||||||
36,298 | Ryman Healthcare Ltd | 195 | ||||||||
900,000 | e | Sky Network Television Ltd | 3,664 | |||||||
179,218 | Telecom Corp of New Zealand Ltd | 339 | ||||||||
TOTAL NEW ZEALAND | 12,195 | |||||||||
NORWAY - 0.4% | ||||||||||
781,800 | DNB NOR Holding ASA | 13,020 | ||||||||
10,150 | Gjensidige Forsikring BA | 163 | ||||||||
65,138 | Norsk Hydro ASA | 273 | ||||||||
40,576 | Orkla ASA | 318 | ||||||||
400,000 | PAN Fish ASA | 4,581 | ||||||||
18,436 | e | Seadrill Ltd (Oslo Exchange) | 192 | |||||||
2,952,234 | Statoil ASA | 52,795 | ||||||||
36,145 | Telenor ASA | 793 | ||||||||
8,990 | Yara International ASA | 468 | ||||||||
TOTAL NORWAY | 72,603 | |||||||||
PHILIPPINES - 0.1% | ||||||||||
20,895,900 | * | Melco Crown Philippines Resorts Corp | 2,372 | |||||||
4,174,604 | Metropolitan Bank & Trust | 8,701 | ||||||||
8,754,350 | Robinsons Retail Holdings, Inc | 14,455 | ||||||||
TOTAL PHILIPPINES | 25,528 | |||||||||
POLAND - 0.0% | ||||||||||
800,000 | Polska Grupa Energetyczna S.A. | 3,923 | ||||||||
TOTAL POLAND | 3,923 | |||||||||
215 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
PORTUGAL - 0.0% | ||||||||||
1,835,697 | *,e | Banco Comercial Portugues S.A. | $ | 161 | ||||||
115,340 | e | Energias de Portugal S.A. | 439 | |||||||
19,041 | Galp Energia SGPS S.A. | 224 | ||||||||
463,384 | Jeronimo Martins SGPS S.A. | 5,975 | ||||||||
TOTAL PORTUGAL | 6,799 | |||||||||
RUSSIA - 0.0% | ||||||||||
619,800 | Sberbank of Russian Federation (ADR) | 3,232 | ||||||||
203,100 | * | X 5 Retail Group NV (GDR) | 3,379 | |||||||
TOTAL RUSSIA | 6,611 | |||||||||
SINGAPORE - 0.4% | ||||||||||
197,255 | Ascendas REIT | 360 | ||||||||
121,003 | Avago Technologies Ltd | 16,085 | ||||||||
185,197 | CapitaCommercial Trust | 214 | ||||||||
773,546 | CapitaLand Ltd | 2,009 | ||||||||
654,017 | CapitaMall Trust | 1,043 | ||||||||
138,800 | City Developments Ltd | 1,007 | ||||||||
202,648 | ComfortDelgro Corp Ltd | 471 | ||||||||
738,706 | DBS Group Holdings Ltd | 11,334 | ||||||||
593,192 | Genting International plc | 394 | ||||||||
3,805,995 | Global Logistic Properties | 7,145 | ||||||||
683,765 | Golden Agri-Resources Ltd | 208 | ||||||||
557,347 | Hutchison Port Holdings Trust | 351 | ||||||||
10,166 | e | Jardine Cycle & Carriage Ltd | 250 | |||||||
422,168 | Keppel Corp Ltd | 2,573 | ||||||||
54,756 | Keppel Infrastructure Trust | 22 | ||||||||
78,567 | e | K-REIT Asia | 67 | |||||||
460,636 | Oversea-Chinese Banking Corp | 3,479 | ||||||||
95,148 | SembCorp Industries Ltd | 275 | ||||||||
367,917 | e | SembCorp Marine Ltd | 775 | |||||||
155,384 | Singapore Airlines Ltd | 1,237 | ||||||||
268,943 | Singapore Exchange Ltd | 1,562 | ||||||||
524,025 | e | Singapore Press Holdings Ltd | 1,587 | |||||||
484,507 | Singapore Technologies Engineering Ltd | 1,186 | ||||||||
2,631,491 | Singapore Telecommunications Ltd | 8,212 | ||||||||
56,630 | StarHub Ltd | 166 | ||||||||
229,800 | Suntec Real Estate Investment Trust | 294 | ||||||||
266,268 | United Overseas Bank Ltd | 4,556 | ||||||||
47,209 | e | United Overseas Land Ltd | 242 | |||||||
185,562 | Wilmar International Ltd | 452 | ||||||||
3,057,000 | e | Yanlord Land Group Ltd | 2,563 | |||||||
TOTAL SINGAPORE | 70,119 | |||||||||
SOUTH AFRICA - 0.2% | ||||||||||
400,000 | Foschini Ltd | 5,229 | ||||||||
26,237 | Investec plc | 236 | ||||||||
558,033 | Mondi plc | 12,014 | ||||||||
55,300 | Naspers Ltd (N Shares) | 8,599 | ||||||||
800,000 | Sanlam Ltd | 4,355 | ||||||||
90,000 | Sasol Ltd | 3,332 | ||||||||
TOTAL SOUTH AFRICA | 33,765 |
216 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
SPAIN - 0.8% | ||||||||||
21,455 | Abertis Infraestructuras S.A. (Continuous) | $ | 352 | |||||||
80,000 | *,e | Acciona S.A. | 6,058 | |||||||
632,172 | Acerinox S.A. | 8,751 | ||||||||
9,876 | ACS Actividades Construccion y Servicios S.A. | 319 | ||||||||
3,265 | *,g | Aena S.A. | 341 | |||||||
610,948 | Amadeus IT Holding S.A. | 24,389 | ||||||||
307,833 | Banco Bilbao Vizcaya Argentaria S.A. | 3,033 | ||||||||
237,575 | Banco de Sabadell S.A. | 575 | ||||||||
4,164 | *,m | Banco de Sabadell S.A. (Int Shares) | 10 | |||||||
85,508 | Banco Popular Espanol S.A. | 416 | ||||||||
1,244,423 | Banco Santander Central Hispano S.A. | 8,753 | ||||||||
225,811 | * | Bankia S.A. | 288 | |||||||
33,880 | Bankinter S.A. | 251 | ||||||||
160,000 | *,g | Cellnex Telecom SAU | 2,707 | |||||||
55,287 | Corp Mapfre S.A. | 191 | ||||||||
2,935,435 | Criteria CaixaBank S.A. | 13,659 | ||||||||
930,614 | Distribuidora Internacional de Alimentacion S.A. | 7,132 | ||||||||
10,505 | e | Enagas | 286 | |||||||
1,030,137 | e | Endesa S.A. | 19,729 | |||||||
21,672 | e | Ferrovial S.A. | 471 | |||||||
217,051 | e | Gas Natural SDG S.A. | 4,929 | |||||||
300,000 | Gestevision Telecinco S.A. | 3,939 | ||||||||
7,144 | e | Grifols S.A. | 289 | |||||||
4,041,435 | Iberdrola S.A. | 27,286 | ||||||||
52,425 | Inditex S.A. | 1,710 | ||||||||
129,390 | *,e,m | Let’s GOWEX S.A. | 1 | |||||||
5,257 | e | Red Electrica de Espana | 422 | |||||||
295,909 | e | Repsol YPF S.A. | 5,216 | |||||||
235,400 | e | Tecnicas Reunidas S.A. | 12,128 | |||||||
550,716 | Telefonica S.A. | 7,845 | ||||||||
7,628 | Zardoya Otis S.A. | 83 | ||||||||
TOTAL SPAIN | 161,559 | |||||||||
SWEDEN - 0.7% | ||||||||||
13,146 | Alfa Laval AB | 231 | ||||||||
110,000 | *,e | Arcam AB | 1,888 | |||||||
274,249 | Assa Abloy AB | 5,163 | ||||||||
32,638 | Atlas Copco AB (A Shares) | 913 | ||||||||
19,260 | Atlas Copco AB (B Shares) | 480 | ||||||||
12,941 | e | Autoliv, Inc | 1,511 | |||||||
804,273 | Boliden AB | 14,662 | ||||||||
657,577 | Electrolux AB (Series B) | 20,604 | ||||||||
16,698 | e | Elekta AB (B Shares) | 105 | |||||||
148,323 | Ericsson (LM) (B Shares) | 1,545 | ||||||||
10,001 | Getinge AB (B Shares) | 241 | ||||||||
46,305 | Hennes & Mauritz AB (B Shares) | 1,782 | ||||||||
297,185 | Hexagon AB (B Shares) | 10,764 | ||||||||
19,823 | Husqvarna AB (B Shares) | 149 | ||||||||
3,674 | e | ICA Gruppen AB | 130 | |||||||
8,009 | Industrivarden AB | 151 |
217 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
713,283 | Intrum Justitia AB | $ | 21,600 | |||||||
22,508 | Investor AB (B Shares) | 839 | ||||||||
200,000 | JM AB | 5,451 | ||||||||
964,643 | e | Kinnevik Investment AB (Series B) | 30,512 | |||||||
10,759 | *,e | Lundin Petroleum AB | 185 | |||||||
200,000 | NCC AB (B Shares) | 6,108 | ||||||||
148,188 | Nordea Bank AB | 1,848 | ||||||||
51,828 | Sandvik AB | 573 | ||||||||
14,914 | Securitas AB (B Shares) | 197 | ||||||||
73,545 | Skandinaviska Enskilda Banken AB (Class A) | 941 | ||||||||
18,552 | Skanska AB (B Shares) | 376 | ||||||||
19,563 | SKF AB (B Shares) | 446 | ||||||||
28,838 | Svenska Cellulosa AB (B Shares) | 733 | ||||||||
73,362 | Svenska Handelsbanken AB | 1,071 | ||||||||
243,587 | Swedbank AB (A Shares) | 5,679 | ||||||||
9,480 | Swedish Match AB | 270 | ||||||||
15,675 | Tele2 AB | 183 | ||||||||
125,423 | TeliaSonera AB | 739 | ||||||||
583,924 | Volvo AB (B Shares) | 7,251 | ||||||||
TOTAL SWEDEN | 145,321 | |||||||||
SWITZERLAND - 4.2% | ||||||||||
107,049 | ABB Ltd | 2,244 | ||||||||
66,028 | Actelion Ltd | 9,670 | ||||||||
401,311 | Adecco S.A. | 32,569 | ||||||||
4,541 | Aryzta AG. | 223 | ||||||||
54,447 | Baloise Holding AG. | 6,639 | ||||||||
104 | Barry Callebaut AG. | 118 | ||||||||
399,911 | Cie Financiere Richemont S.A. | 32,504 | ||||||||
180,000 | Clariant AG. | 3,689 | ||||||||
9,561 | Coca-Cola HBC AG. | 205 | ||||||||
536,644 | Credit Suisse Group | 14,805 | ||||||||
1,325 | * | Dufry Group | 185 | |||||||
420 | EMS-Chemie Holding AG. | 177 | ||||||||
7,200 | Flughafen Zuerich AG. | 5,574 | ||||||||
1,837 | Geberit AG. | 612 | ||||||||
8,000 | Georg Fischer AG. | 5,500 | ||||||||
443 | Givaudan S.A. | 767 | ||||||||
542,726 | Glencore Xstrata plc | 2,176 | ||||||||
649,753 | Holcim Ltd | 47,942 | ||||||||
10,712 | Julius Baer Group Ltd | 601 | ||||||||
8,000 | Kaba Holding AG. | 4,762 | ||||||||
2,767 | Kuehne & Nagel International AG. | 367 | ||||||||
49 | Lindt & Spruengli AG. | 259 | ||||||||
5 | Lindt & Spruengli AG. (Registered) | 313 | ||||||||
280,416 | Lonza Group AG. | 37,482 | ||||||||
1,184,900 | Nestle S.A. | 85,491 | ||||||||
2,146,818 | Novartis AG. | 211,162 | ||||||||
1,445 | Pargesa Holding S.A. | 97 | ||||||||
810 | Partners Group | 242 | ||||||||
2,596 | Phonak Holding AG. | 351 | ||||||||
463,571 | Roche Holding AG. | 129,982 |
218 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
2,194 | Schindler Holding AG. | $ | 359 | |||||||
1,027 | Schindler Holding AG. (Registered) | 168 | ||||||||
269 | SGS S.A. | 491 | ||||||||
103 | Sika AG. | 363 | ||||||||
31,003 | STMicroelectronics NV | 254 | ||||||||
1,113 | Sulzer AG. | 114 | ||||||||
1,504 | Swatch Group AG. | 586 | ||||||||
2,461 | Swatch Group AG. (Registered) | 185 | ||||||||
1,575 | Swiss Life Holding | 361 | ||||||||
3,424 | Swiss Prime Site AG. | 260 | ||||||||
518,994 | Swiss Re Ltd | 45,943 | ||||||||
1,243 | Swisscom AG. | 697 | ||||||||
80,988 | Syngenta AG. | 33,045 | ||||||||
632,572 | TE Connectivity Ltd | 40,674 | ||||||||
3,253,973 | UBS AG. | 69,038 | ||||||||
7,252 | Zurich Financial Services AG. | 2,208 | ||||||||
TOTAL SWITZERLAND | 831,454 | |||||||||
TAIWAN - 0.4% | ||||||||||
6,250,000 | Advanced Semiconductor Engineering, Inc | 8,468 | ||||||||
2,078,000 | Catcher Technology Co Ltd | 25,979 | ||||||||
3,360,000 | Cathay Financial Holding Co Ltd | 5,867 | ||||||||
1,096,965 | Eclat Textile Co Ltd | 17,999 | ||||||||
3,430,746 | Hota Industrial Manufacturing Co Ltd | 11,024 | ||||||||
861,000 | King Slide Works Co Ltd | 11,484 | ||||||||
2,300,000 | Pegatron Technology Corp | 6,730 | ||||||||
TOTAL TAIWAN | 87,551 | |||||||||
THAILAND - 0.1% | ||||||||||
3,000,000 | Delta Electronics Thai PCL | 8,020 | ||||||||
2,730,600 | Siam Commercial Bank PCL (Foreign) | 12,542 | ||||||||
TOTAL THAILAND | 20,562 | |||||||||
TURKEY - 0.2% | ||||||||||
10,500,849 | Emlak Konut Gayrimenkul Yatiri | 10,813 | ||||||||
2,500,000 | Eregli Demir ve Celik Fabrikalari TAS | 4,045 | ||||||||
1,177,700 | TAV Havalimanlari Holding AS | 9,998 | ||||||||
1,800,000 | Turkiye Is Bankasi (Series C) | 3,785 | ||||||||
TOTAL TURKEY | 28,641 | |||||||||
UNITED ARAB EMIRATES - 0.1% | ||||||||||
370,000 | Al Noor Hospitals Group plc | 5,494 | ||||||||
473,008 | * | Emaar Malls Group PJSC | 429 | |||||||
4,715,574 | Emaar Properties PJSC | 10,025 | ||||||||
1,425,000 | First Gulf Bank PJSC | 5,880 | ||||||||
TOTAL UNITED ARAB EMIRATES | 21,828 | |||||||||
UNITED KINGDOM - 7.6% | ||||||||||
48,052 | 3i Group plc | 390 | ||||||||
43,699 | Aberdeen Asset Management plc | 277 | ||||||||
9,986 | Admiral Group plc | 218 |
219 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
12,873 | Aggreko plc | $ | 291 | |||||||
1,639,830 | * | Aldermore Group plc | 7,946 | |||||||
18,590 | AMEC plc | 239 | ||||||||
67,986 | Anglo American plc (London) | 982 | ||||||||
20,129 | Antofagasta plc | 218 | ||||||||
2,995,168 | ARM Holdings plc | 49,013 | ||||||||
2,931,375 | Ashtead Group plc | 50,522 | ||||||||
110,100 | *,e | ASOS plc | 6,710 | |||||||
980,299 | Associated British Foods plc | 44,174 | ||||||||
402,411 | AstraZeneca plc | 25,469 | ||||||||
3,121,601 | *,g | Auto Trader Group plc | 15,021 | |||||||
645,616 | Aviva plc | 5,001 | ||||||||
12,806 | Babcock International Group | 217 | ||||||||
154,388 | BAE Systems plc | 1,094 | ||||||||
25,240,929 | Barclays plc | 103,454 | ||||||||
48,954 | Barratt Developments plc | 472 | ||||||||
300,000 | Bellway plc | 11,175 | ||||||||
166,369 | BG Group plc | 2,771 | ||||||||
4,527,949 | BP plc | 30,051 | ||||||||
90,884 | British American Tobacco plc | 4,893 | ||||||||
296,404 | British Land Co plc | 3,692 | ||||||||
4,915,677 | Britvic plc | 55,383 | ||||||||
1,083,298 | BT Group plc | 7,671 | ||||||||
16,053 | Bunzl plc | 438 | ||||||||
21,853 | Burberry Group plc | 539 | ||||||||
32,540 | Capita Group plc | 632 | ||||||||
239,604 | Centrica plc | 994 | ||||||||
160,000 | Close Brothers Group plc | 3,839 | ||||||||
47,480 | e | CNH Industrial NV | 433 | |||||||
53,015 | Cobham plc | 219 | ||||||||
458,402 | Compass Group plc | 7,582 | ||||||||
136,700 | Consort Medical plc | 1,955 | ||||||||
936,296 | Countrywide plc | 8,356 | ||||||||
6,805 | Croda International plc | 294 | ||||||||
805,048 | Delphi Automotive plc | 68,502 | ||||||||
122,366 | Diageo plc | 3,544 | ||||||||
67,499 | Direct Line Insurance Group plc | 356 | ||||||||
1,289,900 | easyJet plc | 31,356 | ||||||||
47,803 | Experian Group Ltd | 869 | ||||||||
1,293,856 | *,e | Fiat DaimlerChrysler Automobiles NV | 18,981 | |||||||
78,000 | GKN plc | 410 | ||||||||
1,257,792 | GlaxoSmithKline plc | 26,152 | ||||||||
74,539 | Group 4 Securicor plc | 314 | ||||||||
38,227 | Hammerson plc | 369 | ||||||||
12,192 | Hargreaves Lansdown plc | 221 | ||||||||
8,557,727 | Hays plc | 21,947 | ||||||||
3,553,715 | HSBC Holdings plc | 31,821 | ||||||||
550,000 | HSBC Holdings plc (Hong Kong) | 4,938 | ||||||||
27,772 | ICAP plc | 231 | ||||||||
12,067 | IMI plc | 213 | ||||||||
186,806 | Imperial Tobacco Group plc | 8,997 | ||||||||
1,075,000 | Inchcape plc | 13,684 |
220 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
22,513 | Inmarsat plc | $ | 324 | |||||||
11,325 | InterContinental Hotels Group plc | 457 | ||||||||
39,043 | * | International Consolidated Airlines Group S.A. | 305 | |||||||
7,169,455 | * | International Consolidated Airlines Group S.A. (London) | 55,715 | |||||||
7,960 | Intertek Group plc | 306 | ||||||||
183,140 | ITV plc | 758 | ||||||||
63,223 | e | J Sainsbury plc | 263 | |||||||
10,087 | Johnson Matthey plc | 481 | ||||||||
2,596,035 | *,e | Just Eat plc | 16,588 | |||||||
116,298 | Kingfisher plc | 634 | ||||||||
39,112 | Land Securities Group plc | 740 | ||||||||
10,187,937 | Legal & General Group plc | 39,835 | ||||||||
285,963 | * | Liberty Global plc | 14,478 | |||||||
868,285 | * | Liberty Global plc (Class A) | 46,948 | |||||||
46,622 | e | Liberty International plc | 225 | |||||||
36,468,591 | Lloyds TSB Group plc | 48,948 | ||||||||
15,319 | London Stock Exchange Group plc | 570 | ||||||||
6,800,024 | Man Group plc | 16,760 | ||||||||
80,668 | Marks & Spencer Group plc | 681 | ||||||||
37,394 | Meggitt plc | 274 | ||||||||
49,612 | Melrose Industries plc | 193 | ||||||||
34,943 | g | Merlin Entertainments plc | 234 | |||||||
182,081 | National Grid plc | 2,344 | ||||||||
46,606 | New Carphone Warehouse plc | 331 | ||||||||
330,355 | Next plc | 38,665 | ||||||||
234,612 | Old Mutual plc | 743 | ||||||||
40,365 | Pearson plc | 764 | ||||||||
15,616 | Pentair plc | 1,074 | ||||||||
14,423 | Persimmon plc | 448 | ||||||||
12,712 | e | Petrofac Ltd | 185 | |||||||
3,567,639 | Prudential plc | 85,978 | ||||||||
31,402 | Reckitt Benckiser Group plc | 2,708 | ||||||||
364,182 | Reed Elsevier NV | 8,662 | ||||||||
54,421 | Reed Elsevier plc | 884 | ||||||||
33,918 | Rexam plc | 294 | ||||||||
302,962 | Rightmove plc | 15,588 | ||||||||
181,690 | Rio Tinto Ltd | 7,516 | ||||||||
560,258 | Rio Tinto plc | 23,045 | ||||||||
89,422 | Rolls-Royce Group plc | 1,221 | ||||||||
13,481,715 | *,m | Rolls-Royce Holdings plc | 21 | |||||||
123,848 | * | Royal Bank of Scotland Group plc | 685 | |||||||
38,387 | Royal Mail plc | 310 | ||||||||
49,014 | RSA Insurance Group plc | 306 | ||||||||
1,269,813 | SABMiller plc | 65,840 | ||||||||
51,331 | Sage Group plc | 413 | ||||||||
6,092 | Schroders plc | 304 | ||||||||
48,064 | Scottish & Southern Energy plc | 1,160 | ||||||||
37,343 | Segro plc | 238 | ||||||||
11,780 | Severn Trent plc | 385 | ||||||||
785,465 | *,g | Shawbrook Group plc | 4,513 | |||||||
3,080,221 | Sky plc | 50,170 |
221 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
42,926 | Smith & Nephew plc | $ | 726 | |||||||
19,393 | Smiths Group plc | 344 | ||||||||
13,012 | * | Sports Direct International plc | 147 | |||||||
396,070 | Standard Chartered plc | 6,343 | ||||||||
93,399 | Standard Life plc | 651 | ||||||||
13,633 | Subsea 7 S.A. | 133 | ||||||||
22,674 | Tate & Lyle plc | 185 | ||||||||
4,872,239 | Taylor Wimpey plc | 14,209 | ||||||||
394,201 | Tesco plc | 1,313 | ||||||||
1,099,130 | Travis Perkins plc | 36,403 | ||||||||
45,635 | Tullow Oil plc | 244 | ||||||||
79,766 | Unilever NV | 3,335 | ||||||||
62,413 | Unilever plc | 2,680 | ||||||||
32,099 | United Utilities Group plc | 450 | ||||||||
1,000,900 | Vesuvius plc | 6,671 | ||||||||
1,791,586 | * | Virgin Money Holdings UK plc | 12,393 | |||||||
12,983,225 | Vodafone Group plc | 47,361 | ||||||||
10,322 | Weir Group plc | 275 | ||||||||
230,000 | WH Smith plc | 5,516 | ||||||||
335,161 | Whitbread plc | 26,038 | ||||||||
43,783 | William Hill plc | 277 | ||||||||
106,678 | e | WM Morrison Supermarkets plc | 303 | |||||||
513,699 | Wolseley plc | 32,761 | ||||||||
2,187,455 | WPP plc | 49,100 | ||||||||
TOTAL UNITED KINGDOM | 1,493,900 | |||||||||
UNITED STATES - 55.7% | ||||||||||
243,129 | 3M Co | 37,515 | ||||||||
65,000 | A.O. Smith Corp | 4,679 | ||||||||
1,001,980 | Abbott Laboratories | 49,177 | ||||||||
1,070,770 | AbbVie, Inc | 71,945 | ||||||||
27,878 | e | Abercrombie & Fitch Co (Class A) | 600 | |||||||
158,312 | Accenture plc | 15,321 | ||||||||
252,136 | ACE Ltd | 25,637 | ||||||||
761,228 | Activision Blizzard, Inc | 18,429 | ||||||||
9,078 | Acuity Brands, Inc | 1,634 | ||||||||
191,533 | * | Adobe Systems, Inc | 15,516 | |||||||
37,650 | e | ADT Corp | 1,264 | |||||||
13,438 | Advance Auto Parts, Inc | 2,141 | ||||||||
148,325 | AES Corp | 1,967 | ||||||||
535,998 | Aetna Inc | 68,318 | ||||||||
27,008 | * | Affiliated Managers Group, Inc | 5,904 | |||||||
53,664 | Aflac, Inc | 3,338 | ||||||||
14,242 | e | AGCO Corp | 809 | |||||||
34,880 | Agilent Technologies, Inc | 1,346 | ||||||||
40,634 | Air Products & Chemicals, Inc | 5,560 | ||||||||
14,217 | Airgas, Inc | 1,504 | ||||||||
38,848 | * | Akamai Technologies, Inc | 2,712 | |||||||
99,100 | Alaska Air Group, Inc | 6,385 | ||||||||
591,110 | Albemarle Corp | 32,671 | ||||||||
170,572 | Alcoa, Inc | 1,902 | ||||||||
387,226 | * | Alexion Pharmaceuticals, Inc | 69,999 |
222 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
138,391 | * | Alkermes plc | $ | 8,904 | ||||||
3,117 | * | Alleghany Corp | 1,461 | |||||||
411,994 | * | Allergan plc | 125,024 | |||||||
105,022 | * | Alliance Data Systems Corp | 30,660 | |||||||
85,386 | Alliant Energy Corp | 4,928 | ||||||||
234,066 | Allstate Corp | 15,184 | ||||||||
1,099,883 | * | Ally Financial, Inc | 24,670 | |||||||
13,726 | * | Alnylam Pharmaceuticals, Inc | 1,645 | |||||||
39,255 | Altera Corp | 2,010 | ||||||||
456,062 | Altria Group, Inc | 22,306 | ||||||||
227,365 | * | Amazon.com, Inc | 98,697 | |||||||
9,878 | Amerco, Inc | 3,229 | ||||||||
68,380 | Ameren Corp | 2,577 | ||||||||
36,111 | American Airlines Group, Inc | 1,442 | ||||||||
117,821 | American Capital Agency Corp | 2,164 | ||||||||
103,425 | American Electric Power Co, Inc | 5,478 | ||||||||
182,404 | American Express Co | 14,176 | ||||||||
151,900 | American Financial Group, Inc | 9,880 | ||||||||
183,108 | American International Group, Inc | 11,320 | ||||||||
101,124 | American Tower Corp | 9,434 | ||||||||
128,692 | American Water Works Co, Inc | 6,258 | ||||||||
146,183 | Ameriprise Financial, Inc | 18,263 | ||||||||
67,189 | AmerisourceBergen Corp | 7,145 | ||||||||
25,224 | Ametek, Inc | 1,382 | ||||||||
263,854 | Amgen, Inc | 40,507 | ||||||||
133,082 | Amphenol Corp (Class A) | 7,715 | ||||||||
512,941 | Anadarko Petroleum Corp | 40,040 | ||||||||
64,050 | Analog Devices, Inc | 4,111 | ||||||||
316,662 | Annaly Capital Management, Inc | 2,910 | ||||||||
13,916 | * | Ansys, Inc | 1,270 | |||||||
8,469 | *,e | Antero Resources Corp | 291 | |||||||
185,828 | Anthem, Inc | 30,502 | ||||||||
55,878 | Aon plc | 5,570 | ||||||||
619,946 | Apache Corp | 35,727 | ||||||||
3,661,543 | Apple, Inc | 459,249 | ||||||||
602,337 | Applied Materials, Inc | 11,577 | ||||||||
14,468 | ARAMARK Holdings Corp | 448 | ||||||||
44,268 | * | Arch Capital Group Ltd | 2,964 | |||||||
319,142 | Archer Daniels Midland Co | 15,389 | ||||||||
11,628 | * | Arrow Electronics, Inc | 649 | |||||||
12,257 | Arthur J. Gallagher & Co | 580 | ||||||||
17,703 | Ashland, Inc | 2,158 | ||||||||
12,449 | Assurant, Inc | 834 | ||||||||
835,851 | AT&T, Inc | 29,689 | ||||||||
368,037 | * | Autodesk, Inc | 18,429 | |||||||
92,193 | Automatic Data Processing, Inc | 7,397 | ||||||||
135,101 | * | Autonation, Inc | 8,509 | |||||||
25,985 | * | AutoZone, Inc | 17,329 | |||||||
18,739 | AvalonBay Communities, Inc | 2,996 | ||||||||
14,698 | Avery Dennison Corp | 896 | ||||||||
18,722 | Avnet, Inc | 770 | ||||||||
36,582 | e | Avon Products, Inc | 229 |
223 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
21,432 | * | Axalta Coating Systems Ltd | $ | 709 | ||||||
166,701 | Axiall Corp | 6,010 | ||||||||
201,698 | Axis Capital Holdings Ltd | 10,765 | ||||||||
202,184 | Baker Hughes, Inc | 12,475 | ||||||||
152,360 | Ball Corp | 10,688 | ||||||||
6,359,013 | Bank of America Corp | 108,230 | ||||||||
93,150 | Bank of New York Mellon Corp | 3,910 | ||||||||
18,211 | Bard (C.R.), Inc | 3,109 | ||||||||
197,025 | Baxter International, Inc | 13,778 | ||||||||
77,869 | BB&T Corp | 3,139 | ||||||||
17,116 | BE Aerospace, Inc | 940 | ||||||||
52,069 | Becton Dickinson & Co | 7,376 | ||||||||
90,517 | * | Bed Bath & Beyond, Inc | 6,244 | |||||||
671,043 | * | Belmond Ltd. | 8,381 | |||||||
219,853 | * | Berkshire Hathaway, Inc (Class B) | 29,924 | |||||||
931,879 | * | Berry Plastics Group, Inc | 30,193 | |||||||
909,945 | Best Buy Co, Inc | 29,673 | ||||||||
374,009 | Big Lots, Inc | 16,827 | ||||||||
146,567 | * | Biogen Idec, Inc | 59,204 | |||||||
337,966 | * | BioMarin Pharmaceuticals, Inc | 46,227 | |||||||
48,676 | BlackRock, Inc | 16,841 | ||||||||
218,000 | Blackstone Group LP | 8,910 | ||||||||
96,231 | Boeing Co | 13,349 | ||||||||
23,205 | BorgWarner, Inc | 1,319 | ||||||||
37,175 | Boston Properties, Inc | 4,500 | ||||||||
540,308 | * | Boston Scientific Corp | 9,563 | |||||||
54,000 | Brinker International, Inc | 3,113 | ||||||||
459,743 | Bristol-Myers Squibb Co | 30,591 | ||||||||
13,777 | Brixmor Property Group, Inc | 319 | ||||||||
744,402 | Broadcom Corp (Class A) | 38,329 | ||||||||
660,000 | Brocade Communications Systems, Inc | 7,841 | ||||||||
48,639 | Brown-Forman Corp (Class B) | 4,873 | ||||||||
258,308 | Bunge Ltd | 22,679 | ||||||||
74,155 | CA, Inc | 2,172 | ||||||||
60,855 | e | Cablevision Systems Corp (Class A) | 1,457 | |||||||
130,038 | Cabot Oil & Gas Corp | 4,101 | ||||||||
97,000 | * | CACI International, Inc (Class A) | 7,846 | |||||||
55,000 | e | Cal-Maine Foods, Inc | 2,871 | |||||||
65,194 | * | Calpine Corp | 1,173 | |||||||
29,319 | Camden Property Trust | 2,178 | ||||||||
45,804 | * | Cameron International Corp | 2,399 | |||||||
37,189 | e | Campbell Soup Co | 1,772 | |||||||
196,375 | Capital One Financial Corp | 17,275 | ||||||||
152,722 | Cardinal Health, Inc | 12,775 | ||||||||
188,784 | Carlisle Cos, Inc | 18,901 | ||||||||
91,306 | * | Carmax, Inc | 6,045 | |||||||
81,858 | Carnival Corp | 4,043 | ||||||||
9,091 | Carnival plc | 465 | ||||||||
100,000 | Carter’s, Inc | 10,630 | ||||||||
61,437 | * | Catamaran Corp (Toronto) | 3,755 | |||||||
81,726 | Caterpillar, Inc | 6,932 | ||||||||
1,103,058 | * | CBRE Group, Inc | 40,813 | �� |
224 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
699,881 | CBS Corp (Class B) | $ | 38,843 | |||||||
23,791 | CDK Global, Inc | 1,284 | ||||||||
210,000 | CDW Corp | 7,199 | ||||||||
31,807 | Celanese Corp (Series A) | 2,286 | ||||||||
814,737 | * | Celgene Corp | 94,294 | |||||||
21,511 | * | Centene Corp | 1,729 | |||||||
113,973 | Centerpoint Energy, Inc | 2,169 | ||||||||
130,324 | CenturyTel, Inc | 3,829 | ||||||||
65,090 | * | Cerner Corp | 4,495 | |||||||
344,030 | CF Industries Holdings, Inc | 22,114 | ||||||||
34,889 | CH Robinson Worldwide, Inc | 2,177 | ||||||||
714,869 | Charles Schwab Corp | 23,340 | ||||||||
20,263 | *,e | Charter Communications, Inc | 3,470 | |||||||
40,000 | e | Chemed Corp | 5,244 | |||||||
91,668 | * | Cheniere Energy, Inc | 6,349 | |||||||
61,810 | e | Chesapeake Energy Corp | 690 | |||||||
819,074 | Chevron Corp | 79,016 | ||||||||
135,030 | e | Chicago Bridge & Iron Co NV | 6,757 | |||||||
15,107 | * | Chipotle Mexican Grill, Inc (Class A) | 9,140 | |||||||
26,017 | Chubb Corp | 2,475 | ||||||||
74,571 | Church & Dwight Co, Inc | 6,050 | ||||||||
673,868 | * | Ciena Corp | 15,957 | |||||||
168,225 | Cigna Corp | 27,252 | ||||||||
21,387 | Cimarex Energy Co | 2,359 | ||||||||
24,258 | Cincinnati Financial Corp | 1,217 | ||||||||
32,727 | Cintas Corp | 2,768 | ||||||||
3,717,616 | Cisco Systems, Inc | 102,086 | ||||||||
39,791 | CIT Group, Inc | 1,850 | ||||||||
998,938 | Citigroup, Inc | 55,181 | ||||||||
59,099 | Citizens Financial Group, Inc | 1,614 | ||||||||
41,218 | * | Citrix Systems, Inc | 2,892 | |||||||
233,800 | e | Cliffs Natural Resources, Inc | 1,012 | |||||||
53,054 | Clorox Co | 5,519 | ||||||||
52,260 | CME Group, Inc | 4,863 | ||||||||
972,880 | CMS Energy Corp | 30,977 | ||||||||
118,366 | Coach, Inc | 4,097 | ||||||||
55,513 | * | Cobalt International Energy, Inc | 539 | |||||||
1,442,464 | Coca-Cola Co | 56,588 | ||||||||
26,100 | Coca-Cola Enterprises, Inc | 1,134 | ||||||||
116,266 | * | Cognizant Technology Solutions Corp (Class A) | 7,103 | |||||||
91,439 | Colgate-Palmolive Co | 5,981 | ||||||||
989,520 | Columbia Pipeline Partners LP | 24,936 | ||||||||
2,466,148 | Comcast Corp (Class A) | 148,314 | ||||||||
129,692 | Comcast Corp (Special Class A) | 7,774 | ||||||||
40,503 | Comerica, Inc | 2,079 | ||||||||
200,000 | * | CommScope Holding Co, Inc | 6,102 | |||||||
12,441 | *,e | Communications Sales & Leasing, Inc | 308 | |||||||
100,000 | * | Community Health Systems, Inc | 6,297 | |||||||
155,795 | Computer Sciences Corp | 10,226 | ||||||||
68,224 | ConAgra Foods, Inc | 2,983 | ||||||||
530,072 | * | Concho Resources, Inc | 60,354 | |||||||
226,953 | ConocoPhillips | 13,937 |
225 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
300,000 | Conseco, Inc | $ | 5,505 | |||||||
29,916 | e | Consol Energy, Inc | 650 | |||||||
64,050 | Consolidated Edison, Inc | 3,707 | ||||||||
35,265 | Constellation Brands, Inc (Class A) | 4,091 | ||||||||
113,078 | *,e | Continental Resources, Inc | 4,793 | |||||||
31,089 | Cooper Cos, Inc | 5,533 | ||||||||
19,433 | e | Core Laboratories NV | 2,216 | |||||||
190,287 | Corning, Inc | 3,754 | ||||||||
148,767 | Costco Wholesale Corp | 20,092 | ||||||||
22,500 | * | Credit Acceptance Corp | 5,539 | |||||||
8,149 | *,e | Cree, Inc | 212 | |||||||
89,304 | Crown Castle International Corp | 7,171 | ||||||||
525,726 | * | Crown Holdings, Inc | 27,816 | |||||||
1,449,068 | CSX Corp | 47,312 | ||||||||
139,276 | Cummins, Inc | 18,272 | ||||||||
1,175,958 | CVS Corp | 123,334 | ||||||||
40,600 | Cytec Industries, Inc | 2,458 | ||||||||
240,000 | Dana Holding Corp | 4,939 | ||||||||
125,933 | Danaher Corp | 10,779 | ||||||||
93,183 | Darden Restaurants, Inc | 6,623 | ||||||||
125,775 | * | DaVita, Inc | 9,995 | |||||||
43,365 | Deere & Co | 4,209 | ||||||||
515,400 | Delta Air Lines, Inc | 21,173 | ||||||||
110,000 | Deluxe Corp | 6,820 | ||||||||
21,164 | Dentsply International, Inc | 1,091 | ||||||||
75,259 | Devon Energy Corp | 4,477 | ||||||||
22,841 | e | Diamond Offshore Drilling, Inc | 590 | |||||||
360,691 | * | Diamondback Energy, Inc | 27,189 | |||||||
23,860 | Dick’s Sporting Goods, Inc | 1,235 | ||||||||
30,597 | Digital Realty Trust, Inc | 2,040 | ||||||||
196,973 | * | DIRECTV | 18,277 | |||||||
90,406 | Discover Financial Services | 5,209 | ||||||||
30,010 | *,e | Discovery Communications, Inc (Class A) | 998 | |||||||
43,168 | * | Discovery Communications, Inc (Class C) | 1,342 | |||||||
113,804 | * | DISH Network Corp (Class A) | 7,706 | |||||||
487,159 | Dollar General Corp | 37,872 | ||||||||
82,480 | * | Dollar Tree, Inc | 6,515 | |||||||
117,694 | Dominion Resources, Inc | 7,870 | ||||||||
18,214 | Dover Corp | 1,278 | ||||||||
590,568 | Dow Chemical Co | 30,219 | ||||||||
1,296,359 | DR Horton, Inc | 35,468 | ||||||||
127,534 | Dr Pepper Snapple Group, Inc | 9,297 | ||||||||
41,200 | DST Systems, Inc | 5,190 | ||||||||
37,043 | DTE Energy Co | 2,765 | ||||||||
464,822 | Du Pont (E.I.) de Nemours & Co | 29,725 | ||||||||
83,042 | Duke Energy Corp | 5,864 | ||||||||
89,023 | Duke Realty Corp | 1,653 | ||||||||
7,443 | Dun & Bradstreet Corp | 908 | ||||||||
119,999 | * | E*Trade Financial Corp | 3,594 | |||||||
657,062 | East West Bancorp, Inc | 29,450 | ||||||||
32,375 | Eastman Chemical Co | 2,649 | ||||||||
513,428 | Eaton Corp | 34,651 |
226 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
14,822 | Eaton Vance Corp | $ | 580 | |||||||
847,442 | * | eBay, Inc | 51,050 | |||||||
26,671 | Ecolab, Inc | 3,016 | ||||||||
76,926 | Edison International | 4,276 | ||||||||
21,678 | * | Edwards Lifesciences Corp | 3,088 | |||||||
63,321 | * | Electronic Arts, Inc | 4,211 | |||||||
762,951 | Eli Lilly & Co | 63,699 | ||||||||
1,774,347 | EMC Corp | 46,825 | ||||||||
55,081 | Emerson Electric Co | 3,053 | ||||||||
101,135 | * | Endo International plc | 8,055 | |||||||
19,391 | Energen Corp | 1,324 | ||||||||
17,964 | * | Energizer Holdings, Inc | 2,363 | |||||||
1,784 | Engility Holdings, Inc | 45 | ||||||||
27,770 | Ensco plc | 618 | ||||||||
68,663 | Entergy Corp | 4,841 | ||||||||
13,473 | * | Envision Healthcare Holdings, Inc | 532 | |||||||
959,190 | EOG Resources, Inc | 83,977 | ||||||||
33,605 | EQT Corp | 2,733 | ||||||||
32,195 | Equifax, Inc | 3,126 | ||||||||
11,453 | Equinix, Inc | 2,909 | ||||||||
82,140 | Equity Residential | 5,764 | ||||||||
16,609 | Essex Property Trust, Inc | 3,529 | ||||||||
81,363 | Estee Lauder Cos (Class A) | 7,051 | ||||||||
120,000 | * | Euronet Worldwide, Inc | 7,404 | |||||||
66,980 | Everest Re Group Ltd | 12,191 | ||||||||
142,891 | Eversource Energy | 6,489 | ||||||||
130,202 | Exelon Corp | 4,091 | ||||||||
89,457 | Expedia, Inc | 9,782 | ||||||||
18,693 | Expeditors International of Washington, Inc | 862 | ||||||||
210,829 | * | Express Scripts Holding Co | 18,751 | |||||||
1,168,002 | Extended Stay America, Inc | 21,923 | ||||||||
690,767 | Exterran Holdings, Inc | 22,554 | ||||||||
21,532 | Extra Space Storage, Inc | 1,404 | ||||||||
1,440,044 | d | Exxon Mobil Corp | 119,812 | |||||||
97,010 | * | F5 Networks, Inc | 11,675 | |||||||
1,343,413 | * | Facebook, Inc | 115,218 | |||||||
34,049 | Family Dollar Stores, Inc | 2,683 | ||||||||
28,481 | e | Fastenal Co | 1,201 | |||||||
22,023 | Federal Realty Investment Trust | 2,821 | ||||||||
167,775 | FedEx Corp | 28,589 | ||||||||
70,296 | Fidelity National Information Services, Inc | 4,344 | ||||||||
123,560 | Fifth Third Bancorp | 2,573 | ||||||||
24,025 | *,e | FireEye, Inc | 1,175 | |||||||
135,500 | * | First American Corp | 5,378 | |||||||
34,594 | First Republic Bank | 2,180 | ||||||||
102,466 | FirstEnergy Corp | 3,335 | ||||||||
101,174 | * | Fiserv, Inc | 8,380 | |||||||
33,325 | *,e | Fitbit, Inc | 1,274 | |||||||
47,526 | * | FleetCor Technologies, Inc | 7,417 | |||||||
619,401 | *,e | Flextronics International Ltd | 7,005 | |||||||
27,832 | Flir Systems, Inc | 858 | ||||||||
64,197 | Flowserve Corp | 3,381 |
227 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
16,072 | Fluor Corp | $ | 852 | |||||||
325,071 | FMC Corp | 17,082 | ||||||||
25,269 | * | FMC Technologies, Inc | 1,048 | |||||||
21,875 | FNF Group | 809 | ||||||||
150,362 | Foot Locker, Inc | 10,076 | ||||||||
407,626 | Ford Motor Co | 6,118 | ||||||||
374,856 | Fortune Brands Home & Security, Inc | 17,176 | ||||||||
1,149 | * | Fossil Group, Inc | 80 | |||||||
34,136 | Franklin Resources, Inc | 1,674 | ||||||||
971,578 | Freeport-McMoRan Copper & Gold, Inc (Class B) | 18,091 | ||||||||
8,542 | * | Freescale Semiconductor Holdings Ltd | 341 | |||||||
234,465 | e | Frontier Communications Corp | 1,161 | |||||||
184,496 | e | GameStop Corp (Class A) | 7,926 | |||||||
200,000 | Gaming and Leisure Properties, Inc | 7,332 | ||||||||
11,900 | * | Gannett Co, Inc | 166 | |||||||
37,348 | Gap, Inc | 1,426 | ||||||||
17,602 | e | Garmin Ltd | 773 | |||||||
6,202 | * | Gartner, Inc | 532 | |||||||
112,796 | General Dynamics Corp | 15,982 | ||||||||
2,873,752 | General Electric Co | 76,356 | ||||||||
131,361 | General Growth Properties, Inc | 3,371 | ||||||||
71,172 | General Mills, Inc | 3,966 | ||||||||
61,921,000 | *,e,m | General Motors Co | 0 | ^ | ||||||
69,850,000 | *,m | General Motors Co | 0 | ^ | ||||||
117,425 | General Motors Co | 3,914 | ||||||||
4,461,000 | *,m | General Motors Co | 0 | ^ | ||||||
19,417,463 | *,m | General Motors Co | 0 | ^ | ||||||
18,159,000 | *,m | General Motors Co | 0 | ^ | ||||||
13,592,224 | *,m | General Motors Co | 0 | ^ | ||||||
26,439,985 | *,m | General Motors Co | 0 | ^ | ||||||
29,845,445 | *,m | General Motors Co | 0 | ^ | ||||||
18,106,794 | *,e,m | General Motors Co | 0 | ^ | ||||||
530,757 | *,m | General Motors Co | 0 | ^ | ||||||
300,000 | Gentex Corp | 4,926 | ||||||||
20,954 | Genuine Parts Co | 1,876 | ||||||||
30,798 | * | Genworth Financial, Inc (Class A) | 233 | |||||||
1,026,225 | Gilead Sciences, Inc | 120,150 | ||||||||
120,000 | Global Payments, Inc | 12,414 | ||||||||
102,758 | Goldman Sachs Group, Inc | 21,455 | ||||||||
47,378 | Goodyear Tire & Rubber Co | 1,428 | ||||||||
246,219 | * | Google, Inc | 128,159 | |||||||
92,042 | * | Google, Inc (Class A) | 49,706 | |||||||
800,000 | * | Groupon, Inc | 4,024 | |||||||
29,177 | H&R Block, Inc | 865 | ||||||||
1 | H.B. Fuller Co | 0 | ^ | |||||||
199,989 | Halliburton Co | 8,614 | ||||||||
353,577 | Hanesbrands, Inc | 11,781 | ||||||||
28,461 | Harley-Davidson, Inc | 1,604 | ||||||||
29,111 | Harman International Industries, Inc | 3,462 | ||||||||
27,273 | Harris Corp | 2,098 | ||||||||
153,159 | Hartford Financial Services Group, Inc | 6,367 | ||||||||
20,926 | Hasbro, Inc | 1,565 |
228 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
268,775 | * | HCA Holdings, Inc | $ | 24,383 | ||||||
72,560 | HCP, Inc | 2,646 | ||||||||
83,515 | Health Care REIT, Inc | 5,481 | ||||||||
160,000 | * | Health Net, Inc | 10,259 | |||||||
170,000 | Healthsouth Corp | 7,830 | ||||||||
13,481 | Helmerich & Payne, Inc | 949 | ||||||||
19,393 | * | Henry Schein, Inc | 2,756 | |||||||
39,000 | *,e | Herbalife Ltd | 2,149 | |||||||
37,130 | Hershey Co | 3,298 | ||||||||
1,306,544 | * | Hertz Global Holdings, Inc | 23,675 | |||||||
124,545 | Hess Corp | 8,330 | ||||||||
875,994 | Hewlett-Packard Co | 26,289 | ||||||||
90,909 | * | Hilton Worldwide Holdings, Inc | 2,505 | |||||||
27,867 | HollyFrontier Corp | 1,190 | ||||||||
297,069 | * | Hologic, Inc | 11,306 | |||||||
1,365,298 | Home Depot, Inc | 151,726 | ||||||||
1,190,677 | Honeywell International, Inc | 121,413 | ||||||||
20,595 | Hormel Foods Corp | 1,161 | ||||||||
31,475 | * | Hospira, Inc | 2,792 | |||||||
71,058 | Host Marriott Corp | 1,409 | ||||||||
1,018,627 | Hudson City Bancorp, Inc | 10,064 | ||||||||
138,378 | Humana, Inc | 26,469 | ||||||||
1,202,815 | Huntington Bancshares, Inc | 13,604 | ||||||||
60,000 | Huntington Ingalls | 6,755 | ||||||||
303,789 | * | Hyatt Hotels Corp | 17,222 | |||||||
60,000 | Icahn Enterprises LP | 5,203 | ||||||||
11,878 | * | IHS, Inc (Class A) | 1,528 | |||||||
47,698 | Illinois Tool Works, Inc | 4,378 | ||||||||
52,062 | * | Illumina, Inc | 11,368 | |||||||
15,072 | * | Incyte Corp | 1,571 | |||||||
269,461 | Ingersoll-Rand plc | 18,167 | ||||||||
45,000 | Ingredion, Inc | 3,591 | ||||||||
102,920 | *,e | Inovalon Holdings, Inc | 2,871 | |||||||
1,758,268 | Intel Corp | 53,478 | ||||||||
102,069 | IntercontinentalExchange Group, Inc | 22,824 | ||||||||
294,027 | International Business Machines Corp | 47,826 | ||||||||
22,177 | International Flavors & Fragrances, Inc | 2,424 | ||||||||
38,996 | International Paper Co | 1,856 | ||||||||
563,258 | Interpublic Group of Cos, Inc | 10,854 | ||||||||
273,337 | Intuit, Inc | 27,544 | ||||||||
16,707 | * | Intuitive Surgical, Inc | 8,095 | |||||||
150,303 | Invesco Ltd | 5,635 | ||||||||
27,191 | Iron Mountain, Inc | 843 | ||||||||
249,827 | e | iShares MSCI Canada Index Fund | 6,663 | |||||||
1,118,433 | iShares MSCI EAFE Index Fund | 71,009 | ||||||||
9,002 | *,e | Isis Pharmaceuticals, Inc | 518 | |||||||
140,000 | ITT Corp | 5,858 | ||||||||
16,185 | J.B. Hunt Transport Services, Inc | 1,329 | ||||||||
19,713 | J.M. Smucker Co | 2,137 | ||||||||
17,928 | * | Jacobs Engineering Group, Inc | 728 | |||||||
859,804 | * | Jarden Corp | 44,495 | |||||||
94,541 | * | Jazz Pharmaceuticals plc | 16,646 |
229 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
928,631 | Johnson & Johnson | $ | 90,504 | |||||||
123,174 | Johnson Controls, Inc | 6,101 | ||||||||
40,580 | Jones Lang LaSalle, Inc | 6,939 | ||||||||
5,251 | e | Joy Global, Inc | 190 | |||||||
2,057,673 | JPMorgan Chase & Co | 139,428 | ||||||||
788,702 | Juniper Networks, Inc | 20,483 | ||||||||
10,596 | Kansas City Southern Industries, Inc | 966 | ||||||||
39,613 | Kellogg Co | 2,484 | ||||||||
50,000 | Kennametal, Inc | 1,706 | ||||||||
47,930 | Keurig Green Mountain, Inc | 3,673 | ||||||||
1,309,807 | Keycorp | 19,673 | ||||||||
79,808 | Kimberly-Clark Corp | 8,457 | ||||||||
92,983 | Kimco Realty Corp | 2,096 | ||||||||
440,176 | Kinder Morgan, Inc | 16,898 | ||||||||
16,289 | Kla-Tencor Corp | 916 | ||||||||
85,779 | Kohl’s Corp | 5,371 | ||||||||
300,865 | Kraft Foods Group, Inc | 25,616 | ||||||||
253,786 | Kroger Co | 18,402 | ||||||||
80,070 | L Brands, Inc | 6,864 | ||||||||
15,053 | L-3 Communications Holdings, Inc | 1,707 | ||||||||
313,144 | * | Laboratory Corp of America Holdings | 37,959 | |||||||
214,657 | Lam Research Corp | 17,462 | ||||||||
49,828 | Las Vegas Sands Corp | 2,619 | ||||||||
90,000 | Lazard Ltd (Class A) | 5,062 | ||||||||
108,388 | Lear Corp | 12,168 | ||||||||
25,026 | Legg Mason, Inc | 1,290 | ||||||||
19,296 | Leggett & Platt, Inc | 939 | ||||||||
17,685 | Lennar Corp (Class A) | 903 | ||||||||
155,155 | Lennox International, Inc | 16,709 | ||||||||
40,466 | Leucadia National Corp | 983 | ||||||||
176,437 | * | Level 3 Communications, Inc | 9,293 | |||||||
130,000 | Lexmark International, Inc (Class A) | 5,746 | ||||||||
231,390 | * | Liberty Interactive Corp | 6,421 | |||||||
29,905 | * | Liberty Media Corp | 1,078 | |||||||
19,430 | * | Liberty Media Corp (Class C) | 698 | |||||||
35,151 | Liberty Property Trust | 1,133 | ||||||||
233,600 | Lincoln National Corp | 13,834 | ||||||||
29,117 | Linear Technology Corp | 1,288 | ||||||||
21,397 | * | LinkedIn Corp | 4,421 | |||||||
47,391 | * | LKQ Corp | 1,433 | |||||||
52,169 | Lockheed Martin Corp | 9,698 | ||||||||
45,924 | Loews Corp | 1,769 | ||||||||
198,885 | Lowe’s Companies, Inc | 13,319 | ||||||||
223,053 | *,e | Lululemon Athletica, Inc | 14,565 | |||||||
125,811 | LyondellBasell Industries AF S.C.A | 13,024 | ||||||||
14,702 | M&T Bank Corp | 1,837 | ||||||||
33,373 | Macerich Co | 2,490 | ||||||||
602,509 | Macy’s, Inc | 40,651 | ||||||||
1 | * | Madison Square Garden, Inc | 0 | ^ | ||||||
79,712 | * | Mallinckrodt plc | 9,384 | |||||||
82,439 | Manpower, Inc | 7,368 | ||||||||
227,107 | Marathon Oil Corp | 6,027 |
230 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
175,438 | Marathon Petroleum Corp | $ | 9,177 | |||||||
266,467 | Marriott International, Inc (Class A) | 19,822 | ||||||||
893,449 | Marsh & McLennan Cos, Inc | 50,659 | ||||||||
7,597 | Martin Marietta Materials, Inc | 1,075 | ||||||||
2,343,429 | Marvell Technology Group Ltd | 30,898 | ||||||||
39,720 | Masco Corp | 1,059 | ||||||||
244,949 | Mastercard, Inc (Class A) | 22,898 | ||||||||
953,069 | Mattel, Inc | 24,484 | ||||||||
158,565 | Maxim Integrated Products, Inc | 5,482 | ||||||||
37,194 | McCormick & Co, Inc | 3,011 | ||||||||
214,160 | McDonald’s Corp | 20,360 | ||||||||
54,107 | McGraw-Hill Financial, Inc | 5,435 | ||||||||
395,022 | McKesson Corp | 88,805 | ||||||||
679 | e | MDC Holdings, Inc | 20 | |||||||
29,033 | MDU Resources Group, Inc | 567 | ||||||||
55,353 | Mead Johnson Nutrition Co | 4,994 | ||||||||
40,212 | MeadWestvaco Corp | 1,898 | ||||||||
57,410 | * | Medivation, Inc | 6,556 | |||||||
837,227 | Medtronic plc | 62,039 | ||||||||
190,000 | Mentor Graphics Corp | 5,022 | ||||||||
1,841,779 | Merck & Co, Inc | 104,853 | ||||||||
608,741 | *,e | Merrimack Pharmaceuticals, Inc | 7,527 | |||||||
1,238,440 | Metlife, Inc | 69,340 | ||||||||
6,548 | * | Mettler-Toledo International, Inc | 2,236 | |||||||
240,000 | *,e | MGIC Investment Corp | 2,731 | |||||||
1,441,150 | * | MGM Resorts International | 26,301 | |||||||
109,054 | * | Michael Kors Holdings Ltd | 4,590 | |||||||
22,109 | e | Microchip Technology, Inc | 1,049 | |||||||
401,495 | * | Micron Technology, Inc | 7,564 | |||||||
2,548,813 | Microsoft Corp | 112,530 | ||||||||
89,962 | *,e | Mobileye NV | 4,783 | |||||||
12,730 | * | Mohawk Industries, Inc | 2,430 | |||||||
64,898 | Molson Coors Brewing Co (Class B) | 4,531 | ||||||||
2,031,458 | Mondelez International, Inc | 83,574 | ||||||||
169,181 | Monsanto Co | 18,033 | ||||||||
207,241 | * | Monster Beverage Corp | 27,774 | |||||||
54,613 | Moody’s Corp | 5,896 | ||||||||
1,635,557 | Morgan Stanley | 63,443 | ||||||||
38,170 | Mosaic Co | 1,788 | ||||||||
45,196 | Motorola, Inc | 2,592 | ||||||||
39,978 | Murphy Oil Corp | 1,662 | ||||||||
267,078 | * | Mylan NV | 18,124 | |||||||
75,949 | Nabors Industries Ltd | 1,096 | ||||||||
20,765 | NASDAQ OMX Group, Inc | 1,014 | ||||||||
41,186 | National Oilwell Varco, Inc | 1,988 | ||||||||
80,924 | Navient Corp | 1,474 | ||||||||
194,554 | NetApp, Inc | 6,140 | ||||||||
15,023 | * | NetFlix, Inc | 9,869 | |||||||
5,171 | *,e | NetSuite, Inc | 474 | |||||||
107,913 | e | New York Community Bancorp, Inc | 1,983 | |||||||
1,219,151 | Newell Rubbermaid, Inc | 50,119 | ||||||||
169,335 | Newmont Mining Corp | 3,956 |
231 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
38,837 | * | News Corp | $ | 567 | ||||||
710,312 | NextEra Energy, Inc | 69,632 | ||||||||
72,291 | Nielsen Holdings NV | 3,236 | ||||||||
321,635 | Nike, Inc (Class B) | 34,743 | ||||||||
76,231 | NiSource, Inc | 3,475 | ||||||||
148,085 | e | Noble Corp plc | 2,279 | |||||||
41,877 | Noble Energy, Inc | 1,787 | ||||||||
41,932 | Nordstrom, Inc | 3,124 | ||||||||
49,505 | Norfolk Southern Corp | 4,325 | ||||||||
51,123 | Northern Trust Corp | 3,909 | ||||||||
135,725 | Northrop Grumman Corp | 21,530 | ||||||||
25,151 | * | Norwegian Cruise Line Holdings Ltd | 1,409 | |||||||
51,289 | NRG Energy, Inc | 1,173 | ||||||||
84,864 | * | Nuance Communications, Inc | 1,486 | |||||||
30,498 | Nucor Corp | 1,344 | ||||||||
208,834 | Nvidia Corp | 4,200 | ||||||||
10,645 | * | NVR, Inc | 14,264 | |||||||
644,226 | Occidental Petroleum Corp | 50,101 | ||||||||
294,759 | Oceaneering International, Inc | 13,733 | ||||||||
34,007 | OGE Energy Corp | 972 | ||||||||
27,888 | Omnicare, Inc | 2,628 | ||||||||
51,450 | Omnicom Group, Inc | 3,575 | ||||||||
23,436 | Oneok, Inc | 925 | ||||||||
2,420,013 | Oracle Corp | 97,527 | ||||||||
41,289 | * | O’Reilly Automotive, Inc | 9,330 | |||||||
130,000 | Oshkosh Truck Corp | 5,509 | ||||||||
692,362 | Owens Corning, Inc | 28,560 | ||||||||
10,122 | * | Owens-Illinois, Inc | 232 | |||||||
31,514 | Paccar, Inc | 2,011 | ||||||||
7,051 | Packaging Corp of America | 441 | ||||||||
39,463 | Pall Corp | 4,911 | ||||||||
50,102 | * | Palo Alto Networks, Inc | 8,753 | |||||||
90,000 | * | Parexel International Corp | 5,788 | |||||||
12,601 | Parker Hannifin Corp | 1,466 | ||||||||
19,910 | PartnerRe Ltd | 2,558 | ||||||||
27,495 | Patterson Cos, Inc | 1,338 | ||||||||
38,331 | Paychex, Inc | 1,797 | ||||||||
103,906 | People’s United Financial, Inc | 1,684 | ||||||||
83,739 | Pepco Holdings, Inc | 2,256 | ||||||||
1,138,116 | PepsiCo, Inc | 106,232 | ||||||||
62,537 | Perrigo Co plc | 11,559 | ||||||||
4,074,604 | Pfizer, Inc | 136,621 | ||||||||
72,598 | PG&E Corp | 3,565 | ||||||||
243,256 | Philip Morris International, Inc | 19,502 | ||||||||
137,342 | Phillips 66 | 11,064 | ||||||||
11,691 | Phillips-Van Heusen Corp | 1,347 | ||||||||
400,000 | e | Pilgrim’s Pride Corp | 9,188 | |||||||
1,123,371 | Pinnacle Foods, Inc | 51,158 | ||||||||
32,356 | Pinnacle West Capital Corp | 1,841 | ||||||||
126,589 | Pioneer Natural Resources Co | 17,557 | ||||||||
26,944 | Plum Creek Timber Co, Inc | 1,093 | ||||||||
76,975 | PNC Financial Services Group, Inc | 7,363 |
232 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
8,179 | Polaris Industries, Inc | $ | 1,211 | |||||||
258,459 | PPG Industries, Inc | 29,650 | ||||||||
101,887 | PPL Corp | 3,003 | ||||||||
75,000 | *,e | PRA Group, Inc | 4,673 | |||||||
35,089 | Praxair, Inc | 4,195 | ||||||||
15,091 | Precision Castparts Corp | 3,016 | ||||||||
13,397 | * | Priceline.com, Inc | 15,425 | |||||||
29,740 | Principal Financial Group | 1,525 | ||||||||
742,478 | Procter & Gamble Co | 58,091 | ||||||||
75,854 | Progressive Corp | 2,111 | ||||||||
47,594 | Prologis, Inc | 1,766 | ||||||||
150,301 | Prudential Financial, Inc | 13,154 | ||||||||
127,416 | Public Service Enterprise Group, Inc | 5,005 | ||||||||
58,749 | Public Storage, Inc | 10,832 | ||||||||
351,677 | Pulte Homes, Inc | 7,086 | ||||||||
2,388 | *,e | Puma Biotechnology, Inc | 279 | |||||||
10,509 | * | Qiagen NV | 258 | |||||||
26,917 | * | Qorvo, Inc | 2,161 | |||||||
208,598 | Qualcomm, Inc | 13,064 | ||||||||
25,004 | * | Quanta Services, Inc | 721 | |||||||
47,831 | Quest Diagnostics, Inc | 3,469 | ||||||||
19,516 | Questar Market Resources, Inc | 361 | ||||||||
8,283 | * | Quintiles Transnational Holdings, Inc | 601 | |||||||
34,511 | * | Rackspace Hosting, Inc | 1,283 | |||||||
145,000 | e | Radian Group, Inc | 2,720 | |||||||
13,779 | Ralph Lauren Corp | 1,824 | ||||||||
65,094 | Range Resources Corp | 3,214 | ||||||||
15,402 | Raymond James Financial, Inc | 918 | ||||||||
29,227 | Rayonier, Inc | 747 | ||||||||
42,258 | Raytheon Co | 4,043 | ||||||||
674,463 | * | Realogy Holdings Corp | 31,511 | |||||||
47,302 | e | Realty Income Corp | 2,100 | |||||||
19,600 | * | Red Hat, Inc | 1,488 | |||||||
25,917 | Regency Centers Corp | 1,529 | ||||||||
14,271 | * | Regeneron Pharmaceuticals, Inc | 7,280 | |||||||
159,391 | Regions Financial Corp | 1,651 | ||||||||
60,000 | Reinsurance Group of America, Inc (Class A) | 5,692 | ||||||||
14,280 | RenaissanceRe Holdings Ltd | 1,450 | ||||||||
60,509 | *,e | Rentrak Corp | 4,224 | |||||||
108,479 | Republic Services, Inc | 4,249 | ||||||||
20,566 | e | Resmed, Inc | 1,159 | |||||||
136,925 | Reynolds American, Inc | 10,223 | ||||||||
182,373 | * | Rite Aid Corp | 1,523 | |||||||
31,130 | Robert Half International, Inc | 1,728 | ||||||||
33,364 | Rock-Tenn Co (Class A) | 2,009 | ||||||||
26,768 | Rockwell Automation, Inc | 3,336 | ||||||||
458,589 | Rockwell Collins, Inc | 42,351 | ||||||||
65,739 | Roper Industries, Inc | 11,337 | ||||||||
89,789 | Ross Stores, Inc | 4,365 | ||||||||
60,716 | Royal Caribbean Cruises Ltd | 4,778 | ||||||||
284,756 | * | RSP Permian, Inc | 8,004 | |||||||
45,000 | Ryder System, Inc | 3,932 |
233 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
347,072 | * | Salesforce.com, Inc | $ | 24,167 | ||||||
40,440 | SanDisk Corp | 2,354 | ||||||||
200,000 | * | Sanmina Corp | 4,032 | |||||||
100,521 | * | SBA Communications Corp (Class A) | 11,557 | |||||||
48,180 | SCANA Corp | 2,440 | ||||||||
288,903 | Schlumberger Ltd | 24,901 | ||||||||
18,935 | e | Scripps Networks Interactive (Class A) | 1,238 | |||||||
607,843 | e | Seagate Technology, Inc | 28,873 | |||||||
743,029 | Sealed Air Corp | 38,177 | ||||||||
35,123 | SEI Investments Co | 1,722 | ||||||||
284,858 | Sempra Energy | 28,184 | ||||||||
24,255 | * | Sensata Technologies Holding BV | 1,279 | |||||||
146,100 | * | ServiceMaster Global Holdings, Inc | 5,284 | |||||||
236,361 | * | ServiceNow, Inc | 17,564 | |||||||
34,157 | Sherwin-Williams Co | 9,394 | ||||||||
31,384 | Sigma-Aldrich Corp | 4,373 | ||||||||
12,514 | Signet Jewelers Ltd | 1,605 | ||||||||
161,232 | Simon Property Group, Inc | 27,896 | ||||||||
214,931 | * | Sirius XM Holdings, Inc | 802 | |||||||
90,000 | * | Skechers U.S.A., Inc (Class A) | 9,881 | |||||||
206,750 | Skyworks Solutions, Inc | 21,523 | ||||||||
24,094 | SL Green Realty Corp | 2,648 | ||||||||
28,754 | Snap-On, Inc | 4,579 | ||||||||
130,184 | Southern Co | 5,455 | ||||||||
425,942 | Southwest Airlines Co | 14,094 | ||||||||
233,773 | * | Southwestern Energy Co | 5,314 | |||||||
67,414 | Spectra Energy Corp | 2,198 | ||||||||
128,400 | * | Spirit Aerosystems Holdings, Inc (Class A) | 7,076 | |||||||
22,524 | * | Splunk, Inc | 1,568 | |||||||
89,265 | *,e | Sprint Corp | 407 | |||||||
4,397 | SPX Corp | 318 | ||||||||
65,921 | St. Jude Medical, Inc | 4,817 | ||||||||
53,323 | Stanley Works | 5,612 | ||||||||
215,131 | Staples, Inc | 3,294 | ||||||||
277,687 | Starbucks Corp | 14,888 | ||||||||
17,499 | Starwood Hotels & Resorts Worldwide, Inc | 1,419 | ||||||||
145,000 | * | Starz-Liberty Capital | 6,484 | |||||||
250,026 | State Street Corp | 19,252 | ||||||||
220,000 | Steel Dynamics, Inc | 4,557 | ||||||||
51,430 | * | Stericycle, Inc | 6,887 | |||||||
42,221 | Stryker Corp | 4,035 | ||||||||
54,030 | *,e | SunEdison, Inc | 1,616 | |||||||
106,315 | SunTrust Banks, Inc | 4,574 | ||||||||
31,013 | Superior Energy Services | 653 | ||||||||
163,890 | Symantec Corp | 3,810 | ||||||||
200,449 | * | Synchrony Financial | 6,601 | |||||||
37,729 | * | Synopsys, Inc | 1,911 | |||||||
66,026 | Sysco Corp | 2,384 | ||||||||
23,876 | T Rowe Price Group, Inc | 1,856 | ||||||||
180,000 | * | Take-Two Interactive Software, Inc | 4,963 | |||||||
6,525 | * | Talen Energy Corp | 112 | |||||||
577,737 | Target Corp | 47,161 |
234 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
58,353 | TD Ameritrade Holding Corp | $ | 2,149 | |||||||
39,124 | TEGNA, Inc | 1,255 | ||||||||
27,381 | *,e | Teradata Corp | 1,013 | |||||||
65,243 | *,e | Tesla Motors, Inc | 17,502 | |||||||
50,719 | Tesoro Corp | 4,281 | ||||||||
192,096 | Texas Instruments, Inc | 9,895 | ||||||||
81,201 | Textron, Inc | 3,624 | ||||||||
359,506 | Thermo Electron Corp | 46,649 | ||||||||
137,946 | Thomson Corp (Toronto) | 5,253 | ||||||||
192,357 | Tiffany & Co | 17,658 | ||||||||
84,527 | Time Warner Cable, Inc | 15,060 | ||||||||
1,012,552 | Time Warner, Inc | 88,507 | ||||||||
141,814 | TJX Companies, Inc | 9,384 | ||||||||
215,798 | * | T-Mobile US, Inc | 8,366 | |||||||
37,920 | * | Toll Brothers, Inc | 1,448 | |||||||
24,171 | Torchmark Corp | 1,407 | ||||||||
31,699 | Total System Services, Inc | 1,324 | ||||||||
9,338 | Towers Watson & Co | 1,175 | ||||||||
27,736 | Tractor Supply Co | 2,495 | ||||||||
16,734 | * | TransDigm Group, Inc | 3,760 | |||||||
17,310 | e | Transocean Ltd | 281 | |||||||
32,201 | Travelers Cos, Inc | 3,113 | ||||||||
35,268 | * | Trimble Navigation Ltd | 827 | |||||||
11,911 | * | TripAdvisor, Inc | 1,038 | |||||||
271,465 | * | Tumi Holdings, Inc | 5,570 | |||||||
101,084 | Twenty-First Century Fox, Inc | 3,290 | ||||||||
37,096 | Twenty-First Century Fox, Inc (Class B) | 1,195 | ||||||||
39,233 | * | Twitter, Inc | 1,421 | |||||||
1,371,101 | Tyco International plc | 52,760 | ||||||||
1,229,954 | Tyson Foods, Inc (Class A) | 52,433 | ||||||||
60,134 | UDR, Inc | 1,926 | ||||||||
14,912 | * | Ulta Salon Cosmetics & Fragrance, Inc | 2,303 | |||||||
25,999 | * | Under Armour, Inc (Class A) | 2,169 | |||||||
447,726 | Union Pacific Corp | 42,700 | ||||||||
310,251 | * | United Continental Holdings, Inc | 16,446 | |||||||
97,949 | United Parcel Service, Inc (Class B) | 9,492 | ||||||||
63,397 | * | United Rentals, Inc | 5,555 | |||||||
140,000 | e | United States Steel Corp | 2,887 | |||||||
375,103 | United Technologies Corp | 41,610 | ||||||||
43,015 | * | United Therapeutics Corp | 7,482 | |||||||
263,385 | UnitedHealth Group, Inc | 32,133 | ||||||||
901,723 | * | Univar, Inc | 23,472 | |||||||
25,892 | Universal Health Services, Inc (Class B) | 3,679 | ||||||||
44,081 | UnumProvident Corp | 1,576 | ||||||||
26,075 | * | Urban Outfitters, Inc | 913 | |||||||
323,303 | US Bancorp | 14,031 | ||||||||
15,613 | e | US Silica Holdings Inc | 458 | |||||||
229,805 | *,e | USG Corp | 6,386 | |||||||
209,870 | * | Valeant Pharmaceuticals International, Inc | 46,556 | |||||||
250,291 | Valero Energy Corp | 15,668 | ||||||||
50,000 | e | Vanguard FTSE Developed Markets ETF | 1,983 | |||||||
45,096 | * | Vantiv, Inc | 1,722 |
235 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
18,403 | * | Varian Medical Systems, Inc | $ | 1,552 | ||||||
149,923 | Ventas, Inc | 9,309 | ||||||||
90,000 | * | Verint Systems, Inc | 5,467 | |||||||
20,840 | *,e | VeriSign, Inc | 1,286 | |||||||
97,989 | * | Verisk Analytics, Inc | 7,130 | |||||||
1,873,033 | Verizon Communications, Inc | 87,302 | ||||||||
135,304 | * | Vertex Pharmaceuticals, Inc | 16,707 | |||||||
227,314 | VF Corp | 15,853 | ||||||||
442,514 | Viacom, Inc (Class B) | 28,604 | ||||||||
1,985,763 | Visa, Inc (Class A) | 133,344 | ||||||||
357,238 | * | VMware, Inc (Class A) | 30,630 | |||||||
318,632 | Vornado Realty Trust | 30,248 | ||||||||
138,043 | Voya Financial, Inc | 6,415 | ||||||||
28,586 | Vulcan Materials Co | 2,399 | ||||||||
30,945 | W.R. Berkley Corp | 1,607 | ||||||||
22,129 | W.W. Grainger, Inc | 5,237 | ||||||||
34,047 | * | WABCO Holdings, Inc | 4,212 | |||||||
134,920 | Walgreens Boots Alliance, Inc | 11,393 | ||||||||
220,580 | Wal-Mart Stores, Inc | 15,646 | ||||||||
838,526 | Walt Disney Co | 95,709 | ||||||||
90,375 | Waste Management, Inc | 4,189 | ||||||||
34,637 | * | Waters Corp | 4,447 | |||||||
1,198,891 | * | Weatherford International Ltd | 14,710 | |||||||
97,589 | *,e | WEC Energy Group, Inc | 4,389 | |||||||
4,205,788 | Wells Fargo & Co | 236,534 | ||||||||
186,311 | Western Digital Corp | 14,611 | ||||||||
77,292 | Western Union Co | 1,571 | ||||||||
51,596 | Westinghouse Air Brake Technologies Corp | 4,862 | ||||||||
13,656 | Westlake Chemical Corp | 937 | ||||||||
52,025 | Weyerhaeuser Co | 1,639 | ||||||||
26,632 | Whirlpool Corp | 4,609 | ||||||||
288,383 | * | WhiteWave Foods Co (Class A) | 14,096 | |||||||
126,464 | * | Whiting Petroleum Corp | 4,249 | |||||||
80,419 | Whole Foods Market, Inc | 3,172 | ||||||||
209,198 | Williams Cos, Inc | 12,006 | ||||||||
51,181 | e | Willis Group Holdings plc | 2,400 | |||||||
2,901 | e | Windstream Holdings, Inc | 19 | |||||||
104,210 | * | Workday, Inc | 7,961 | |||||||
90,000 | * | WR Grace & Co | 9,027 | |||||||
60,065 | Wyndham Worldwide Corp | 4,920 | ||||||||
9,848 | Wynn Resorts Ltd | 972 | ||||||||
166,029 | Xcel Energy, Inc | 5,343 | ||||||||
824,395 | Xerox Corp | 8,772 | ||||||||
29,506 | Xilinx, Inc | 1,303 | ||||||||
45,606 | Xylem, Inc | 1,691 | ||||||||
1,159,428 | * | Yahoo!, Inc | 45,554 | |||||||
87,748 | Yum! Brands, Inc | 7,904 | ||||||||
3,425 | *,e | Zillow Group, Inc | 297 | |||||||
34,476 | Zimmer Holdings, Inc | 3,766 | ||||||||
457,080 | Zoetis Inc | 22,040 | ||||||||
TOTAL UNITED STATES | 10,989,607 | |||||||||
TOTAL COMMON STOCKS | 19,507,666 | |||||||||
(Cost $17,192,828) |
236 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
RIGHTS / WARRANTS - 0.0% | ||||||||||
AUSTRALIA - 0.0% | ||||||||||
681,005 | m | BGP Holdings plc | $ | 0 | ||||||
TOTAL AUSTRALIA | 0 | |||||||||
SINGAPORE - 0.0% | ||||||||||
1,130 | m | Jardine Cycle & Carriage Ltd | 6 | |||||||
TOTAL SINGAPORE | 6 | |||||||||
SPAIN - 0.0% | ||||||||||
22,341 | m | Abertis Infraestructuras S.A. | 19 | |||||||
632,172 | Acerinox S.A. | 281 | ||||||||
297,637 | Repsol S.A. | 154 | ||||||||
7,628 | Zardoya Otis S.A. | 3 | ||||||||
TOTAL SPAIN | 457 | |||||||||
UNITED STATES - 0.0% | ||||||||||
21,280 | Kinder Morgan, Inc | 57 | ||||||||
TOTAL UNITED STATES | 57 | |||||||||
TOTAL RIGHTS / WARRANTS | 520 | |||||||||
(Cost $550) |
MATURITY | ||||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | |||||||||||||
SHORT-TERM INVESTMENTS - 3.4% | ||||||||||||||||
GOVERNMENT AGENCY DEBT - 0.8% | ||||||||||||||||
$ | 47,000,000 | Federal Home Loan Bank (FHLB) | 0.050 | % | 07/15/15 | 47,000 | ||||||||||
1,200,000 | FHLB | 0.055 | 07/29/15 | 1,200 | ||||||||||||
21,260,000 | d | FHLB | 0.050 | 07/31/15 | 21,260 | |||||||||||
30,000,000 | d | FHLB | 0.070 | 08/14/15 | 29,998 | |||||||||||
8,500,000 | d | FHLB | 0.060 | 08/19/15 | 8,499 | |||||||||||
54,700,000 | d | FHLB | 0.050-0.060 | 08/07/15 | 54,698 | |||||||||||
TOTAL GOVERNMENT AGENCY DEBT | 162,655 | |||||||||||||||
TREASURY DEBT - 0.1% | ||||||||||||||||
16,000,000 | d | United States Treasury Bill | 0.082 | 11/12/15 | 15,998 | |||||||||||
TOTAL TREASURY DEBT | 15,998 | |||||||||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 2.5% | ||||||||||||||||
CERTIFICATE OF DEPOSIT - 0.3% | ||||||||||||||||
20,000,000 | Bank of Montreal | 0.050 | 07/01/15 | 20,000 | ||||||||||||
20,000,000 | CIBC Bank and Trust Co | 0.030 | 07/01/15 | 20,000 | ||||||||||||
20,000,000 | National Australia Bank Ltd | 0.040 | 07/01/15 | 20,000 | ||||||||||||
TOTAL CERTIFICATE OF DEPOSIT | 60,000 |
237 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
REPURCHASE AGREEMENT - 2.1% | ||||||||||||||||
$ | 50,000,000 | n | Barclays | 0.100 | % | 07/01/15 | $ | 50,000 | ||||||||
128,000,000 | o | BNP | 0.090 | 07/01/15 | 128,000 | |||||||||||
80,000,000 | p | Calyon | 0.100 | 07/01/15 | 80,000 | |||||||||||
7,000,000 | q | Citigroup | 0.110 | 07/01/15 | 7,000 | |||||||||||
5,000,000 | r | Deutsche Bank | 0.120 | 07/01/15 | 5,000 | |||||||||||
25,000,000 | s | Goldman Sachs | 0.020 | 07/01/15 | 25,000 | |||||||||||
35,000,000 | t | Merrill Lynch | 0.110 | 07/01/15 | 35,000 | |||||||||||
50,000,000 | u | Royal Bank of Scotland | 0.090 | 07/07/15 | 50,000 | |||||||||||
10,000,000 | v | Societe Generale | 0.140 | 07/01/15 | 10,000 | |||||||||||
15,000,000 | w | Societe Generale | 0.150 | 07/01/15 | 15,000 | |||||||||||
TOTAL REPURCHASE AGREEMENT | 405,000 | |||||||||||||||
VARIABLE RATE SECURITIES - 0.1% | ||||||||||||||||
911,303 | i | Granite Master Issuer plc 2006 | 0.031 | 12/20/50 | 907 | |||||||||||
781,117 | i | Granite Master Issuer plc 2007 | 0.020 | 12/20/50 | 777 | |||||||||||
956,780 | i | Puma Finance Ltd | 0.027 | 02/21/38 | 947 | |||||||||||
30,000,000 | i | SLM Student Loan Trust 2007 | 0.317 | 01/25/19 | 29,768 | |||||||||||
551,671 | i | SLM Student Loan Trust 2008 | 0.627 | 10/25/16 | 552 | |||||||||||
TOTAL VARIABLE RATE SECURITIES | 32,951 | |||||||||||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | 497,951 | |||||||||||||||
TOTAL SHORT-TERM INVESTMENTS | 676,604 | |||||||||||||||
(Cost $676,773) | ||||||||||||||||
TOTAL INVESTMENTS - 102.4% | 20,184,790 | |||||||||||||||
| (Cost $17,870,151) | |||||||||||||||
OTHER ASSETS & LIABILITIES, NET - (2.4)% | (470,703 | ) | ||||||||||||||
NET ASSETS - 100.0% | $ | 19,714,087 |
Abbreviation(s): | |||
ADR | American Depositary Receipt | ||
GDR | Global Depositary Receipt | ||
ETF | Exchange Traded Fund | ||
REIT | Real Estate Investment Trust | ||
* | Non-income producing | |
^ | Amount represents less than $1,000. | |
d | All or a portion of these securities have been segregated to cover margin requirements on open futures transactions. | |
e | All or a portion of these securities are out on loan. The aggregate value of securities on loan is $475,515,000. | |
g | Security is exempt from registration under Rule 144(A) of the Securities Act of 1933. Such securities are deemed liquid and may be resold in transactions exempt from registration to qualified institutional buyers. At 6/30/15, the aggregate value of these securities was $31,845,000, or 0.2% of net assets. | |
i | Floating or variable rate security. Coupon rate reflects the rate at period end. | |
m | Indicates a security that has been deemed illiquid. | |
n | Agreement with Barclays, 0.10% dated 6/30/15 to be repurchased at $50,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $51,000,000. | |
o | Agreement with BNP, 0.09% dated 6/30/15 to be repurchased at $128,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $130,560,000. | |
p | Agreement with Calyon, 0.10% dated 6/30/15 to be repurchased at $80,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $81,600,000. | |
q | Agreement with Citigroup, 0.11% dated 6/30/15 to be repurchased at $7,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $7,140,000. |
238 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
r | Agreement with Deutsche Bank, 0.12% dated 6/30/15 to be repurchased at $5,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $5,100,000. | |
s | Agreement with Goldman Sachs, 0.02% dated 6/30/15 to be repurchased at $25,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $25,500,000. | |
t | Agreement with Merrill Lynch, 0.11% dated 6/30/15 to be repurchased at $35,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $35,700,000. | |
u | Agreement with Royal Bank of Scotland, 0.09% dated 6/30/15 to be repurchased at $50,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $51,000,000. | |
v | Agreement with Societe Generale, 0.14% dated 6/30/15 to be repurchased at $10,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $10,200,000. | |
w | Agreement with Societe Generale, 0.15% dated 6/30/15 to be repurchased at $15,000,000 on 7/01/15, collateralized by U.S. Government Agency Securities valued at $15,301,000. | |
Cost amounts are in thousands. |
239 |
COLLEGE RETIREMENT EQUITIES FUND - Global Equities Account
COLLEGE RETIREMENT EQUITIES FUND
GLOBAL EQUITIES ACCOUNT
SUMMARY OF MARKET VALUES BY SECTOR (unaudited)
June 30, 2015
VALUE | % OF | |||||||
SECTOR | (000) | ASSETS | ||||||
FINANCIALS | $ | 3,829,893 | 19.4 | % | ||||
CONSUMER DISCRETIONARY | 3,222,647 | 16.4 | ||||||
INFORMATION TECHNOLOGY | 2,922,468 | 14.8 | ||||||
HEALTH CARE | 2,889,899 | 14.7 | ||||||
INDUSTRIALS | 2,106,076 | 10.7 | ||||||
CONSUMER STAPLES | 1,490,465 | 7.6 | ||||||
ENERGY | 1,266,129 | 6.4 | ||||||
MATERIALS | 949,910 | 4.8 | ||||||
UTILITIES | 432,186 | 2.2 | ||||||
TELECOMMUNICATION SERVICES | 398,513 | 2.0 | ||||||
SHORT-TERM INVESTMENTS | 676,604 | 3.4 | ||||||
OTHER ASSETS & LIABILITES, NET | (470,703 | ) | (2.4 | ) | ||||
NET ASSETS | $ | 19,714,087 | 100.0 | % |
240 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
COLLEGE RETIREMENT EQUITIES FUND
GROWTH ACCOUNT
SCHEDULE OF INVESTMENTS (unaudited)
June 30, 2015
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
COMMON STOCKS - 99.3% | ||||||||||
AUTOMOBILES & COMPONENTS - 1.8% | ||||||||||
93,072 | BorgWarner, Inc | $ | 5,290 | |||||||
1,036,417 | Delphi Automotive plc | 88,189 | ||||||||
1,239,200 | General Motors Co | 41,303 | ||||||||
802,507 | Gentex Corp | 13,177 | ||||||||
692,500 | Goodyear Tire & Rubber Co | 20,879 | ||||||||
84,931 | Harley-Davidson, Inc | 4,786 | ||||||||
58,989 | Johnson Controls, Inc | 2,922 | ||||||||
519,129 | Lear Corp | 58,277 | ||||||||
440,800 | Magna International, Inc (Class A) (NY) | 24,724 | ||||||||
165,056 | Renault S.A. | 17,306 | ||||||||
430,061 | *,e | Tesla Motors, Inc | 115,368 | |||||||
224,083 | Thor Industries, Inc | 12,611 | ||||||||
18,356 | * | Visteon Corp | 1,927 | |||||||
TOTAL AUTOMOBILES & COMPONENTS | 406,759 | |||||||||
BANKS - 0.2% | ||||||||||
76,413 | * | Signature Bank | 11,186 | |||||||
67,037 | * | SVB Financial Group | 9,652 | |||||||
548,500 | Wells Fargo & Co | 30,848 | ||||||||
TOTAL BANKS | 51,686 | |||||||||
CAPITAL GOODS - 5.5% | ||||||||||
1,041,230 | 3M Co | 160,662 | ||||||||
106,436 | A.O. Smith Corp | 7,661 | ||||||||
49,665 | Acuity Brands, Inc | 8,939 | ||||||||
8,165 | * | Aecom Technology Corp | 270 | |||||||
2,236 | Air Lease Corp | 76 | ||||||||
39,356 | Allegion plc | 2,367 | ||||||||
418,029 | Allison Transmission Holdings, Inc | 12,231 | ||||||||
250,447 | Ametek, Inc | 13,719 | ||||||||
10,115 | * | Armstrong World Industries, Inc | 539 | |||||||
112,607 | Babcock & Wilcox Co | 3,693 | ||||||||
43,669 | BE Aerospace, Inc | 2,397 | ||||||||
782,067 | Boeing Co | 108,488 | ||||||||
5,836 | Carlisle Cos, Inc | 584 | ||||||||
43,205 | Caterpillar, Inc | 3,665 | ||||||||
270,900 | Chicago Bridge & Iron Co NV | 13,556 | ||||||||
55,489 | Cummins, Inc | 7,280 | ||||||||
122,750 | Danaher Corp | 10,506 | ||||||||
24,720 | Deere & Co | 2,399 | ||||||||
50,551 | Donaldson Co, Inc | 1,810 | ||||||||
189,406 | Emerson Electric Co | 10,499 | ||||||||
120,915 | e | Fastenal Co | 5,100 | |||||||
25,772 | Flowserve Corp | 1,357 |
241 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
383,752 | Fortune Brands Home & Security, Inc | $ | 17,583 | |||||||
130,897 | General Dynamics Corp | 18,547 | ||||||||
24,137 | Graco, Inc | 1,714 | ||||||||
210,515 | * | HD Supply Holdings, Inc | 7,406 | |||||||
39,639 | Hexcel Corp | 1,972 | ||||||||
1,333,756 | Honeywell International, Inc | 136,003 | ||||||||
63,655 | Hubbell, Inc (Class B) | 6,893 | ||||||||
188,806 | Huntington Ingalls | 21,258 | ||||||||
29,240 | IDEX Corp | 2,298 | ||||||||
123,081 | Illinois Tool Works, Inc | 11,298 | ||||||||
389,222 | Ingersoll-Rand plc | 26,241 | ||||||||
16,641 | Lennox International, Inc | 1,792 | ||||||||
28,636 | Lincoln Electric Holdings, Inc | 1,744 | ||||||||
225,901 | Lockheed Martin Corp | 41,995 | ||||||||
761,591 | Masco Corp | 20,312 | ||||||||
240,098 | * | Middleby Corp | 26,946 | |||||||
6,011 | MSC Industrial Direct Co (Class A) | 419 | ||||||||
25,023 | Nordson Corp | 1,949 | ||||||||
139,432 | Northrop Grumman Corp | 22,118 | ||||||||
131,932 | Paccar, Inc | 8,419 | ||||||||
74,944 | Pall Corp | 9,327 | ||||||||
121,840 | Parker Hannifin Corp | 14,174 | ||||||||
10,860 | Precision Castparts Corp | 2,171 | ||||||||
16,656 | * | Quanta Services, Inc | 480 | |||||||
977 | Regal-Beloit Corp | 71 | ||||||||
112,756 | Rockwell Automation, Inc | 14,054 | ||||||||
745,586 | Rockwell Collins, Inc | 68,855 | ||||||||
390,263 | Roper Industries, Inc | 67,305 | ||||||||
165,196 | Snap-On, Inc | 26,307 | ||||||||
24,329 | *,e | SolarCity Corp | 1,303 | |||||||
506,894 | * | Spirit Aerosystems Holdings, Inc (Class A) | 27,935 | |||||||
68,517 | Stanley Works | 7,211 | ||||||||
696,125 | Textron, Inc | 31,068 | ||||||||
22,898 | Toro Co | 1,552 | ||||||||
85,917 | * | TransDigm Group, Inc | 19,303 | |||||||
77,700 | Triumph Group, Inc | 5,127 | ||||||||
239,988 | * | United Rentals, Inc | 21,028 | |||||||
33,688 | United Technologies Corp | 3,737 | ||||||||
922,876 | * | Univar, Inc | 24,022 | |||||||
503,188 | *,e | USG Corp | 13,984 | |||||||
523 | e | Valmont Industries, Inc | 62 | |||||||
333,113 | W.W. Grainger, Inc | 78,831 | ||||||||
22,448 | * | WABCO Holdings, Inc | 2,777 | |||||||
10,708 | Watsco, Inc | 1,325 | ||||||||
138,742 | Westinghouse Air Brake Technologies Corp | 13,075 | ||||||||
TOTAL CAPITAL GOODS | 1,209,789 | |||||||||
COMMERCIAL & PROFESSIONAL SERVICES - 1.3% | ||||||||||
39,243 | Cintas Corp | 3,319 | ||||||||
16,313 | * | Clean Harbors, Inc | 877 | |||||||
649,228 | e | CNH Industrial NV (NYSE) | 6,025 | |||||||
52,043 | * | Copart, Inc | 1,846 |
242 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
47,075 | Covanta Holding Corp | $ | 997 | |||||||
4,387 | Dun & Bradstreet Corp | 535 | ||||||||
48,952 | Equifax, Inc | 4,753 | ||||||||
84,425 | * | IHS, Inc (Class A) | 10,860 | |||||||
19,593 | KAR Auction Services, Inc | 733 | ||||||||
192,100 | Manpower, Inc | 17,170 | ||||||||
104,312 | Nielsen Holdings NV | 4,670 | ||||||||
237,705 | Pitney Bowes, Inc | 4,947 | ||||||||
45,048 | e | R.R. Donnelley & Sons Co | 785 | |||||||
55,562 | Robert Half International, Inc | 3,084 | ||||||||
38,974 | Rollins, Inc | 1,112 | ||||||||
509,987 | * | Stericycle, Inc | 68,292 | |||||||
88,376 | Towers Watson & Co | 11,118 | ||||||||
151,366 | Tyco International plc | 5,824 | ||||||||
1,895,103 | * | Verisk Analytics, Inc | 137,888 | |||||||
53,727 | Waste Connections, Inc | 2,532 | ||||||||
15,819 | Waste Management, Inc | 733 | ||||||||
TOTAL COMMERCIAL & PROFESSIONAL SERVICES | 288,100 | |||||||||
CONSUMER DURABLES & APPAREL - 2.4% | ||||||||||
28,103 | Brunswick Corp | 1,429 | ||||||||
21,611 | Carter’s, Inc | 2,297 | ||||||||
15,911 | Coach, Inc | 551 | ||||||||
55,903 | DR Horton, Inc | 1,530 | ||||||||
246,427 | * | Fossil Group, Inc | 17,092 | |||||||
54,000 | e | Garmin Ltd | 2,372 | |||||||
58,405 | *,e | GoPro, Inc | 3,079 | |||||||
729,622 | Hanesbrands, Inc | 24,311 | ||||||||
29,268 | Harman International Industries, Inc | 3,481 | ||||||||
37,206 | Hasbro, Inc | 2,783 | ||||||||
703,871 | * | Jarden Corp | 36,425 | |||||||
52,510 | * | Kate Spade & Co | 1,131 | |||||||
56,675 | Leggett & Platt, Inc | 2,759 | ||||||||
1,565 | * | Lennar Corp (B Shares) | 68 | |||||||
28,041 | Lennar Corp (Class A) | 1,431 | ||||||||
45,887 | * | Lululemon Athletica, Inc | 2,997 | |||||||
818,660 | Mattel, Inc | 21,031 | ||||||||
181,033 | * | Michael Kors Holdings Ltd | 7,620 | |||||||
17,826 | * | Mohawk Industries, Inc | 3,403 | |||||||
55,706 | Newell Rubbermaid, Inc | 2,290 | ||||||||
2,128,646 | Nike, Inc (Class B) | 229,936 | ||||||||
23,772 | * | NVR, Inc | 31,855 | |||||||
27,337 | Polaris Industries, Inc | 4,049 | ||||||||
1,353 | Ralph Lauren Corp | 179 | ||||||||
132,630 | * | Skechers U.S.A., Inc (Class A) | 14,562 | |||||||
940,800 | * | Sony Corp | 26,716 | |||||||
456,302 | * | Tempur-Pedic International, Inc | 30,070 | |||||||
25,212 | * | Toll Brothers, Inc | 963 | |||||||
1,040,900 | * | TomTom NV | 11,816 | |||||||
19,396 | e | Tupperware Corp | 1,252 | |||||||
73,480 | * | Under Armour, Inc (Class A) | 6,131 | |||||||
661,473 | VF Corp | 46,131 |
243 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
3,415 | * | Vista Outdoor, Inc | $ | 153 | ||||||
2,458 | Whirlpool Corp | 425 | ||||||||
TOTAL CONSUMER DURABLES & APPAREL | 542,318 | |||||||||
CONSUMER SERVICES - 3.5% | ||||||||||
1,537,220 | ARAMARK Holdings Corp | 47,608 | ||||||||
221,847 | Brinker International, Inc | 12,789 | ||||||||
18,771 | * | Chipotle Mexican Grill, Inc (Class A) | 11,356 | |||||||
14,578 | Choice Hotels International, Inc | 791 | ||||||||
10,296 | Darden Restaurants, Inc | 732 | ||||||||
22,703 | Domino’s Pizza, Inc | 2,574 | ||||||||
39,575 | e | Dunkin Brands Group, Inc | 2,177 | |||||||
994,062 | Extended Stay America, Inc | 18,659 | ||||||||
105,861 | H&R Block, Inc | 3,139 | ||||||||
498,953 | * | Hilton Worldwide Holdings, Inc | 13,746 | |||||||
504,300 | * | Hyatt Hotels Corp | 28,589 | |||||||
26,061 | * | International Game Technology plc | 463 | |||||||
708,800 | Interval Leisure Group, Inc | 16,196 | ||||||||
507,288 | Las Vegas Sands Corp | 26,668 | ||||||||
86,187 | Marriott International, Inc (Class A) | 6,411 | ||||||||
677,519 | McDonald’s Corp | 64,412 | ||||||||
4,664,237 | g | Merlin Entertainments plc | 31,282 | |||||||
12,824 | * | MGM Resorts International | 234 | |||||||
2,215,192 | * | Norwegian Cruise Line Holdings Ltd | 124,140 | |||||||
10,416 | * | Panera Bread Co (Class A) | 1,820 | |||||||
368,800 | e | Restaurant Brands International, Inc | 14,092 | |||||||
83,125 | Service Corp International | 2,446 | ||||||||
493,162 | * | ServiceMaster Global Holdings, Inc | 17,838 | |||||||
29,574 | Six Flags Entertainment Corp | 1,326 | ||||||||
4,319,599 | Starbucks Corp | 231,595 | ||||||||
70,292 | Starwood Hotels & Resorts Worldwide, Inc | 5,700 | ||||||||
283,879 | Wyndham Worldwide Corp | 23,253 | ||||||||
29,585 | e | Wynn Resorts Ltd | 2,919 | |||||||
723,064 | Yum! Brands, Inc | 65,134 | ||||||||
TOTAL CONSUMER SERVICES | 778,089 | |||||||||
DIVERSIFIED FINANCIALS - 3.7% | ||||||||||
223,598 | * | Affiliated Managers Group, Inc | 48,879 | |||||||
14,657 | * | Ally Financial, Inc | 329 | |||||||
180,960 | American Express Co | 14,064 | ||||||||
469,859 | Ameriprise Financial, Inc | 58,700 | ||||||||
14,602 | Artisan Partners Asset Management, Inc | 678 | ||||||||
49,822 | Bank of New York Mellon Corp | 2,091 | ||||||||
46,110 | BlackRock, Inc | 15,953 | ||||||||
630,100 | Blackstone Group LP | 25,752 | ||||||||
34,336 | CBOE Holdings, Inc | 1,965 | ||||||||
2,222,766 | Charles Schwab Corp | 72,573 | ||||||||
53,896 | * | Credit Acceptance Corp | 13,268 | |||||||
48,467 | Eaton Vance Corp | 1,897 | ||||||||
38,556 | Federated Investors, Inc (Class B) | 1,291 | ||||||||
2,060 | Interactive Brokers Group, Inc (Class A) | 86 | ||||||||
395,337 | IntercontinentalExchange Group, Inc | 88,401 |
244 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
423,946 | Invesco Ltd | $ | 15,894 | |||||||
759,500 | e | iShares Russell 1000 Growth Index Fund | 75,198 | |||||||
356,333 | Lazard Ltd (Class A) | 20,040 | ||||||||
71,838 | Legg Mason, Inc | 3,702 | ||||||||
18,111 | Leucadia National Corp | 440 | ||||||||
33,914 | e | LPL Financial Holdings, Inc | 1,577 | |||||||
1,266,834 | McGraw-Hill Financial, Inc | 127,254 | ||||||||
997,160 | Moody’s Corp | 107,653 | ||||||||
610,500 | Morgan Stanley | 23,681 | ||||||||
142,645 | MSCI, Inc (Class A) | 8,780 | ||||||||
79,734 | NorthStar Asset Management Group, Inc | 1,474 | ||||||||
144,946 | Santander Consumer USA Holdings, Inc | 3,706 | ||||||||
201,504 | SEI Investments Co | 9,880 | ||||||||
161,095 | SLM Corp | 1,590 | ||||||||
1,480,700 | * | Synchrony Financial | 48,759 | |||||||
107,189 | T Rowe Price Group, Inc | 8,332 | ||||||||
93,575 | TD Ameritrade Holding Corp | 3,445 | ||||||||
32,517 | Waddell & Reed Financial, Inc (Class A) | 1,538 | ||||||||
TOTAL DIVERSIFIED FINANCIALS | 808,870 | |||||||||
ENERGY - 1.9% | ||||||||||
137,400 | Baker Hughes, Inc | 8,478 | ||||||||
170,132 | Cabot Oil & Gas Corp | 5,366 | ||||||||
141,300 | * | Cameron International Corp | 7,400 | |||||||
100,700 | * | Cheniere Energy, Inc | 6,974 | |||||||
792,793 | * | Concho Resources, Inc | 90,267 | |||||||
181,999 | *,e | Continental Resources, Inc | 7,715 | |||||||
2,218 | e | CVR Energy, Inc | 83 | |||||||
1,531,600 | e | Denbury Resources, Inc | 9,741 | |||||||
163,600 | * | Diamondback Energy, Inc | 12,332 | |||||||
31,644 | * | Dresser-Rand Group, Inc | 2,695 | |||||||
1,192,305 | EOG Resources, Inc | 104,386 | ||||||||
61,834 | * | FMC Technologies, Inc | 2,565 | |||||||
208,899 | Frank’s International NV | 3,936 | ||||||||
11,933 | HollyFrontier Corp | 509 | ||||||||
194,660 | Marathon Petroleum Corp | 10,183 | ||||||||
33,963 | * | Memorial Resource Development Corp | 644 | |||||||
7,108 | Oceaneering International, Inc | 331 | ||||||||
38,642 | Oneok, Inc | 1,526 | ||||||||
261,612 | Pioneer Natural Resources Co | 36,283 | ||||||||
4,590 | Range Resources Corp | 227 | ||||||||
2,954 | e | RPC, Inc | 41 | |||||||
383,300 | * | RSP Permian, Inc | 10,775 | |||||||
407,715 | Schlumberger Ltd | 35,141 | ||||||||
148,900 | Superior Energy Services | 3,133 | ||||||||
61,745 | Targa Resources Investments, Inc | 5,509 | ||||||||
7,368 | Teekay Corp | 316 | ||||||||
3,157 | Tesoro Corp | 266 | ||||||||
104,600 | Valero Energy Corp | 6,548 | ||||||||
293,100 | * | Whiting Petroleum Corp | 9,848 | |||||||
696,477 | Williams Cos, Inc | 39,971 | ||||||||
5,374 | World Fuel Services Corp | 258 | ||||||||
TOTAL ENERGY | 423,447 |
245 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
FOOD & STAPLES RETAILING - 1.9% | ||||||||||
856,887 | Costco Wholesale Corp | $ | 115,731 | |||||||
1,531,038 | CVS Corp | 160,575 | ||||||||
1,258,939 | Kroger Co | 91,286 | ||||||||
241,606 | * | Rite Aid Corp | 2,017 | |||||||
572,969 | * | Sprouts Farmers Market, Inc | 15,459 | |||||||
76,202 | Sysco Corp | 2,751 | ||||||||
323,398 | Walgreens Boots Alliance, Inc | 27,308 | ||||||||
134,996 | Whole Foods Market, Inc | 5,324 | ||||||||
TOTAL FOOD & STAPLES RETAILING | 420,451 | |||||||||
FOOD, BEVERAGE & TOBACCO - 3.8% | ||||||||||
1,673,698 | Altria Group, Inc | 81,861 | ||||||||
399,400 | Archer Daniels Midland Co | 19,259 | ||||||||
353,900 | Associated British Foods plc | 15,948 | ||||||||
10,461 | Brown-Forman Corp | 1,166 | ||||||||
48,235 | Brown-Forman Corp (Class B) | 4,832 | ||||||||
42,185 | e | Campbell Soup Co | 2,010 | |||||||
2,406,976 | Coca-Cola Co | 94,426 | ||||||||
303,285 | Coca-Cola Enterprises, Inc | 13,175 | ||||||||
23,890 | ConAgra Foods, Inc | 1,044 | ||||||||
78,290 | Constellation Brands, Inc (Class A) | 9,083 | ||||||||
519,367 | Dr Pepper Snapple Group, Inc | 37,862 | ||||||||
63,784 | Flowers Foods, Inc | 1,349 | ||||||||
245,195 | General Mills, Inc | 13,662 | ||||||||
42,203 | * | Hain Celestial Group, Inc | 2,779 | |||||||
59,925 | Hershey Co | 5,323 | ||||||||
55,043 | Hormel Foods Corp | 3,103 | ||||||||
224,206 | Ingredion, Inc | 17,894 | ||||||||
92,452 | Kellogg Co | 5,797 | ||||||||
67,758 | Keurig Green Mountain, Inc | 5,192 | ||||||||
260,889 | Kraft Foods Group, Inc | 22,212 | ||||||||
52,563 | McCormick & Co, Inc | 4,255 | ||||||||
362,274 | Mead Johnson Nutrition Co | 32,684 | ||||||||
104,600 | Mondelez International, Inc | 4,303 | ||||||||
1,455,386 | * | Monster Beverage Corp | 195,051 | |||||||
1,005,658 | PepsiCo, Inc | 93,868 | ||||||||
423,120 | Philip Morris International, Inc | 33,922 | ||||||||
702,437 | e | Pilgrim’s Pride Corp | 16,135 | |||||||
480,855 | Pinnacle Foods, Inc | 21,898 | ||||||||
169,825 | Reynolds American, Inc | 12,679 | ||||||||
635,233 | Suntory Beverage & Food Ltd | 25,289 | ||||||||
410,183 | Tyson Foods, Inc (Class A) | 17,486 | ||||||||
562,496 | * | WhiteWave Foods Co (Class A) | 27,495 | |||||||
TOTAL FOOD, BEVERAGE & TOBACCO | 843,042 | |||||||||
HEALTH CARE EQUIPMENT & SERVICES - 4.9% | ||||||||||
21,260 | * | Acadia Healthcare Co, Inc | 1,665 | |||||||
480,835 | Aetna Inc | 61,287 | ||||||||
33,216 | * | Align Technology, Inc | 2,083 |
246 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
23,135 | * | Allscripts Healthcare Solutions, Inc | $ | 316 | ||||||
394,366 | AmerisourceBergen Corp | 41,937 | ||||||||
368,561 | Anthem, Inc | 60,496 | ||||||||
15,859 | *,e | athenahealth, Inc | 1,817 | |||||||
63,140 | Bard (C.R.), Inc | 10,778 | ||||||||
164,860 | Baxter International, Inc | 11,529 | ||||||||
162,799 | Becton Dickinson & Co | 23,060 | ||||||||
43,015 | * | Boston Scientific Corp | 761 | |||||||
16,361 | * | Brookdale Senior Living, Inc | 568 | |||||||
356,121 | Cardinal Health, Inc | 29,789 | ||||||||
174,829 | * | Catamaran Corp | 10,679 | |||||||
509,714 | * | Centene Corp | 40,981 | |||||||
1,141,258 | * | Cerner Corp | 78,815 | |||||||
335,565 | Cigna Corp | 54,361 | ||||||||
13,547 | Cooper Cos, Inc | 2,411 | ||||||||
228,900 | * | DaVita, Inc | 18,191 | |||||||
92,423 | Dentsply International, Inc | 4,764 | ||||||||
32,618 | * | DexCom, Inc | 2,609 | |||||||
117,343 | * | Edwards Lifesciences Corp | 16,713 | |||||||
76,361 | * | Envision Healthcare Holdings, Inc | 3,015 | |||||||
598,699 | * | Express Scripts Holding Co | 53,248 | |||||||
262,286 | * | HCA Holdings, Inc | 23,795 | |||||||
82,835 | * | Health Net, Inc | 5,311 | |||||||
362,800 | Healthsouth Corp | 16,711 | ||||||||
34,396 | * | Henry Schein, Inc | 4,888 | |||||||
21,419 | Hill-Rom Holdings, Inc | 1,164 | ||||||||
604,444 | * | Hologic, Inc | 23,005 | |||||||
145,252 | Humana, Inc | 27,784 | ||||||||
350,540 | *,e | Idexx Laboratories, Inc | 22,484 | |||||||
54,981 | * | IMS Health Holdings, Inc | 1,685 | |||||||
10,431 | *,e | Inovalon Holdings, Inc | 291 | |||||||
175,891 | * | Intuitive Surgical, Inc | 85,219 | |||||||
22,481 | * | Inverness Medical Innovations, Inc | 1,186 | |||||||
104,770 | * | Laboratory Corp of America Holdings | 12,700 | |||||||
151,986 | * | LifePoint Hospitals, Inc | 13,215 | |||||||
429,060 | McKesson Corp | 96,457 | ||||||||
585,591 | * | Olympus Corp | 20,218 | |||||||
52,410 | Omnicare, Inc | 4,940 | ||||||||
19,374 | Patterson Cos, Inc | 943 | ||||||||
22,199 | * | Pediatrix Medical Group, Inc | 1,645 | |||||||
521,073 | * | Premier, Inc | 20,040 | |||||||
57,967 | e | Resmed, Inc | 3,268 | |||||||
22,852 | * | Sirona Dental Systems, Inc | 2,295 | |||||||
292,032 | St. Jude Medical, Inc | 21,339 | ||||||||
70,441 | Stryker Corp | 6,732 | ||||||||
40,815 | * | Tenet Healthcare Corp | 2,362 | |||||||
853,778 | UnitedHealth Group, Inc | 104,161 | ||||||||
226,098 | Universal Health Services, Inc (Class B) | 32,128 | ||||||||
41,051 | * | Varian Medical Systems, Inc | 3,462 | |||||||
31,870 | * | VCA Antech, Inc | 1,734 | |||||||
29,212 | *,e | Veeva Systems, Inc | 819 | |||||||
4,345 | Zimmer Holdings, Inc | 475 | ||||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 1,094,329 |
247 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
HOUSEHOLD & PERSONAL PRODUCTS - 1.2% | ||||||||||
53,920 | Church & Dwight Co, Inc | $ | 4,374 | |||||||
42,789 | Clorox Co | 4,451 | ||||||||
443,119 | Colgate-Palmolive Co | 28,984 | ||||||||
203,416 | Coty, Inc | 6,503 | ||||||||
2,216,072 | Estee Lauder Cos (Class A) | 192,045 | ||||||||
25,700 | *,e | Herbalife Ltd | 1,416 | |||||||
118,766 | Kimberly-Clark Corp | 12,586 | ||||||||
5,064 | Nu Skin Enterprises, Inc (Class A) | 239 | ||||||||
34,696 | Spectrum Brands, Inc | 3,539 | ||||||||
TOTAL HOUSEHOLD & PERSONAL PRODUCTS | 254,137 | |||||||||
INSURANCE - 0.5% | ||||||||||
215,919 | ACE Ltd | 21,955 | ||||||||
119,800 | Allstate Corp | 7,771 | ||||||||
884 | Amtrust Financial Services, Inc | 58 | ||||||||
115,933 | Aon plc | 11,556 | ||||||||
38,342 | Arthur J. Gallagher & Co | 1,814 | ||||||||
49,727 | * | Berkshire Hathaway, Inc (Class B) | 6,768 | |||||||
9,986 | Erie Indemnity Co (Class A) | 819 | ||||||||
591 | * | Markel Corp | 473 | |||||||
439,484 | Marsh & McLennan Cos, Inc | 24,919 | ||||||||
346,700 | Metlife, Inc | 19,412 | ||||||||
145,900 | Travelers Cos, Inc | 14,103 | ||||||||
TOTAL INSURANCE | 109,648 | |||||||||
MATERIALS - 3.6% | ||||||||||
72,705 | Air Products & Chemicals, Inc | 9,948 | ||||||||
6,289 | Airgas, Inc | 665 | ||||||||
824,597 | Albemarle Corp | 45,575 | ||||||||
4,764 | Aptargroup, Inc | 304 | ||||||||
41,740 | Ashland, Inc | 5,088 | ||||||||
185,021 | Avery Dennison Corp | 11,275 | ||||||||
41,489 | * | Axalta Coating Systems Ltd | 1,372 | |||||||
297,806 | Ball Corp | 20,891 | ||||||||
4,368 | Bemis Co, Inc | 197 | ||||||||
1,292,149 | * | Berry Plastics Group, Inc | 41,866 | |||||||
4,475 | Celanese Corp (Series A) | 322 | ||||||||
96,807 | CF Industries Holdings, Inc | 6,223 | ||||||||
13,848 | Compass Minerals International, Inc | 1,137 | ||||||||
557,499 | * | Crown Holdings, Inc | 29,497 | |||||||
2,878 | Cytec Industries, Inc | 174 | ||||||||
474,124 | Dow Chemical Co | 24,261 | ||||||||
269,330 | Du Pont (E.I.) de Nemours & Co | 17,224 | ||||||||
20,663 | Eagle Materials, Inc | 1,577 | ||||||||
83,026 | Eastman Chemical Co | 6,793 | ||||||||
130,799 | Ecolab, Inc | 14,789 | ||||||||
39,768 | FMC Corp | 2,090 | ||||||||
1,051,969 | Graphic Packaging Holding Co | 14,654 | ||||||||
53,432 | Huntsman Corp | 1,179 |
248 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
33,271 | International Flavors & Fragrances, Inc | $ | 3,636 | |||||||
293,681 | International Paper Co | 13,976 | ||||||||
686,563 | LyondellBasell Industries AF S.C.A | 71,073 | ||||||||
3,886 | Martin Marietta Materials, Inc | 550 | ||||||||
1,558,750 | Monsanto Co | 166,147 | ||||||||
3,498 | NewMarket Corp | 1,553 | ||||||||
4,178 | * | Owens-Illinois, Inc | 96 | |||||||
40,273 | Packaging Corp of America | 2,517 | ||||||||
8,089 | * | Platform Specialty Products Corp | 207 | |||||||
1,297,041 | PPG Industries, Inc | 148,797 | ||||||||
107,989 | Praxair, Inc | 12,910 | ||||||||
11,065 | Rock-Tenn Co (Class A) | 666 | ||||||||
1,413 | Royal Gold, Inc | 87 | ||||||||
54,800 | RPM International, Inc | 2,684 | ||||||||
16,660 | Scotts Miracle-Gro Co (Class A) | 986 | ||||||||
239,050 | Sealed Air Corp | 12,282 | ||||||||
203,061 | Sherwin-Williams Co | 55,846 | ||||||||
54,546 | Sigma-Aldrich Corp | 7,601 | ||||||||
16,706 | Silgan Holdings, Inc | 881 | ||||||||
177,951 | e | Southern Copper Corp (NY) | 5,234 | |||||||
11,040 | Steel Dynamics, Inc | 229 | ||||||||
8,043 | Tahoe Resources, Inc | 98 | ||||||||
33,421 | Valspar Corp | 2,735 | ||||||||
7,148 | Vulcan Materials Co | 600 | ||||||||
243,600 | Westlake Chemical Corp | 16,709 | ||||||||
29,932 | * | WR Grace & Co | 3,002 | |||||||
TOTAL MATERIALS | 788,203 | |||||||||
MEDIA - 5.0% | ||||||||||
268,640 | * | AMC Networks, Inc | 21,988 | |||||||
11,995 | e | Cablevision Systems Corp (Class A) | 287 | |||||||
202,438 | CBS Corp (Class B) | 11,235 | ||||||||
30,832 | *,e | Charter Communications, Inc | 5,280 | |||||||
47,664 | Cinemark Holdings, Inc | 1,915 | ||||||||
5,821 | Clear Channel Outdoor Holdings, Inc (Class A) | 59 | ||||||||
4,598,311 | Comcast Corp (Class A) | 276,542 | ||||||||
141,587 | Comcast Corp (Special Class A) | 8,487 | ||||||||
841,469 | * | DIRECTV | 78,080 | |||||||
58,279 | *,e | Discovery Communications, Inc (Class A) | 1,938 | |||||||
205,240 | * | Discovery Communications, Inc (Class C) | 6,379 | |||||||
131,446 | * | DISH Network Corp (Class A) | 8,900 | |||||||
1,247,658 | Interpublic Group of Cos, Inc | 24,042 | ||||||||
166,939 | e | Lions Gate Entertainment Corp | 6,185 | |||||||
59,900 | * | Live Nation, Inc | 1,647 | |||||||
25,289 | * | Madison Square Garden, Inc | 2,111 | |||||||
7,847 | Morningstar, Inc | 624 | ||||||||
100,495 | Omnicom Group, Inc | 6,983 | ||||||||
34,046 | e | Regal Entertainment Group (Class A) | 712 | |||||||
37,597 | e | Scripps Networks Interactive (Class A) | 2,458 | |||||||
3,362,936 | * | Sirius XM Holdings, Inc | 12,544 | |||||||
375,578 | * | Starz-Liberty Capital | 16,796 | |||||||
133,080 | Time Warner Cable, Inc | 23,711 |
249 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,596,399 | Time Warner, Inc | $ | 139,541 | |||||||
434,325 | Tribune Co | 23,189 | ||||||||
476,606 | Twenty-First Century Fox, Inc | 15,511 | ||||||||
134,671 | Twenty-First Century Fox, Inc (Class B) | 4,339 | ||||||||
4,247 | Viacom, Inc | 276 | ||||||||
932,367 | Viacom, Inc (Class B) | 60,268 | ||||||||
3,121,952 | Walt Disney Co | 356,340 | ||||||||
TOTAL MEDIA | 1,118,367 | |||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 13.5% | ||||||||||
2,299,116 | AbbVie, Inc | 154,478 | ||||||||
59,900 | Agilent Technologies, Inc | 2,311 | ||||||||
10,628 | * | Agios Pharmaceuticals, Inc | 1,181 | |||||||
32,243 | * | Akorn, Inc | 1,408 | |||||||
1,146,593 | * | Alexion Pharmaceuticals, Inc | 207,270 | |||||||
84,422 | * | Alkermes plc | 5,432 | |||||||
1,136,600 | * | Allergan plc | 344,913 | |||||||
77,865 | * | Alnylam Pharmaceuticals, Inc | 9,334 | |||||||
1,065,898 | Amgen, Inc | 163,637 | ||||||||
640,196 | * | Biogen Idec, Inc | 258,601 | |||||||
619,174 | * | BioMarin Pharmaceuticals, Inc | 84,691 | |||||||
6,312 | Bio-Techne Corp | 621 | ||||||||
250,669 | * | Biovail Corp | 55,686 | |||||||
13,504 | * | Bluebird Bio, Inc | 2,274 | |||||||
1,945,188 | Bristol-Myers Squibb Co | 129,433 | ||||||||
187,052 | * | Bruker BioSciences Corp | 3,818 | |||||||
2,672,638 | * | Celgene Corp | 309,318 | |||||||
19,481 | * | Charles River Laboratories International, Inc | 1,370 | |||||||
1,723,602 | Eli Lilly & Co | 143,903 | ||||||||
87,052 | * | Endo International plc | 6,934 | |||||||
3,306,153 | Gilead Sciences, Inc | 387,084 | ||||||||
124,836 | * | Hospira, Inc | 11,074 | |||||||
545,257 | * | Illumina, Inc | 119,062 | |||||||
362,956 | * | Incyte Corp | 37,824 | |||||||
16,760 | *,e | Intercept Pharmaceuticals, Inc | 4,045 | |||||||
19,042 | * | Intrexon Corp | 929 | |||||||
49,243 | * | Isis Pharmaceuticals, Inc | 2,834 | |||||||
39,619 | * | Jazz Pharmaceuticals plc | 6,976 | |||||||
294,745 | Johnson & Johnson | 28,726 | ||||||||
29,106 | *,e | Juno Therapeutics, Inc | 1,552 | |||||||
54,558 | * | Mallinckrodt plc | 6,423 | |||||||
156,070 | * | Medivation, Inc | 17,823 | |||||||
333,282 | Merck & Co, Inc | 18,974 | ||||||||
11,504 | * | Mettler-Toledo International, Inc | 3,928 | |||||||
1,105,506 | * | Mylan NV | 75,020 | |||||||
203,779 | Novartis AG. (ADR) | 20,040 | ||||||||
356,900 | Novo Nordisk AS | 19,585 | ||||||||
96,585 | * | Opko Health, Inc | 1,553 | |||||||
73,417 | * | PerkinElmer, Inc | 3,865 | |||||||
251,646 | Perrigo Co plc | 46,512 | ||||||||
342,605 | Pfizer, Inc | 11,487 | ||||||||
10,288 | * | Puma Biotechnology, Inc | 1,201 |
250 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
129,244 | * | Quintiles Transnational Holdings, Inc | $ | 9,384 | ||||||
12,980 | * | Receptos, Inc | 2,467 | |||||||
43,568 | * | Regeneron Pharmaceuticals, Inc | 22,225 | |||||||
39,036 | *,e | Seattle Genetics, Inc | 1,889 | |||||||
588,660 | Thermo Electron Corp | 76,384 | ||||||||
149,116 | * | United Therapeutics Corp | 25,939 | |||||||
402,965 | * | Vertex Pharmaceuticals, Inc | 49,758 | |||||||
6,369 | * | VWR Corp | 170 | |||||||
108,315 | * | Waters Corp | 13,905 | |||||||
1,752,123 | Zoetis Inc | 84,487 | ||||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 2,999,738 | |||||||||
REAL ESTATE - 1.7% | ||||||||||
340,633 | American Tower Corp | 31,778 | ||||||||
57,613 | Boston Properties, Inc | 6,973 | ||||||||
3,615,783 | * | CBRE Group, Inc | 133,784 | |||||||
6,276 | Columbia Property Trust, Inc | 154 | ||||||||
275,389 | Crown Castle International Corp | 22,114 | ||||||||
32,064 | Digital Realty Trust, Inc | 2,138 | ||||||||
21,585 | Empire State Realty Trust, Inc | 368 | ||||||||
80,651 | Equity Lifestyle Properties, Inc | 4,241 | ||||||||
122,519 | Extra Space Storage, Inc | 7,991 | ||||||||
28,252 | Federal Realty Investment Trust | 3,619 | ||||||||
5,048 | Gaming and Leisure Properties, Inc | 185 | ||||||||
6,599,945 | Global Logistic Properties | 12,390 | ||||||||
65,046 | Health Care REIT, Inc | 4,269 | ||||||||
5,047 | Healthcare Trust of America, Inc | 121 | ||||||||
6,598 | * | Howard Hughes Corp | 947 | |||||||
33,951 | Iron Mountain, Inc | 1,052 | ||||||||
144,635 | Jones Lang LaSalle, Inc | 24,732 | ||||||||
120,611 | Lamar Advertising Co | 6,933 | ||||||||
20,444 | Omega Healthcare Investors, Inc | 702 | ||||||||
29,619 | Plum Creek Timber Co, Inc | 1,202 | ||||||||
7,568 | Post Properties, Inc | 411 | ||||||||
77,995 | Public Storage, Inc | 14,380 | ||||||||
1,485,128 | * | Realogy Holdings Corp | 69,385 | |||||||
163,237 | Simon Property Group, Inc | 28,243 | ||||||||
39,422 | Tanger Factory Outlet Centers, Inc | 1,250 | ||||||||
9,432 | Taubman Centers, Inc | 655 | ||||||||
18,315 | Weyerhaeuser Co | 577 | ||||||||
TOTAL REAL ESTATE | 380,594 | |||||||||
RETAILING - 8.8% | ||||||||||
3,946 | Aaron’s, Inc | 143 | ||||||||
30,092 | Advance Auto Parts, Inc | 4,793 | ||||||||
1,152,104 | * | Amazon.com, Inc | 500,117 | |||||||
401,500 | *,e | ASOS plc | 24,471 | |||||||
298,269 | * | Autonation, Inc | 18,785 | |||||||
59,250 | * | AutoZone, Inc | 39,514 | |||||||
135,966 | * | Bed Bath & Beyond, Inc | 9,379 | |||||||
837,100 | Best Buy Co, Inc | 27,298 | ||||||||
1,973 | *,e | Cabela’s, Inc | 99 |
251 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,618,987 | * | Carmax, Inc | $ | 107,193 | ||||||
2,246,422 | * | Cnova NV | 12,423 | |||||||
26,085 | CST Brands, Inc | 1,019 | ||||||||
382,576 | * | Ctrip.com International Ltd (ADR) | 27,783 | |||||||
26,075 | Dick’s Sporting Goods, Inc | 1,350 | ||||||||
184,367 | Dillard’s, Inc (Class A) | 19,394 | ||||||||
254,725 | Dollar General Corp | 19,802 | ||||||||
84,814 | * | Dollar Tree, Inc | 6,699 | |||||||
324,110 | DSW, Inc (Class A) | 10,816 | ||||||||
1,369,983 | Expedia, Inc | 149,807 | ||||||||
115,618 | Family Dollar Stores, Inc | 9,112 | ||||||||
94,232 | Fast Retailing Co Ltd | 42,732 | ||||||||
569,260 | Foot Locker, Inc | 38,146 | ||||||||
98,023 | Gap, Inc | 3,742 | ||||||||
58,161 | Genuine Parts Co | 5,207 | ||||||||
319,522 | GNC Holdings, Inc | 14,212 | ||||||||
9,040,369 | *,e | Groupon, Inc | 45,473 | |||||||
3,006,893 | Home Depot, Inc | 334,156 | ||||||||
465,900 | * | JD.com, Inc (ADR) | 15,887 | |||||||
61,200 | Kohl’s Corp | 3,832 | ||||||||
137,287 | L Brands, Inc | 11,770 | ||||||||
1,677,587 | * | Liberty Interactive Corp | 46,553 | |||||||
147,197 | * | Liberty Ventures | 5,780 | |||||||
125,126 | * | LKQ Corp | 3,784 | |||||||
915,974 | Lowe’s Companies, Inc | 61,343 | ||||||||
649,810 | Macy’s, Inc | 43,843 | ||||||||
25,780 | * | Michaels Cos, Inc | 694 | |||||||
130,135 | * | Murphy USA, Inc | 7,264 | |||||||
33,637 | * | NetFlix, Inc | 22,098 | |||||||
57,733 | Nordstrom, Inc | 4,301 | ||||||||
39,855 | * | Office Depot, Inc | 345 | |||||||
142,041 | * | O’Reilly Automotive, Inc | 32,098 | |||||||
298,567 | Penske Auto Group, Inc | 15,558 | ||||||||
35,703 | * | Priceline.com, Inc | 41,107 | |||||||
339,120 | Ross Stores, Inc | 16,485 | ||||||||
64,859 | * | Sally Beauty Holdings, Inc | 2,048 | |||||||
566 | *,e | Sears Holdings Corp | 15 | |||||||
33,020 | Signet Jewelers Ltd | 4,235 | ||||||||
323,399 | Target Corp | 26,399 | ||||||||
462,020 | Tiffany & Co | 42,413 | ||||||||
467,057 | TJX Companies, Inc | 30,905 | ||||||||
73,518 | Tractor Supply Co | 6,612 | ||||||||
72,736 | * | TripAdvisor, Inc | 6,338 | |||||||
166,726 | * | Ulta Salon Cosmetics & Fragrance, Inc | 25,751 | |||||||
40,210 | * | Urban Outfitters, Inc | 1,407 | |||||||
37,697 | Williams-Sonoma, Inc | 3,101 | ||||||||
TOTAL RETAILING | 1,955,631 | |||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 2.0% | ||||||||||
38,517 | Altera Corp | 1,972 | ||||||||
118,010 | Analog Devices, Inc | 7,574 | ||||||||
1,395,311 | Applied Materials, Inc | 26,818 |
252 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,130,034 | ARM Holdings plc (ADR) | $ | 55,677 | |||||||
171,683 | Atmel Corp | 1,692 | ||||||||
214,945 | Avago Technologies Ltd | 28,573 | ||||||||
1,526,901 | Broadcom Corp (Class A) | 78,620 | ||||||||
41,658 | * | Freescale Semiconductor Holdings Ltd | 1,665 | |||||||
352,698 | Intel Corp | 10,727 | ||||||||
65,782 | Kla-Tencor Corp | 3,698 | ||||||||
388,020 | Lam Research Corp | 31,565 | ||||||||
98,502 | Linear Technology Corp | 4,357 | ||||||||
942,500 | Marvell Technology Group Ltd | 12,427 | ||||||||
40,303 | Maxim Integrated Products, Inc | 1,393 | ||||||||
83,223 | e | Microchip Technology, Inc | 3,947 | |||||||
356,146 | * | Micron Technology, Inc | 6,710 | |||||||
188,434 | Nvidia Corp | 3,789 | ||||||||
493,536 | * | NXP Semiconductors NV | 48,465 | |||||||
162,957 | * | ON Semiconductor Corp | 1,905 | |||||||
114,968 | * | Qorvo, Inc | 9,228 | |||||||
373,706 | Skyworks Solutions, Inc | 38,903 | ||||||||
1,325,890 | * | Sumco Corp | 16,583 | |||||||
103,097 | * | SunEdison, Inc | 3,084 | |||||||
1,815 | * | SunPower Corp | 52 | |||||||
190,000 | Teradyne, Inc | 3,665 | ||||||||
538,543 | Texas Instruments, Inc | 27,740 | ||||||||
128,780 | Xilinx, Inc | 5,687 | ||||||||
TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 436,516 | |||||||||
SOFTWARE & SERVICES - 21.2% | ||||||||||
565,456 | Accenture plc | 54,725 | ||||||||
289,200 | Activision Blizzard, Inc | 7,001 | ||||||||
3,495,613 | * | Adobe Systems, Inc | 283,180 | |||||||
313,358 | * | Akamai Technologies, Inc | 21,879 | |||||||
52,811 | * | Alibaba Group Holding Ltd (ADR) | 4,345 | |||||||
277,342 | * | Alliance Data Systems Corp | 80,967 | |||||||
356,691 | Amdocs Ltd | 19,472 | ||||||||
6,979 | * | Ansys, Inc | 637 | |||||||
1,539,446 | * | Autodesk, Inc | 77,088 | |||||||
168,587 | Automatic Data Processing, Inc | 13,526 | ||||||||
241,569 | * | Baidu, Inc (ADR) | 48,092 | |||||||
7,468 | * | Black Knight Financial Services, Inc | 231 | |||||||
38,740 | Booz Allen Hamilton Holding Co | 978 | ||||||||
49,309 | Broadridge Financial Solutions, Inc | 2,466 | ||||||||
120,389 | *,e | Cadence Design Systems, Inc | 2,367 | |||||||
133,744 | CDK Global, Inc | 7,219 | ||||||||
135,400 | * | Check Point Software Technologies | 10,771 | |||||||
427,208 | *,e | Cimpress NV | 35,954 | |||||||
236,133 | * | Citrix Systems, Inc | 16,567 | |||||||
342,530 | * | Cognizant Technology Solutions Corp (Class A) | 20,925 | |||||||
312,700 | Computer Sciences Corp | 20,526 | ||||||||
13,332 | * | CoStar Group, Inc | 2,683 | |||||||
117,569 | DST Systems, Inc | 14,811 | ||||||||
2,719,422 | * | eBay, Inc | 163,818 | |||||||
378,811 | * | Electronic Arts, Inc | 25,191 |
253 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
23,414 | Equinix, Inc | $ | 5,947 | |||||||
5,648,192 | * | Facebook, Inc | 484,417 | |||||||
17,180 | Factset Research Systems, Inc | 2,792 | ||||||||
50,254 | Fidelity National Information Services, Inc | 3,106 | ||||||||
306,644 | *,e | FireEye, Inc | 14,998 | |||||||
403,761 | * | First American Corp | 16,025 | |||||||
97,401 | * | Fiserv, Inc | 8,068 | |||||||
169,263 | * | FleetCor Technologies, Inc | 26,415 | |||||||
58,744 | * | Fortinet, Inc | 2,428 | |||||||
34,152 | * | Gartner, Inc | 2,930 | |||||||
65,437 | * | Genpact Ltd | 1,396 | |||||||
321,937 | Global Payments, Inc | 33,304 | ||||||||
9,708 | * | GoDaddy, Inc | 274 | |||||||
835,614 | * | Google, Inc | 434,945 | |||||||
510,184 | * | Google, Inc (Class A) | 275,520 | |||||||
435,000 | * | GrubHub, Inc | 14,820 | |||||||
12,533 | * | HomeAway, Inc | 390 | |||||||
392,427 | IAC/InterActiveCorp | 31,261 | ||||||||
43,072 | * | Informatica Corp | 2,088 | |||||||
568,494 | International Business Machines Corp | 92,471 | ||||||||
3,023,036 | Intuit, Inc | 304,631 | ||||||||
33,638 | Jack Henry & Associates, Inc | 2,176 | ||||||||
5,842,972 | * | Just Eat plc | 37,336 | |||||||
1,034,367 | King Digital Entertainment plc | 14,740 | ||||||||
2,360 | Leidos Holdings, Inc | 95 | ||||||||
507,468 | *,e | LendingClub Corp | 7,485 | |||||||
358,864 | * | LinkedIn Corp | 74,152 | |||||||
3,085,232 | Mastercard, Inc (Class A) | 288,408 | ||||||||
6,940,088 | Microsoft Corp | 306,405 | ||||||||
509,542 | *,e | Mobileye NV | 27,092 | |||||||
154,500 | Netease.com (ADR) | 22,382 | ||||||||
16,434 | *,e | NetSuite, Inc | 1,508 | |||||||
3,014,524 | Oracle Corp | 121,485 | ||||||||
86,971 | * | Pandora Media, Inc | 1,351 | |||||||
116,378 | Paychex, Inc | 5,456 | ||||||||
142,198 | * | PTC, Inc | 5,833 | |||||||
100,653 | * | Rackspace Hosting, Inc | 3,743 | |||||||
1,368,838 | * | Red Hat, Inc | 103,936 | |||||||
1,361,399 | Sabre Corp | 32,401 | ||||||||
3,262,422 | * | Salesforce.com, Inc | 227,163 | |||||||
455,949 | * | ServiceNow, Inc | 33,882 | |||||||
27,434 | * | SolarWinds, Inc | 1,265 | |||||||
27,609 | Solera Holdings, Inc | 1,230 | ||||||||
51,546 | * | Splunk, Inc | 3,589 | |||||||
26,312 | SS&C Technologies Holdings, Inc | 1,644 | ||||||||
4,657 | * | Synopsys, Inc | 236 | |||||||
52,382 | * | Tableau Software, Inc | 6,040 | |||||||
3,308,200 | Tencent Holdings Ltd | 66,152 | ||||||||
107,233 | *,e | Teradata Corp | 3,968 | |||||||
408,366 | Total System Services, Inc | 17,057 | ||||||||
480,630 | * | Twitter, Inc | 17,408 | |||||||
11,756 | * | Ultimate Software Group, Inc | 1,932 |
254 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
243,371 | * | Vantiv, Inc | $ | 9,294 | ||||||
46,786 | * | VeriFone Systems, Inc | 1,589 | |||||||
42,552 | *,e | VeriSign, Inc | 2,626 | |||||||
6,087,788 | Visa, Inc (Class A) | 408,795 | ||||||||
215,525 | * | VMware, Inc (Class A) | 18,479 | |||||||
212,379 | Western Union Co | 4,318 | ||||||||
15,898 | * | WEX, Inc | 1,812 | |||||||
43,637 | * | Workday, Inc | 3,333 | |||||||
2,847,834 | * | Yahoo!, Inc | 111,891 | |||||||
26,715 | * | Yelp, Inc | 1,150 | |||||||
10,822 | *,e | Zillow Group, Inc | 939 | |||||||
TOTAL SOFTWARE & SERVICES | 4,695,421 | |||||||||
TECHNOLOGY HARDWARE & EQUIPMENT - 7.6% | ||||||||||
16,876 | *,e | 3D Systems Corp | 329 | |||||||
127,072 | Amphenol Corp (Class A) | 7,366 | ||||||||
10,438,106 | d | Apple, Inc | 1,309,199 | |||||||
13,867 | *,e | Arista Networks, Inc | 1,133 | |||||||
9,344 | * | ARRIS Group, Inc | 286 | |||||||
165,249 | CDW Corp | 5,665 | ||||||||
4,244,467 | Cisco Systems, Inc | 116,553 | ||||||||
35,839 | Cognex Corp | 1,724 | ||||||||
19,176 | * | CommScope Holding Co, Inc | 585 | |||||||
137,400 | Corning, Inc | 2,711 | ||||||||
313,105 | EMC Corp | 8,263 | ||||||||
77,291 | * | F5 Networks, Inc | 9,302 | |||||||
73,777 | *,e | Fitbit, Inc | 2,820 | |||||||
36,370 | Flir Systems, Inc | 1,121 | ||||||||
8,459 | Harris Corp | 651 | ||||||||
593,400 | Hewlett-Packard Co | 17,808 | ||||||||
3,599 | * | Ingram Micro, Inc (Class A) | 90 | |||||||
14,212 | *,e | IPG Photonics Corp | 1,211 | |||||||
482,025 | Jabil Circuit, Inc | 10,262 | ||||||||
273,546 | Juniper Networks, Inc | 7,104 | ||||||||
177,663 | * | Keysight Technologies, Inc | 5,541 | |||||||
86,769 | Motorola, Inc | 4,975 | ||||||||
10,174 | National Instruments Corp | 300 | ||||||||
82,800 | * | NCR Corp | 2,492 | |||||||
545,471 | NetApp, Inc | 17,215 | ||||||||
438,072 | * | Palo Alto Networks, Inc | 76,531 | |||||||
191,518 | Qualcomm, Inc | 11,995 | ||||||||
371,700 | e | Seagate Technology, Inc | 17,656 | |||||||
5,655 | * | Trimble Navigation Ltd | 133 | |||||||
385,100 | Western Digital Corp | 30,200 | ||||||||
21,276 | * | Zebra Technologies Corp (Class A) | 2,363 | |||||||
TOTAL TECHNOLOGY HARDWARE & EQUIPMENT | 1,673,584 | |||||||||
TELECOMMUNICATION SERVICES - 0.9% | ||||||||||
809,400 | *,g | Cellnex Telecom SAU | 13,693 | |||||||
1,146,912 | * | Level 3 Communications, Inc | 60,408 | |||||||
78,752 | * | SBA Communications Corp (Class A) | 9,054 | |||||||
2,639,978 | Verizon Communications, Inc | 123,049 |
255 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
51,078 | * | Zayo Group Holdings, Inc | $ | 1,314 | ||||||
TOTAL TELECOMMUNICATION SERVICES | 207,518 | |||||||||
TRANSPORTATION - 2.4% | ||||||||||
369,024 | Alaska Air Group, Inc | 23,776 | ||||||||
33,472 | Amerco, Inc | 10,942 | ||||||||
318,676 | American Airlines Group, Inc | 12,726 | ||||||||
43,528 | * | Avis Budget Group, Inc | 1,919 | |||||||
197,336 | CH Robinson Worldwide, Inc | 12,312 | ||||||||
104,850 | CSX Corp | 3,423 | ||||||||
1,266,816 | Delta Air Lines, Inc | 52,041 | ||||||||
241,090 | Expeditors International of Washington, Inc | 11,115 | ||||||||
324,102 | FedEx Corp | 55,227 | ||||||||
8,514 | * | Genesee & Wyoming, Inc (Class A) | 649 | |||||||
2,351,358 | * | Hertz Global Holdings, Inc | 42,607 | |||||||
37,835 | J.B. Hunt Transport Services, Inc | 3,106 | ||||||||
208,263 | * | JetBlue Airways Corp | 4,323 | |||||||
18,268 | Landstar System, Inc | 1,222 | ||||||||
960,075 | *,e | Latam Airlines Group S.A. (ADR) | 6,759 | |||||||
28,709 | * | Old Dominion Freight Line | 1,969 | |||||||
180,000 | Ryanair Holdings plc (ADR) | 12,843 | ||||||||
173,046 | Ryder System, Inc | 15,119 | ||||||||
1,378,398 | Southwest Airlines Co | 45,611 | ||||||||
235,022 | * | Spirit Airlines, Inc | 14,595 | |||||||
1,432,051 | Union Pacific Corp | 136,575 | ||||||||
674,432 | * | United Continental Holdings, Inc | 35,752 | |||||||
366,749 | United Parcel Service, Inc (Class B) | 35,542 | ||||||||
TOTAL TRANSPORTATION | 540,153 | |||||||||
UTILITIES - 0.0% | ||||||||||
209,747 | * | Calpine Corp | 3,773 | |||||||
12,206 | Dominion Resources, Inc | 816 | ||||||||
23,558 | ITC Holdings Corp | 758 | ||||||||
1,094 | TerraForm Power, Inc | 42 | ||||||||
TOTAL UTILITIES | 5,389 | |||||||||
TOTAL COMMON STOCKS | 22,031,779 | |||||||||
(Cost $17,443,516) |
MATURITY | ||||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | |||||||||||||
SHORT-TERM INVESTMENTS - 2.3% | ||||||||||||||||
GOVERNMENT AGENCY DEBT - 0.6% | ||||||||||||||||
$ | 2,400,000 | d | Federal Home Loan Bank (FHLB) | 0.070 | % | 07/08/15 | 2,400 | |||||||||
80,000,000 | d | FHLB | 0.050-0.060 | 08/07/15 | 79,997 | |||||||||||
40,000,000 | d | FHLB | 0.070 | 08/12/15 | 39,998 | |||||||||||
6,200,000 | d | FHLB | 0.060 | 08/19/15 | 6,199 | |||||||||||
TOTAL GOVERNMENT AGENCY DEBT | 128,594 | |||||||||||||||
TREASURY DEBT - 0.0% | ||||||||||||||||
2,000,000 | d | United States Treasury Bill | 0.095 | 10/15/15 | 2,000 | |||||||||||
TOTAL TREASURY DEBT | 2,000 |
256 |
COLLEGE RETIREMENT EQUITIES FUND - Growth Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
INVESTMENTS IN REGISTERED INVESTMENT COMPANIES - 1.7% | ||||||||||
370,758,612 | a,c | TIAA-CREF Short Term Lending Portfolio of the State Street Navigator Securities Lending Trust | $ | 370,759 | ||||||
TOTAL INVESTMENTS IN REGISTERED INVESTMENT COMPANIES | 370,759 | |||||||||
TOTAL SHORT-TERM INVESTMENTS | 501,353 | |||||||||
(Cost $501,349) | ||||||||||
TOTAL INVESTMENTS - 101.6% | 22,533,132 | |||||||||
(Cost $17,944,865) | ||||||||||
OTHER ASSETS & LIABILITIES, NET - (1.6)% | (356,235 | ) | ||||||||
NET ASSETS - 100.0% | $ | 22,176,897 |
Abbreviation(s): | |||
ADR | American Depositary Receipt | ||
REIT | Real Estate Investment Trust | ||
* | Non-income producing | ||
a | Affiliated holding | ||
c | Investments made with cash collateral received from securites on loan. | ||
d | All or a portion of these securities have been segregated to cover margin requirements on open futures transactions. | ||
e | All or a portion of these securities are out on loan. The aggregate value of securities on loan is $365,133,000. | ||
g | Security is exempt from registration under Rule 144(A) of the Securities Act of 1933. Such securities are deemed liquid and may be resold in transactions exempt from registration to qualified institutional buyers. At 6/30/15, the aggregate value of these securities was $44,976,000, or 0.2% of net assets. | ||
Cost amounts are in thousands. |
257 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
COLLEGE RETIREMENT EQUITIES FUND
EQUITY INDEX ACCOUNT
SCHEDULE OF INVESTMENTS (unaudited)
June 30, 2015
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
COMMON STOCKS - 99.8% | ||||||||||
AUTOMOBILES & COMPONENTS - 1.2% | ||||||||||
56,324 | * | American Axle & Manufacturing Holdings, Inc | $ | 1,178 | ||||||
167,583 | BorgWarner, Inc | 9,525 | ||||||||
42,817 | Cooper Tire & Rubber Co | 1,448 | ||||||||
10,380 | * | Cooper-Standard Holding, Inc | 638 | |||||||
120,374 | Dana Holding Corp | 2,477 | ||||||||
213,546 | Delphi Automotive plc | 18,171 | ||||||||
20,030 | *,e | Dorman Products, Inc | 955 | |||||||
17,932 | Drew Industries, Inc | 1,040 | ||||||||
21,876 | * | Federal Mogul Corp (Class A) | 248 | |||||||
2,882,415 | Ford Motor Co | 43,265 | ||||||||
12,496 | * | Fox Factory Holding Corp | 201 | |||||||
1,187,835 | General Motors Co | 39,591 | ||||||||
218,376 | Gentex Corp | 3,586 | ||||||||
26,543 | * | Gentherm, Inc | 1,457 | |||||||
199,183 | Goodyear Tire & Rubber Co | 6,005 | ||||||||
154,043 | Harley-Davidson, Inc | 8,680 | ||||||||
484,264 | Johnson Controls, Inc | 23,986 | ||||||||
57,299 | Lear Corp | 6,432 | ||||||||
6,649 | Metaldyne Performance Group, Inc | 121 | ||||||||
36,302 | * | Modine Manufacturing Co | 390 | |||||||
13,147 | * | Motorcar Parts of America, Inc | 396 | |||||||
21,131 | Remy International, Inc | 467 | ||||||||
15,087 | Standard Motor Products, Inc | 530 | ||||||||
20,247 | * | Stoneridge, Inc | 237 | |||||||
2,693 | Strattec Security Corp | 185 | ||||||||
17,815 | Superior Industries International, Inc | 326 | ||||||||
45,591 | * | Tenneco, Inc | 2,619 | |||||||
72,086 | *,e | Tesla Motors, Inc | 19,338 | |||||||
33,978 | Thor Industries, Inc | 1,912 | ||||||||
15,398 | * | Tower International, Inc | 401 | |||||||
33,034 | * | Visteon Corp | 3,468 | |||||||
21,322 | e | Winnebago Industries, Inc | 503 | |||||||
TOTAL AUTOMOBILES & COMPONENTS | 199,776 | |||||||||
BANKS - 6.2% | ||||||||||
11,459 | 1st Source Corp | 391 | ||||||||
5,171 | Access National Corp | 101 | ||||||||
5,882 | American National Bankshares, Inc | 140 | ||||||||
23,589 | Ameris Bancorp | 597 | ||||||||
7,069 | e | Ames National Corp | 177 | |||||||
5,633 | * | Anchor BanCorp Wisconsin, Inc | 214 | |||||||
24,400 | Apollo Residential Mortgage | 358 | ||||||||
7,344 | Arrow Financial Corp | 199 | ||||||||
112,856 | Associated Banc-Corp | 2,288 |
258 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
66,701 | Astoria Financial Corp | $ | 920 | |||||||
25,515 | e | Banc of California, Inc | 351 | |||||||
5,016 | Bancfirst Corp | 328 | ||||||||
21,466 | Banco Latinoamericano de Exportaciones S.A. (Class E) | 691 | ||||||||
72,389 | Bancorpsouth, Inc | 1,865 | ||||||||
41,404 | Bank Mutual Corp | 318 | ||||||||
7,768,549 | Bank of America Corp | 132,221 | ||||||||
32,426 | e | Bank of Hawaii Corp | 2,162 | |||||||
3,864 | Bank of Marin Bancorp | 197 | ||||||||
57,827 | Bank of the Ozarks, Inc | 2,646 | ||||||||
15,980 | BankFinancial Corp | 188 | ||||||||
76,129 | BankUnited | 2,735 | ||||||||
15,583 | Banner Corp | 747 | ||||||||
4,570 | Bar Harbor Bankshares | 162 | ||||||||
535,283 | BB&T Corp | 21,577 | ||||||||
59,137 | BBCN Bancorp, Inc | 875 | ||||||||
4,100 | *,e | BBX Capital Corp | 67 | |||||||
9,956 | * | Bear State Financial, Inc | 93 | |||||||
61,657 | * | Beneficial Bancorp, Inc | 770 | |||||||
21,508 | Berkshire Hills Bancorp, Inc | 613 | ||||||||
20,549 | * | Blue Hills Bancorp, Inc | 288 | |||||||
17,544 | BNC Bancorp | 339 | ||||||||
11,321 | *,e | BofI Holding, Inc | 1,197 | |||||||
20,505 | e | BOK Financial Corp | 1,427 | |||||||
59,217 | Boston Private Financial Holdings, Inc | 794 | ||||||||
8,872 | Bridge Bancorp, Inc | 237 | ||||||||
7,190 | * | Bridge Capital Holdings | 214 | |||||||
54,590 | Brookline Bancorp, Inc | 616 | ||||||||
12,987 | Bryn Mawr Bank Corp | 392 | ||||||||
6,346 | * | BSB Bancorp, Inc | 140 | |||||||
4,588 | * | C1 Financial, Inc | 89 | |||||||
5,527 | Camden National Corp | 214 | ||||||||
16,948 | * | Capital Bank Financial Corp | 493 | |||||||
9,158 | Capital City Bank Group, Inc | 140 | ||||||||
105,428 | Capitol Federal Financial | 1,269 | ||||||||
22,480 | Cardinal Financial Corp | 490 | ||||||||
21,201 | * | Cascade Bancorp | 110 | |||||||
60,166 | Cathay General Bancorp | 1,952 | ||||||||
33,881 | Centerstate Banks of Florida, Inc | 458 | ||||||||
17,227 | Central Pacific Financial Corp | 409 | ||||||||
2,883 | Century Bancorp, Inc | 117 | ||||||||
13,560 | Charter Financial Corp | 168 | ||||||||
24,990 | Chemical Financial Corp | 826 | ||||||||
128,729 | CIT Group, Inc | 5,985 | ||||||||
2,244,177 | Citigroup, Inc | 123,968 | ||||||||
9,568 | Citizens & Northern Corp | 197 | ||||||||
221,768 | Citizens Financial Group, Inc | 6,056 | ||||||||
10,721 | e | City Holding Co | 528 | |||||||
35,413 | City National Corp | 3,201 | ||||||||
19,650 | Clifton Bancorp, Inc | 275 | ||||||||
9,772 | CNB Financial Corp | 180 | ||||||||
26,184 | CoBiz, Inc | 342 |
259 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
42,696 | Columbia Banking System, Inc | $ | 1,389 | |||||||
131,821 | Comerica, Inc | 6,765 | ||||||||
61,634 | Commerce Bancshares, Inc | 2,883 | ||||||||
30,550 | e | Community Bank System, Inc | 1,154 | |||||||
12,718 | Community Trust Bancorp, Inc | 443 | ||||||||
7,261 | * | CommunityOne Bancorp | 78 | |||||||
21,722 | ConnectOne Bancorp, Inc | 468 | ||||||||
12,656 | * | CU Bancorp | 280 | |||||||
39,988 | Cullen/Frost Bankers, Inc | 3,142 | ||||||||
19,196 | * | Customers Bancorp, Inc | 516 | |||||||
80,226 | CVB Financial Corp | 1,413 | ||||||||
23,810 | Dime Community Bancshares | 403 | ||||||||
22,108 | * | Eagle Bancorp, Inc | 972 | |||||||
106,767 | East West Bancorp, Inc | 4,785 | ||||||||
4,559 | Enterprise Bancorp, Inc | 107 | ||||||||
14,785 | Enterprise Financial Services Corp | 337 | ||||||||
40,929 | * | Essent Group Ltd | 1,119 | |||||||
63,807 | EverBank Financial Corp | 1,254 | ||||||||
4,054 | * | Farmers Capital Bank Corp | 115 | |||||||
20,788 | * | FCB Financial Holdings, Inc | 661 | |||||||
7,387 | Federal Agricultural Mortgage Corp (Class C) | 215 | ||||||||
12,551 | Fidelity Southern Corp | 219 | ||||||||
599,099 | Fifth Third Bancorp | 12,473 | ||||||||
10,211 | Financial Institutions, Inc | 254 | ||||||||
15,337 | First Bancorp (NC) | 256 | ||||||||
85,475 | * | First Bancorp (Puerto Rico) | 412 | |||||||
6,485 | First Bancorp, Inc | 126 | ||||||||
58,052 | First Busey Corp | 381 | ||||||||
3,088 | First Business Financial Services, Inc | 145 | ||||||||
5,634 | First Citizens Bancshares, Inc (Class A) | 1,482 | ||||||||
66,434 | First Commonwealth Financial Corp | 637 | ||||||||
12,139 | First Community Bancshares, Inc | 221 | ||||||||
13,926 | First Connecticut Bancorp | 221 | ||||||||
7,726 | First Defiance Financial Corp | 290 | ||||||||
44,691 | First Financial Bancorp | 802 | ||||||||
48,150 | e | First Financial Bankshares, Inc | 1,668 | |||||||
8,954 | First Financial Corp | 320 | ||||||||
172,999 | First Horizon National Corp | 2,711 | ||||||||
13,482 | First Interstate Bancsystem, Inc | 374 | ||||||||
26,538 | First Merchants Corp | 655 | ||||||||
57,533 | First Midwest Bancorp, Inc | 1,091 | ||||||||
11,498 | * | First NBC Bank Holding Co | 414 | |||||||
263,698 | First Niagara Financial Group, Inc | 2,489 | ||||||||
8,623 | First of Long Island Corp | 239 | ||||||||
105,295 | First Republic Bank | 6,637 | ||||||||
123,577 | FirstMerit Corp | 2,574 | ||||||||
15,789 | * | Flagstar Bancorp, Inc | 292 | |||||||
23,200 | Flushing Financial Corp | 487 | ||||||||
127,680 | FNB Corp | 1,828 | ||||||||
10,372 | Fox Chase Bancorp, Inc | 176 | ||||||||
3,888 | * | Franklin Financial Network, Inc | 89 | |||||||
130,713 | Fulton Financial Corp | 1,707 |
260 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
9,802 | German American Bancorp, Inc | $ | 289 | |||||||
56,600 | Glacier Bancorp, Inc | 1,665 | ||||||||
7,809 | Great Southern Bancorp, Inc | 329 | ||||||||
30,455 | Great Western Bancorp, Inc | 734 | ||||||||
7,975 | * | Green Bancorp, Inc | 123 | |||||||
11,166 | Guaranty Bancorp | 184 | ||||||||
31,047 | *,e | Hampton Roads Bankshares, Inc | 65 | |||||||
57,555 | Hancock Holding Co | 1,837 | ||||||||
23,963 | Hanmi Financial Corp | 595 | ||||||||
13,311 | Heartland Financial USA, Inc | 495 | ||||||||
15,254 | Heritage Commerce Corp | 147 | ||||||||
22,833 | Heritage Financial Corp | 408 | ||||||||
6,942 | Heritage Financial Group | 210 | ||||||||
14,409 | Heritage Oaks Bancorp | 113 | ||||||||
55,915 | * | Hilltop Holdings, Inc | 1,347 | |||||||
997 | Hingham Institution for Savings | 115 | ||||||||
42,029 | Home Bancshares, Inc | 1,537 | ||||||||
15,022 | HomeStreet, Inc | 343 | ||||||||
16,046 | * | HomeTrust Bancshares, Inc | 269 | |||||||
6,700 | Horizon Bancorp | 167 | ||||||||
392,192 | Hudson City Bancorp, Inc | 3,875 | ||||||||
11,015 | Hudson Valley Holding Corp | 311 | ||||||||
597,336 | Huntington Bancshares, Inc | 6,756 | ||||||||
28,157 | IBERIABANK Corp | 1,921 | ||||||||
6,123 | * | Impac Mortgage Holdings, Inc | 117 | |||||||
19,246 | Independent Bank Corp (MA) | 902 | ||||||||
17,558 | Independent Bank Corp (MI) | 238 | ||||||||
6,960 | Independent Bank Group, Inc | 299 | ||||||||
40,567 | International Bancshares Corp | 1,090 | ||||||||
257,321 | Investors Bancorp, Inc | 3,165 | ||||||||
2,744,993 | JPMorgan Chase & Co | 186,001 | ||||||||
69,276 | * | Kearny Financial Corp | 773 | |||||||
627,474 | Keycorp | 9,425 | ||||||||
29,243 | Ladder Capital Corp | 507 | ||||||||
28,418 | Lakeland Bancorp, Inc | 338 | ||||||||
12,420 | Lakeland Financial Corp | 539 | ||||||||
35,043 | LegacyTexas Financial Group, Inc | 1,058 | ||||||||
4,100 | * | LendingTree, Inc | 322 | |||||||
98,398 | M&T Bank Corp | 12,293 | ||||||||
15,363 | MainSource Financial Group, Inc | 337 | ||||||||
55,577 | MB Financial, Inc | 1,914 | ||||||||
12,428 | Mercantile Bank Corp | 266 | ||||||||
3,784 | Merchants Bancshares, Inc | 125 | ||||||||
41,025 | * | Meridian Bancorp, Inc | 550 | |||||||
5,273 | Meta Financial Group, Inc | 226 | ||||||||
252,589 | *,e | MGIC Investment Corp | 2,874 | |||||||
5,257 | MidWestOne Financial Group, Inc | 173 | ||||||||
27,253 | National Bank Holdings Corp | 568 | ||||||||
5,351 | e | National Bankshares, Inc | 157 | |||||||
4,350 | * | National Commerce Corp | 112 | |||||||
100,779 | National Penn Bancshares, Inc | 1,137 | ||||||||
28,655 | *,e | Nationstar Mortgage Holdings, Inc | 481 |
261 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
32,725 | NBT Bancorp, Inc | $ | 856 | |||||||
328,676 | e | New York Community Bancorp, Inc | 6,041 | |||||||
26,583 | NewBridge Bancorp | 237 | ||||||||
38,864 | * | NMI Holdings, Inc | 312 | |||||||
36,323 | Northfield Bancorp, Inc | 547 | ||||||||
69,442 | Northwest Bancshares, Inc | 890 | ||||||||
10,808 | OceanFirst Financial Corp | 202 | ||||||||
80,446 | *,e | Ocwen Financial Corp | 821 | |||||||
33,903 | e | OFG Bancorp | 362 | |||||||
86,033 | Old National Bancorp | 1,244 | ||||||||
21,667 | * | Old Second Bancorp, Inc | 143 | |||||||
7,479 | Opus Bank | 271 | ||||||||
32,883 | Oritani Financial Corp | 528 | ||||||||
14,467 | Pacific Continental Corp | 196 | ||||||||
15,408 | * | Pacific Premier Bancorp, Inc | 261 | |||||||
75,475 | PacWest Bancorp | 3,529 | ||||||||
2,932 | Palmetto Bancshares, Inc | 58 | ||||||||
9,690 | e | Park National Corp | 847 | |||||||
33,018 | Park Sterling Bank | 238 | ||||||||
11,582 | Peapack Gladstone Financial Corp | 257 | ||||||||
2,964 | Penns Woods Bancorp, Inc | 131 | ||||||||
9,969 | Pennsylvania Commerce Bancorp, Inc | 261 | ||||||||
9,540 | * | PennyMac Financial Services, Inc | 173 | |||||||
13,423 | Peoples Bancorp, Inc | 313 | ||||||||
5,712 | e | Peoples Financial Services Corp | 226 | |||||||
229,288 | People’s United Financial, Inc | 3,717 | ||||||||
26,946 | Pinnacle Financial Partners, Inc | 1,465 | ||||||||
383,024 | PNC Financial Services Group, Inc | 36,636 | ||||||||
77,233 | * | Popular, Inc | 2,229 | |||||||
8,859 | Preferred Bank | 266 | ||||||||
58,098 | PrivateBancorp, Inc | 2,313 | ||||||||
51,867 | Prosperity Bancshares, Inc | 2,995 | ||||||||
45,191 | Provident Financial Services, Inc | 858 | ||||||||
8,729 | QCR Holdings, Inc | 190 | ||||||||
141,913 | e | Radian Group, Inc | 2,662 | |||||||
992,067 | Regions Financial Corp | 10,278 | ||||||||
23,438 | e | Renasant Corp | 764 | |||||||
6,104 | Republic Bancorp, Inc (Class A) | 157 | ||||||||
25,676 | S&T Bancorp, Inc | 760 | ||||||||
18,232 | Sandy Spring Bancorp, Inc | 510 | ||||||||
17,078 | * | Seacoast Banking Corp of Florida | 270 | |||||||
16,424 | ServisFirst Bancshares, Inc | 617 | ||||||||
8,919 | Sierra Bancorp | 154 | ||||||||
37,479 | * | Signature Bank | 5,487 | |||||||
22,158 | Simmons First National Corp (Class A) | 1,034 | ||||||||
18,098 | South State Corp | 1,375 | ||||||||
16,521 | e | Southside Bancshares, Inc | 483 | |||||||
14,769 | Southwest Bancorp, Inc | 275 | ||||||||
12,357 | * | Square Financial, Inc | 338 | |||||||
26,403 | State Bank & Trust Co | 573 | ||||||||
67,412 | Sterling Bancorp/DE | 991 | ||||||||
10,870 | Stock Yards Bancorp, Inc | 411 |
262 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
7,609 | Stonegate Bank | $ | 226 | |||||||
10,313 | *,e | Stonegate Mortgage Corp | 104 | |||||||
8,903 | Suffolk Bancorp | 228 | ||||||||
5,838 | * | Sun Bancorp, Inc | 112 | |||||||
381,769 | SunTrust Banks, Inc | 16,424 | ||||||||
135,003 | Susquehanna Bancshares, Inc | 1,906 | ||||||||
37,982 | * | SVB Financial Group | 5,469 | |||||||
99,224 | Synovus Financial Corp | 3,058 | ||||||||
40,611 | Talmer Bancorp Inc | 680 | ||||||||
125,733 | TCF Financial Corp | 2,088 | ||||||||
8,286 | Territorial Bancorp, Inc | 201 | ||||||||
33,717 | * | Texas Capital Bancshares, Inc | 2,099 | |||||||
52,879 | TFS Financial Corp | 889 | ||||||||
26,827 | * | The Bancorp, Inc | 249 | |||||||
11,138 | Tompkins Trustco, Inc | 598 | ||||||||
36,382 | e | TowneBank | 593 | |||||||
16,948 | Trico Bancshares | 408 | ||||||||
16,178 | * | Tristate Capital Holdings, Inc | 209 | |||||||
10,668 | * | Triumph Bancorp, Inc | 140 | |||||||
71,043 | Trustco Bank Corp NY | 499 | ||||||||
49,168 | Trustmark Corp | 1,228 | ||||||||
29,256 | UMB Financial Corp | 1,668 | ||||||||
161,706 | Umpqua Holdings Corp | 2,909 | ||||||||
33,847 | Union Bankshares Corp | 787 | ||||||||
52,160 | e | United Bankshares, Inc | 2,098 | |||||||
38,132 | United Community Banks, Inc | 796 | ||||||||
30,361 | United Community Financial Corp | 162 | ||||||||
36,948 | United Financial Bancorp, Inc (New) | 497 | ||||||||
14,493 | Univest Corp of Pennsylvania | 295 | ||||||||
1,239,132 | US Bancorp | 53,778 | ||||||||
172,796 | e | Valley National Bancorp | 1,782 | |||||||
19,235 | * | Walker & Dunlop, Inc | 514 | |||||||
70,029 | Washington Federal, Inc | 1,635 | ||||||||
10,818 | Washington Trust Bancorp, Inc | 427 | ||||||||
22,962 | Waterstone Financial, Inc | 303 | ||||||||
67,195 | Webster Financial Corp | 2,658 | ||||||||
3,445,961 | Wells Fargo & Co | 193,801 | ||||||||
28,222 | WesBanco, Inc | 960 | ||||||||
11,970 | West Bancorporation, Inc | 237 | ||||||||
18,981 | e | Westamerica Bancorporation | 961 | |||||||
56,653 | * | Western Alliance Bancorp | 1,913 | |||||||
52,747 | Wilshire Bancorp, Inc | 666 | ||||||||
35,315 | Wintrust Financial Corp | 1,885 | ||||||||
20,553 | WSFS Financial Corp | 562 | ||||||||
18,616 | * | Yadkin Financial Corp | 390 | |||||||
149,549 | Zions Bancorporation | 4,746 | ||||||||
TOTAL BANKS | 1,057,683 | |||||||||
CAPITAL GOODS - 7.6% | ||||||||||
469,229 | 3M Co | 72,402 | ||||||||
54,949 | A.O. Smith Corp | 3,955 | ||||||||
29,877 | Aaon, Inc | 673 |
263 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
26,739 | AAR Corp | $ | 852 | |||||||
32,350 | * | Accuride Corp | 125 | |||||||
43,959 | Actuant Corp (Class A) | 1,015 | ||||||||
32,117 | Acuity Brands, Inc | 5,780 | ||||||||
24,758 | Advanced Drainage Systems, Inc | 726 | ||||||||
110,795 | *,e | Aecom Technology Corp | 3,665 | |||||||
28,439 | * | Aegion Corp | 539 | |||||||
46,010 | *,e | Aerojet Rocketdyne Holdings, Inc | 948 | |||||||
14,335 | * | Aerovironment, Inc | 374 | |||||||
56,061 | e | AGCO Corp | 3,183 | |||||||
75,690 | Air Lease Corp | 2,566 | ||||||||
46,365 | Aircastle Ltd | 1,051 | ||||||||
6,904 | Alamo Group, Inc | 377 | ||||||||
21,082 | Albany International Corp (Class A) | 839 | ||||||||
71,508 | Allegion plc | 4,300 | ||||||||
4,493 | Allied Motion Technologies, Inc | 101 | ||||||||
133,019 | Allison Transmission Holdings, Inc | 3,892 | ||||||||
20,492 | Altra Holdings, Inc | 557 | ||||||||
13,776 | * | Ameresco, Inc | 105 | |||||||
7,032 | e | American Railcar Industries, Inc | 342 | |||||||
5,344 | American Science & Engineering, Inc | 234 | ||||||||
9,387 | * | American Woodmark Corp | 515 | |||||||
177,267 | Ametek, Inc | 9,711 | ||||||||
21,529 | Apogee Enterprises, Inc | 1,133 | ||||||||
29,542 | Applied Industrial Technologies, Inc | 1,171 | ||||||||
9,512 | Argan, Inc | 384 | ||||||||
28,807 | * | Armstrong World Industries, Inc | 1,535 | |||||||
73,992 | * | ArvinMeritor, Inc | 971 | |||||||
14,102 | Astec Industries, Inc | 590 | ||||||||
14,118 | * | Astronics Corp | 1,001 | |||||||
19,364 | AZZ, Inc | 1,003 | ||||||||
80,147 | Babcock & Wilcox Co | 2,629 | ||||||||
39,660 | Barnes Group, Inc | 1,546 | ||||||||
78,609 | BE Aerospace, Inc | 4,316 | ||||||||
37,178 | * | Beacon Roofing Supply, Inc | 1,235 | |||||||
35,059 | * | Blount International, Inc | 383 | |||||||
3,967 | * | Blue Bird Corp | 52 | |||||||
511,444 | Boeing Co | 70,948 | ||||||||
35,415 | Briggs & Stratton Corp | 682 | ||||||||
33,815 | * | Builders FirstSource, Inc | 434 | |||||||
13,167 | * | CAI International, Inc | 271 | |||||||
48,194 | Carlisle Cos, Inc | 4,825 | ||||||||
446,458 | Caterpillar, Inc | 37,869 | ||||||||
22,344 | * | Chart Industries, Inc | 799 | |||||||
72,371 | e | Chicago Bridge & Iron Co NV | 3,621 | |||||||
12,832 | CIRCOR International, Inc | 700 | ||||||||
36,993 | Clarcor, Inc | 2,302 | ||||||||
73,519 | *,e | Colfax Corp | 3,393 | |||||||
14,727 | Columbus McKinnon Corp | 368 | ||||||||
29,078 | Comfort Systems USA, Inc | 667 | ||||||||
18,507 | * | Commercial Vehicle Group, Inc | 133 | |||||||
23,295 | * | Continental Building Products Inc | 494 |
264 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
35,538 | Crane Co | $ | 2,087 | |||||||
16,079 | Cubic Corp | 765 | ||||||||
134,102 | Cummins, Inc | 17,593 | ||||||||
35,284 | Curtiss-Wright Corp | 2,556 | ||||||||
457,111 | Danaher Corp | 39,124 | ||||||||
246,887 | e | Deere & Co | 23,960 | |||||||
53,820 | * | DigitalGlobe, Inc | 1,496 | |||||||
101,234 | Donaldson Co, Inc | 3,624 | ||||||||
16,771 | Douglas Dynamics, Inc | 360 | ||||||||
118,749 | Dover Corp | 8,334 | ||||||||
8,048 | * | Ducommun, Inc | 207 | |||||||
9,738 | * | DXP Enterprises, Inc | 453 | |||||||
25,816 | * | Dycom Industries, Inc | 1,519 | |||||||
345,619 | Eaton Corp | 23,326 | ||||||||
46,269 | EMCOR Group, Inc | 2,210 | ||||||||
494,216 | Emerson Electric Co | 27,394 | ||||||||
15,305 | Encore Wire Corp | 678 | ||||||||
32,847 | EnerSys | 2,309 | ||||||||
12,394 | Engility Holdings, Inc | 312 | ||||||||
19,664 | *,e | Enphase Energy, Inc | 150 | |||||||
17,204 | EnPro Industries, Inc | 984 | ||||||||
20,012 | ESCO Technologies, Inc | 749 | ||||||||
23,350 | * | Esterline Technologies Corp | 2,226 | |||||||
217,423 | e | Fastenal Co | 9,171 | |||||||
46,509 | Federal Signal Corp | 693 | ||||||||
99,301 | Flowserve Corp | 5,229 | ||||||||
108,333 | Fluor Corp | 5,743 | ||||||||
118,030 | Fortune Brands Home & Security, Inc | 5,408 | ||||||||
35,044 | Franklin Electric Co, Inc | 1,133 | ||||||||
9,868 | Freightcar America, Inc | 206 | ||||||||
169,616 | *,e | FuelCell Energy, Inc | 166 | |||||||
25,764 | * | Furmanite Corp | 209 | |||||||
32,486 | GATX Corp | 1,727 | ||||||||
52,047 | *,e | Generac Holdings, Inc | 2,069 | |||||||
37,226 | General Cable Corp | 734 | ||||||||
215,613 | General Dynamics Corp | 30,550 | ||||||||
7,452,988 | General Electric Co | 198,026 | ||||||||
22,869 | * | Gibraltar Industries, Inc | 466 | |||||||
16,574 | Global Brass & Copper Holdings, Inc | 282 | ||||||||
14,132 | Gorman-Rupp Co | 397 | ||||||||
43,418 | Graco, Inc | 3,084 | ||||||||
93,933 | * | GrafTech International Ltd | 466 | |||||||
7,763 | Graham Corp | 159 | ||||||||
29,395 | Granite Construction, Inc | 1,044 | ||||||||
44,924 | * | Great Lakes Dredge & Dock Corp | 268 | |||||||
19,838 | e | Greenbrier Cos, Inc | 929 | |||||||
26,499 | Griffon Corp | 422 | ||||||||
23,777 | H&E Equipment Services, Inc | 475 | ||||||||
59,172 | Harsco Corp | 976 | ||||||||
13,954 | * | HC2 Holdings, Inc | 125 | |||||||
126,159 | * | HD Supply Holdings, Inc | 4,438 | |||||||
14,478 | e | HEICO Corp | 844 |
265 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
29,540 | * | HEICO Corp (Class A) | $ | 1,500 | ||||||
71,415 | Hexcel Corp | 3,552 | ||||||||
45,722 | Hillenbrand, Inc | 1,404 | ||||||||
578,244 | Honeywell International, Inc | 58,964 | ||||||||
42,521 | Hubbell, Inc (Class B) | 4,604 | ||||||||
35,966 | Huntington Ingalls | 4,049 | ||||||||
4,796 | Hurco Cos, Inc | 166 | ||||||||
7,224 | Hyster-Yale Materials Handling, Inc | 500 | ||||||||
56,742 | IDEX Corp | 4,459 | ||||||||
221,299 | Illinois Tool Works, Inc | 20,313 | ||||||||
195,772 | Ingersoll-Rand plc | 13,199 | ||||||||
13,472 | Insteel Industries, Inc | 252 | ||||||||
66,122 | ITT Corp | 2,767 | ||||||||
93,057 | * | Jacobs Engineering Group, Inc | 3,780 | |||||||
21,706 | John Bean Technologies Corp | 816 | ||||||||
71,908 | e | Joy Global, Inc | 2,603 | |||||||
8,084 | Kadant, Inc | 382 | ||||||||
19,992 | Kaman Corp | 838 | ||||||||
106,685 | KBR, Inc | 2,078 | ||||||||
58,766 | Kennametal, Inc | 2,005 | ||||||||
24,548 | *,e | KEYW Holding Corp | 229 | |||||||
38,579 | * | KLX, Inc | 1,702 | |||||||
35,813 | * | Kratos Defense & Security Solutions, Inc | 226 | |||||||
60,975 | L-3 Communications Holdings, Inc | 6,913 | ||||||||
4,456 | * | Lawson Products, Inc | 105 | |||||||
7,262 | LB Foster Co (Class A) | 251 | ||||||||
30,249 | Lennox International, Inc | 3,258 | ||||||||
55,983 | Lincoln Electric Holdings, Inc | 3,409 | ||||||||
8,999 | e | Lindsay Manufacturing Co | 791 | |||||||
200,429 | Lockheed Martin Corp | 37,260 | ||||||||
12,960 | LSI Industries, Inc | 121 | ||||||||
12,907 | * | Lydall, Inc | 382 | |||||||
100,071 | Manitowoc Co, Inc | 1,961 | ||||||||
257,957 | Masco Corp | 6,880 | ||||||||
22,281 | * | Masonite International Corp | 1,562 | |||||||
48,078 | * | Mastec, Inc | 955 | |||||||
42,429 | * | Middleby Corp | 4,762 | |||||||
7,280 | Miller Industries, Inc | 145 | ||||||||
28,530 | * | Moog, Inc (Class A) | 2,017 | |||||||
75,826 | * | MRC Global, Inc | 1,171 | |||||||
34,779 | MSC Industrial Direct Co (Class A) | 2,427 | ||||||||
42,636 | Mueller Industries, Inc | 1,480 | ||||||||
118,277 | Mueller Water Products, Inc (Class A) | 1,076 | ||||||||
15,457 | * | MYR Group, Inc | 479 | |||||||
3,938 | e | National Presto Industries, Inc | 316 | |||||||
38,145 | *,e | Navistar International Corp | 863 | |||||||
19,754 | * | NCI Building Systems, Inc | 298 | |||||||
7,962 | * | Neff Corp | 80 | |||||||
13,876 | NN, Inc | 354 | ||||||||
45,081 | Nordson Corp | 3,511 | ||||||||
6,979 | * | Nortek, Inc | 580 | |||||||
143,362 | Northrop Grumman Corp | 22,742 |
266 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
7,062 | * | Northwest Pipe Co | $ | 144 | ||||||
79,518 | *,e | NOW, Inc | 1,583 | |||||||
3,532 | * | NV5 Holdings, Inc | 86 | |||||||
2,354 | Omega Flex, Inc | 89 | ||||||||
44,267 | Orbital ATK, Inc | 3,247 | ||||||||
19,593 | * | Orion Marine Group, Inc | 141 | |||||||
57,963 | Oshkosh Truck Corp | 2,456 | ||||||||
87,128 | Owens Corning, Inc | 3,594 | ||||||||
263,140 | Paccar, Inc | 16,791 | ||||||||
79,002 | Pall Corp | 9,832 | ||||||||
102,593 | Parker Hannifin Corp | 11,935 | ||||||||
9,372 | * | Patrick Industries, Inc | 357 | |||||||
132,996 | Pentair plc | 9,143 | ||||||||
28,503 | * | Perini Corp | 615 | |||||||
36,380 | * | Pgt, Inc | 528 | |||||||
125,956 | *,e | Plug Power, Inc | 309 | |||||||
15,949 | * | Ply Gem Holdings, Inc | 188 | |||||||
33,167 | * | Polypore International, Inc | 1,986 | |||||||
7,077 | Powell Industries, Inc | 249 | ||||||||
3,314 | *,e | Power Solutions International, Inc | 179 | |||||||
14,420 | * | PowerSecure International, Inc | 213 | |||||||
102,242 | Precision Castparts Corp | 20,435 | ||||||||
1,801 | Preformed Line Products Co | 68 | ||||||||
28,783 | Primoris Services Corp | 570 | ||||||||
17,206 | *,e | Proto Labs, Inc | 1,161 | |||||||
25,291 | Quanex Building Products Corp | 542 | ||||||||
151,070 | * | Quanta Services, Inc | 4,354 | |||||||
27,582 | Raven Industries, Inc | 561 | ||||||||
225,762 | Raytheon Co | 21,601 | ||||||||
17,664 | RBC Bearings, Inc | 1,268 | ||||||||
33,217 | Regal-Beloit Corp | 2,411 | ||||||||
74,035 | * | Rexnord Corp | 1,770 | |||||||
99,579 | Rockwell Automation, Inc | 12,412 | ||||||||
97,885 | Rockwell Collins, Inc | 9,040 | ||||||||
74,340 | Roper Industries, Inc | 12,821 | ||||||||
26,334 | * | Rush Enterprises, Inc (Class A) | 690 | |||||||
31,268 | Simpson Manufacturing Co, Inc | 1,063 | ||||||||
42,500 | Snap-On, Inc | 6,768 | ||||||||
43,521 | *,e | SolarCity Corp | 2,331 | |||||||
7,959 | * | Sparton Corp | 217 | |||||||
104,846 | * | Spirit Aerosystems Holdings, Inc (Class A) | 5,778 | |||||||
30,406 | SPX Corp | 2,201 | ||||||||
9,752 | Standex International Corp | 779 | ||||||||
113,757 | Stanley Works | 11,972 | ||||||||
10,746 | * | Stock Building Supply Holdings, Inc | 210 | |||||||
16,194 | Sun Hydraulics Corp | 617 | ||||||||
24,710 | e | TAL International Group, Inc | 781 | |||||||
38,585 | *,e | Taser International, Inc | 1,285 | |||||||
26,449 | * | Teledyne Technologies, Inc | 2,791 | |||||||
13,262 | Tennant Co | 867 | ||||||||
77,584 | Terex Corp | 1,804 | ||||||||
15,040 | e | Textainer Group Holdings Ltd | 391 |
267 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
205,292 | Textron, Inc | $ | 9,162 | |||||||
7,401 | *,e | The ExOne Company | 82 | |||||||
24,419 | * | Thermon Group Holdings | 588 | |||||||
57,385 | Timken Co | 2,099 | ||||||||
33,155 | e | Titan International, Inc | 356 | |||||||
11,613 | * | Titan Machinery, Inc | 171 | |||||||
41,052 | Toro Co | 2,783 | ||||||||
39,495 | * | TransDigm Group, Inc | 8,873 | |||||||
24,081 | * | Trex Co, Inc | 1,190 | |||||||
34,233 | * | Trimas Corp | 1,013 | |||||||
114,441 | Trinity Industries, Inc | 3,025 | ||||||||
36,497 | Triumph Group, Inc | 2,408 | ||||||||
6,504 | Twin Disc, Inc | 121 | ||||||||
71,789 | * | United Rentals, Inc | 6,290 | |||||||
658,454 | United Technologies Corp | 73,042 | ||||||||
14,766 | Universal Forest Products, Inc | 768 | ||||||||
67,415 | *,e | USG Corp | 1,873 | |||||||
17,479 | e | Valmont Industries, Inc | 2,078 | |||||||
7,860 | * | Vectrus, Inc | 195 | |||||||
6,270 | * | Veritiv Corp | 229 | |||||||
12,845 | *,e | Vicor Corp | 157 | |||||||
49,467 | e | W.W. Grainger, Inc | 11,706 | |||||||
52,045 | * | Wabash National Corp | 653 | |||||||
40,484 | * | WABCO Holdings, Inc | 5,009 | |||||||
19,517 | Watsco, Inc | 2,415 | ||||||||
21,144 | Watts Water Technologies, Inc (Class A) | 1,096 | ||||||||
32,974 | *,e | WESCO International, Inc | 2,263 | |||||||
71,607 | Westinghouse Air Brake Technologies Corp | 6,748 | ||||||||
48,425 | Woodward Governor Co | 2,663 | ||||||||
8,335 | * | Xerium Technologies, Inc | 152 | |||||||
134,207 | Xylem, Inc | 4,975 | ||||||||
TOTAL CAPITAL GOODS | 1,286,081 | |||||||||
COMMERCIAL & PROFESSIONAL SERVICES - 1.1% | ||||||||||
41,289 | ABM Industries, Inc | 1,357 | ||||||||
37,820 | e | Acacia Research (Acacia Technologies) | 332 | |||||||
81,816 | * | ACCO Brands Corp | 636 | |||||||
14,431 | Administaff, Inc | 735 | ||||||||
126,681 | e | ADT Corp | 4,253 | |||||||
31,285 | * | Advisory Board Co | 1,710 | |||||||
16,280 | American Ecology Corp | 793 | ||||||||
26,021 | * | ARC Document Solutions, Inc | 198 | |||||||
6,166 | Barrett Business Services, Inc | 224 | ||||||||
35,197 | Brady Corp (Class A) | 871 | ||||||||
35,828 | Brink’s Co | 1,054 | ||||||||
29,675 | * | Casella Waste Systems, Inc (Class A) | 166 | |||||||
35,493 | * | CBIZ, Inc | 342 | |||||||
10,344 | CDI Corp | 134 | ||||||||
25,057 | CEB, Inc | 2,181 | ||||||||
16,272 | e | Ceco Environmental Corp | 184 | |||||||
70,619 | Cintas Corp | 5,974 | ||||||||
71,226 | Civeo Corp | 219 |
268 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
43,305 | * | Clean Harbors, Inc | $ | 2,327 | ||||||
93,566 | * | Copart, Inc | 3,320 | |||||||
84,474 | Covanta Holding Corp | 1,790 | ||||||||
7,013 | * | CRA International, Inc | 195 | |||||||
36,968 | Deluxe Corp | 2,292 | ||||||||
26,621 | Dun & Bradstreet Corp | 3,248 | ||||||||
20,052 | Ennis, Inc | 373 | ||||||||
88,064 | Equifax, Inc | 8,550 | ||||||||
28,344 | Essendant, Inc | 1,112 | ||||||||
19,672 | Exponent, Inc | 881 | ||||||||
9,375 | * | Franklin Covey Co | 190 | |||||||
30,776 | * | FTI Consulting, Inc | 1,269 | |||||||
15,088 | G & K Services, Inc (Class A) | 1,043 | ||||||||
9,864 | * | GP Strategies Corp | 328 | |||||||
51,852 | e | Healthcare Services Group | 1,714 | |||||||
14,300 | Heidrick & Struggles International, Inc | 373 | ||||||||
8,893 | * | Heritage-Crystal Clean, Inc | 131 | |||||||
43,782 | Herman Miller, Inc | 1,267 | ||||||||
25,556 | * | Hill International, Inc | 134 | |||||||
33,809 | HNI Corp | 1,729 | ||||||||
17,181 | * | Huron Consulting Group, Inc | 1,204 | |||||||
14,961 | * | ICF International, Inc | 522 | |||||||
114,792 | * | ICO Global Communications Holdings Ltd | 157 | |||||||
50,885 | * | IHS, Inc (Class A) | 6,545 | |||||||
27,969 | * | Innerworkings, Inc | 187 | |||||||
49,074 | Interface, Inc | 1,229 | ||||||||
105,770 | KAR Auction Services, Inc | 3,956 | ||||||||
20,372 | Kelly Services, Inc (Class A) | 313 | ||||||||
18,302 | Kforce, Inc | 419 | ||||||||
25,171 | Kimball International, Inc (Class B) | 306 | ||||||||
35,963 | Knoll, Inc | 900 | ||||||||
37,184 | Korn/Ferry International | 1,293 | ||||||||
57,887 | Manpower, Inc | 5,174 | ||||||||
24,984 | Matthews International Corp (Class A) | 1,328 | ||||||||
19,108 | McGrath RentCorp | 581 | ||||||||
13,300 | * | Mistras Group, Inc | 252 | |||||||
33,943 | Mobile Mini, Inc | 1,427 | ||||||||
21,996 | MSA Safety, Inc | 1,067 | ||||||||
8,734 | Multi-Color Corp | 558 | ||||||||
36,256 | * | Navigant Consulting, Inc | 539 | |||||||
270,305 | Nielsen Holdings NV | 12,102 | ||||||||
4,943 | NL Industries, Inc | 37 | ||||||||
38,425 | * | On Assignment, Inc | 1,509 | |||||||
148,964 | Pitney Bowes, Inc | 3,100 | ||||||||
19,971 | Quad | 370 | ||||||||
153,250 | e | R.R. Donnelley & Sons Co | 2,671 | |||||||
179,552 | Republic Services, Inc | 7,033 | ||||||||
28,792 | Resources Connection, Inc | 463 | ||||||||
100,038 | Robert Half International, Inc | 5,552 | ||||||||
70,333 | Rollins, Inc | 2,007 | ||||||||
39,749 | * | RPX Corp | 672 | |||||||
12,140 | * | SP Plus Corp | 317 |
269 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
61,807 | Steelcase, Inc (Class A) | $ | 1,169 | |||||||
62,964 | * | Stericycle, Inc | 8,432 | |||||||
15,368 | * | Team, Inc | 619 | |||||||
44,478 | Tetra Tech, Inc | 1,140 | ||||||||
51,220 | Towers Watson & Co | 6,443 | ||||||||
12,065 | * | TRC Cos, Inc | 122 | |||||||
30,336 | * | TriNet Group, Inc | 769 | |||||||
30,958 | * | TrueBlue, Inc | 926 | |||||||
311,359 | Tyco International plc | 11,981 | ||||||||
10,976 | Unifirst Corp | 1,228 | ||||||||
125,086 | * | Verisk Analytics, Inc | 9,101 | |||||||
15,178 | Viad Corp | 411 | ||||||||
7,372 | * | Volt Information Sciences, Inc | 72 | |||||||
2,793 | VSE Corp | 149 | ||||||||
26,743 | * | WageWorks, Inc | 1,082 | |||||||
91,756 | Waste Connections, Inc | 4,324 | ||||||||
338,661 | Waste Management, Inc | 15,697 | ||||||||
38,638 | West Corp | 1,163 | ||||||||
TOTAL COMMERCIAL & PROFESSIONAL SERVICES | 182,247 | |||||||||
CONSUMER DURABLES & APPAREL - 1.7% | ||||||||||
9,523 | Arctic Cat, Inc | 316 | ||||||||
7,681 | Bassett Furniture Industries, Inc | 218 | ||||||||
21,459 | *,e | Beazer Homes USA, Inc | 428 | |||||||
16,578 | * | Black Diamond, Inc | 153 | |||||||
68,196 | Brunswick Corp | 3,468 | ||||||||
58,438 | Callaway Golf Co | 522 | ||||||||
39,090 | Carter’s, Inc | 4,155 | ||||||||
6,619 | * | Cavco Industries, Inc | 499 | |||||||
11,363 | * | Century Communities, Inc | 229 | |||||||
6,001 | * | Cherokee, Inc | 169 | |||||||
204,773 | Coach, Inc | 7,087 | ||||||||
21,226 | Columbia Sportswear Co | 1,283 | ||||||||
56,978 | * | CROCS, Inc | 838 | |||||||
6,879 | CSS Industries, Inc | 208 | ||||||||
6,895 | Culp, Inc | 214 | ||||||||
26,041 | * | Deckers Outdoor Corp | 1,874 | |||||||
241,753 | DR Horton, Inc | 6,614 | ||||||||
7,865 | Escalade, Inc | 145 | ||||||||
18,783 | e | Ethan Allen Interiors, Inc | 495 | |||||||
3,991 | Flexsteel Industries, Inc | 172 | ||||||||
31,215 | * | Fossil Group, Inc | 2,165 | |||||||
87,591 | e | Garmin Ltd | 3,848 | |||||||
29,399 | * | G-III Apparel Group Ltd | 2,068 | |||||||
65,952 | *,e | GoPro, Inc | 3,477 | |||||||
9,827 | * | Green Brick Partners, Inc | 108 | |||||||
297,224 | Hanesbrands, Inc | 9,904 | ||||||||
52,481 | Harman International Industries, Inc | 6,242 | ||||||||
82,316 | Hasbro, Inc | 6,156 | ||||||||
21,160 | * | Helen of Troy Ltd | 2,063 | |||||||
7,913 | Hooker Furniture Corp | 199 | ||||||||
93,175 | *,e | Hovnanian Enterprises, Inc (Class A) | 248 |
270 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
34,721 | * | Iconix Brand Group, Inc | $ | 867 | ||||||
14,775 | * | Installed Building Products Inc | 362 | |||||||
21,039 | *,e | iRobot Corp | 671 | |||||||
13,358 | *,e | Jakks Pacific, Inc | 132 | |||||||
142,432 | * | Jarden Corp | 7,371 | |||||||
3,583 | Johnson Outdoors, Inc | 84 | ||||||||
94,263 | * | Kate Spade & Co | 2,030 | |||||||
60,650 | e | KB Home | 1,007 | |||||||
37,580 | La-Z-Boy, Inc | 990 | ||||||||
101,979 | Leggett & Platt, Inc | 4,964 | ||||||||
7,350 | * | Lennar Corp (B Shares) | 317 | |||||||
128,503 | Lennar Corp (Class A) | 6,559 | ||||||||
10,716 | *,e | LGI Homes, Inc | 212 | |||||||
16,013 | Libbey, Inc | 662 | ||||||||
7,210 | Lifetime Brands, Inc | 107 | ||||||||
82,394 | * | Lululemon Athletica, Inc | 5,380 | |||||||
16,714 | *,e | M/I Homes, Inc | 412 | |||||||
13,092 | * | Malibu Boats Inc | 263 | |||||||
8,407 | e | Marine Products Corp | 52 | |||||||
250,569 | Mattel, Inc | 6,437 | ||||||||
29,150 | e | MDC Holdings, Inc | 874 | |||||||
28,574 | * | Meritage Homes Corp | 1,346 | |||||||
146,850 | * | Michael Kors Holdings Ltd | 6,181 | |||||||
45,442 | * | Mohawk Industries, Inc | 8,675 | |||||||
12,667 | Movado Group, Inc | 344 | ||||||||
3,180 | Nacco Industries, Inc (Class A) | 193 | ||||||||
22,756 | * | Nautilus, Inc | 490 | |||||||
6,504 | * | New Home Co Inc | 112 | |||||||
198,550 | Newell Rubbermaid, Inc | 8,162 | ||||||||
501,679 | Nike, Inc (Class B) | 54,191 | ||||||||
3,033 | * | NVR, Inc | 4,064 | |||||||
10,973 | Oxford Industries, Inc | 960 | ||||||||
32,977 | * | Performance Sports Group Ltd | 594 | |||||||
8,860 | * | Perry Ellis International, Inc | 211 | |||||||
61,198 | Phillips-Van Heusen Corp | 7,050 | ||||||||
48,899 | Polaris Industries, Inc | 7,242 | ||||||||
32,650 | Pool Corp | 2,291 | ||||||||
270,599 | Pulte Homes, Inc | 5,453 | ||||||||
44,148 | Ralph Lauren Corp | 5,843 | ||||||||
35,106 | Ryland Group, Inc | 1,628 | ||||||||
18,497 | *,e | Sequential Brands Group, Inc | 283 | |||||||
30,224 | * | Skechers U.S.A., Inc (Class A) | 3,318 | |||||||
12,508 | * | Skullcandy, Inc | 96 | |||||||
39,523 | *,e | Smith & Wesson Holding Corp | 656 | |||||||
110,180 | * | Standard-Pacific Corp | 982 | |||||||
41,788 | * | Steven Madden Ltd | 1,788 | |||||||
13,899 | e | Sturm Ruger & Co, Inc | 799 | |||||||
5,163 | Superior Uniform Group, Inc | 85 | ||||||||
24,241 | * | Taylor Morrison Home Corp | 494 | |||||||
45,528 | * | Tempur-Pedic International, Inc | 3,000 | |||||||
129,747 | * | Toll Brothers, Inc | 4,955 | |||||||
118,469 | * | TRI Pointe Homes, Inc | 1,813 |
271 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
41,746 | * | Tumi Holdings, Inc | $ | 857 | ||||||
36,963 | e | Tupperware Corp | 2,386 | |||||||
131,968 | * | Under Armour, Inc (Class A) | 11,011 | |||||||
10,905 | * | Unifi, Inc | 365 | |||||||
11,370 | * | Universal Electronics, Inc | 567 | |||||||
16,444 | *,e | Vera Bradley, Inc | 185 | |||||||
250,119 | VF Corp | 17,443 | ||||||||
9,200 | *,e | Vince Holding Corp | 110 | |||||||
47,182 | * | Vista Outdoor, Inc | 2,118 | |||||||
11,248 | * | WCI Communities, Inc | 274 | |||||||
5,214 | Weyco Group, Inc | 156 | ||||||||
58,219 | Whirlpool Corp | 10,075 | ||||||||
13,294 | * | William Lyon Homes, Inc | 341 | |||||||
76,448 | Wolverine World Wide, Inc | 2,177 | ||||||||
21,026 | * | Zagg, Inc | 167 | |||||||
TOTAL CONSUMER DURABLES & APPAREL | 286,849 | |||||||||
CONSUMER SERVICES - 2.2% | ||||||||||
17,607 | * | 2U, Inc | 567 | |||||||
13,862 | * | American Public Education, Inc | 357 | |||||||
69,950 | * | Apollo Group, Inc (Class A) | 901 | |||||||
142,754 | ARAMARK Holdings Corp | 4,421 | ||||||||
10,215 | * | Ascent Media Corp (Series A) | 437 | |||||||
71,477 | * | Belmond Ltd. | 893 | |||||||
15,788 | * | BJ’s Restaurants, Inc | 765 | |||||||
90,837 | Bloomin’ Brands, Inc | 1,939 | ||||||||
17,542 | Bob Evans Farms, Inc | 896 | ||||||||
6,185 | * | Bojangles’, Inc | 148 | |||||||
58,143 | * | Boyd Gaming Corp | 869 | |||||||
12,909 | * | Bravo Brio Restaurant Group, Inc | 175 | |||||||
13,548 | * | Bridgepoint Education, Inc | 130 | |||||||
27,545 | * | Bright Horizons Family Solutions | 1,592 | |||||||
45,353 | Brinker International, Inc | 2,615 | ||||||||
14,166 | * | Buffalo Wild Wings, Inc | 2,220 | |||||||
34,686 | *,e | Caesars Acquisition Co | 239 | |||||||
38,423 | *,e | Caesars Entertainment Corp | 235 | |||||||
8,227 | * | Cambium Learning Group, Inc | 35 | |||||||
8,937 | Capella Education Co | 480 | ||||||||
46,334 | * | Career Education Corp | 153 | |||||||
314,087 | Carnival Corp | 15,513 | ||||||||
12,748 | e | Carriage Services, Inc | 304 | |||||||
27,792 | * | Carrols Restaurant Group, Inc | 289 | |||||||
36,458 | Cheesecake Factory | 1,988 | ||||||||
54,819 | *,e | Chegg, Inc | 430 | |||||||
22,845 | * | Chipotle Mexican Grill, Inc (Class A) | 13,821 | |||||||
26,423 | Choice Hotels International, Inc | 1,433 | ||||||||
10,291 | Churchill Downs, Inc | 1,287 | ||||||||
12,474 | *,e | Chuy’s Holdings, Inc | 334 | |||||||
31,382 | ClubCorp Holdings, Inc | 749 | ||||||||
5,623 | Collectors Universe | 112 | ||||||||
14,150 | e | Cracker Barrel Old Country Store, Inc | 2,111 | |||||||
93,005 | Darden Restaurants, Inc | 6,611 |
272 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
16,794 | * | Dave & Buster’s Entertainment, Inc | $ | 606 | ||||||
17,725 | * | Del Frisco’s Restaurant Group, Inc | 330 | |||||||
61,863 | * | Denny’s Corp | 718 | |||||||
48,007 | DeVry, Inc | 1,439 | ||||||||
30,972 | * | Diamond Resorts International, Inc | 977 | |||||||
12,442 | DineEquity, Inc | 1,233 | ||||||||
40,835 | Domino’s Pizza, Inc | 4,631 | ||||||||
71,089 | e | Dunkin Brands Group, Inc | 3,910 | |||||||
10,058 | *,e | El Pollo Loco Holdings, Inc | 208 | |||||||
20,875 | * | Eldorado Resorts, Inc | 163 | |||||||
11,217 | *,e | Empire Resorts, Inc | 57 | |||||||
44,382 | Extended Stay America, Inc | 833 | ||||||||
20,469 | * | Fiesta Restaurant Group, Inc | 1,023 | |||||||
2,614 | Graham Holdings Co | 2,810 | ||||||||
34,464 | * | Grand Canyon Education, Inc | 1,461 | |||||||
204,247 | H&R Block, Inc | 6,056 | ||||||||
8,405 | * | Habit Restaurants, Inc | 263 | |||||||
384,225 | * | Hilton Worldwide Holdings, Inc | 10,585 | |||||||
101,128 | * | Houghton Mifflin Harcourt Co | 2,548 | |||||||
25,504 | * | Hyatt Hotels Corp | 1,446 | |||||||
68,009 | * | International Game Technology plc | 1,208 | |||||||
20,955 | International Speedway Corp (Class A) | 768 | ||||||||
29,107 | Interval Leisure Group, Inc | 665 | ||||||||
13,700 | * | Intrawest Resorts Holdings Inc | 159 | |||||||
15,534 | * | Isle of Capri Casinos, Inc | 282 | |||||||
27,934 | Jack in the Box, Inc | 2,463 | ||||||||
11,200 | *,e | Jamba, Inc | 173 | |||||||
26,055 | * | K12, Inc | 330 | |||||||
6,015 | * | Kona Grill, Inc | 117 | |||||||
48,331 | * | Krispy Kreme Doughnuts, Inc | 931 | |||||||
69,470 | * | La Quinta Holdings, Inc | 1,587 | |||||||
270,501 | Las Vegas Sands Corp | 14,220 | ||||||||
3,365 | e | Liberty Tax, Inc | 83 | |||||||
68,430 | *,e | LifeLock, Inc | 1,122 | |||||||
14,891 | Marcus Corp | 286 | ||||||||
155,789 | Marriott International, Inc (Class A) | 11,589 | ||||||||
19,332 | Marriott Vacations Worldwide Corp | 1,774 | ||||||||
708,960 | McDonald’s Corp | 67,401 | ||||||||
329,404 | * | MGM Resorts International | 6,012 | |||||||
7,140 | * | Monarch Casino & Resort, Inc | 147 | |||||||
23,956 | * | Morgans Hotel Group Co | 161 | |||||||
8,091 | * | Noodles & Co | 118 | |||||||
97,296 | * | Norwegian Cruise Line Holdings Ltd | 5,452 | |||||||
18,711 | * | Panera Bread Co (Class A) | 3,270 | |||||||
21,662 | Papa John’s International, Inc | 1,638 | ||||||||
6,692 | * | Papa Murphy’s Holdings, Inc | 139 | |||||||
60,160 | *,e | Penn National Gaming, Inc | 1,104 | |||||||
43,980 | * | Pinnacle Entertainment, Inc | 1,640 | |||||||
17,192 | * | Popeyes Louisiana Kitchen, Inc | 1,031 | |||||||
16,455 | *,e | Potbelly Corp | 202 | |||||||
10,662 | * | Red Robin Gourmet Burgers, Inc | 915 | |||||||
30,479 | * | Regis Corp | 480 |
273 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
127,003 | Royal Caribbean Cruises Ltd | $ | 9,994 | |||||||
46,223 | * | Ruby Tuesday, Inc | 290 | |||||||
26,831 | Ruth’s Chris Steak House, Inc | 432 | ||||||||
37,197 | *,e | Scientific Games Corp (Class A) | 578 | |||||||
51,334 | e | SeaWorld Entertainment, Inc | 947 | |||||||
149,654 | Service Corp International | 4,404 | ||||||||
75,591 | * | ServiceMaster Global Holdings, Inc | 2,734 | |||||||
4,371 | * | Shake Shack, Inc | 263 | |||||||
53,284 | Six Flags Entertainment Corp | 2,390 | ||||||||
38,968 | Sonic Corp | 1,122 | ||||||||
46,276 | e | Sotheby’s (Class A) | 2,094 | |||||||
9,984 | Speedway Motorsports, Inc | 226 | ||||||||
1,109,740 | Starbucks Corp | 59,499 | ||||||||
127,142 | Starwood Hotels & Resorts Worldwide, Inc | 10,310 | ||||||||
1,230 | * | Steak N Shake Co | 509 | |||||||
10,261 | * | Steiner Leisure Ltd | 552 | |||||||
7,659 | * | Strayer Education, Inc | 330 | |||||||
50,852 | Texas Roadhouse, Inc (Class A) | 1,903 | ||||||||
15,190 | Universal Technical Institute, Inc | 131 | ||||||||
27,082 | Vail Resorts, Inc | 2,957 | ||||||||
20,024 | *,e | Weight Watchers International, Inc | 97 | |||||||
200,961 | e | Wendy’s | 2,267 | |||||||
88,866 | Wyndham Worldwide Corp | 7,279 | ||||||||
60,223 | e | Wynn Resorts Ltd | 5,942 | |||||||
319,922 | Yum! Brands, Inc | 28,819 | ||||||||
14,098 | *,e | Zoe’s Kitchen, Inc | 577 | |||||||
TOTAL CONSUMER SERVICES | 380,459 | |||||||||
DIVERSIFIED FINANCIALS - 4.0% | ||||||||||
40,483 | * | Affiliated Managers Group, Inc | 8,850 | |||||||
355,309 | * | Ally Financial, Inc | 7,970 | |||||||
639,291 | American Express Co | 49,686 | ||||||||
134,150 | Ameriprise Financial, Inc | 16,759 | ||||||||
16,506 | e | Arlington Asset Investment Corp (Class A) | 323 | |||||||
26,422 | Artisan Partners Asset Management, Inc | 1,228 | ||||||||
608 | * | Ashford, Inc | 53 | |||||||
829,364 | Bank of New York Mellon Corp | 34,808 | ||||||||
131,560 | BGC Partners, Inc (Class A) | 1,151 | ||||||||
92,793 | BlackRock, Inc | 32,105 | ||||||||
16,951 | Calamos Asset Management, Inc (Class A) | 208 | ||||||||
404,149 | Capital One Financial Corp | 35,553 | ||||||||
20,380 | Cash America International, Inc | 534 | ||||||||
62,482 | CBOE Holdings, Inc | 3,575 | ||||||||
846,448 | Charles Schwab Corp | 27,637 | ||||||||
7,179 | e | CIFC Corp | 57 | |||||||
237,188 | CME Group, Inc | 22,073 | ||||||||
14,207 | e | Cohen & Steers, Inc | 484 | |||||||
82,972 | * | Cowen Group, Inc | 531 | |||||||
6,269 | * | Credit Acceptance Corp | 1,543 | |||||||
2,179 | Diamond Hill Investment Group, Inc | 435 | ||||||||
327,445 | Discover Financial Services | 18,867 | ||||||||
214,458 | * | E*Trade Financial Corp | 6,423 |
274 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
88,158 | Eaton Vance Corp | $ | 3,450 | |||||||
19,334 | *,e | Encore Capital Group, Inc | 826 | |||||||
18,647 | * | Enova International, Inc | 348 | |||||||
25,641 | Evercore Partners, Inc (Class A) | 1,384 | ||||||||
38,445 | * | Ezcorp, Inc (Class A) | 286 | |||||||
69,691 | Federated Investors, Inc (Class B) | 2,334 | ||||||||
5,405 | e | Fifth Street Asset Management, Inc | 56 | |||||||
39,058 | e | Financial Engines, Inc | 1,659 | |||||||
21,634 | * | First Cash Financial Services, Inc | 986 | |||||||
59,776 | * | FNFV Group | 919 | |||||||
286,726 | Franklin Resources, Inc | 14,058 | ||||||||
23,847 | Gain Capital Holdings, Inc | 228 | ||||||||
4,901 | GAMCO Investors, Inc (Class A) | 337 | ||||||||
319,534 | Goldman Sachs Group, Inc | 66,716 | ||||||||
34,042 | * | Green Dot Corp | 651 | |||||||
22,433 | Greenhill & Co, Inc | 927 | ||||||||
27,971 | HFF, Inc (Class A) | 1,167 | ||||||||
42,390 | Interactive Brokers Group, Inc (Class A) | 1,762 | ||||||||
82,332 | IntercontinentalExchange Group, Inc | 18,410 | ||||||||
11,369 | * | INTL FCStone, Inc | 378 | |||||||
318,549 | Invesco Ltd | 11,942 | ||||||||
25,877 | Investment Technology Group, Inc | 642 | ||||||||
44,323 | e | iShares Russell 2000 Index Fund | 5,534 | |||||||
109,114 | Janus Capital Group, Inc | 1,868 | ||||||||
9,015 | *,e | JG Wentworth Co | 83 | |||||||
32,261 | * | KCG Holdings, Inc | 398 | |||||||
73,441 | *,e | Ladenburg Thalmann Financial Services, Inc | 257 | |||||||
92,967 | Lazard Ltd (Class A) | 5,228 | ||||||||
72,511 | Legg Mason, Inc | 3,736 | ||||||||
242,948 | Leucadia National Corp | 5,899 | ||||||||
61,562 | e | LPL Financial Holdings, Inc | 2,862 | |||||||
27,836 | MarketAxess Holdings, Inc | 2,582 | ||||||||
6,533 | Marlin Business Services Corp | 110 | ||||||||
202,506 | McGraw-Hill Financial, Inc | 20,342 | ||||||||
5,352 | e | Medley Management, Inc | 63 | |||||||
12,795 | Moelis & Co | 367 | ||||||||
131,247 | Moody’s Corp | 14,169 | ||||||||
1,132,965 | Morgan Stanley | 43,948 | ||||||||
83,164 | MSCI, Inc (Class A) | 5,119 | ||||||||
83,860 | NASDAQ OMX Group, Inc | 4,093 | ||||||||
287,660 | Navient Corp | 5,238 | ||||||||
17,407 | Nelnet, Inc (Class A) | 754 | ||||||||
18,457 | * | NewStar Financial, Inc | 203 | |||||||
172,816 | Northern Trust Corp | 13,214 | ||||||||
143,463 | NorthStar Asset Management Group, Inc | 2,653 | ||||||||
19,473 | OM Asset Management plc | 346 | ||||||||
8,132 | * | On Deck Capital, Inc | 94 | |||||||
7,363 | Oppenheimer Holdings, Inc | 194 | ||||||||
36,552 | * | PHH Corp | 951 | |||||||
17,372 | * | Pico Holdings, Inc | 256 | |||||||
12,046 | * | Piper Jaffray Cos | 526 | |||||||
35,958 | *,e | PRA Group, Inc | 2,241 |
275 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
9,591 | Pzena Investment Management, Inc (Class A) | $ | 106 | |||||||
94,509 | Raymond James Financial, Inc | 5,631 | ||||||||
8,577 | * | Regional Management Corp | 153 | |||||||
9,098 | Resource America, Inc (Class A) | 77 | ||||||||
16,951 | * | Safeguard Scientifics, Inc | 330 | |||||||
66,420 | Santander Consumer USA Holdings, Inc | 1,698 | ||||||||
103,149 | SEI Investments Co | 5,057 | ||||||||
317,527 | SLM Corp | 3,134 | ||||||||
19,653 | e | SPDR S&P MidCap 400 ETF Trust | 5,369 | |||||||
218,494 | e | SPDR Trust Series 1 | 44,977 | |||||||
38,494 | * | Springleaf Holdings, Inc | 1,767 | |||||||
304,529 | State Street Corp | 23,449 | ||||||||
49,761 | * | Stifel Financial Corp | 2,873 | |||||||
93,804 | * | Synchrony Financial | 3,089 | |||||||
193,908 | T Rowe Price Group, Inc | 15,072 | ||||||||
196,566 | TD Ameritrade Holding Corp | 7,238 | ||||||||
22,143 | e | Tiptree Financial, Inc | 161 | |||||||
13,262 | * | Virtu Financial, Inc | 311 | |||||||
5,194 | Virtus Investment Partners, Inc | 687 | ||||||||
168,335 | Voya Financial, Inc | 7,823 | ||||||||
62,904 | Waddell & Reed Financial, Inc (Class A) | 2,976 | ||||||||
28,439 | *,e | Walter Investment Management Corp | 650 | |||||||
5,409 | Westwood Holdings Group, Inc | 322 | ||||||||
84,317 | e | WisdomTree Investments, Inc | 1,852 | |||||||
5,697 | *,e | World Acceptance Corp | 350 | |||||||
TOTAL DIVERSIFIED FINANCIALS | 678,799 | |||||||||
ENERGY - 7.2% | ||||||||||
70,225 | * | Abraxas Petroleum Corp | 207 | |||||||
1,730 | Adams Resources & Energy, Inc | 77 | ||||||||
23,232 | Alon USA Energy, Inc | 439 | ||||||||
375,701 | Anadarko Petroleum Corp | 29,327 | ||||||||
51,630 | *,e | Antero Resources Corp | 1,773 | |||||||
278,995 | Apache Corp | 16,078 | ||||||||
30,066 | *,e | Approach Resources, Inc | 206 | |||||||
14,064 | Ardmore Shipping Corp | 170 | ||||||||
47,265 | e | Atwood Oceanics, Inc | 1,250 | |||||||
321,443 | Baker Hughes, Inc | 19,833 | ||||||||
30,478 | *,e | Basic Energy Services, Inc | 230 | |||||||
36,170 | *,e | Bill Barrett Corp | 311 | |||||||
36,356 | * | Bonanza Creek Energy, Inc | 664 | |||||||
26,221 | Bristow Group, Inc | 1,398 | ||||||||
41,604 | * | C&J Energy Services Ltd | 549 | |||||||
306,169 | Cabot Oil & Gas Corp | 9,657 | ||||||||
235,429 | California Resources Corp | 1,422 | ||||||||
48,954 | * | Callon Petroleum Co | 407 | |||||||
141,683 | * | Cameron International Corp | 7,420 | |||||||
15,028 | e | CARBO Ceramics, Inc | 626 | |||||||
37,895 | * | Carrizo Oil & Gas, Inc | 1,866 | |||||||
174,970 | * | Cheniere Energy, Inc | 12,118 | |||||||
433,124 | e | Chesapeake Energy Corp | 4,838 | |||||||
1,390,986 | Chevron Corp | 134,188 |
276 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
69,929 | Cimarex Energy Co | $ | 7,714 | |||||||
4,602 | *,e | Clayton Williams Energy, Inc | 303 | |||||||
54,226 | *,e | Clean Energy Fuels Corp | 305 | |||||||
46,507 | *,e | Cloud Peak Energy, Inc | 217 | |||||||
270,770 | * | Cobalt International Energy, Inc | 2,629 | |||||||
88,791 | * | Concho Resources, Inc | 10,110 | |||||||
912,242 | ConocoPhillips | 56,021 | ||||||||
169,243 | e | Consol Energy, Inc | 3,679 | |||||||
12,994 | * | Contango Oil & Gas Co | 159 | |||||||
63,433 | *,e | Continental Resources, Inc | 2,689 | |||||||
11,149 | e | CVR Energy, Inc | 420 | |||||||
42,034 | Delek US Holdings, Inc | 1,548 | ||||||||
266,127 | e | Denbury Resources, Inc | 1,693 | |||||||
304,096 | Devon Energy Corp | 18,091 | ||||||||
66,927 | DHT Holdings, Inc | 520 | ||||||||
47,743 | e | Diamond Offshore Drilling, Inc | 1,232 | |||||||
46,462 | * | Diamondback Energy, Inc | 3,502 | |||||||
17,982 | * | Dorian LPG Ltd | 300 | |||||||
56,928 | * | Dresser-Rand Group, Inc | 4,849 | |||||||
28,933 | * | Dril-Quip, Inc | 2,177 | |||||||
36,656 | *,e | Eclipse Resources Corp | 193 | |||||||
54,290 | Energen Corp | 3,708 | ||||||||
31,459 | * | Energy Fuels, Inc | 140 | |||||||
172,866 | Ensco plc | 3,850 | ||||||||
406,049 | EOG Resources, Inc | 35,550 | ||||||||
25,000 | *,e | EP Energy Corp | 318 | |||||||
112,945 | EQT Corp | 9,187 | ||||||||
14,364 | * | Era Group, Inc | 294 | |||||||
9,927 | * | Erin Energy Corp | 39 | |||||||
17,517 | Evolution Petroleum Corp | 115 | ||||||||
130,558 | e | EXCO Resources, Inc | 154 | |||||||
51,391 | Exterran Holdings, Inc | 1,678 | ||||||||
3,092,729 | Exxon Mobil Corp | 257,315 | ||||||||
171,060 | * | FMC Technologies, Inc | 7,097 | |||||||
46,513 | *,e | FMSA Holdings, Inc | 381 | |||||||
43,546 | * | Forum Energy Technologies, Inc | 883 | |||||||
26,300 | Frank’s International NV | 495 | ||||||||
80,982 | *,e | Frontline Ltd | 198 | |||||||
32,033 | GasLog Ltd | 639 | ||||||||
58,105 | * | Gastar Exploration, Inc | 180 | |||||||
9,836 | *,e | Geospace Technologies Corp | 227 | |||||||
66,097 | e | Golar LNG Ltd | 3,093 | |||||||
26,945 | Green Plains Renewable Energy, Inc | 742 | ||||||||
20,444 | e | Gulfmark Offshore, Inc | 237 | |||||||
71,494 | * | Gulfport Energy Corp | 2,878 | |||||||
270,090 | *,e | Halcon Resources Corp | 313 | |||||||
7,892 | e | Hallador Petroleum Co | 66 | |||||||
629,237 | Halliburton Co | 27,101 | ||||||||
77,857 | * | Helix Energy Solutions Group, Inc | 983 | |||||||
71,374 | Helmerich & Payne, Inc | 5,026 | ||||||||
186,517 | Hess Corp | 12,474 | ||||||||
144,439 | HollyFrontier Corp | 6,166 |
277 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
23,429 | *,e | Hornbeck Offshore Services, Inc | $ | 481 | ||||||
12,002 | * | Independence Contract Drilling, Inc | 106 | |||||||
100,154 | * | ION Geophysical Corp | 107 | |||||||
823 | * | Isramco, Inc | 114 | |||||||
19,153 | *,e | Jones Energy, Inc (Class A) | 173 | |||||||
99,683 | * | Key Energy Services, Inc | 179 | |||||||
1,320,884 | Kinder Morgan, Inc | 50,709 | ||||||||
115,749 | * | Kosmos Energy LLC | 976 | |||||||
90,832 | *,e | Laredo Petroleum Holdings, Inc | 1,143 | |||||||
152,810 | *,e | Magnum Hunter Resources Corp | 286 | |||||||
499,473 | Marathon Oil Corp | 13,256 | ||||||||
401,716 | Marathon Petroleum Corp | 21,014 | ||||||||
55,403 | * | Matador Resources Co | 1,385 | |||||||
19,934 | * | Matrix Service Co | 364 | |||||||
180,710 | *,e | McDermott International, Inc | 965 | |||||||
61,264 | * | Memorial Resource Development Corp | 1,162 | |||||||
131,616 | Murphy Oil Corp | 5,471 | ||||||||
243,840 | Nabors Industries Ltd | 3,519 | ||||||||
286,970 | National Oilwell Varco, Inc | 13,855 | ||||||||
9,713 | * | Natural Gas Services Group, Inc | 222 | |||||||
61,477 | Navios Maritime Acq Corp | 221 | ||||||||
120,207 | * | Newfield Exploration Co | 4,342 | |||||||
63,344 | * | Newpark Resources, Inc | 515 | |||||||
176,953 | Noble Corp plc | 2,723 | ||||||||
286,940 | Noble Energy, Inc | 12,247 | ||||||||
13,964 | e | Nordic American Offshore Ltd | 114 | |||||||
68,002 | e | Nordic American Tanker Shipping | 968 | |||||||
54,400 | e | North Atlantic Drilling Ltd | 65 | |||||||
48,403 | *,e | Northern Oil And Gas, Inc | 328 | |||||||
102,607 | *,e | Oasis Petroleum, Inc | 1,626 | |||||||
568,080 | Occidental Petroleum Corp | 44,180 | ||||||||
73,330 | Oceaneering International, Inc | 3,416 | ||||||||
38,178 | * | Oil States International, Inc | 1,421 | |||||||
155,126 | Oneok, Inc | 6,124 | ||||||||
15,683 | *,e | Pacific Ethanol, Inc | 162 | |||||||
10,734 | Panhandle Oil and Gas, Inc (Class A) | 222 | ||||||||
12,018 | * | Par Petroleum Corp | 225 | |||||||
96,030 | * | Parker Drilling Co | 319 | |||||||
61,450 | * | Parsley Energy, Inc | 1,070 | |||||||
109,613 | Patterson-UTI Energy, Inc | 2,062 | ||||||||
63,909 | PBF Energy, Inc | 1,816 | ||||||||
29,537 | * | PDC Energy, Inc | 1,584 | |||||||
207,042 | e | Peabody Energy Corp | 453 | |||||||
50,170 | *,e | Penn Virginia Corp | 220 | |||||||
9,723 | * | PHI, Inc | 292 | |||||||
400,708 | Phillips 66 | 32,281 | ||||||||
42,944 | * | Pioneer Energy Services Corp | 272 | |||||||
110,406 | Pioneer Natural Resources Co | 15,312 | ||||||||
130,757 | Questar Market Resources, Inc | 2,420 | ||||||||
124,748 | Range Resources Corp | 6,160 | ||||||||
32,964 | * | Renewable Energy Group, Inc | 381 | |||||||
36,039 | *,e | Rex Energy Corp | 201 |
278 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
5,384 | * | Rex Stores Corp | $ | 343 | ||||||
53,668 | *,e | Rice Energy, Inc | 1,118 | |||||||
9,601 | * | RigNet, Inc | 294 | |||||||
14,462 | * | Ring Energy, Inc | 162 | |||||||
55,812 | * | Rosetta Resources, Inc | 1,291 | |||||||
93,726 | Rowan Cos plc | 1,979 | ||||||||
42,512 | e | RPC, Inc | 588 | |||||||
40,173 | * | RSP Permian, Inc | 1,129 | |||||||
39,750 | *,e | Sanchez Energy Corp | 390 | |||||||
323,004 | *,e | SandRidge Energy, Inc | 283 | |||||||
939,105 | Schlumberger Ltd | 80,942 | ||||||||
129,737 | Scorpio Tankers, Inc | 1,309 | ||||||||
13,606 | * | SEACOR Holdings, Inc | 965 | |||||||
273,827 | e | Seadrill Ltd | 2,831 | |||||||
32,387 | SemGroup Corp | 2,574 | ||||||||
40,807 | * | Seventy Seven Energy, Inc | 175 | |||||||
45,041 | e | Ship Finance International Ltd | 735 | |||||||
284,727 | * | Southwestern Energy Co | 6,472 | |||||||
499,265 | Spectra Energy Corp | 16,276 | ||||||||
49,819 | St. Mary Land & Exploration Co | 2,298 | ||||||||
42,383 | * | Stone Energy Corp | 534 | |||||||
111,107 | Superior Energy Services | 2,338 | ||||||||
76,439 | * | Synergy Resources Corp | 874 | |||||||
41,398 | Targa Resources Investments, Inc | 3,694 | ||||||||
34,489 | Teekay Corp | 1,477 | ||||||||
62,294 | e | Teekay Tankers Ltd (Class A) | 412 | |||||||
26,063 | e | Tesco Corp | 284 | |||||||
93,353 | Tesoro Corp | 7,880 | ||||||||
61,337 | * | Tetra Technologies, Inc | 391 | |||||||
34,989 | e | Tidewater, Inc | 795 | |||||||
17,866 | *,e | TransAtlantic Petroleum Ltd | 91 | |||||||
35,997 | *,e | Triangle Petroleum Corp | 181 | |||||||
113,588 | *,e | Ultra Petroleum Corp | 1,422 | |||||||
36,980 | * | Unit Corp | 1,003 | |||||||
65,643 | * | Uranium Energy Corp | 104 | |||||||
40,307 | e | US Silica Holdings Inc | 1,183 | |||||||
376,655 | Valero Energy Corp | 23,579 | ||||||||
26,733 | e | W&T Offshore, Inc | 146 | |||||||
573,568 | * | Weatherford International Ltd | 7,038 | |||||||
52,354 | Western Refining, Inc | 2,284 | ||||||||
13,045 | * | Westmoreland Coal Co | 271 | |||||||
150,984 | * | Whiting Petroleum Corp | 5,073 | |||||||
553,984 | Williams Cos, Inc | 31,793 | ||||||||
54,384 | World Fuel Services Corp | 2,608 | ||||||||
151,612 | * | WPX Energy, Inc | 1,862 | |||||||
TOTAL ENERGY | 1,223,632 | |||||||||
FOOD & STAPLES RETAILING - 2.0% | ||||||||||
21,366 | Andersons, Inc | 833 | ||||||||
28,759 | Casey’s General Stores, Inc | 2,753 | ||||||||
14,374 | *,e | Chefs’ Warehouse Holdings, Inc | 305 | |||||||
325,488 | Costco Wholesale Corp | 43,960 |
279 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
834,677 | CVS Corp | $ | 87,541 | |||||||
26,827 | * | Diplomat Pharmacy, Inc | 1,201 | |||||||
11,866 | *,e | Fairway Group Holdings Corp | 42 | |||||||
31,233 | *,e | Fresh Market, Inc | 1,004 | |||||||
9,316 | Ingles Markets, Inc (Class A) | 445 | ||||||||
362,618 | Kroger Co | 26,293 | ||||||||
6,410 | *,e | Natural Grocers by Vitamin C | 158 | |||||||
14,319 | e | Pricesmart, Inc | 1,306 | |||||||
731,408 | * | Rite Aid Corp | 6,107 | |||||||
17,661 | * | Smart & Final Stores, Inc | 316 | |||||||
28,394 | Spartan Stores, Inc | 924 | ||||||||
112,416 | * | Sprouts Farmers Market, Inc | 3,033 | |||||||
191,905 | * | Supervalu, Inc | 1,553 | |||||||
438,691 | Sysco Corp | 15,837 | ||||||||
36,929 | * | United Natural Foods, Inc | 2,352 | |||||||
4,843 | Village Super Market (Class A) | 154 | ||||||||
635,883 | Walgreens Boots Alliance, Inc | 53,694 | ||||||||
1,168,343 | Wal-Mart Stores, Inc | 82,871 | ||||||||
8,834 | Weis Markets, Inc | 372 | ||||||||
264,881 | Whole Foods Market, Inc | 10,447 | ||||||||
TOTAL FOOD & STAPLES RETAILING | 343,501 | |||||||||
FOOD, BEVERAGE & TOBACCO - 4.4% | ||||||||||
2,319 | e | Alico, Inc | 105 | |||||||
1,454,584 | Altria Group, Inc | 71,143 | ||||||||
5,199 | * | Arcadia Biosciences, Inc | 33 | |||||||
458,865 | Archer Daniels Midland Co | 22,126 | ||||||||
42,015 | B&G Foods, Inc (Class A) | 1,199 | ||||||||
6,759 | * | Boston Beer Co, Inc (Class A) | 1,568 | |||||||
44,670 | *,e | Boulder Brands, Inc | 310 | |||||||
20,237 | Brown-Forman Corp | 2,255 | ||||||||
93,647 | Brown-Forman Corp (Class B) | 9,382 | ||||||||
106,137 | Bunge Ltd | 9,319 | ||||||||
10,841 | Calavo Growers, Inc | 563 | ||||||||
23,658 | e | Cal-Maine Foods, Inc | 1,235 | |||||||
128,947 | e | Campbell Soup Co | 6,144 | |||||||
44,724 | * | Castle Brands, Inc | 62 | |||||||
3,512 | Coca-Cola Bottling Co Consolidated | 531 | ||||||||
2,900,557 | Coca-Cola Co | 113,789 | ||||||||
172,269 | Coca-Cola Enterprises, Inc | 7,483 | ||||||||
315,962 | ConAgra Foods, Inc | 13,814 | ||||||||
120,911 | Constellation Brands, Inc (Class A) | 14,028 | ||||||||
7,653 | * | Craft Brewers Alliance, Inc | 85 | |||||||
122,720 | * | Darling International, Inc | 1,799 | |||||||
70,011 | Dean Foods Co | 1,132 | ||||||||
19,435 | * | Diamond Foods, Inc | 610 | |||||||
141,887 | Dr Pepper Snapple Group, Inc | 10,344 | ||||||||
5,320 | * | Farmer Bros Co | 125 | |||||||
128,238 | Flowers Foods, Inc | 2,712 | ||||||||
24,793 | Fresh Del Monte Produce, Inc | 958 | ||||||||
15,781 | * | Freshpet, Inc | 293 | |||||||
440,990 | General Mills, Inc | 24,572 |
280 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
76,104 | * | Hain Celestial Group, Inc | $ | 5,012 | ||||||
108,117 | Hershey Co | 9,604 | ||||||||
99,035 | Hormel Foods Corp | 5,583 | ||||||||
52,645 | Ingredion, Inc | 4,202 | ||||||||
14,455 | * | Inventure Foods, Inc | 147 | |||||||
11,326 | J&J Snack Foods Corp | 1,253 | ||||||||
88,147 | J.M. Smucker Co | 9,556 | ||||||||
5,780 | John B. Sanfilippo & Son, Inc | 300 | ||||||||
184,673 | Kellogg Co | 11,579 | ||||||||
95,542 | e | Keurig Green Mountain, Inc | 7,321 | |||||||
437,945 | Kraft Foods Group, Inc | 37,287 | ||||||||
14,003 | Lancaster Colony Corp | 1,272 | ||||||||
36,205 | Lance, Inc | 1,168 | ||||||||
19,323 | * | Landec Corp | 279 | |||||||
3,603 | * | Lifeway Foods, Inc | 69 | |||||||
8,386 | e | Limoneira Co | 186 | |||||||
94,535 | McCormick & Co, Inc | 7,653 | ||||||||
149,746 | Mead Johnson Nutrition Co | 13,510 | ||||||||
8,017 | Mgp Ingredients, Inc | 135 | ||||||||
101,905 | Molson Coors Brewing Co (Class B) | 7,114 | ||||||||
1,203,277 | Mondelez International, Inc | 49,503 | ||||||||
110,616 | * | Monster Beverage Corp | 14,825 | |||||||
8,815 | * | National Beverage Corp | 198 | |||||||
15,084 | * | Omega Protein Corp | 207 | |||||||
1,091,781 | PepsiCo, Inc | 101,907 | ||||||||
1,145,878 | Philip Morris International, Inc | 91,865 | ||||||||
48,235 | e | Pilgrim’s Pride Corp | 1,108 | |||||||
85,273 | Pinnacle Foods, Inc | 3,883 | ||||||||
40,255 | *,e | Post Holdings, Inc | 2,171 | |||||||
305,409 | Reynolds American, Inc | 22,802 | ||||||||
16,213 | e | Sanderson Farms, Inc | 1,219 | |||||||
192 | * | Seaboard Corp | 691 | |||||||
6,106 | * | Seneca Foods Corp | 170 | |||||||
14,223 | * | Synutra International, Inc | 102 | |||||||
13,988 | e | Tootsie Roll Industries, Inc | 452 | |||||||
31,544 | * | TreeHouse Foods, Inc | 2,556 | |||||||
217,034 | Tyson Foods, Inc (Class A) | 9,252 | ||||||||
16,609 | e | Universal Corp | 952 | |||||||
56,564 | e | Vector Group Ltd | 1,327 | |||||||
129,894 | * | WhiteWave Foods Co (Class A) | 6,349 | |||||||
TOTAL FOOD, BEVERAGE & TOBACCO | 752,488 | |||||||||
HEALTH CARE EQUIPMENT & SERVICES - 5.4% | ||||||||||
5,996 | *,e | AAC Holdings, Inc | 261 | |||||||
16,624 | e | Abaxis, Inc | 856 | |||||||
1,101,154 | Abbott Laboratories | 54,045 | ||||||||
30,796 | * | Abiomed, Inc | 2,024 | |||||||
38,100 | * | Acadia Healthcare Co, Inc | 2,984 | |||||||
58,290 | *,e | Accuray, Inc | 393 | |||||||
20,426 | Aceto Corp | 503 | ||||||||
4,240 | * | Addus HomeCare Corp | 118 | |||||||
4,312 | *,e | Adeptus Health, Inc | 410 |
281 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
258,232 | Aetna Inc | $ | 32,914 | |||||||
29,433 | * | Air Methods Corp | 1,217 | |||||||
60,253 | * | Align Technology, Inc | 3,778 | |||||||
4,207 | * | Alliance HealthCare Services, Inc | 79 | |||||||
133,589 | * | Allscripts Healthcare Solutions, Inc | 1,827 | |||||||
5,488 | * | Almost Family, Inc | 219 | |||||||
21,596 | * | Amedisys, Inc | 858 | |||||||
162,652 | AmerisourceBergen Corp | 17,296 | ||||||||
34,893 | * | AMN Healthcare Services, Inc | 1,102 | |||||||
35,759 | * | Amsurg Corp | 2,501 | |||||||
9,253 | Analogic Corp | 730 | ||||||||
18,523 | * | Angiodynamics, Inc | 304 | |||||||
10,943 | * | Anika Therapeutics, Inc | 361 | |||||||
112,289 | *,e | Antares Pharma, Inc | 234 | |||||||
194,840 | Anthem, Inc | 31,981 | ||||||||
28,653 | *,e | athenahealth, Inc | 3,283 | |||||||
21,089 | * | AtriCure, Inc | 520 | |||||||
1,165 | Atrion Corp | 457 | ||||||||
54,958 | Bard (C.R.), Inc | 9,381 | ||||||||
401,924 | Baxter International, Inc | 28,107 | ||||||||
154,462 | Becton Dickinson & Co | 21,880 | ||||||||
17,746 | *,e | Bio-Reference Labs, Inc | 732 | |||||||
51,896 | *,e | BioScrip, Inc | 188 | |||||||
19,708 | * | BioTelemetry, Inc | 186 | |||||||
992,117 | * | Boston Scientific Corp | 17,560 | |||||||
135,933 | * | Brookdale Senior Living, Inc | 4,717 | |||||||
25,974 | Cantel Medical Corp | 1,394 | ||||||||
21,051 | * | Capital Senior Living Corp | 516 | |||||||
244,734 | Cardinal Health, Inc | 20,472 | ||||||||
23,626 | * | Cardiovascular Systems, Inc | 625 | |||||||
24,169 | *,e | Castlight Health, Inc | 197 | |||||||
153,784 | * | Catamaran Corp | 9,393 | |||||||
87,960 | * | Centene Corp | 7,072 | |||||||
222,136 | * | Cerner Corp | 15,341 | |||||||
71,510 | *,e | Cerus Corp | 371 | |||||||
12,646 | e | Chemed Corp | 1,658 | |||||||
190,356 | Cigna Corp | 30,838 | ||||||||
9,010 | * | Civitas Solutions, Inc | 192 | |||||||
87,364 | * | Community Health Systems, Inc | 5,501 | |||||||
8,700 | e | Computer Programs & Systems, Inc | 465 | |||||||
20,631 | Conmed Corp | 1,202 | ||||||||
5,120 | * | Connecture, Inc | 54 | |||||||
35,720 | Cooper Cos, Inc | 6,357 | ||||||||
16,039 | * | Corindus Vascular Robotics, Inc | 56 | |||||||
7,512 | * | Corvel Corp | 241 | |||||||
22,090 | * | Cross Country Healthcare, Inc | 280 | |||||||
19,963 | CryoLife, Inc | 225 | ||||||||
10,389 | * | Cutera, Inc | 161 | |||||||
19,727 | * | Cyberonics, Inc | 1,173 | |||||||
16,811 | * | Cynosure, Inc (Class A) | 649 | |||||||
130,506 | * | DaVita, Inc | 10,371 | |||||||
103,471 | Dentsply International, Inc | 5,334 |
282 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
58,641 | * | DexCom, Inc | $ | 4,690 | ||||||
79,607 | * | Edwards Lifesciences Corp | 11,338 | |||||||
47,927 | *,e | Endologix, Inc | 735 | |||||||
18,706 | Ensign Group, Inc | 955 | ||||||||
3,873 | * | Entellus Medical, Inc | 100 | |||||||
137,365 | * | Envision Healthcare Holdings, Inc | 5,423 | |||||||
7,074 | * | Exactech, Inc | 147 | |||||||
30,586 | * | ExamWorks Group, Inc | 1,196 | |||||||
539,616 | * | Express Scripts Holding Co | 47,993 | |||||||
29,310 | * | Five Star Quality Care, Inc | 141 | |||||||
27,739 | * | Genesis Health Care, Inc | 183 | |||||||
30,765 | *,e | GenMark Diagnostics, Inc | 279 | |||||||
49,755 | * | Globus Medical, Inc | 1,277 | |||||||
18,875 | * | Greatbatch, Inc | 1,018 | |||||||
38,562 | * | Haemonetics Corp | 1,595 | |||||||
35,247 | *,e | Halyard Health, Inc | 1,428 | |||||||
25,502 | *,e | Hanger Orthopedic Group, Inc | 598 | |||||||
237,244 | * | HCA Holdings, Inc | 21,523 | |||||||
57,109 | * | Health Net, Inc | 3,662 | |||||||
26,662 | * | HealthEquity, Inc | 855 | |||||||
67,513 | Healthsouth Corp | 3,110 | ||||||||
18,780 | * | HealthStream, Inc | 571 | |||||||
23,599 | * | Healthways, Inc | 283 | |||||||
12,504 | * | HeartWare International, Inc | 909 | |||||||
61,615 | * | Henry Schein, Inc | 8,757 | |||||||
42,104 | Hill-Rom Holdings, Inc | 2,288 | ||||||||
65,676 | *,e | HMS Holdings Corp | 1,128 | |||||||
181,625 | * | Hologic, Inc | 6,913 | |||||||
110,794 | Humana, Inc | 21,193 | ||||||||
10,376 | * | ICU Medical, Inc | 993 | |||||||
69,037 | * | Idexx Laboratories, Inc | 4,428 | |||||||
6,460 | * | Imprivata, Inc | 106 | |||||||
98,565 | * | IMS Health Holdings, Inc | 3,021 | |||||||
11,764 | * | Inogen Inc | 525 | |||||||
18,510 | * | Inovalon Holdings, Inc | 516 | |||||||
41,898 | * | Insulet Corp | 1,298 | |||||||
18,839 | * | Integra LifeSciences Holdings Corp | 1,269 | |||||||
27,216 | * | Intuitive Surgical, Inc | 13,186 | |||||||
23,110 | Invacare Corp | 500 | ||||||||
62,811 | * | Inverness Medical Innovations, Inc | 3,313 | |||||||
19,324 | * | InVivo Therapeutics Holdings Corp | 312 | |||||||
12,768 | * | IPC The Hospitalist Co, Inc | 707 | |||||||
2,271 | * | iRadimed Corp | 53 | |||||||
12,742 | * | K2M Group Holdings, Inc | 306 | |||||||
61,383 | Kindred Healthcare, Inc | 1,245 | ||||||||
74,337 | * | Laboratory Corp of America Holdings | 9,011 | |||||||
7,415 | Landauer, Inc | 264 | ||||||||
17,363 | * | LDR Holding Corp | 751 | |||||||
9,523 | LeMaitre Vascular, Inc | 115 | ||||||||
9,839 | * | LHC Group, Inc | 376 | |||||||
32,789 | * | LifePoint Hospitals, Inc | 2,851 | |||||||
20,368 | * | Magellan Health Services, Inc | 1,427 |
283 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
32,545 | * | Masimo Corp | $ | 1,261 | ||||||
171,282 | McKesson Corp | 38,506 | ||||||||
44,883 | * | MedAssets, Inc | 990 | |||||||
40,806 | * | Medidata Solutions, Inc | 2,217 | |||||||
1,054,137 | Medtronic plc | 78,111 | ||||||||
43,385 | * | Merge Healthcare, Inc | 208 | |||||||
31,965 | Meridian Bioscience, Inc | 596 | ||||||||
32,366 | * | Merit Medical Systems, Inc | 697 | |||||||
26,015 | * | Molina Healthcare, Inc | 1,829 | |||||||
7,753 | National Healthcare Corp | 504 | ||||||||
5,598 | e | National Research Corp | 80 | |||||||
24,197 | * | Natus Medical, Inc | 1,030 | |||||||
27,729 | * | Neogen Corp | 1,315 | |||||||
11,308 | * | Nevro Corp | 608 | |||||||
23,606 | * | Nobilis Health Corp | 161 | |||||||
35,423 | * | NuVasive, Inc | 1,678 | |||||||
45,234 | * | NxStage Medical, Inc | 646 | |||||||
71,728 | Omnicare, Inc | 6,760 | ||||||||
27,483 | * | Omnicell, Inc | 1,036 | |||||||
36,642 | * | OraSure Technologies, Inc | 198 | |||||||
14,876 | * | Orthofix International NV | 493 | |||||||
48,050 | Owens & Minor, Inc | 1,634 | ||||||||
14,688 | *,e | Oxford Immunotec Global plc | 203 | |||||||
64,882 | Patterson Cos, Inc | 3,157 | ||||||||
69,267 | * | Pediatrix Medical Group, Inc | 5,133 | |||||||
22,536 | * | PharMerica Corp | 750 | |||||||
27,598 | * | Premier, Inc | 1,061 | |||||||
7,642 | * | Press Ganey Holdings, Inc | 219 | |||||||
10,213 | * | Providence Service Corp | 452 | |||||||
37,773 | Quality Systems, Inc | 626 | ||||||||
106,327 | Quest Diagnostics, Inc | 7,711 | ||||||||
21,781 | *,e | Quidel Corp | 500 | |||||||
25,914 | * | RadNet, Inc | 173 | |||||||
104,174 | e | Resmed, Inc | 5,872 | |||||||
37,335 | *,e | Rockwell Medical Technologies, Inc | 602 | |||||||
38,631 | * | RTI Biologics, Inc | 250 | |||||||
8,571 | *,e | Second Sight Medical Products, Inc | 117 | |||||||
77,335 | Select Medical Holdings Corp | 1,253 | ||||||||
5,649 | *,e | Sientra, Inc | 143 | |||||||
41,409 | * | Sirona Dental Systems, Inc | 4,158 | |||||||
30,482 | *,e | Spectranetics Corp | 701 | |||||||
208,009 | St. Jude Medical, Inc | 15,199 | ||||||||
26,141 | *,e | Staar Surgical Co | 253 | |||||||
44,285 | e | STERIS Corp | 2,854 | |||||||
249,845 | Stryker Corp | 23,878 | ||||||||
16,030 | * | Surgical Care Affiliates, Inc | 615 | |||||||
11,439 | * | SurModics, Inc | 268 | |||||||
13,125 | * | Tandem Diabetes Care, Inc | 142 | |||||||
53,159 | * | Team Health Holdings, Inc | 3,473 | |||||||
30,961 | e | Teleflex, Inc | 4,194 | |||||||
73,295 | * | Tenet Healthcare Corp | 4,242 | |||||||
40,711 | * | Thoratec Corp | 1,814 |
284 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
26,972 | * | Tornier BV | $ | 674 | ||||||
20,401 | *,e | TransEnterix, Inc | 61 | |||||||
18,039 | * | Triple-S Management Corp (Class B) | 463 | |||||||
14,056 | *,e | Trupanion, Inc | 116 | |||||||
90,289 | *,e | Unilife Corp | 194 | |||||||
704,140 | UnitedHealth Group, Inc | 85,905 | ||||||||
37,008 | Universal American Corp | 375 | ||||||||
67,876 | Universal Health Services, Inc (Class B) | 9,645 | ||||||||
9,158 | US Physical Therapy, Inc | 501 | ||||||||
2,349 | Utah Medical Products, Inc | 140 | ||||||||
73,882 | * | Varian Medical Systems, Inc | 6,230 | |||||||
12,709 | * | Vascular Solutions, Inc | 441 | |||||||
61,078 | * | VCA Antech, Inc | 3,323 | |||||||
52,333 | *,e | Veeva Systems, Inc | 1,467 | |||||||
10,409 | *,e | Veracyte, Inc | 116 | |||||||
15,934 | * | Vocera Communications, Inc | 182 | |||||||
32,655 | * | WellCare Health Plans, Inc | 2,770 | |||||||
52,696 | West Pharmaceutical Services, Inc | 3,061 | ||||||||
38,008 | * | Wright Medical Group, Inc | 998 | |||||||
23,878 | * | Zeltiq Aesthetics, Inc | 704 | |||||||
125,690 | Zimmer Holdings, Inc | 13,729 | ||||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 922,671 | |||||||||
HOUSEHOLD & PERSONAL PRODUCTS - 1.7% | ||||||||||
323,551 | e | Avon Products, Inc | 2,025 | |||||||
31,484 | * | Central Garden and Pet Co (Class A) | 359 | |||||||
96,762 | Church & Dwight Co, Inc | 7,850 | ||||||||
96,492 | Clorox Co | 10,037 | ||||||||
669,213 | Colgate-Palmolive Co | 43,773 | ||||||||
61,432 | Coty, Inc | 1,964 | ||||||||
18,991 | *,e | Elizabeth Arden, Inc | 271 | |||||||
46,250 | * | Energizer Holdings, Inc | 6,084 | |||||||
155,113 | Estee Lauder Cos (Class A) | 13,442 | ||||||||
54,206 | *,e | Herbalife Ltd | 2,986 | |||||||
56,570 | * | HRG Group, Inc | 735 | |||||||
12,258 | Inter Parfums, Inc | 416 | ||||||||
269,295 | Kimberly-Clark Corp | 28,537 | ||||||||
8,647 | * | Medifast, Inc | 280 | |||||||
5,685 | Natural Health Trends Corp | 236 | ||||||||
5,868 | Nature’s Sunshine Products, Inc | 81 | ||||||||
43,341 | e | Nu Skin Enterprises, Inc (Class A) | 2,043 | |||||||
6,693 | * | Nutraceutical International Corp | 166 | |||||||
3,981 | Oil-Dri Corp of America | 121 | ||||||||
6,476 | Orchids Paper Products Co | 156 | ||||||||
2,006,545 | Procter & Gamble Co | 156,992 | ||||||||
8,319 | * | Revlon, Inc (Class A) | 305 | |||||||
18,325 | Spectrum Brands, Inc | 1,869 | ||||||||
4,308 | *,e | USANA Health Sciences, Inc | 589 | |||||||
10,793 | WD-40 Co | 941 | ||||||||
TOTAL HOUSEHOLD & PERSONAL PRODUCTS | 282,258 |
285 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
INSURANCE - 4.0% | ||||||||||
241,611 | ACE Ltd | $ | 24,567 | |||||||
320,815 | Aflac, Inc | 19,955 | ||||||||
11,833 | * | Alleghany Corp | 5,547 | |||||||
70,615 | Allied World Assurance Co Holdings Ltd | 3,052 | ||||||||
300,857 | Allstate Corp | 19,517 | ||||||||
32,256 | * | AMBAC Financial Group, Inc | 537 | |||||||
56,412 | American Equity Investment Life Holding Co | 1,522 | ||||||||
51,139 | American Financial Group, Inc | 3,326 | ||||||||
986,152 | American International Group, Inc | 60,964 | ||||||||
5,469 | American National Insurance Co | 560 | ||||||||
13,468 | Amerisafe, Inc | 634 | ||||||||
27,435 | e | Amtrust Financial Services, Inc | 1,797 | |||||||
208,448 | Aon plc | 20,778 | ||||||||
92,386 | * | Arch Capital Group Ltd | 6,186 | |||||||
20,996 | Argo Group International Holdings Ltd | 1,169 | ||||||||
124,079 | Arthur J. Gallagher & Co | 5,869 | ||||||||
45,798 | Aspen Insurance Holdings Ltd | 2,194 | ||||||||
50,146 | Assurant, Inc | 3,360 | ||||||||
111,748 | Assured Guaranty Ltd | 2,681 | ||||||||
8,461 | * | Atlas Financial Holdings, Inc | 168 | |||||||
74,802 | Axis Capital Holdings Ltd | 3,992 | ||||||||
6,904 | Baldwin & Lyons, Inc (Class B) | 159 | ||||||||
1,375,357 | * | Berkshire Hathaway, Inc (Class B) | 187,200 | |||||||
86,667 | Brown & Brown, Inc | 2,848 | ||||||||
168,473 | Chubb Corp | 16,029 | ||||||||
121,446 | Cincinnati Financial Corp | 6,094 | ||||||||
32,879 | *,e | Citizens, Inc (Class A) | 245 | |||||||
19,762 | CNA Financial Corp | 755 | ||||||||
145,352 | Conseco, Inc | 2,667 | ||||||||
19,001 | Crawford & Co (Class B) | 160 | ||||||||
7,812 | Donegal Group, Inc (Class A) | 119 | ||||||||
6,755 | EMC Insurance Group, Inc | 169 | ||||||||
24,104 | Employers Holdings, Inc | 549 | ||||||||
33,679 | e | Endurance Specialty Holdings Ltd | 2,213 | |||||||
6,955 | * | Enstar Group Ltd | 1,078 | |||||||
18,735 | Erie Indemnity Co (Class A) | 1,538 | ||||||||
32,825 | Everest Re Group Ltd | 5,974 | ||||||||
8,273 | FBL Financial Group, Inc (Class A) | 478 | ||||||||
10,321 | Federated National Holding Co | 250 | ||||||||
8,299 | Fidelity & Guaranty Life | 196 | ||||||||
80,939 | First American Financial Corp | 3,012 | ||||||||
207,557 | FNF Group | 7,678 | ||||||||
368,772 | * | Genworth Financial, Inc (Class A) | 2,792 | |||||||
20,683 | * | Greenlight Capital Re Ltd (Class A) | 603 | |||||||
7,438 | * | Hallmark Financial Services | 85 | |||||||
32,615 | Hanover Insurance Group, Inc | 2,414 | ||||||||
310,194 | Hartford Financial Services Group, Inc | 12,895 | ||||||||
70,870 | HCC Insurance Holdings, Inc | 5,446 | ||||||||
6,789 | e | HCI Group, Inc | 300 | |||||||
18,411 | * | Heritage Insurance Holdings, Inc | 423 | |||||||
29,606 | Horace Mann Educators Corp | 1,077 | ||||||||
5,951 | Independence Holding Co | 78 |
286 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
8,975 | Infinity Property & Casualty Corp | $ | 681 | |||||||
6,910 | James River Group Holdings Ltd | 179 | ||||||||
2,854 | Kansas City Life Insurance Co | 130 | ||||||||
32,110 | Kemper Corp | 1,238 | ||||||||
187,295 | Lincoln National Corp | 11,092 | ||||||||
230,094 | Loews Corp | 8,861 | ||||||||
34,934 | Maiden Holdings Ltd | 551 | ||||||||
10,352 | * | Markel Corp | 8,289 | |||||||
397,951 | Marsh & McLennan Cos, Inc | 22,564 | ||||||||
110,912 | * | MBIA, Inc | 667 | |||||||
38,418 | Meadowbrook Insurance Group, Inc | 330 | ||||||||
20,342 | Mercury General Corp | 1,132 | ||||||||
692,852 | Metlife, Inc | 38,793 | ||||||||
26,829 | Montpelier Re Holdings Ltd | 1,060 | ||||||||
27,288 | National General Holdings Corp | 568 | ||||||||
6,453 | National Interstate Corp | 176 | ||||||||
1,551 | e | National Western Life Insurance Co (Class A) | 371 | |||||||
8,338 | * | Navigators Group, Inc | 647 | |||||||
193,444 | Old Republic International Corp | 3,024 | ||||||||
17,609 | OneBeacon Insurance Group Ltd (Class A) | 256 | ||||||||
35,306 | PartnerRe Ltd | 4,537 | ||||||||
6,329 | * | Patriot National, Inc | 101 | |||||||
40,061 | Primerica, Inc | 1,830 | ||||||||
217,660 | Principal Financial Group | 11,164 | ||||||||
41,338 | ProAssurance Corp | 1,910 | ||||||||
434,063 | Progressive Corp | 12,080 | ||||||||
335,039 | Prudential Financial, Inc | 29,323 | ||||||||
48,945 | Reinsurance Group of America, Inc (Class A) | 4,643 | ||||||||
34,077 | RenaissanceRe Holdings Ltd | 3,459 | ||||||||
32,282 | RLI Corp | 1,659 | ||||||||
11,093 | Safety Insurance Group, Inc | 640 | ||||||||
42,211 | Selective Insurance Group, Inc | 1,184 | ||||||||
31,206 | Stancorp Financial Group, Inc | 2,359 | ||||||||
11,039 | State Auto Financial Corp | 264 | ||||||||
21,827 | State National Cos, Inc | 236 | ||||||||
16,901 | Stewart Information Services Corp | 673 | ||||||||
56,908 | Symetra Financial Corp | 1,375 | ||||||||
59,998 | * | Third Point Reinsurance Ltd | 885 | |||||||
93,324 | Torchmark Corp | 5,433 | ||||||||
235,819 | Travelers Cos, Inc | 22,794 | ||||||||
6,929 | * | United America Indemnity Ltd | 195 | |||||||
14,881 | United Fire & Casualty Co | 487 | ||||||||
12,682 | e | United Insurance Holdings Corp | 197 | |||||||
22,242 | Universal Insurance Holdings, Inc | 538 | ||||||||
184,517 | UnumProvident Corp | 6,596 | ||||||||
62,445 | Validus Holdings Ltd | 2,747 | ||||||||
71,842 | W.R. Berkley Corp | 3,731 | ||||||||
4,504 | White Mountains Insurance Group Ltd | 2,950 | ||||||||
225,629 | XL Capital Ltd | 8,393 | ||||||||
TOTAL INSURANCE | 686,891 |
287 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
MATERIALS - 3.5% | ||||||||||
22,177 | A. Schulman, Inc | $ | 970 | |||||||
3,376 | * | AEP Industries, Inc | 186 | |||||||
158,806 | Air Products & Chemicals, Inc | 21,729 | ||||||||
50,241 | Airgas, Inc | 5,314 | ||||||||
132,725 | *,e | AK Steel Holding Corp | 514 | |||||||
83,129 | Albemarle Corp | 4,595 | ||||||||
901,944 | Alcoa, Inc | 10,057 | ||||||||
81,466 | Allegheny Technologies, Inc | 2,460 | ||||||||
20,501 | e | American Vanguard Corp | 283 | |||||||
46,295 | Aptargroup, Inc | 2,952 | ||||||||
49,925 | Ashland, Inc | 6,086 | ||||||||
67,355 | Avery Dennison Corp | 4,105 | ||||||||
74,323 | * | Axalta Coating Systems Ltd | 2,459 | |||||||
52,910 | Axiall Corp | 1,907 | ||||||||
23,190 | Balchem Corp | 1,292 | ||||||||
102,049 | Ball Corp | 7,159 | ||||||||
72,213 | Bemis Co, Inc | 3,250 | ||||||||
87,729 | * | Berry Plastics Group, Inc | 2,842 | |||||||
29,817 | * | Boise Cascade Co | 1,094 | |||||||
14,781 | Brush Engineered Materials, Inc | 521 | ||||||||
46,890 | Cabot Corp | 1,749 | ||||||||
39,299 | Calgon Carbon Corp | 762 | ||||||||
37,181 | Carpenter Technology Corp | 1,438 | ||||||||
112,973 | Celanese Corp (Series A) | 8,120 | ||||||||
36,798 | *,e | Century Aluminum Co | 384 | |||||||
173,457 | CF Industries Holdings, Inc | 11,150 | ||||||||
5,158 | Chase Corp | 205 | ||||||||
49,786 | * | Chemtura | 1,409 | |||||||
14,061 | * | Clearwater Paper Corp | 806 | |||||||
66,499 | e | Cliffs Natural Resources, Inc | 288 | |||||||
99,412 | *,e | Coeur Mining, Inc | 568 | |||||||
85,866 | Commercial Metals Co | 1,381 | ||||||||
25,270 | Compass Minerals International, Inc | 2,076 | ||||||||
5,560 | * | Core Molding Technologies, Inc | 127 | |||||||
102,511 | * | Crown Holdings, Inc | 5,424 | |||||||
52,821 | Cytec Industries, Inc | 3,197 | ||||||||
8,022 | Deltic Timber Corp | 543 | ||||||||
47,043 | Domtar Corp | 1,948 | ||||||||
852,738 | Dow Chemical Co | 43,635 | ||||||||
669,679 | Du Pont (E.I.) de Nemours & Co | 42,826 | ||||||||
37,135 | Eagle Materials, Inc | 2,834 | ||||||||
109,907 | Eastman Chemical Co | 8,993 | ||||||||
195,224 | Ecolab, Inc | 22,074 | ||||||||
55,318 | * | Ferro Corp | 928 | |||||||
40,724 | *,e | Flotek Industries, Inc | 510 | |||||||
98,927 | FMC Corp | 5,199 | ||||||||
769,331 | Freeport-McMoRan Copper & Gold, Inc (Class B) | 14,325 | ||||||||
17,819 | FutureFuel Corp | 229 | ||||||||
32,454 | Glatfelter | 714 | ||||||||
47,286 | Globe Specialty Metals, Inc | 837 | ||||||||
241,385 | Graphic Packaging Holding Co | 3,362 | ||||||||
22,699 | Greif, Inc (Class A) | 814 |
288 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
37,440 | H.B. Fuller Co | $ | 1,521 | |||||||
7,923 | Hawkins, Inc | 320 | ||||||||
9,402 | Haynes International, Inc | 464 | ||||||||
54,162 | * | Headwaters, Inc | 987 | |||||||
262,218 | e | Hecla Mining Co | 690 | |||||||
41,317 | *,e | Horsehead Holding Corp | 484 | |||||||
152,705 | Huntsman Corp | 3,370 | ||||||||
15,371 | Innophos Holdings, Inc | 809 | ||||||||
18,027 | Innospec, Inc | 812 | ||||||||
59,560 | International Flavors & Fragrances, Inc | 6,509 | ||||||||
311,342 | International Paper Co | 14,817 | ||||||||
40,015 | *,e | Intrepid Potash, Inc | 478 | |||||||
12,642 | e | Kaiser Aluminum Corp | 1,050 | |||||||
62,146 | Kapstone Paper and Packaging Corp | 1,437 | ||||||||
7,156 | KMG Chemicals, Inc | 182 | ||||||||
16,539 | Koppers Holdings, Inc | 409 | ||||||||
24,388 | * | Kraton Polymers LLC | 582 | |||||||
14,288 | Kronos Worldwide, Inc | 157 | ||||||||
104,108 | * | Louisiana-Pacific Corp | 1,773 | |||||||
13,887 | * | LSB Industries, Inc | 567 | |||||||
284,887 | LyondellBasell Industries AF S.C.A | 29,491 | ||||||||
49,814 | Martin Marietta Materials, Inc | 7,049 | ||||||||
123,955 | MeadWestvaco Corp | 5,849 | ||||||||
25,740 | Minerals Technologies, Inc | 1,754 | ||||||||
352,154 | Monsanto Co | 37,536 | ||||||||
257,110 | Mosaic Co | 12,046 | ||||||||
18,118 | Myers Industries, Inc | 344 | ||||||||
12,153 | Neenah Paper, Inc | 717 | ||||||||
6,272 | NewMarket Corp | 2,784 | ||||||||
370,400 | Newmont Mining Corp | 8,653 | ||||||||
236,068 | Nucor Corp | 10,403 | ||||||||
57,229 | e | Olin Corp | 1,542 | |||||||
6,559 | Olympic Steel, Inc | 114 | ||||||||
23,303 | OM Group, Inc | 783 | ||||||||
32,453 | * | Omnova Solutions, Inc | 243 | |||||||
119,497 | * | Owens-Illinois, Inc | 2,741 | |||||||
72,328 | Packaging Corp of America | 4,520 | ||||||||
88,664 | * | Platform Specialty Products Corp | 2,268 | |||||||
65,927 | PolyOne Corp | 2,582 | ||||||||
201,126 | PPG Industries, Inc | 23,073 | ||||||||
213,261 | Praxair, Inc | 25,495 | ||||||||
9,804 | Quaker Chemical Corp | 871 | ||||||||
31,957 | e | Rayonier Advanced Materials, Inc | 520 | |||||||
18,294 | * | Real Industry, Inc | 208 | |||||||
54,821 | Reliance Steel & Aluminum Co | 3,316 | ||||||||
201,095 | * | Rentech, Inc | 215 | |||||||
108,746 | Rock-Tenn Co (Class A) | 6,546 | ||||||||
48,353 | Royal Gold, Inc | 2,978 | ||||||||
98,420 | RPM International, Inc | 4,820 | ||||||||
23,200 | * | RTI International Metals, Inc | 731 | |||||||
8,418 | *,e | Ryerson Holding Corp | 77 | |||||||
19,399 | e | Schnitzer Steel Industries, Inc (Class A) | 339 |
289 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
22,501 | Schweitzer-Mauduit International, Inc | $ | 897 | |||||||
33,262 | Scotts Miracle-Gro Co (Class A) | 1,969 | ||||||||
155,542 | Sealed Air Corp | 7,992 | ||||||||
31,811 | *,e | Senomyx, Inc | 170 | |||||||
34,512 | Sensient Technologies Corp | 2,359 | ||||||||
59,894 | Sherwin-Williams Co | 16,472 | ||||||||
88,371 | Sigma-Aldrich Corp | 12,314 | ||||||||
30,199 | Silgan Holdings, Inc | 1,593 | ||||||||
74,719 | Sonoco Products Co | 3,202 | ||||||||
84,463 | e | Southern Copper Corp (NY) | 2,484 | |||||||
177,911 | Steel Dynamics, Inc | 3,685 | ||||||||
13,671 | Stepan Co | 740 | ||||||||
90,832 | * | Stillwater Mining Co | 1,053 | |||||||
18,742 | * | Summit Materials, Inc | 478 | |||||||
48,451 | SunCoke Energy, Inc | 630 | ||||||||
117,929 | Tahoe Resources, Inc | 1,430 | ||||||||
29,755 | TimkenSteel Corp | 803 | ||||||||
15,246 | * | Trecora Resources | 230 | |||||||
19,671 | Tredegar Corp | 435 | ||||||||
8,747 | *,e | Trinseo S.A. | 235 | |||||||
46,070 | Tronox Ltd | 674 | ||||||||
1,357 | United States Lime & Minerals, Inc | 79 | ||||||||
108,110 | e | United States Steel Corp | 2,229 | |||||||
10,188 | * | US Concrete, Inc | 386 | |||||||
10,310 | Valhi, Inc | 58 | ||||||||
60,139 | Valspar Corp | 4,921 | ||||||||
98,368 | Vulcan Materials Co | 8,256 | ||||||||
30,678 | Wausau Paper Corp | 282 | ||||||||
29,816 | Westlake Chemical Corp | 2,045 | ||||||||
1,617 | * | WHX Corp | 56 | |||||||
35,509 | * | Worthington Industries, Inc | 1,067 | |||||||
53,794 | * | WR Grace & Co | 5,396 | |||||||
TOTAL MATERIALS | 591,276 | |||||||||
MEDIA - 3.5% | ||||||||||
16,000 | AMC Entertainment Holdings, Inc | 491 | ||||||||
44,802 | * | AMC Networks, Inc | 3,667 | |||||||
149,949 | e | Cablevision Systems Corp (Class A) | 3,590 | |||||||
17,686 | * | Carmike Cinemas, Inc | 469 | |||||||
364,893 | CBS Corp (Class B) | 20,252 | ||||||||
57,360 | *,e | Central European Media Enterprises Ltd (Class A) (NASDAQ) | 125 | |||||||
55,580 | *,e | Charter Communications, Inc | 9,518 | |||||||
86,069 | Cinemark Holdings, Inc | 3,457 | ||||||||
28,047 | Clear Channel Outdoor Holdings, Inc (Class A) | 284 | ||||||||
1,570,259 | Comcast Corp (Class A) | 94,435 | ||||||||
280,773 | Comcast Corp (Special Class A) | 16,830 | ||||||||
27,056 | * | Crown Media Holdings, Inc (Class A) | 122 | |||||||
101,938 | * | Cumulus Media, Inc (Class A) | 207 | |||||||
772 | *,e | Daily Journal Corp | 152 | |||||||
349,702 | * | DIRECTV | 32,449 | |||||||
115,291 | *,e | Discovery Communications, Inc (Class A) | 3,835 | |||||||
202,766 | * | Discovery Communications, Inc (Class C) | 6,302 |
290 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
160,944 | * | DISH Network Corp (Class A) | $ | 10,898 | ||||||
56,592 | *,e | DreamWorks Animation SKG, Inc (Class A) | 1,493 | |||||||
18,269 | * | Entercom Communications Corp (Class A) | 209 | |||||||
50,932 | Entravision Communications Corp (Class A) | 419 | ||||||||
20,714 | * | Eros International plc | 520 | |||||||
44,238 | EW Scripps Co (Class A) | 1,011 | ||||||||
83,857 | * | Gannett Co, Inc | 1,173 | |||||||
34,321 | *,e | Global Eagle Entertainment, Inc | 447 | |||||||
46,930 | * | Gray Television, Inc | 736 | |||||||
33,505 | Harte-Hanks, Inc | 200 | ||||||||
6,780 | *,e | Hemisphere Media Group, Inc | 81 | |||||||
44,682 | * | Imax Corp | 1,799 | |||||||
305,436 | Interpublic Group of Cos, Inc | 5,886 | ||||||||
33,807 | John Wiley & Sons, Inc (Class A) | 1,838 | ||||||||
14,173 | Journal Media Group, Inc | 118 | ||||||||
19,204 | * | Liberty Broadband Corp (Class A) | 979 | |||||||
49,114 | * | Liberty Broadband Corp (Class C) | 2,513 | |||||||
76,559 | * | Liberty Media Corp | 2,759 | |||||||
148,129 | * | Liberty Media Corp (Class C) | 5,318 | |||||||
70,064 | e | Lions Gate Entertainment Corp | 2,596 | |||||||
108,249 | * | Live Nation, Inc | 2,976 | |||||||
9,932 | * | Loral Space & Communications, Inc | 627 | |||||||
45,934 | * | Madison Square Garden, Inc | 3,835 | |||||||
24,833 | * | Martha Stewart Living Omnimedia, Inc (Class A) | 155 | |||||||
32,196 | MDC Partners, Inc | 634 | ||||||||
71,050 | *,e | Media General, Inc | 1,174 | |||||||
26,535 | Meredith Corp | 1,384 | ||||||||
14,154 | Morningstar, Inc | 1,126 | ||||||||
46,358 | National CineMedia, Inc | 740 | ||||||||
32,024 | New Media Investment Group, Inc | 574 | ||||||||
101,324 | e | New York Times Co (Class A) | 1,383 | |||||||
283,916 | * | News Corp | 4,142 | |||||||
86,319 | * | News Corp (Class B) | 1,229 | |||||||
23,355 | Nexstar Broadcasting Group, Inc (Class A) | 1,308 | ||||||||
180,613 | Omnicom Group, Inc | 12,551 | ||||||||
12,373 | * | Reading International, Inc | 171 | |||||||
60,087 | e | Regal Entertainment Group (Class A) | 1,256 | |||||||
9,501 | *,e | Rentrak Corp | 663 | |||||||
3,654 | Saga Communications, Inc | 138 | ||||||||
19,984 | Scholastic Corp | 882 | ||||||||
68,018 | e | Scripps Networks Interactive (Class A) | 4,446 | |||||||
36,328 | *,e | SFX Entertainment, Inc | 163 | |||||||
49,336 | e | Sinclair Broadcast Group, Inc (Class A) | 1,377 | |||||||
1,706,491 | * | Sirius XM Holdings, Inc | 6,365 | |||||||
20,194 | * | Sizmek, Inc | 143 | |||||||
63,623 | * | Starz-Liberty Capital | 2,845 | |||||||
167,714 | TEGNA, Inc | 5,379 | ||||||||
243,854 | e | Thomson Corp | 9,284 | |||||||
209,139 | Time Warner Cable, Inc | 37,262 | ||||||||
609,851 | Time Warner, Inc | 53,307 | ||||||||
81,058 | Time, Inc | 1,865 | ||||||||
5,104 | * | Townsquare Media, Inc | 69 |
291 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
59,545 | Tribune Co | $ | 3,179 | |||||||
19,202 | Tribune Publishing Co | 298 | ||||||||
931,087 | Twenty-First Century Fox, Inc | 30,302 | ||||||||
357,708 | Twenty-First Century Fox, Inc (Class B) | 11,525 | ||||||||
7,706 | Viacom, Inc | 500 | ||||||||
256,908 | Viacom, Inc (Class B) | 16,607 | ||||||||
1,254,998 | Walt Disney Co | 143,245 | ||||||||
21,644 | e | World Wrestling Entertainment, Inc (Class A) | 357 | |||||||
TOTAL MEDIA | 602,644 | |||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 9.7% | ||||||||||
1,294,202 | AbbVie, Inc | 86,958 | ||||||||
7,650 | * | Abeona Therapeutics, Inc | 39 | |||||||
58,718 | * | Acadia Pharmaceuticals, Inc | 2,459 | |||||||
16,937 | *,e | Accelerate Diagnostics, Inc | 437 | |||||||
16,140 | * | Acceleron Pharma, Inc | 511 | |||||||
86,253 | *,e | Achillion Pharmaceuticals, Inc | 764 | |||||||
31,389 | * | Acorda Therapeutics, Inc | 1,046 | |||||||
7,362 | * | Adamas Pharmaceuticals, Inc | 193 | |||||||
6,223 | * | Aduro Biotech, Inc | 189 | |||||||
22,408 | * | Advaxis, Inc | 456 | |||||||
18,868 | *,e | Aegerion Pharmaceuticals, Inc | 358 | |||||||
14,774 | *,e | Aerie Pharmaceuticals, Inc | 261 | |||||||
11,005 | * | Affimed NV | 148 | |||||||
56,476 | *,e | Affymetrix, Inc | 617 | |||||||
56,789 | *,e | Agenus, Inc | 490 | |||||||
7,692 | * | Agile Therapeutics, Inc | 66 | |||||||
246,217 | Agilent Technologies, Inc | 9,499 | ||||||||
19,149 | *,e | Agios Pharmaceuticals, Inc | 2,128 | |||||||
17,982 | *,e | Akebia Therapeutics, Inc | 185 | |||||||
57,933 | * | Akorn, Inc | 2,529 | |||||||
17,375 | *,e | Albany Molecular Research, Inc | 351 | |||||||
15,261 | * | Alder Biopharmaceuticals, Inc | 808 | |||||||
159,574 | * | Alexion Pharmaceuticals, Inc | 28,846 | |||||||
27,483 | *,e | Alimera Sciences, Inc | 127 | |||||||
109,475 | * | Alkermes plc | 7,044 | |||||||
290,278 | * | Allergan plc | 88,088 | |||||||
54,942 | * | Alnylam Pharmaceuticals, Inc | 6,586 | |||||||
22,606 | *,e | AMAG Pharmaceuticals, Inc | 1,561 | |||||||
562,349 | Amgen, Inc | 86,332 | ||||||||
71,461 | * | Amicus Therapeutics, Inc | 1,011 | |||||||
23,308 | * | Amphastar Pharmaceuticals, Inc | 410 | |||||||
30,297 | * | Anacor Pharmaceuticals, Inc | 2,346 | |||||||
5,767 | *,e | ANI Pharmaceuticals, Inc | 358 | |||||||
26,005 | * | Anthera Pharmaceuticals, Inc | 224 | |||||||
6,215 | * | Applied Genetic Technologies Corp | 95 | |||||||
22,162 | * | Aratana Therapeutics, Inc | 335 | |||||||
9,150 | * | Ardelyx, Inc | 146 | |||||||
179,094 | *,e | Arena Pharmaceuticals, Inc | 831 | |||||||
121,910 | *,e | Ariad Pharmaceuticals, Inc | 1,008 | |||||||
103,770 | *,e | Array Biopharma, Inc | 748 | |||||||
39,456 | *,e | Arrowhead Research Corp | 282 |
292 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
10,432 | * | Assembly Biosciences, Inc | $ | 201 | ||||||
10,635 | * | Atara Biotherapeutics, Inc | 561 | |||||||
4,770 | * | aTyr Pharma, Inc | 88 | |||||||
14,848 | * | Avalanche Biotechnologies, Inc | 241 | |||||||
6,155 | * | Bellicum Pharmaceuticals, Inc | 131 | |||||||
53,741 | *,e | BioCryst Pharmaceuticals, Inc | 802 | |||||||
33,888 | *,e | BioDelivery Sciences International, Inc | 270 | |||||||
174,066 | * | Biogen Idec, Inc | 70,312 | |||||||
118,693 | * | BioMarin Pharmaceuticals, Inc | 16,235 | |||||||
15,517 | * | Bio-Rad Laboratories, Inc (Class A) | 2,337 | |||||||
2,967 | * | Biospecifics Technologies Corp | 153 | |||||||
28,168 | Bio-Techne Corp | 2,774 | ||||||||
37,736 | *,e | BioTime, Inc | 137 | |||||||
24,301 | * | Bluebird Bio, Inc | 4,092 | |||||||
6,702 | * | Blueprint Medicines Corp | 178 | |||||||
1,233,652 | Bristol-Myers Squibb Co | 82,087 | ||||||||
83,145 | * | Bruker BioSciences Corp | 1,697 | |||||||
11,074 | *,e | Calithera Biosciences, Inc | 79 | |||||||
23,380 | * | Cambrex Corp | 1,027 | |||||||
12,327 | * | Cara Therapeutics Inc | 150 | |||||||
9,597 | * | Carbylan Therapeutics, Inc | 69 | |||||||
61,808 | * | Catalent, Inc | 1,813 | |||||||
56,829 | * | Catalyst Pharmaceuticals, Inc | 235 | |||||||
586,722 | * | Celgene Corp | 67,904 | |||||||
73,063 | *,e | Celldex Therapeutics, Inc | 1,843 | |||||||
7,210 | * | Cellular Biomedicine Group, Inc | 270 | |||||||
23,546 | * | Cempra, Inc | 809 | |||||||
52,661 | * | Cepheid, Inc | 3,220 | |||||||
35,378 | * | Charles River Laboratories International, Inc | 2,489 | |||||||
18,304 | *,e | ChemoCentryx, Inc | 151 | |||||||
30,594 | * | Chimerix, Inc | 1,413 | |||||||
3,472 | * | Cidara Therapeutics, Inc | 49 | |||||||
18,781 | *,e | Clovis Oncology, Inc | 1,650 | |||||||
17,405 | * | Coherus Biosciences, Inc | 503 | |||||||
4,897 | * | Collegium Pharmaceutical, Inc | 87 | |||||||
11,239 | * | Concert Pharmaceuticals Inc | 167 | |||||||
47,385 | *,e | Corcept Therapeutics, Inc | 285 | |||||||
6,306 | * | Corium International, Inc | 86 | |||||||
22,172 | * | CorMedix, Inc | 86 | |||||||
124,587 | *,e | CTI BioPharma Corp | 243 | |||||||
84,568 | * | Curis, Inc | 280 | |||||||
25,879 | * | Cytokinetics, Inc | 174 | |||||||
41,833 | *,e | CytRx Corp | 156 | |||||||
44,278 | *,e | Depomed, Inc | 950 | |||||||
9,514 | * | Dermira, Inc | 167 | |||||||
11,644 | * | Dicerna Pharmaceuticals Inc | 162 | |||||||
84,059 | * | Durect Corp | 201 | |||||||
107,512 | * | Dyax Corp | 2,849 | |||||||
21,309 | *,e | Dynavax Technologies Corp | 499 | |||||||
6,368 | * | Eagle Pharmaceuticals, Inc | 515 | |||||||
724,298 | Eli Lilly & Co | 60,472 | ||||||||
22,262 | * | Emergent Biosolutions, Inc | 734 |
293 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
11,786 | *,e | Enanta Pharmaceuticals, Inc | $ | 530 | ||||||
132,173 | * | Endo International plc | 10,528 | |||||||
33,769 | *,e | Endocyte, Inc | 175 | |||||||
21,724 | *,e | Epizyme, Inc | 521 | |||||||
9,694 | * | Esperion Thereapeutics, Inc | 793 | |||||||
65,830 | *,e | Exact Sciences Corp | 1,958 | |||||||
147,155 | *,e | Exelixis, Inc | 553 | |||||||
18,106 | * | Fibrocell Science, Inc | 95 | |||||||
35,519 | * | FibroGen, Inc | 835 | |||||||
15,788 | * | Five Prime Therapeutics, Inc | 392 | |||||||
4,405 | * | Flex Pharma, Inc | 76 | |||||||
10,288 | * | Flexion Therapeutics Inc | 225 | |||||||
20,851 | *,e | Fluidigm Corp | 505 | |||||||
16,469 | * | Foamix Pharmaceuticals Ltd | 169 | |||||||
8,878 | * | Foundation Medicine, Inc | 300 | |||||||
102,537 | *,e | Galena Biopharma, Inc | 174 | |||||||
13,105 | *,e | Genocea Biosciences Inc | 180 | |||||||
12,920 | *,e | Genomic Health, Inc | 359 | |||||||
114,325 | *,e | Geron Corp | 489 | |||||||
1,086,981 | Gilead Sciences, Inc | 127,264 | ||||||||
79,065 | *,e | Halozyme Therapeutics, Inc | 1,785 | |||||||
26,328 | * | Harvard Bioscience, Inc | 150 | |||||||
18,140 | *,e | Heron Therapeutics, Inc | 565 | |||||||
4,132 | * | Heska Corp | 123 | |||||||
127,809 | * | Hospira, Inc | 11,338 | |||||||
62,986 | *,e | Idera Pharmaceuticals, Inc | 234 | |||||||
29,885 | *,e | IGI Laboratories, Inc | 188 | |||||||
13,776 | * | Ignyta, Inc | 208 | |||||||
106,486 | * | Illumina, Inc | 23,252 | |||||||
8,484 | * | Immune Design Corp | 175 | |||||||
65,469 | *,e | Immunogen, Inc | 941 | |||||||
78,549 | *,e | Immunomedics, Inc | 319 | |||||||
53,162 | * | Impax Laboratories, Inc | 2,441 | |||||||
9,540 | * | INC Research Holdings, Inc | 383 | |||||||
115,686 | * | Incyte Corp | 12,056 | |||||||
36,466 | * | Infinity Pharmaceuticals, Inc | 399 | |||||||
53,727 | *,e | Inovio Pharmaceuticals, Inc | 438 | |||||||
45,452 | * | Insmed, Inc | 1,110 | |||||||
17,481 | *,e | Insys Therapeutics, Inc | 628 | |||||||
11,788 | *,e | Intercept Pharmaceuticals, Inc | 2,845 | |||||||
10,253 | * | Intersect ENT, Inc | 294 | |||||||
16,262 | *,e | Intra-Cellular Therapies, Inc | 520 | |||||||
34,324 | *,e | Intrexon Corp | 1,675 | |||||||
5,678 | * | Invitae Corp | 85 | |||||||
90,684 | * | Ironwood Pharmaceuticals, Inc | 1,094 | |||||||
89,084 | *,e | Isis Pharmaceuticals, Inc | 5,127 | |||||||
45,128 | * | Jazz Pharmaceuticals plc | 7,946 | |||||||
2,051,183 | Johnson & Johnson | 199,908 | ||||||||
8,823 | * | Juno Therapeutics, Inc | 471 | |||||||
17,078 | *,e | Karyopharm Therapeutics, Inc | 465 | |||||||
76,288 | *,e | Keryx Biopharmaceuticals, Inc | 761 | |||||||
21,397 | *,e | Kite Pharma, Inc | 1,305 |
294 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
19,078 | * | KYTHERA Biopharmaceuticals, Inc | $ | 1,437 | ||||||
8,512 | * | La Jolla Pharmaceutical Co | 209 | |||||||
19,506 | *,e | Lannett Co, Inc | 1,159 | |||||||
30,110 | *,e | Lexicon Pharmaceuticals, Inc | 242 | |||||||
13,029 | *,e | Ligand Pharmaceuticals, Inc (Class B) | 1,315 | |||||||
34,093 | * | Lion Biotechnologies, Inc | 313 | |||||||
6,253 | *,e | Loxo Oncology, Inc | 113 | |||||||
31,134 | * | Luminex Corp | 537 | |||||||
20,612 | * | MacroGenics, Inc | 783 | |||||||
86,464 | * | Mallinckrodt plc | 10,179 | |||||||
182,057 | *,e | MannKind Corp | 1,036 | |||||||
11,438 | * | Medgenics, Inc | 70 | |||||||
48,124 | * | Medicines Co | 1,377 | |||||||
57,923 | * | Medivation, Inc | 6,615 | |||||||
2,090,555 | Merck & Co, Inc | 119,015 | ||||||||
80,764 | *,e | Merrimack Pharmaceuticals, Inc | 999 | |||||||
20,741 | * | Mettler-Toledo International, Inc | 7,082 | |||||||
79,969 | *,e | MiMedx Group, Inc | 927 | |||||||
7,201 | *,e | Mirati Therapeutics, Inc | 227 | |||||||
44,870 | * | Momenta Pharmaceuticals, Inc | 1,024 | |||||||
310,615 | * | Mylan NV | 21,078 | |||||||
51,930 | *,e | Myriad Genetics, Inc | 1,765 | |||||||
7,890 | *,e | NanoString Technologies, Inc | 122 | |||||||
97,156 | *,e | Navidea Biopharmceuticals, Inc | 156 | |||||||
96,260 | *,e | Nektar Therapeutics | 1,204 | |||||||
38,546 | * | NeoGenomics, Inc | 209 | |||||||
63,342 | * | Neurocrine Biosciences, Inc | 3,025 | |||||||
14,869 | *,e | NewLink Genetics Corp | 658 | |||||||
33,967 | *,e | Northwest Biotherapeutics, Inc | 337 | |||||||
197,815 | * | Novavax, Inc | 2,204 | |||||||
26,033 | * | Ocata Therapeutics, Inc | 137 | |||||||
9,516 | * | Ocular Therapeutix, Inc | 200 | |||||||
26,874 | *,e | Omeros Corp | 483 | |||||||
12,341 | *,e | OncoMed Pharmaceuticals, Inc | 278 | |||||||
75,642 | *,e | Oncothyreon, Inc | 283 | |||||||
17,449 | * | Ophthotech Corp | 908 | |||||||
173,193 | *,e | Opko Health, Inc | 2,785 | |||||||
77,365 | *,e | Orexigen Therapeutics, Inc | 383 | |||||||
60,008 | *,e | Organovo Holdings, Inc | 226 | |||||||
12,630 | *,e | Osiris Therapeutics, Inc | 246 | |||||||
11,187 | * | Otonomy, Inc | 257 | |||||||
17,337 | *,e | OvaScience, Inc | 502 | |||||||
50,411 | *,e | Pacific Biosciences of California, Inc | 290 | |||||||
27,071 | *,e | Pacira Pharmaceuticals, Inc | 1,914 | |||||||
9,271 | Paratek Pharmaceuticals, Inc | 239 | ||||||||
40,956 | * | Parexel International Corp | 2,634 | |||||||
120,653 | e | PDL BioPharma, Inc | 776 | |||||||
146,742 | *,e | Peregrine Pharmaceuticals, Inc | 192 | |||||||
83,937 | * | PerkinElmer, Inc | 4,418 | |||||||
32,300 | * | Pernix Therapeutics Holdings, Inc | 191 | |||||||
108,208 | Perrigo Co plc | 20,000 | ||||||||
12,158 | * | Pfenex, Inc | 236 |
295 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
4,554,694 | Pfizer, Inc | $ | 152,719 | |||||||
12,927 | Phibro Animal Health Corp | 503 | ||||||||
34,344 | * | Portola Pharmaceuticals, Inc | 1,564 | |||||||
21,766 | e | Pozen, Inc | 224 | |||||||
14,756 | * | PRA Health Sciences, Inc | 536 | |||||||
38,233 | * | Prestige Brands Holdings, Inc | 1,768 | |||||||
51,583 | *,e | Progenics Pharmaceuticals, Inc | 385 | |||||||
5,400 | * | Proteon Therapeutics, Inc | 96 | |||||||
23,023 | *,e | Prothena Corp plc | 1,213 | |||||||
25,096 | * | PTC Therapeutics, Inc | 1,208 | |||||||
18,465 | *,e | Puma Biotechnology, Inc | 2,156 | |||||||
173,674 | * | Qiagen NV (NASDAQ) | 4,305 | |||||||
58,607 | * | Quintiles Transnational Holdings, Inc | 4,255 | |||||||
21,547 | * | Radius Health, Inc | 1,459 | |||||||
59,500 | *,e | Raptor Pharmaceutical Corp | 940 | |||||||
23,354 | * | Receptos, Inc | 4,438 | |||||||
58,043 | * | Regeneron Pharmaceuticals, Inc | 29,609 | |||||||
21,191 | *,e | Regulus Therapeutics, Inc | 232 | |||||||
24,090 | * | Relypsa, Inc | 797 | |||||||
23,464 | * | Repligen Corp | 968 | |||||||
25,726 | *,e | Retrophin, Inc | 853 | |||||||
11,732 | *,e | Revance Therapeutics, Inc | 375 | |||||||
66,996 | * | Rigel Pharmaceuticals, Inc | 215 | |||||||
10,302 | * | Sage Therapeutics, Inc | 752 | |||||||
16,776 | * | Sagent Pharmaceuticals | 408 | |||||||
52,234 | *,e | Sangamo Biosciences, Inc | 579 | |||||||
30,737 | *,e | Sarepta Therapeutics, Inc | 935 | |||||||
38,141 | * | Sciclone Pharmaceuticals, Inc | 375 | |||||||
70,472 | *,e | Seattle Genetics, Inc | 3,411 | |||||||
87,069 | *,e | Sequenom, Inc | 265 | |||||||
20,814 | * | Sorrento Therapeutics, Inc | 367 | |||||||
6,016 | * | Spark Therapeutics, Inc | 363 | |||||||
47,540 | *,e | Spectrum Pharmaceuticals, Inc | 325 | |||||||
12,168 | * | Stemline Therapeutics, Inc | 143 | |||||||
18,349 | *,e | Sucampo Pharmaceuticals, Inc (Class A) | 301 | |||||||
25,007 | * | Supernus Pharmaceuticals, Inc | 425 | |||||||
74,731 | *,e | Synergy Pharmaceuticals, Inc | 620 | |||||||
67,344 | *,e | Synta Pharmaceuticals Corp | 150 | |||||||
7,419 | *,e | T2 Biosystems, Inc | 120 | |||||||
17,169 | *,e | TESARO, Inc | 1,009 | |||||||
26,726 | * | Tetraphase Pharmaceuticals, Inc | 1,268 | |||||||
26,551 | *,e | TG Therapeutics, Inc | 440 | |||||||
93,869 | *,e | TherapeuticsMD, Inc | 738 | |||||||
17,111 | *,e | Theravance Biopharma, Inc | 223 | |||||||
63,139 | e | Theravance, Inc | 1,141 | |||||||
294,451 | Thermo Electron Corp | 38,208 | ||||||||
49,684 | *,e | Threshold Pharmaceuticals, Inc | 201 | |||||||
7,534 | *,e | Tokai Pharmaceuticals, Inc | 100 | |||||||
18,278 | * | Trevena, Inc | 114 | |||||||
17,931 | * | Trovagene, Inc | 182 | |||||||
26,573 | * | Ultragenyx Pharmaceutical, Inc | 2,721 | |||||||
34,318 | * | United Therapeutics Corp | 5,970 |
296 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
31,086 | *,e | Vanda Pharmaceuticals, Inc | $ | 395 | ||||||
24,013 | *,e | Verastem, Inc | 181 | |||||||
16,572 | * | Versartis, Inc | 252 | |||||||
180,359 | * | Vertex Pharmaceuticals, Inc | 22,271 | |||||||
10,155 | *,e | Vitae Pharmaceuticals, Inc | 146 | |||||||
12,289 | *,e | Vital Therapies, Inc | 259 | |||||||
74,791 | *,e | Vivus, Inc | 177 | |||||||
21,461 | * | VWR Corp | 574 | |||||||
60,895 | * | Waters Corp | 7,818 | |||||||
2,602 | * | XBiotech, Inc | 47 | |||||||
20,918 | * | Xencor Inc | 460 | |||||||
42,869 | * | Xenoport, Inc | 263 | |||||||
64,947 | *,e | XOMA Corp | 252 | |||||||
12,439 | *,e | Zafgen, Inc | 431 | |||||||
82,699 | *,e | ZIOPHARM Oncology, Inc | 992 | |||||||
370,295 | Zoetis Inc | 17,856 | ||||||||
118,112 | *,e | Zogenix, Inc | 198 | |||||||
13,499 | *,e | ZS Pharma, Inc | 707 | |||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 1,645,249 | |||||||||
REAL ESTATE - 3.8% | ||||||||||
50,948 | Acadia Realty Trust | 1,483 | ||||||||
21,134 | AG Mortgage Investment Trust | 365 | ||||||||
12,770 | Agree Realty Corp | 372 | ||||||||
36,954 | Alexander & Baldwin, Inc | 1,456 | ||||||||
1,574 | Alexander’s, Inc | 645 | ||||||||
53,568 | Alexandria Real Estate Equities, Inc | 4,685 | ||||||||
675 | * | Altisource Asset Management Corp | 97 | |||||||
11,088 | *,e | Altisource Portfolio Solutions S.A. | 341 | |||||||
42,959 | Altisource Residential Corp | 724 | ||||||||
27,018 | American Assets Trust,Inc | 1,059 | ||||||||
82,450 | American Campus Communities, Inc | 3,108 | ||||||||
260,529 | American Capital Agency Corp | 4,786 | ||||||||
37,896 | American Capital Mortgage, Inc | 606 | ||||||||
120,286 | American Homes 4 Rent | 1,929 | ||||||||
585,838 | * | American Realty Capital Properties, Inc | 4,763 | |||||||
24,165 | *,e | American Residential Properties, Inc | 447 | |||||||
312,963 | American Tower Corp | 29,196 | ||||||||
700,505 | Annaly Capital Management, Inc | 6,438 | ||||||||
79,133 | Anworth Mortgage Asset Corp | 390 | ||||||||
115,722 | Apartment Investment & Management Co (Class A) | 4,274 | ||||||||
41,641 | Apollo Commercial Real Estate Finance, Inc | 684 | ||||||||
136,432 | Apple Hospitality REIT, Inc | 2,574 | ||||||||
22,112 | Ares Commercial Real Estate Corp | 252 | ||||||||
18,360 | Armada Hoffler Properties, Inc | 183 | ||||||||
261,633 | * | ARMOUR Residential REIT, Inc | 735 | |||||||
18,244 | Ashford Hospitality Prime, Inc | 274 | ||||||||
61,750 | Ashford Hospitality Trust, Inc | 522 | ||||||||
43,899 | Associated Estates Realty Corp | 1,257 | ||||||||
7,072 | * | AV Homes, Inc | 102 | |||||||
97,771 | AvalonBay Communities, Inc | 15,631 | ||||||||
150,022 | BioMed Realty Trust, Inc | 2,901 |
297 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
13,459 | Bluerock Residential Growth REIT, Inc | $ | 170 | |||||||
113,720 | Boston Properties, Inc | 13,765 | ||||||||
132,520 | Brandywine Realty Trust | 1,760 | ||||||||
127,668 | Brixmor Property Group, Inc | 2,953 | ||||||||
64,335 | Camden Property Trust | 4,779 | ||||||||
49,200 | Campus Crest Communities, Inc | 273 | ||||||||
71,072 | e | Capstead Mortgage Corp | 789 | |||||||
23,659 | CareTrust REIT, Inc | 300 | ||||||||
29,192 | CatchMark Timber Trust Inc | 338 | ||||||||
124,137 | CBL & Associates Properties, Inc | 2,011 | ||||||||
212,369 | * | CBRE Group, Inc | 7,858 | |||||||
62,949 | Cedar Shopping Centers, Inc | 403 | ||||||||
175,277 | Chambers Street Properties | 1,393 | ||||||||
28,285 | Chatham Lodging Trust | 749 | ||||||||
44,088 | Chesapeake Lodging Trust | 1,344 | ||||||||
152,396 | Chimera Investment Corp | 2,089 | ||||||||
80,158 | Colony Financial, Inc | 1,816 | ||||||||
92,725 | Columbia Property Trust, Inc | 2,276 | ||||||||
90,140 | *,e | Communications Sales & Leasing, Inc | 2,228 | |||||||
3,235 | e | Consolidated-Tomoka Land Co | 186 | |||||||
29,137 | e | CorEnergy Infrastructure Trust, Inc | 184 | |||||||
17,860 | Coresite Realty | 812 | ||||||||
69,853 | Corporate Office Properties Trust | 1,644 | ||||||||
86,682 | Corrections Corp of America | 2,867 | ||||||||
159,841 | Cousins Properties, Inc | 1,659 | ||||||||
246,828 | Crown Castle International Corp | 19,820 | ||||||||
122,396 | CubeSmart | 2,835 | ||||||||
39,431 | CyrusOne, Inc | 1,161 | ||||||||
117,682 | e | CYS Investments, Inc | 910 | |||||||
65,501 | DCT Industrial Trust, Inc | 2,059 | ||||||||
225,998 | DDR Corp | 3,494 | ||||||||
148,119 | DiamondRock Hospitality Co | 1,897 | ||||||||
100,633 | Digital Realty Trust, Inc | 6,710 | ||||||||
108,380 | Douglas Emmett, Inc | 2,920 | ||||||||
254,816 | Duke Realty Corp | 4,732 | ||||||||
47,457 | DuPont Fabros Technology, Inc | 1,398 | ||||||||
41,887 | Dynex Capital, Inc | 319 | ||||||||
9,917 | Easterly Government Properties, Inc | 158 | ||||||||
23,492 | EastGroup Properties, Inc | 1,321 | ||||||||
34,875 | Education Realty Trust, Inc | 1,094 | ||||||||
81,930 | e | Empire State Realty Trust, Inc | 1,398 | |||||||
42,164 | Entertainment Properties Trust | 2,310 | ||||||||
95,895 | * | Equity Commonwealth | 2,462 | |||||||
62,982 | Equity Lifestyle Properties, Inc | 3,312 | ||||||||
54,213 | Equity One, Inc | 1,265 | ||||||||
269,127 | Equity Residential | 18,885 | ||||||||
48,297 | Essex Property Trust, Inc | 10,263 | ||||||||
47,051 | Excel Trust, Inc | 742 | ||||||||
86,224 | Extra Space Storage, Inc | 5,624 | ||||||||
50,759 | Federal Realty Investment Trust | 6,502 | ||||||||
106,273 | FelCor Lodging Trust, Inc | 1,050 | ||||||||
82,257 | First Industrial Realty Trust, Inc | 1,541 |
298 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
42,783 | First Potomac Realty Trust | $ | 441 | |||||||
160,981 | * | Forest City Enterprises, Inc (Class A) | 3,558 | |||||||
25,631 | * | Forestar Real Estate Group, Inc | 337 | |||||||
67,229 | Franklin Street Properties Corp | 760 | ||||||||
4,942 | * | FRP Holdings, Inc | 160 | |||||||
65,188 | Gaming and Leisure Properties, Inc | 2,390 | ||||||||
426,526 | General Growth Properties, Inc | 10,945 | ||||||||
54,016 | Geo Group, Inc | 1,845 | ||||||||
18,098 | Getty Realty Corp | 296 | ||||||||
15,436 | Gladstone Commercial Corp | 256 | ||||||||
51,670 | e | Government Properties Income Trust | 958 | |||||||
42,165 | Gramercy Property Trust, Inc | 985 | ||||||||
3,738 | Great Ajax Corp | 53 | ||||||||
24,141 | Hannon Armstrong Sustainable Infrastructure Capital, Inc | 484 | ||||||||
72,018 | Hatteras Financial Corp | 1,174 | ||||||||
341,610 | HCP, Inc | 12,458 | ||||||||
259,434 | Health Care REIT, Inc | 17,027 | ||||||||
72,939 | Healthcare Realty Trust, Inc | 1,697 | ||||||||
91,905 | Healthcare Trust of America, Inc | 2,201 | ||||||||
36,742 | Hersha Hospitality Trust | 942 | ||||||||
69,548 | Highwoods Properties, Inc | 2,778 | ||||||||
43,293 | Home Properties, Inc | 3,163 | ||||||||
110,912 | Hospitality Properties Trust | 3,196 | ||||||||
560,489 | Host Marriott Corp | 11,114 | ||||||||
29,353 | * | Howard Hughes Corp | 4,213 | |||||||
54,955 | Hudson Pacific Properties | 1,559 | ||||||||
17,776 | Independence Realty Trust, Inc | 134 | ||||||||
64,150 | Inland Real Estate Corp | 604 | ||||||||
93,191 | Invesco Mortgage Capital, Inc | 1,334 | ||||||||
90,609 | Investors Real Estate Trust | 647 | ||||||||
155,234 | Iron Mountain, Inc | 4,812 | ||||||||
64,505 | * | iStar Financial, Inc | 859 | |||||||
33,300 | Jones Lang LaSalle, Inc | 5,694 | ||||||||
67,515 | e | Kennedy-Wilson Holdings, Inc | 1,660 | |||||||
65,193 | Kilroy Realty Corp | 4,378 | ||||||||
305,650 | Kimco Realty Corp | 6,889 | ||||||||
60,886 | Kite Realty Group Trust | 1,490 | ||||||||
59,903 | Lamar Advertising Co | 3,443 | ||||||||
83,586 | LaSalle Hotel Properties | 2,964 | ||||||||
152,168 | Lexington Realty Trust | 1,290 | ||||||||
110,738 | Liberty Property Trust | 3,568 | ||||||||
27,155 | LTC Properties, Inc | 1,130 | ||||||||
117,086 | Macerich Co | 8,735 | ||||||||
67,066 | Mack-Cali Realty Corp | 1,236 | ||||||||
9,904 | * | Marcus & Millichap, Inc | 457 | |||||||
152,989 | Medical Properties Trust, Inc | 2,006 | ||||||||
277,088 | MFA Mortgage Investments, Inc | 2,048 | ||||||||
55,794 | Mid-America Apartment Communities, Inc | 4,062 | ||||||||
41,601 | Monmouth Real Estate Investment Corp (Class A) | 404 | ||||||||
121,396 | Monogram Residential Trust, Inc | 1,095 | ||||||||
27,658 | National Health Investors, Inc | 1,723 | ||||||||
98,781 | National Retail Properties, Inc | 3,458 |
299 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
17,361 | National Storage Affiliates Trust | $ | 215 | |||||||
145,076 | e | New Residential Investment Corp | 2,211 | |||||||
47,726 | New Senior Investment Group, Inc | 638 | ||||||||
72,745 | e | New York Mortgage Trust, Inc | 544 | |||||||
58,364 | * | New York REIT, Inc | 581 | |||||||
14,395 | NexPoint Residential Trust, Inc | 193 | ||||||||
253,573 | NorthStar Realty Finance Corp | 4,032 | ||||||||
135,157 | Omega Healthcare Investors, Inc | 4,640 | ||||||||
9,027 | One Liberty Properties, Inc | 192 | ||||||||
10,279 | Orchid Island Capital, Inc | 115 | ||||||||
101,625 | Outfront Media, Inc | 2,565 | ||||||||
131,030 | Paramount Group, Inc | 2,248 | ||||||||
62,005 | Parkway Properties, Inc | 1,081 | ||||||||
53,141 | Pebblebrook Hotel Trust | 2,279 | ||||||||
52,388 | Pennsylvania REIT | 1,118 | ||||||||
57,080 | Pennymac Mortgage Investment Trust | 995 | ||||||||
51,402 | Physicians Realty Trust | 790 | ||||||||
116,280 | Piedmont Office Realty Trust, Inc | 2,045 | ||||||||
131,170 | Plum Creek Timber Co, Inc | 5,322 | ||||||||
40,153 | Post Properties, Inc | 2,183 | ||||||||
30,172 | Potlatch Corp | 1,066 | ||||||||
16,337 | Preferred Apartment Communities, Inc | 163 | ||||||||
387,082 | Prologis, Inc | 14,361 | ||||||||
14,667 | PS Business Parks, Inc | 1,058 | ||||||||
107,500 | Public Storage, Inc | 19,820 | ||||||||
17,741 | QTS Realty Trust, Inc | 647 | ||||||||
62,959 | e | RAIT Investment Trust | 385 | |||||||
57,913 | Ramco-Gershenson Properties | 945 | ||||||||
94,973 | Rayonier, Inc | 2,427 | ||||||||
9,000 | Re/Max Holdings, Inc | 320 | ||||||||
108,646 | * | Realogy Holdings Corp | 5,076 | |||||||
171,785 | e | Realty Income Corp | 7,626 | |||||||
62,979 | Redwood Trust, Inc | 989 | ||||||||
69,743 | Regency Centers Corp | 4,113 | ||||||||
88,791 | Resource Capital Corp | 344 | ||||||||
68,690 | Retail Opportunities Investment Corp | 1,073 | ||||||||
173,060 | Retail Properties of America, Inc | 2,411 | ||||||||
40,671 | Rexford Industrial Realty, Inc | 593 | ||||||||
98,016 | RLJ Lodging Trust | 2,919 | ||||||||
27,910 | e | Rouse Properties, Inc | 456 | |||||||
32,495 | Ryman Hospitality Properties | 1,726 | ||||||||
43,769 | Sabra Healthcare REIT, Inc | 1,127 | ||||||||
6,582 | Saul Centers, Inc | 324 | ||||||||
45,730 | Select Income REIT | 944 | ||||||||
172,632 | Senior Housing Properties Trust | 3,030 | ||||||||
28,907 | Silver Bay Realty Trust Corp | 471 | ||||||||
230,221 | Simon Property Group, Inc | 39,833 | ||||||||
73,589 | SL Green Realty Corp | 8,087 | ||||||||
26,338 | Sovran Self Storage, Inc | 2,289 | ||||||||
322,513 | Spirit Realty Capital, Inc | 3,119 | ||||||||
47,906 | *,e | St. Joe Co | 744 | |||||||
47,704 | STAG Industrial, Inc | 954 |
300 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
173,444 | Starwood Property Trust, Inc | $ | 3,741 | |||||||
28,357 | e | Starwood Waypoint Residential Trust | 674 | |||||||
24,495 | STORE Capital Corp | 492 | ||||||||
203,567 | * | Strategic Hotels & Resorts, Inc | 2,467 | |||||||
65,192 | Summit Hotel Properties, Inc | 848 | ||||||||
34,362 | Sun Communities, Inc | 2,125 | ||||||||
154,167 | Sunstone Hotel Investors, Inc | 2,314 | ||||||||
70,998 | Tanger Factory Outlet Centers, Inc | 2,251 | ||||||||
45,765 | Taubman Centers, Inc | 3,181 | ||||||||
10,268 | * | Tejon Ranch Co | 264 | |||||||
31,885 | Terreno Realty Corp | 628 | ||||||||
15,107 | e | Trade Street Residential, Inc | 101 | |||||||
270,915 | Two Harbors Investment Corp | 2,639 | ||||||||
190,771 | UDR, Inc | 6,110 | ||||||||
15,857 | UMH Properties, Inc | 155 | ||||||||
22,512 | United Development Funding IV | 393 | ||||||||
9,264 | Universal Health Realty Income Trust | 430 | ||||||||
66,647 | Urban Edge Properties | 1,386 | ||||||||
20,808 | Urstadt Biddle Properties, Inc (Class A) | 389 | ||||||||
244,707 | Ventas, Inc | 15,194 | ||||||||
139,555 | Vornado Realty Trust | 13,248 | ||||||||
50,804 | e | Washington REIT | 1,318 | |||||||
92,487 | Weingarten Realty Investors | 3,023 | ||||||||
28,538 | e | Western Asset Mortgage Capital Corp | 421 | |||||||
383,367 | Weyerhaeuser Co | 12,076 | ||||||||
16,673 | Whitestone REIT | 217 | ||||||||
76,656 | WP Carey, Inc | 4,518 | ||||||||
139,812 | WP GLIMCHER, Inc | 1,892 | ||||||||
82,478 | Xenia Hotels & Resorts, Inc | 1,793 | ||||||||
TOTAL REAL ESTATE | 651,932 | |||||||||
RETAILING - 4.7% | ||||||||||
18,290 | * | 1-800-FLOWERS.COM, Inc (Class A) | 191 | |||||||
48,207 | Aaron’s, Inc | 1,746 | ||||||||
51,631 | e | Abercrombie & Fitch Co (Class A) | 1,111 | |||||||
54,065 | Advance Auto Parts, Inc | 8,612 | ||||||||
281,887 | * | Amazon.com, Inc | 122,364 | |||||||
144,288 | e | American Eagle Outfitters, Inc | 2,485 | |||||||
6,968 | * | America’s Car-Mart, Inc | 344 | |||||||
33,934 | * | Ann Taylor Stores Corp | 1,639 | |||||||
20,121 | * | Asbury Automotive Group, Inc | 1,823 | |||||||
102,730 | * | Ascena Retail Group, Inc | 1,711 | |||||||
53,118 | * | Autonation, Inc | 3,345 | |||||||
23,102 | * | AutoZone, Inc | 15,407 | |||||||
36,768 | * | Barnes & Noble, Inc | 954 | |||||||
23,033 | e | Bebe Stores, Inc | 46 | |||||||
126,200 | * | Bed Bath & Beyond, Inc | 8,705 | |||||||
223,553 | Best Buy Co, Inc | 7,290 | ||||||||
14,390 | Big 5 Sporting Goods Corp | 204 | ||||||||
39,947 | Big Lots, Inc | 1,797 | ||||||||
8,578 | * | Blue Nile, Inc | 261 | |||||||
8,549 | * | Boot Barn Holdings, Inc | 274 |
301 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
21,122 | e | Buckle, Inc | $ | 967 | ||||||
8,786 | * | Build-A-Bear Workshop, Inc | 140 | |||||||
55,229 | * | Burlington Stores, Inc | 2,828 | |||||||
37,763 | *,e | Cabela’s, Inc | 1,887 | |||||||
32,106 | Caleres, Inc | 1,020 | ||||||||
155,244 | * | Carmax, Inc | 10,279 | |||||||
19,356 | Cato Corp (Class A) | 750 | ||||||||
106,541 | Chico’s FAS, Inc | 1,772 | ||||||||
15,377 | Children’s Place Retail Stores, Inc | 1,006 | ||||||||
33,880 | * | Christopher & Banks Corp | 136 | |||||||
11,556 | * | Citi Trends, Inc | 280 | |||||||
20,933 | *,e | Conn’s, Inc | 831 | |||||||
11,400 | *,e | Container Store Group, Inc | 192 | |||||||
17,156 | Core-Mark Holding Co, Inc | 1,016 | ||||||||
57,355 | CST Brands, Inc | 2,240 | ||||||||
32,976 | * | Destination XL Group, Inc | 165 | |||||||
68,108 | Dick’s Sporting Goods, Inc | 3,526 | ||||||||
17,487 | Dillard’s, Inc (Class A) | 1,839 | ||||||||
224,673 | Dollar General Corp | 17,466 | ||||||||
152,064 | * | Dollar Tree, Inc | 12,012 | |||||||
54,370 | DSW, Inc (Class A) | 1,814 | ||||||||
14,596 | * | Etsy, Inc | 205 | |||||||
29,701 | * | EVINE Live, Inc | 80 | |||||||
72,894 | Expedia, Inc | 7,971 | ||||||||
62,822 | * | Express Parent LLC | 1,138 | |||||||
71,256 | Family Dollar Stores, Inc | 5,616 | ||||||||
9,437 | * | Fenix Parts, Inc | 95 | |||||||
33,805 | Finish Line, Inc (Class A) | 940 | ||||||||
40,021 | *,e | Five Below, Inc | 1,582 | |||||||
103,567 | Foot Locker, Inc | 6,940 | ||||||||
31,625 | * | Francesca’s Holdings Corp | 426 | |||||||
27,215 | Fred’s, Inc (Class A) | 525 | ||||||||
13,967 | * | FTD Cos, Inc | 394 | |||||||
79,426 | e | GameStop Corp (Class A) | 3,412 | |||||||
176,472 | Gap, Inc | 6,736 | ||||||||
17,487 | * | Genesco, Inc | 1,155 | |||||||
112,007 | Genuine Parts Co | 10,028 | ||||||||
64,081 | GNC Holdings, Inc | 2,850 | ||||||||
17,254 | Group 1 Automotive, Inc | 1,567 | ||||||||
367,718 | *,e | Groupon, Inc | 1,850 | |||||||
44,451 | Guess?, Inc | 852 | ||||||||
16,062 | Haverty Furniture Cos, Inc | 347 | ||||||||
18,371 | *,e | Hibbett Sports, Inc | 856 | |||||||
960,879 | Home Depot, Inc | 106,782 | ||||||||
24,109 | HSN, Inc | 1,692 | ||||||||
228,517 | *,e | JC Penney Co, Inc | 1,936 | |||||||
12,718 | Kirkland’s, Inc | 354 | ||||||||
150,129 | Kohl’s Corp | 9,400 | ||||||||
182,388 | L Brands, Inc | 15,636 | ||||||||
12,586 | *,e | Lands’ End, Inc | 313 | |||||||
349,686 | * | Liberty Interactive Corp | 9,704 | |||||||
55,902 | * | Liberty TripAdvisor Holdings, Inc | 1,801 |
302 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
103,346 | * | Liberty Ventures | $ | 4,058 | ||||||
16,930 | Lithia Motors, Inc (Class A) | 1,916 | ||||||||
225,488 | * | LKQ Corp | 6,820 | |||||||
703,865 | Lowe’s Companies, Inc | 47,138 | ||||||||
19,294 | *,e | Lumber Liquidators, Inc | 400 | |||||||
252,284 | Macy’s, Inc | 17,022 | ||||||||
18,578 | * | MarineMax, Inc | 437 | |||||||
15,036 | *,e | Mattress Firm Holding Corp | 916 | |||||||
36,113 | Men’s Wearhouse, Inc | 2,314 | ||||||||
45,299 | * | Michaels Cos, Inc | 1,219 | |||||||
23,604 | Monro Muffler, Inc | 1,467 | ||||||||
33,411 | * | Murphy USA, Inc | 1,865 | |||||||
44,831 | * | NetFlix, Inc | 29,451 | |||||||
103,654 | Nordstrom, Inc | 7,722 | ||||||||
20,499 | Nutri/System, Inc | 510 | ||||||||
405,707 | * | Office Depot, Inc | 3,513 | |||||||
83,274 | *,e | Orbitz Worldwide, Inc | 951 | |||||||
74,733 | * | O’Reilly Automotive, Inc | 16,888 | |||||||
13,643 | e | Outerwall, Inc | 1,038 | |||||||
8,893 | * | Overstock.com, Inc | 200 | |||||||
17,507 | * | Party City Holdco, Inc | 355 | |||||||
31,428 | Penske Auto Group, Inc | 1,638 | ||||||||
40,957 | * | PEP Boys - Manny Moe & Jack | 503 | |||||||
14,837 | e | PetMed Express, Inc | 256 | |||||||
67,032 | e | Pier 1 Imports, Inc | 847 | |||||||
38,341 | * | Priceline.com, Inc | 44,145 | |||||||
38,310 | Rent-A-Center, Inc | 1,086 | ||||||||
24,409 | * | Restoration Hardware Holdings, Inc | 2,383 | |||||||
306,119 | Ross Stores, Inc | 14,880 | ||||||||
116,394 | * | Sally Beauty Holdings, Inc | 3,676 | |||||||
9,887 | *,e | Sears Holdings Corp | 264 | |||||||
38,951 | * | Select Comfort Corp | 1,171 | |||||||
10,447 | Shoe Carnival, Inc | 301 | ||||||||
27,812 | * | Shutterfly, Inc | 1,330 | |||||||
59,364 | Signet Jewelers Ltd | 7,613 | ||||||||
24,526 | Sonic Automotive, Inc (Class A) | 584 | ||||||||
13,281 | *,e | Sportsman’s Warehouse Holdings, Inc | 151 | |||||||
25,073 | e | Stage Stores, Inc | 440 | |||||||
474,361 | Staples, Inc | 7,262 | ||||||||
21,273 | Stein Mart, Inc | 223 | ||||||||
9,938 | * | Systemax, Inc | 86 | |||||||
472,181 | Target Corp | 38,544 | ||||||||
83,552 | Tiffany & Co | 7,670 | ||||||||
21,071 | *,e | Tile Shop Holdings, Inc | 299 | |||||||
6,790 | * | Tilly’s, Inc | 66 | |||||||
503,295 | TJX Companies, Inc | 33,303 | ||||||||
100,834 | Tractor Supply Co | 9,069 | ||||||||
78,243 | e | Travelport Worldwide Ltd | 1,078 | |||||||
83,065 | * | TripAdvisor, Inc | 7,238 | |||||||
32,864 | * | Tuesday Morning Corp | 370 | |||||||
47,521 | * | Ulta Salon Cosmetics & Fragrance, Inc | 7,340 | |||||||
72,158 | * | Urban Outfitters, Inc | 2,526 |
303 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
22,533 | * | Vitamin Shoppe, Inc | $ | 840 | ||||||
11,570 | * | VOXX International Corp (Class A) | 96 | |||||||
14,711 | * | Wayfair, Inc | 554 | |||||||
11,292 | * | West Marine, Inc | 109 | |||||||
67,891 | Williams-Sonoma, Inc | 5,585 | ||||||||
1,945 | Winmark Corp | 192 | ||||||||
48,558 | *,e | zulily, Inc | 633 | |||||||
15,828 | * | Zumiez, Inc | 421 | |||||||
TOTAL RETAILING | 796,630 | |||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 2.4% | ||||||||||
29,482 | * | Advanced Energy Industries, Inc | 810 | |||||||
474,503 | *,e | Advanced Micro Devices, Inc | 1,139 | |||||||
15,539 | *,e | Alpha & Omega Semiconductor Ltd | 136 | |||||||
222,869 | Altera Corp | 11,411 | ||||||||
23,188 | *,e | Ambarella, Inc | 2,381 | |||||||
73,241 | * | Amkor Technology, Inc | 438 | |||||||
231,943 | Analog Devices, Inc | 14,887 | ||||||||
910,561 | Applied Materials, Inc | 17,501 | ||||||||
59,771 | *,e | Applied Micro Circuits Corp | 403 | |||||||
308,399 | Atmel Corp | 3,039 | ||||||||
189,766 | Avago Technologies Ltd | 25,226 | ||||||||
83,398 | * | Axcelis Technologies, Inc | 247 | |||||||
408,338 | Broadcom Corp (Class A) | 21,025 | ||||||||
52,087 | Brooks Automation, Inc | 596 | ||||||||
17,924 | * | Cabot Microelectronics Corp | 844 | |||||||
9,758 | * | Cascade Microtech, Inc | 149 | |||||||
40,828 | * | Cavium Networks, Inc | 2,809 | |||||||
15,710 | * | Ceva, Inc | 305 | |||||||
47,684 | * | Cirrus Logic, Inc | 1,623 | |||||||
18,761 | Cohu, Inc | 248 | ||||||||
80,918 | *,e | Cree, Inc | 2,106 | |||||||
244,851 | Cypress Semiconductor Corp | 2,879 | ||||||||
28,713 | * | Diodes, Inc | 692 | |||||||
19,178 | * | DSP Group, Inc | 198 | |||||||
105,554 | * | Entegris, Inc | 1,538 | |||||||
28,026 | * | Exar Corp | 274 | |||||||
85,675 | * | Fairchild Semiconductor International, Inc | 1,489 | |||||||
55,687 | * | First Solar, Inc | 2,616 | |||||||
40,961 | * | Formfactor, Inc | 377 | |||||||
82,106 | * | Freescale Semiconductor Holdings Ltd | 3,282 | |||||||
28,079 | * | Inphi Corp | 642 | |||||||
109,667 | * | Integrated Device Technology, Inc | 2,380 | |||||||
23,137 | Integrated Silicon Solution, Inc | 512 | ||||||||
3,509,102 | Intel Corp | 106,729 | ||||||||
96,768 | Intersil Corp (Class A) | 1,211 | ||||||||
16,725 | IXYS Corp | 256 | ||||||||
118,149 | Kla-Tencor Corp | 6,641 | ||||||||
50,517 | * | Kopin Corp | 174 | |||||||
117,211 | Lam Research Corp | 9,535 | ||||||||
90,159 | * | Lattice Semiconductor Corp | 531 | |||||||
176,955 | Linear Technology Corp | 7,827 |
304 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
17,278 | *,e | MA-COM Technology Solutions | $ | 661 | ||||||
334,640 | Marvell Technology Group Ltd | 4,412 | ||||||||
54,353 | * | Mattson Technology, Inc | 182 | |||||||
209,405 | Maxim Integrated Products, Inc | 7,240 | ||||||||
37,977 | * | MaxLinear, Inc | 460 | |||||||
36,914 | Micrel, Inc | 513 | ||||||||
149,103 | e | Microchip Technology, Inc | 7,071 | |||||||
799,251 | * | Micron Technology, Inc | 15,058 | |||||||
70,791 | * | Microsemi Corp | 2,474 | |||||||
39,433 | MKS Instruments, Inc | 1,496 | ||||||||
29,204 | Monolithic Power Systems, Inc | 1,481 | ||||||||
18,167 | * | Nanometrics, Inc | 293 | |||||||
21,168 | * | NeoPhotonics Corp Ltd | 193 | |||||||
3,184 | NVE Corp | 250 | ||||||||
397,834 | Nvidia Corp | 8,000 | ||||||||
42,436 | * | Omnivision Technologies, Inc | 1,112 | |||||||
317,509 | * | ON Semiconductor Corp | 3,712 | |||||||
20,605 | * | PDF Solutions, Inc | 330 | |||||||
18,677 | Pericom Semiconductor Corp | 246 | ||||||||
46,544 | * | Photronics, Inc | 443 | |||||||
130,681 | * | PMC - Sierra, Inc | 1,119 | |||||||
22,599 | Power Integrations, Inc | 1,021 | ||||||||
110,554 | * | Qorvo, Inc | 8,874 | |||||||
84,186 | * | Rambus, Inc | 1,220 | |||||||
25,190 | * | Rudolph Technologies, Inc | 303 | |||||||
49,258 | * | Semtech Corp | 978 | |||||||
25,567 | * | Sigma Designs, Inc | 305 | |||||||
32,473 | * | Silicon Laboratories, Inc | 1,754 | |||||||
141,463 | Skyworks Solutions, Inc | 14,726 | ||||||||
201,565 | * | SunEdison, Inc | 6,029 | |||||||
40,052 | *,e | SunPower Corp | 1,138 | |||||||
157,133 | Teradyne, Inc | 3,031 | ||||||||
39,803 | Tessera Technologies, Inc | 1,512 | ||||||||
769,519 | Texas Instruments, Inc | 39,638 | ||||||||
23,500 | * | Ultra Clean Holdings | 146 | |||||||
21,651 | * | Ultratech, Inc | 402 | |||||||
29,696 | * | Veeco Instruments, Inc | 853 | |||||||
37,527 | * | Xcerra Corp | 284 | |||||||
191,407 | Xilinx, Inc | 8,453 | ||||||||
TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 404,519 | |||||||||
SOFTWARE & SERVICES - 10.5% | ||||||||||
13,574 | * | 6D Global Technologies, Inc | 89 | |||||||
24,811 | * | A10 Networks, Inc | 160 | |||||||
464,742 | Accenture plc | 44,978 | ||||||||
86,241 | * | ACI Worldwide, Inc | 2,119 | |||||||
373,272 | Activision Blizzard, Inc | 9,037 | ||||||||
32,107 | * | Actua Corp | 458 | |||||||
57,158 | * | Acxiom Corp | 1,005 | |||||||
370,138 | * | Adobe Systems, Inc | 29,985 | |||||||
39,195 | Advent Software, Inc | 1,733 | ||||||||
132,262 | * | Akamai Technologies, Inc | 9,235 |
305 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
45,840 | * | Alliance Data Systems Corp | $ | 13,383 | ||||||
11,882 | *,e | Amber Road, Inc | 83 | |||||||
114,365 | Amdocs Ltd | 6,243 | ||||||||
15,720 | * | American Software, Inc (Class A) | 149 | |||||||
32,146 | * | Angie’s List, Inc | 198 | |||||||
66,392 | * | Ansys, Inc | 6,058 | |||||||
3,095 | * | Apigee Corp | 31 | |||||||
63,153 | * | Aspen Technology, Inc | 2,877 | |||||||
168,621 | * | Autodesk, Inc | 8,444 | |||||||
347,807 | Automatic Data Processing, Inc | 27,905 | ||||||||
30,408 | * | AVG Technologies NV | 827 | |||||||
50,870 | * | Bankrate, Inc | 534 | |||||||
5,965 | *,e | Barracuda Networks, Inc | 236 | |||||||
44,088 | *,e | Bazaarvoice, Inc | 260 | |||||||
5,721 | *,e | Benefitfocus, Inc | 251 | |||||||
15,413 | * | Black Knight Financial Services, Inc | 476 | |||||||
35,258 | Blackbaud, Inc | 2,008 | ||||||||
40,135 | * | Blackhawk Network Holdings, Inc | 1,654 | |||||||
30,473 | * | Blucora, Inc | 492 | |||||||
75,290 | Booz Allen Hamilton Holding Co | 1,900 | ||||||||
29,562 | * | Bottomline Technologies, Inc | 822 | |||||||
9,849 | * | Box, Inc | 184 | |||||||
20,694 | * | Brightcove, Inc | 142 | |||||||
88,805 | Broadridge Financial Solutions, Inc | 4,441 | ||||||||
21,331 | * | BroadSoft, Inc | 737 | |||||||
233,581 | CA, Inc | 6,842 | ||||||||
17,838 | * | CACI International, Inc (Class A) | 1,443 | |||||||
216,614 | *,e | Cadence Design Systems, Inc | 4,259 | |||||||
40,638 | * | Callidus Software, Inc | 633 | |||||||
13,412 | * | Carbonite, Inc | 158 | |||||||
33,955 | * | Cardtronics, Inc | 1,258 | |||||||
13,954 | *,e | Care.com, Inc | 83 | |||||||
8,603 | Cass Information Systems, Inc | 484 | ||||||||
118,692 | CDK Global, Inc | 6,407 | ||||||||
15,814 | *,e | ChannelAdvisor Corp | 189 | |||||||
52,926 | * | Ciber, Inc | 183 | |||||||
24,317 | *,e | Cimpress NV | 2,046 | |||||||
118,705 | * | Citrix Systems, Inc | 8,328 | |||||||
22,219 | * | ClickSoftware Technologies Ltd | 279 | |||||||
451,695 | * | Cognizant Technology Solutions Corp (Class A) | 27,594 | |||||||
33,614 | * | Commvault Systems, Inc | 1,426 | |||||||
102,697 | Computer Sciences Corp | 6,741 | ||||||||
25,588 | * | comScore, Inc | 1,363 | |||||||
16,654 | * | Comverse, Inc | 334 | |||||||
23,960 | * | Constant Contact, Inc | 689 | |||||||
73,137 | Convergys Corp | 1,864 | ||||||||
40,208 | * | Cornerstone OnDemand, Inc | 1,399 | |||||||
23,982 | * | CoStar Group, Inc | 4,827 | |||||||
45,152 | *,e | Coupons.com, Inc | 487 | |||||||
24,883 | CSG Systems International, Inc | 788 | ||||||||
17,592 | *,e | Cvent, Inc | 453 | |||||||
20,584 | * | Cyan, Inc | 108 |
306 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
15,267 | * | Datalink Corp | $ | 136 | ||||||
40,435 | * | DealerTrack Holdings, Inc | 2,539 | |||||||
24,614 | *,e | Demandware, Inc | 1,750 | |||||||
32,513 | * | DHI Group, Inc | 289 | |||||||
5,437 | e | Digimarc Corp | 245 | |||||||
37,568 | * | Digital Turbine, Inc | 113 | |||||||
27,103 | DST Systems, Inc | 3,414 | ||||||||
77,306 | EarthLink Holdings Corp | 579 | ||||||||
898,445 | * | eBay, Inc | 54,122 | |||||||
19,966 | e | Ebix, Inc | 651 | |||||||
232,633 | * | Electronic Arts, Inc | 15,470 | |||||||
21,694 | * | Ellie Mae, Inc | 1,514 | |||||||
43,380 | *,e | Endurance International Group Holdings, Inc | 896 | |||||||
20,747 | * | EnerNOC, Inc | 201 | |||||||
25,859 | * | Envestnet, Inc | 1,045 | |||||||
36,125 | * | EPAM Systems, Inc | 2,573 | |||||||
25,591 | EPIQ Systems, Inc | 432 | ||||||||
3,943 | * | ePlus, Inc | 302 | |||||||
42,058 | Equinix, Inc | 10,683 | ||||||||
37,881 | * | Euronet Worldwide, Inc | 2,337 | |||||||
48,388 | EVERTEC, Inc | 1,028 | ||||||||
15,773 | *,e | Everyday Health, Inc | 202 | |||||||
24,918 | * | ExlService Holdings, Inc | 862 | |||||||
1,600,576 | * | Facebook, Inc | 137,273 | |||||||
30,901 | Factset Research Systems, Inc | 5,022 | ||||||||
23,064 | Fair Isaac Corp | 2,094 | ||||||||
209,784 | Fidelity National Information Services, Inc | 12,965 | ||||||||
102,019 | *,e | FireEye, Inc | 4,990 | |||||||
67,170 | * | First American Corp | 2,666 | |||||||
175,314 | * | Fiserv, Inc | 14,521 | |||||||
18,028 | *,e | Five9, Inc | 94 | |||||||
67,800 | * | FleetCor Technologies, Inc | 10,581 | |||||||
28,477 | *,e | FleetMatics Group plc | 1,334 | |||||||
8,265 | Forrester Research, Inc | 298 | ||||||||
105,618 | * | Fortinet, Inc | 4,365 | |||||||
61,489 | * | Gartner, Inc | 5,275 | |||||||
118,380 | * | Genpact Ltd | 2,525 | |||||||
20,054 | * | Gigamon, Inc | 662 | |||||||
51,313 | * | Global Cash Access, Inc | 397 | |||||||
49,296 | Global Payments, Inc | 5,100 | ||||||||
11,456 | *,e | Globant S.A. | 349 | |||||||
88,947 | *,e | Glu Mobile, Inc | 552 | |||||||
17,503 | * | GoDaddy, Inc | 493 | |||||||
42,541 | *,e | Gogo, Inc | 912 | |||||||
217,501 | * | Google, Inc | 113,212 | |||||||
213,159 | * | Google, Inc (Class A) | 115,114 | |||||||
55,694 | * | GrubHub, Inc | 1,897 | |||||||
18,192 | * | GTT Communications, Inc | 434 | |||||||
13,242 | *,e | Guidance Software, Inc | 112 | |||||||
51,316 | * | Guidewire Software, Inc | 2,716 | |||||||
17,956 | Hackett Group, Inc | 241 | ||||||||
27,069 | Heartland Payment Systems, Inc | 1,463 |
307 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
70,903 | * | HomeAway, Inc | $ | 2,206 | ||||||
5,610 | * | Hortonworks, Inc | 142 | |||||||
14,191 | * | HubSpot, Inc | 704 | |||||||
54,320 | IAC/InterActiveCorp | 4,327 | ||||||||
27,237 | * | iGate Corp | 1,299 | |||||||
19,610 | * | Imperva, Inc | 1,328 | |||||||
41,826 | * | Infoblox, Inc | 1,096 | |||||||
77,617 | * | Informatica Corp | 3,762 | |||||||
12,605 | *,e | Interactive Intelligence, Inc | 561 | |||||||
40,309 | * | Internap Network Services Corp | 373 | |||||||
671,642 | International Business Machines Corp | 109,249 | ||||||||
204,082 | Intuit, Inc | 20,565 | ||||||||
36,074 | j2 Global, Inc | 2,451 | ||||||||
60,792 | Jack Henry & Associates, Inc | 3,933 | ||||||||
30,270 | * | Jive Software, Inc | 159 | |||||||
58,933 | King Digital Entertainment plc | 840 | ||||||||
19,259 | * | Knot, Inc | 315 | |||||||
49,809 | Leidos Holdings, Inc | 2,011 | ||||||||
50,188 | *,e | LendingClub Corp | 740 | |||||||
50,961 | * | Limelight Networks, Inc | 201 | |||||||
80,906 | * | LinkedIn Corp | 16,718 | |||||||
44,720 | * | Lionbridge Technologies | 276 | |||||||
19,090 | *,e | Liquidity Services, Inc | 184 | |||||||
40,701 | * | Liveperson, Inc | 399 | |||||||
18,232 | * | LogMeIn, Inc | 1,176 | |||||||
13,441 | * | Luxoft Holding, Inc | 760 | |||||||
54,701 | * | Manhattan Associates, Inc | 3,263 | |||||||
18,418 | Mantech International Corp (Class A) | 534 | ||||||||
25,119 | Marchex, Inc (Class B) | 124 | ||||||||
20,549 | *,e | Marin Software, Inc | 138 | |||||||
25,709 | *,e | Marketo, Inc | 721 | |||||||
739,700 | Mastercard, Inc (Class A) | 69,147 | ||||||||
48,838 | MAXIMUS, Inc | 3,210 | ||||||||
5,551 | * | MAXPOINT INTERACTIVE,Inc | 45 | |||||||
73,403 | Mentor Graphics Corp | 1,940 | ||||||||
5,983,771 | Microsoft Corp | 264,184 | ||||||||
6,844 | * | MicroStrategy, Inc (Class A) | 1,164 | |||||||
86,729 | *,e | Millennial Media, Inc | 140 | |||||||
29,654 | *,e | MobileIron, Inc | 175 | |||||||
14,483 | * | Model N, Inc | 172 | |||||||
33,165 | *,e | ModusLink Global Solutions, Inc | 113 | |||||||
22,389 | * | MoneyGram International, Inc | 206 | |||||||
29,292 | Monotype Imaging Holdings, Inc | 706 | ||||||||
70,908 | *,e | Monster Worldwide, Inc | 464 | |||||||
27,911 | *,e | Netscout Systems, Inc | 1,023 | |||||||
29,548 | *,e | NetSuite, Inc | 2,711 | |||||||
42,216 | *,e | NeuStar, Inc (Class A) | 1,233 | |||||||
4,154 | * | New Relic, Inc | 146 | |||||||
48,579 | NIC, Inc | 888 | ||||||||
187,240 | * | Nuance Communications, Inc | 3,279 | |||||||
19,789 | *,e | OPOWER, Inc | 228 | |||||||
2,343,471 | Oracle Corp | 94,442 |
308 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
155,524 | * | Pandora Media, Inc | $ | 2,417 | ||||||
7,197 | *,e | Park City Group, Inc | 89 | |||||||
240,713 | Paychex, Inc | 11,285 | ||||||||
23,354 | * | Paycom Software, Inc | 798 | |||||||
11,222 | *,e | Paylocity Holding Corp | 402 | |||||||
24,918 | Pegasystems, Inc | 570 | ||||||||
25,493 | * | Perficient, Inc | 490 | |||||||
8,684 | * | PFSweb, Inc | 120 | |||||||
38,195 | * | Progress Software Corp | 1,050 | |||||||
29,179 | *,e | Proofpoint, Inc | 1,858 | |||||||
17,256 | * | PROS Holdings, Inc | 364 | |||||||
85,331 | * | PTC, Inc | 3,500 | |||||||
14,350 | * | Q2 Holdings, Inc | 405 | |||||||
7,729 | QAD, Inc (Class A) | 204 | ||||||||
67,392 | * | QLIK Technologies, Inc | 2,356 | |||||||
18,223 | *,e | Qualys, Inc | 735 | |||||||
20,643 | * | QuinStreet, Inc | 133 | |||||||
91,063 | * | Rackspace Hosting, Inc | 3,387 | |||||||
20,376 | * | Rally Software Development Corp | 396 | |||||||
18,038 | * | RealNetworks, Inc | 98 | |||||||
39,496 | * | RealPage, Inc | 753 | |||||||
135,645 | * | Red Hat, Inc | 10,299 | |||||||
6,528 | Reis, Inc | 145 | ||||||||
28,776 | * | RetailMeNot, Inc | 513 | |||||||
20,141 | *,e | Rocket Fuel, Inc | 165 | |||||||
65,478 | *,e | Rovi Corp | 1,044 | |||||||
18,722 | * | Rubicon Project, Inc | 280 | |||||||
83,383 | Sabre Corp | 1,984 | ||||||||
485,133 | * | Salesforce.com, Inc | 33,780 | |||||||
17,304 | e | Sapiens International Corp NV | 180 | |||||||
34,016 | Science Applications International Corp | 1,798 | ||||||||
21,075 | * | Sciquest, Inc | 312 | |||||||
24,634 | * | Seachange International, Inc | 173 | |||||||
113,734 | * | ServiceNow, Inc | 8,452 | |||||||
46,932 | * | ServiceSource International LLC | 257 | |||||||
14,547 | *,e | Shutterstock, Inc | 853 | |||||||
26,176 | *,e | Silver Spring Networks, Inc | 325 | |||||||
49,819 | * | SolarWinds, Inc | 2,298 | |||||||
49,541 | Solera Holdings, Inc | 2,208 | ||||||||
92,607 | * | Splunk, Inc | 6,447 | |||||||
12,246 | * | SPS Commerce, Inc | 806 | |||||||
52,847 | SS&C Technologies Holdings, Inc | 3,303 | ||||||||
10,609 | * | Stamps.com, Inc | 780 | |||||||
29,262 | * | Sykes Enterprises, Inc | 710 | |||||||
503,573 | Symantec Corp | 11,708 | ||||||||
28,696 | * | Synchronoss Technologies, Inc | 1,312 | |||||||
114,574 | * | Synopsys, Inc | 5,803 | |||||||
23,254 | * | Syntel, Inc | 1,104 | |||||||
30,239 | * | TA Indigo Holding Corp | 360 | |||||||
36,581 | * | Tableau Software, Inc | 4,218 | |||||||
62,894 | * | Take-Two Interactive Software, Inc | 1,734 | |||||||
29,444 | * | Tangoe, Inc | 370 |
309 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
12,153 | * | TechTarget, Inc | $ | 109 | ||||||
37,654 | * | TeleCommunication Systems, Inc (Class A) | 125 | |||||||
20,400 | * | TeleNav, Inc | 164 | |||||||
13,212 | TeleTech Holdings, Inc | 358 | ||||||||
104,965 | *,e | Teradata Corp | 3,884 | |||||||
14,409 | *,e | Textura Corp | 401 | |||||||
71,591 | * | TiVo, Inc | 726 | |||||||
122,214 | Total System Services, Inc | 5,105 | ||||||||
6,116 | * | Travelzoo, Inc | 69 | |||||||
36,314 | *,e | TrueCar, Inc | 435 | |||||||
10,595 | * | TubeMogul, Inc | 151 | |||||||
418,135 | * | Twitter, Inc | 15,145 | |||||||
24,991 | * | Tyler Technologies, Inc | 3,233 | |||||||
21,175 | * | Ultimate Software Group, Inc | 3,480 | |||||||
38,674 | * | Unisys Corp | 773 | |||||||
11,210 | * | United Online, Inc | 176 | |||||||
105,809 | * | Vantiv, Inc | 4,041 | |||||||
6,363 | *,e | Varonis Systems, Inc | 141 | |||||||
21,489 | *,e | Vasco Data Security International | 649 | |||||||
84,224 | * | VeriFone Systems, Inc | 2,860 | |||||||
45,384 | * | Verint Systems, Inc | 2,757 | |||||||
76,695 | *,e | VeriSign, Inc | 4,734 | |||||||
32,131 | *,e | VirnetX Holding Corp | 135 | |||||||
21,946 | * | Virtusa Corp | 1,128 | |||||||
1,447,991 | Visa, Inc (Class A) | 97,233 | ||||||||
60,583 | * | VMware, Inc (Class A) | 5,194 | |||||||
28,678 | * | WebMD Health Corp (Class A) | 1,270 | |||||||
32,723 | * | Website Pros, Inc | 793 | |||||||
382,980 | Western Union Co | 7,786 | ||||||||
28,569 | * | WEX, Inc | 3,256 | |||||||
14,146 | *,e | Wix.com Ltd | 334 | |||||||
78,368 | * | Workday, Inc | 5,987 | |||||||
4,998 | * | Workiva, Inc | 69 | |||||||
817,071 | Xerox Corp | 8,694 | ||||||||
23,310 | *,e | Xoom Corp | 491 | |||||||
694,256 | * | Yahoo!, Inc | 27,277 | |||||||
47,998 | * | Yelp, Inc | 2,065 | |||||||
14,042 | * | Yodlee, Inc | 203 | |||||||
39,804 | * | Zendesk, Inc | 884 | |||||||
32,505 | *,e | Zillow Group, Inc | 2,819 | |||||||
47,197 | * | Zix Corp | 244 | |||||||
565,694 | * | Zynga, Inc | 1,618 | |||||||
TOTAL SOFTWARE & SERVICES | 1,787,137 | |||||||||
TECHNOLOGY HARDWARE & EQUIPMENT - 6.0% | ||||||||||
83,151 | *,e | 3D Systems Corp | 1,623 | |||||||
39,852 | Adtran, Inc | 648 | ||||||||
16,323 | *,e | Aerohive Networks, Inc | 114 | |||||||
11,056 | * | Agilysys, Inc | 102 | |||||||
9,098 | e | Alliance Fiber Optic Products, Inc | 169 | |||||||
228,592 | Amphenol Corp (Class A) | 13,251 | ||||||||
21,094 | Anixter International, Inc | 1,374 |
310 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
4,261,350 | Apple, Inc | $ | 534,480 | |||||||
11,231 | *,e | Applied Optoelectronics, Inc | 195 | |||||||
24,889 | *,e | Arista Networks, Inc | 2,034 | |||||||
100,254 | * | ARRIS Group, Inc | 3,068 | |||||||
69,937 | * | Arrow Electronics, Inc | 3,903 | |||||||
24,161 | * | Avid Technology, Inc | 322 | |||||||
99,266 | Avnet, Inc | 4,081 | ||||||||
34,410 | AVX Corp | 463 | ||||||||
11,475 | e | Badger Meter, Inc | 729 | |||||||
7,316 | Bel Fuse, Inc (Class B) | 150 | ||||||||
31,469 | Belden CDT, Inc | 2,556 | ||||||||
39,122 | * | Benchmark Electronics, Inc | 852 | |||||||
12,526 | Black Box Corp | 251 | ||||||||
309,327 | Brocade Communications Systems, Inc | 3,675 | ||||||||
26,799 | *,e | CalAmp Corp | 489 | |||||||
28,887 | * | Calix Networks, Inc | 220 | |||||||
96,346 | CDW Corp | 3,303 | ||||||||
30,668 | Checkpoint Systems, Inc | 312 | ||||||||
86,902 | * | Ciena Corp | 2,058 | |||||||
3,761,726 | Cisco Systems, Inc | 103,297 | ||||||||
8,964 | *,e | Clearfield, Inc | 143 | |||||||
64,456 | Cognex Corp | 3,100 | ||||||||
17,685 | * | Coherent, Inc | 1,123 | |||||||
77,590 | * | CommScope Holding Co, Inc | 2,367 | |||||||
11,551 | Comtech Telecommunications Corp | 336 | ||||||||
15,682 | *,e | Control4 Corp | 139 | |||||||
930,751 | Corning, Inc | 18,364 | ||||||||
29,620 | * | Cray, Inc | 874 | |||||||
23,637 | CTS Corp | 456 | ||||||||
27,847 | Daktronics, Inc | 330 | ||||||||
47,853 | Diebold, Inc | 1,675 | ||||||||
18,652 | * | Digi International, Inc | 178 | |||||||
36,841 | Dolby Laboratories, Inc (Class A) | 1,462 | ||||||||
46,638 | * | Dot Hill Systems Corp | 285 | |||||||
13,244 | * | DTS, Inc | 404 | |||||||
13,533 | *,e | Eastman Kodak Co | 227 | |||||||
32,770 | * | EchoStar Corp (Class A) | 1,595 | |||||||
11,677 | Electro Rent Corp | 127 | ||||||||
35,264 | * | Electronics for Imaging, Inc | 1,534 | |||||||
1,436,792 | EMC Corp | 37,917 | ||||||||
18,982 | * | EMCORE Corp | 114 | |||||||
79,396 | * | Extreme Networks, Inc | 214 | |||||||
53,266 | * | F5 Networks, Inc | 6,411 | |||||||
26,560 | * | Fabrinet | 497 | |||||||
12,851 | * | FARO Technologies, Inc | 600 | |||||||
30,706 | FEI Co | 2,546 | ||||||||
76,718 | *,e | Finisar Corp | 1,371 | |||||||
104,125 | Flir Systems, Inc | 3,209 | ||||||||
25,552 | * | GSI Group, Inc | 384 | |||||||
67,185 | * | Harmonic, Inc | 459 | |||||||
91,398 | Harris Corp | 7,029 | ||||||||
1,344,424 | Hewlett-Packard Co | 40,346 |
311 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
39,772 | * | II-VI, Inc | $ | 755 | ||||||
27,939 | * | Imation Corp | 113 | |||||||
21,661 | * | Immersion Corp | 274 | |||||||
95,498 | *,e | Infinera Corp | 2,004 | |||||||
113,829 | * | Ingram Micro, Inc (Class A) | 2,849 | |||||||
28,444 | * | Insight Enterprises, Inc | 851 | |||||||
26,730 | InterDigital, Inc | 1,521 | ||||||||
57,029 | *,e | InvenSense, Inc | 861 | |||||||
25,418 | *,e | IPG Photonics Corp | 2,165 | |||||||
28,730 | * | Itron, Inc | 989 | |||||||
43,041 | * | Ixia | 535 | |||||||
143,551 | Jabil Circuit, Inc | 3,056 | ||||||||
173,185 | * | JDS Uniphase Corp | 2,005 | |||||||
291,880 | Juniper Networks, Inc | 7,580 | ||||||||
125,388 | * | Keysight Technologies, Inc | 3,911 | |||||||
21,162 | * | Kimball Electronics, Inc | 309 | |||||||
64,648 | *,e | Knowles Corp | 1,170 | |||||||
10,929 | * | KVH Industries, Inc | 147 | |||||||
45,344 | Lexmark International, Inc (Class A) | 2,004 | ||||||||
16,687 | Littelfuse, Inc | 1,583 | ||||||||
23,128 | * | Mercury Computer Systems, Inc | 339 | |||||||
1,988 | e | Mesa Laboratories, Inc | 177 | |||||||
28,385 | Methode Electronics, Inc | 779 | ||||||||
156,071 | Motorola, Inc | 8,949 | ||||||||
11,234 | MTS Systems Corp | 775 | ||||||||
6,959 | * | Multi-Fineline Electronix, Inc | 152 | |||||||
83,376 | National Instruments Corp | 2,456 | ||||||||
125,398 | * | NCR Corp | 3,774 | |||||||
229,985 | NetApp, Inc | 7,258 | ||||||||
26,175 | * | Netgear, Inc | 786 | |||||||
27,910 | * | Newport Corp | 529 | |||||||
37,400 | *,e | Nimble Storage, Inc | 1,049 | |||||||
29,647 | * | Novatel Wireless, Inc | 96 | |||||||
72,862 | *,e | Oclaro, Inc | 165 | |||||||
14,702 | * | OSI Systems, Inc | 1,041 | |||||||
53,646 | * | Palo Alto Networks, Inc | 9,372 | |||||||
16,460 | Park Electrochemical Corp | 315 | ||||||||
6,868 | PC Connection, Inc | 170 | ||||||||
29,009 | Plantronics, Inc | 1,634 | ||||||||
25,402 | * | Plexus Corp | 1,115 | |||||||
100,006 | * | Polycom, Inc | 1,144 | |||||||
65,614 | * | QLogic Corp | 931 | |||||||
1,205,755 | Qualcomm, Inc | 75,516 | ||||||||
171,155 | * | Quantum Corp | 288 | |||||||
31,179 | * | RealD, Inc | 384 | |||||||
21,664 | * | Rofin-Sinar Technologies, Inc | 598 | |||||||
13,791 | * | Rogers Corp | 912 | |||||||
55,372 | * | Ruckus Wireless, Inc | 573 | |||||||
153,815 | SanDisk Corp | 8,955 | ||||||||
61,646 | * | Sanmina Corp | 1,243 | |||||||
21,738 | * | Scansource, Inc | 827 | |||||||
43,182 | * | ShoreTel, Inc | 293 |
312 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
25,143 | *,e | Silicon Graphics International Corp | $ | 163 | ||||||
37,508 | * | Sonus Networks, Inc | 260 | |||||||
37,383 | *,e | Stratasys Ltd | 1,306 | |||||||
27,221 | * | Super Micro Computer, Inc | 805 | |||||||
27,223 | * | Synaptics, Inc | 2,361 | |||||||
21,522 | SYNNEX Corp | 1,575 | ||||||||
26,973 | * | Tech Data Corp | 1,553 | |||||||
192,019 | * | Trimble Navigation Ltd | 4,505 | |||||||
44,290 | * | TTM Technologies, Inc | 442 | |||||||
22,392 | e | Ubiquiti Networks, Inc | 715 | |||||||
29,474 | *,e | Universal Display Corp | 1,525 | |||||||
31,477 | * | Viasat, Inc | 1,897 | |||||||
60,568 | *,e | Violin Memory, Inc | 148 | |||||||
100,754 | e | Vishay Intertechnology, Inc | 1,177 | |||||||
9,508 | * | Vishay Precision Group, Inc | 143 | |||||||
165,870 | Western Digital Corp | 13,008 | ||||||||
38,312 | * | Zebra Technologies Corp (Class A) | 4,255 | |||||||
TOTAL TECHNOLOGY HARDWARE & EQUIPMENT | 1,022,650 | |||||||||
TELECOMMUNICATION SERVICES - 2.0% | ||||||||||
66,124 | * | 8x8, Inc | 592 | |||||||
3,841,077 | AT&T, Inc | 136,435 | ||||||||
7,918 | Atlantic Tele-Network, Inc | 547 | ||||||||
27,406 | * | Boingo Wireless, Inc | 226 | |||||||
416,899 | CenturyTel, Inc | 12,249 | ||||||||
149,815 | * | Cincinnati Bell, Inc | 572 | |||||||
34,230 | Cogent Communications Group, Inc | 1,158 | ||||||||
38,388 | Consolidated Communications Holdings, Inc | 807 | ||||||||
16,551 | * | Fairpoint Communications, Inc | 302 | |||||||
743,607 | e | Frontier Communications Corp | 3,681 | |||||||
24,304 | * | General Communication, Inc (Class A) | 413 | |||||||
348,844 | *,e | Globalstar, Inc | 736 | |||||||
7,568 | * | Hawaiian Telcom Holdco, Inc | 198 | |||||||
10,513 | IDT Corp (Class B) | 190 | ||||||||
45,794 | * | inContact, Inc | 452 | |||||||
25,073 | Inteliquent, Inc | 461 | ||||||||
20,308 | *,e | Intelsat S.A. | 201 | |||||||
60,764 | *,e | Iridium Communications, Inc | 552 | |||||||
213,185 | * | Level 3 Communications, Inc | 11,228 | |||||||
16,622 | Lumos Networks Corp | 246 | ||||||||
11,759 | *,e | NTELOS Holdings Corp | 54 | |||||||
44,329 | * | Orbcomm, Inc | 299 | |||||||
9,439 | * | Pacific DataVision, Inc | 398 | |||||||
35,134 | * | Premiere Global Services, Inc | 362 | |||||||
39,806 | * | RingCentral, Inc | 736 | |||||||
95,804 | * | SBA Communications Corp (Class A) | 11,015 | |||||||
18,151 | Shenandoah Telecom Co | 621 | ||||||||
17,224 | Spok Holdings, Inc | 290 | ||||||||
551,084 | *,e | Sprint Corp | 2,513 | |||||||
6,721 | * | Straight Path Communications, Inc | 220 | |||||||
68,830 | Telephone & Data Systems, Inc | 2,024 | ||||||||
203,125 | * | T-Mobile US, Inc | 7,875 |
313 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
9,529 | * | US Cellular Corp | $ | 359 | ||||||
3,017,135 | Verizon Communications, Inc | 140,629 | ||||||||
137,981 | * | Vonage Holdings Corp | 678 | |||||||
76,638 | e | Windstream Holdings, Inc | 489 | |||||||
105,945 | * | Zayo Group Holdings, Inc | 2,725 | |||||||
TOTAL TELECOMMUNICATION SERVICES | 342,533 | |||||||||
TRANSPORTATION - 2.1% | ||||||||||
40,179 | * | Air Transport Services Group, Inc | 421 | |||||||
95,969 | Alaska Air Group, Inc | 6,183 | ||||||||
9,935 | Allegiant Travel Co | 1,767 | ||||||||
5,332 | Amerco, Inc | 1,743 | ||||||||
512,493 | American Airlines Group, Inc | 20,466 | ||||||||
19,331 | Arkansas Best Corp | 615 | ||||||||
18,341 | * | Atlas Air Worldwide Holdings, Inc | 1,008 | |||||||
78,384 | * | Avis Budget Group, Inc | 3,455 | |||||||
20,049 | Celadon Group, Inc | 415 | ||||||||
107,766 | CH Robinson Worldwide, Inc | 6,724 | ||||||||
42,760 | Con-Way, Inc | 1,641 | ||||||||
24,453 | e | Copa Holdings S.A. (Class A) | 2,020 | |||||||
8,672 | * | Covenant Transportation Group, Inc | 217 | |||||||
731,012 | CSX Corp | 23,868 | ||||||||
603,800 | Delta Air Lines, Inc | 24,805 | ||||||||
15,158 | * | Eagle Bulk Shipping, Inc | 106 | |||||||
21,969 | * | Echo Global Logistics, Inc | 717 | |||||||
141,591 | Expeditors International of Washington, Inc | 6,528 | ||||||||
209,880 | FedEx Corp | 35,764 | ||||||||
22,919 | Forward Air Corp | 1,198 | ||||||||
39,257 | * | Genesee & Wyoming, Inc (Class A) | 2,991 | |||||||
47,727 | *,e | Golden Ocean Group Ltd (Oslo) | 184 | |||||||
34,479 | * | Hawaiian Holdings, Inc | 819 | |||||||
36,950 | Heartland Express, Inc | 747 | ||||||||
299,972 | * | Hertz Global Holdings, Inc | 5,435 | |||||||
26,734 | * | Hub Group, Inc (Class A) | 1,078 | |||||||
68,104 | J.B. Hunt Transport Services, Inc | 5,591 | ||||||||
231,738 | * | JetBlue Airways Corp | 4,811 | |||||||
81,773 | Kansas City Southern Industries, Inc | 7,458 | ||||||||
41,240 | * | Kirby Corp | 3,161 | |||||||
45,057 | Knight Transportation, Inc | 1,205 | ||||||||
33,557 | Landstar System, Inc | 2,244 | ||||||||
50,509 | Macquarie Infrastructure Co LLC | 4,174 | ||||||||
17,739 | Marten Transport Ltd | 385 | ||||||||
32,238 | Matson, Inc | 1,355 | ||||||||
60,245 | Navios Maritime Holdings, Inc | 224 | ||||||||
225,613 | Norfolk Southern Corp | 19,710 | ||||||||
51,170 | * | Old Dominion Freight Line | 3,510 | |||||||
2,470 | * | PAM Transportation Services, Inc | 143 | |||||||
6,136 | Park-Ohio Holdings Corp | 297 | ||||||||
20,803 | * | Quality Distribution, Inc | 322 | |||||||
17,329 | * | Radiant Logistics, Inc | 127 | |||||||
36,815 | * | Republic Airways Holdings, Inc | 338 | |||||||
20,933 | * | Roadrunner Transportation Services Holdings, Inc | 540 |
314 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
39,438 | Ryder System, Inc | $ | 3,446 | |||||||
30,068 | Safe Bulkers, Inc | 97 | ||||||||
18,094 | * | Saia, Inc | 711 | |||||||
137,961 | *,e | Scorpio Bulkers, Inc | 225 | |||||||
40,260 | Skywest, Inc | 605 | ||||||||
494,314 | Southwest Airlines Co | 16,357 | ||||||||
53,890 | * | Spirit Airlines, Inc | 3,347 | |||||||
63,781 | * | Swift Transportation Co, Inc | 1,446 | |||||||
647,906 | Union Pacific Corp | 61,791 | ||||||||
282,063 | * | United Continental Holdings, Inc | 14,952 | |||||||
518,852 | United Parcel Service, Inc (Class B) | 50,282 | ||||||||
6,297 | Universal Truckload Services, Inc | 138 | ||||||||
7,128 | * | USA Truck, Inc | 151 | |||||||
69,158 | *,e | UTI Worldwide, Inc | 691 | |||||||
18,831 | *,e | Virgin America, Inc | 517 | |||||||
34,798 | Werner Enterprises, Inc | 913 | ||||||||
44,920 | * | Wesco Aircraft Holdings, Inc | 681 | |||||||
52,800 | *,e | XPO Logistics, Inc | 2,385 | |||||||
23,809 | * | YRC Worldwide, Inc | 309 | |||||||
TOTAL TRANSPORTATION | 365,554 | |||||||||
UTILITIES - 2.9% | ||||||||||
35,975 | e | Abengoa Yield plc | 1,127 | |||||||
502,237 | AES Corp | 6,660 | ||||||||
88,857 | AGL Resources, Inc | 4,137 | ||||||||
35,666 | Allete, Inc | 1,655 | ||||||||
83,430 | Alliant Energy Corp | 4,816 | ||||||||
179,688 | Ameren Corp | 6,771 | ||||||||
361,395 | American Electric Power Co, Inc | 19,143 | ||||||||
29,456 | American States Water Co | 1,101 | ||||||||
133,205 | American Water Works Co, Inc | 6,478 | ||||||||
134,973 | Aqua America, Inc | 3,305 | ||||||||
4,909 | Artesian Resources Corp | 104 | ||||||||
92,825 | e | Atlantic Power Corp | 286 | |||||||
73,233 | Atmos Energy Corp | 3,755 | ||||||||
45,672 | Avista Corp | 1,400 | ||||||||
33,522 | Black Hills Corp | 1,463 | ||||||||
35,650 | California Water Service Group | 815 | ||||||||
276,377 | * | Calpine Corp | 4,972 | |||||||
318,361 | Centerpoint Energy, Inc | 6,058 | ||||||||
11,590 | Chesapeake Utilities Corp | 624 | ||||||||
46,444 | Cleco Corp | 2,501 | ||||||||
203,302 | CMS Energy Corp | 6,473 | ||||||||
8,405 | Connecticut Water Service, Inc | 287 | ||||||||
216,563 | Consolidated Edison, Inc | 12,535 | ||||||||
10,961 | Consolidated Water Co, Inc | 138 | ||||||||
438,500 | Dominion Resources, Inc | 29,322 | ||||||||
131,940 | DTE Energy Co | 9,848 | ||||||||
511,506 | Duke Energy Corp | 36,123 | ||||||||
94,898 | * | Dynegy, Inc | 2,776 | |||||||
239,987 | Edison International | 13,338 | ||||||||
30,616 | El Paso Electric Co | 1,061 |
315 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
33,239 | e | Empire District Electric Co | $ | 725 | ||||||
132,825 | Entergy Corp | 9,364 | ||||||||
235,099 | Eversource Energy | 10,676 | ||||||||
637,066 | Exelon Corp | 20,017 | ||||||||
311,936 | FirstEnergy Corp | 10,154 | ||||||||
9,378 | Genie Energy Ltd | 98 | ||||||||
114,306 | Great Plains Energy, Inc | 2,762 | ||||||||
79,361 | Hawaiian Electric Industries, Inc | 2,359 | ||||||||
37,236 | Idacorp, Inc | 2,090 | ||||||||
114,807 | ITC Holdings Corp | 3,694 | ||||||||
32,340 | Laclede Group, Inc | 1,684 | ||||||||
144,429 | MDU Resources Group, Inc | 2,821 | ||||||||
26,250 | MGE Energy, Inc | 1,017 | ||||||||
11,759 | Middlesex Water Co | 265 | ||||||||
62,456 | e | National Fuel Gas Co | 3,678 | |||||||
63,442 | New Jersey Resources Corp | 1,748 | ||||||||
328,258 | NextEra Energy, Inc | 32,179 | ||||||||
234,601 | NiSource, Inc | 10,695 | ||||||||
22,143 | Northwest Natural Gas Co | 934 | ||||||||
33,520 | NorthWestern Corp | 1,634 | ||||||||
245,109 | NRG Energy, Inc | 5,608 | ||||||||
21,934 | e | NRG Yield, Inc (Class A) | 482 | |||||||
25,354 | e | NRG Yield, Inc (Class C) | 555 | |||||||
147,340 | OGE Energy Corp | 4,210 | ||||||||
39,547 | ONE Gas, Inc | 1,683 | ||||||||
27,707 | e | Ormat Technologies, Inc | 1,044 | |||||||
27,545 | Otter Tail Corp | 733 | ||||||||
38,404 | e | Pattern Energy Group, Inc | 1,090 | |||||||
187,067 | Pepco Holdings, Inc | 5,040 | ||||||||
354,104 | PG&E Corp | 17,387 | ||||||||
58,125 | Piedmont Natural Gas Co, Inc | 2,052 | ||||||||
81,970 | Pinnacle West Capital Corp | 4,663 | ||||||||
58,763 | PNM Resources, Inc | 1,446 | ||||||||
58,032 | Portland General Electric Co | 1,924 | ||||||||
494,370 | PPL Corp | 14,569 | ||||||||
374,289 | Public Service Enterprise Group, Inc | 14,702 | ||||||||
130,852 | Questar Corp | 2,736 | ||||||||
104,543 | SCANA Corp | 5,295 | ||||||||
183,199 | Sempra Energy | 18,126 | ||||||||
12,005 | SJW Corp | 368 | ||||||||
49,250 | South Jersey Industries, Inc | 1,218 | ||||||||
670,636 | Southern Co | 28,100 | ||||||||
34,400 | Southwest Gas Corp | 1,830 | ||||||||
62,722 | * | Talen Energy Corp | 1,076 | |||||||
170,423 | TECO Energy, Inc | 3,010 | ||||||||
37,840 | TerraForm Power, Inc | 1,437 | ||||||||
128,103 | UGI Corp | 4,413 | ||||||||
41,780 | UIL Holdings Corp | 1,914 | ||||||||
10,272 | Unitil Corp | 339 | ||||||||
61,078 | Vectren Corp | 2,350 | ||||||||
15,334 | * | Vivint Solar, Inc | 187 | |||||||
233,695 | *,e | WEC Energy Group, Inc | 10,509 |
316 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
96,665 | Westar Energy, Inc | $ | 3,308 | |||||||
36,819 | WGL Holdings, Inc | 1,999 | ||||||||
375,757 | Xcel Energy, Inc | 12,092 | ||||||||
9,006 | York Water Co | 188 | ||||||||
TOTAL UTILITIES | 485,349 | |||||||||
TOTAL COMMON STOCKS | 16,978,808 | |||||||||
(Cost $9,364,976) | ||||||||||
RIGHTS / WARRANTS - 0.0% | ||||||||||
ENERGY - 0.0% | ||||||||||
15,560 | m | Magnum Hunter Resources Corp | 0 | |||||||
TOTAL ENERGY | 0 | |||||||||
HEALTH CARE EQUIPMENT & SERVICES - 0.0% | ||||||||||
151 | BioScrip, Inc | 0 | ||||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 0 | |||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0% | ||||||||||
10,743 | m | Forest Laboratories, Inc CVR | 10 | |||||||
6,747 | m | Furiex Pharmaceuticals, Inc | 66 | |||||||
4,045 | m | Omthera Pharmaceuticals, Inc | 2 | |||||||
28,951 | m | Trius Therapeutics, Inc | 4 | |||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 82 | |||||||||
SOFTWARE & SERVICES - 0.0% | ||||||||||
19,206 | m | Gerber Scientific, Inc | 0 | |||||||
TOTAL SOFTWARE & SERVICES | 0 | |||||||||
TELECOMMUNICATION SERVICES - 0.0% | ||||||||||
46,753 | m | Leap Wireless International, Inc | 118 | |||||||
TOTAL TELECOMMUNICATION SERVICES | 118 | |||||||||
TOTAL RIGHTS / WARRANTS | 200 | |||||||||
(Cost $184) | ||||||||||
SHORT-TERM INVESTMENTS - 3.2% | ||||||||||
INVESTMENTS IN REGISTERED INVESTMENT COMPANIES - 3.2% | ||||||||||
548,286,817 | a,c | TIAA-CREF Short Term Lending Portfolio of the State Street Navigator Securities Lending Trust | 548,287 | |||||||
TOTAL INVESTMENTS IN REGISTERED INVESTMENT COMPANIES | 548,287 | |||||||||
TOTAL SHORT-TERM INVESTMENTS | 548,287 | |||||||||
(Cost $548,287) |
317 |
COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account
VALUE | ||||||||||
(000) | ||||||||||
TOTAL INVESTMENTS - 103.0% | $ | 17,527,295 | ||||||||
(Cost $9,913,447) | ||||||||||
OTHER ASSETS & LIABILITIES, NET - (3.0)% | (514,615 | ) | ||||||||
NET ASSETS - 100.0% | $ | 17,012,680 |
Abbreviation(s): | |||
ETF | Exchange Traded Fund | ||
REIT | Real Estate Investment Trust | ||
SPDR | Standard & Poor’s Depository Receipts | ||
* | Non-income producing | |
^ | Amount represents less than $1,000. | |
a | Affiliated holding | |
c | Investments made with cash collateral received from securites on loan. | |
e | All or a portion of these securities are out on loan. The aggregate value of securities on loan is $538,804,000. | |
m | Indicates a security that has been deemed illiquid. | |
Cost amounts are in thousands. |
318 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
COLLEGE RETIREMENT EQUITIES FUND
BOND MARKET ACCOUNT
SCHEDULE OF INVESTMENTS (unaudited)
June 30, 2015
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
BANK LOAN OBLIGATIONS - 0.9% | ||||||||||||||||
AUTOMOBILES & COMPONENTS - 0.1% | ||||||||||||||||
$ | 4,962,500 | i | Gates Global LLC | 4.250 | % | 07/05/21 | $ | 4,882 | ||||||||
4,423,077 | i | INA Beteiligungsgesellschaft mbH | 4.250 | 05/15/20 | 4,440 | |||||||||||
TOTAL AUTOMOBILES & COMPONENTS | 9,322 | |||||||||||||||
CAPITAL GOODS - 0.0% | ||||||||||||||||
4,259,379 | i | TransDigm, Inc | 3.750 | 02/28/20 | 4,222 | |||||||||||
TOTAL CAPITAL GOODS | 4,222 | |||||||||||||||
COMMERCIAL & PROFESSIONAL SERVICES - 0.0% | ||||||||||||||||
2,719,656 | i | Capital Safety North America | 3.750 | 03/29/21 | 2,712 | |||||||||||
665,000 | i | Staples, Inc | 3.500 | 04/24/21 | 663 | |||||||||||
TOTAL COMMERCIAL & PROFESSIONAL SERVICES | 3,375 | |||||||||||||||
CONSUMER DURABLES & APPAREL - 0.0% | ||||||||||||||||
1,197,000 | i | Hanesbrands, Inc | 3.250 | 04/29/22 | 1,203 | |||||||||||
TOTAL CONSUMER DURABLES & APPAREL | 1,203 | |||||||||||||||
CONSUMER SERVICES - 0.1% | ||||||||||||||||
3,807,407 | i | 1011778 BC ULC | 3.750 | 12/12/21 | 3,802 | |||||||||||
4,234,234 | i | Hilton Worldwide | 3.500 | 10/26/20 | 4,235 | |||||||||||
4,949,239 | i | MGM Resorts International | 3.500 | 12/20/19 | 4,911 | |||||||||||
TOTAL CONSUMER SERVICES | 12,948 | |||||||||||||||
DIVERSIFIED FINANCIALS - 0.0% | ||||||||||||||||
4,949,875 | i | TransUnion LLC | 3.750 | 04/09/21 | 4,903 | |||||||||||
TOTAL DIVERSIFIED FINANCIALS | 4,903 | |||||||||||||||
ENERGY - 0.0% | ||||||||||||||||
168,582 | i | Granite Acquisition, Inc | 5.000 | 12/19/21 | 170 | |||||||||||
3,812,261 | i | Granite Acquisition, Inc | 5.000 | 12/19/21 | 3,850 | |||||||||||
TOTAL ENERGY | 4,020 | |||||||||||||||
FOOD & STAPLES RETAILING - 0.1% | ||||||||||||||||
5,550,000 | i | Albertson’s Holdings LLC | 5.500 | 08/25/21 | 5,571 | |||||||||||
TOTAL FOOD & STAPLES RETAILING | 5,571 | |||||||||||||||
FOOD, BEVERAGE & TOBACCO - 0.1% | ||||||||||||||||
6,998,607 | i | HJ Heinz Co | 3.000 | 06/07/19 | 6,996 | |||||||||||
TOTAL FOOD, BEVERAGE & TOBACCO | 6,996 | |||||||||||||||
HEALTH CARE EQUIPMENT & SERVICES - 0.1% | ||||||||||||||||
3,589,986 | i | Capsugel Holdings US, Inc | 3.500 | 08/01/18 | 3,586 | |||||||||||
303,898 | i | CHS/Community Health Systems | 4.000 | 01/27/21 | 304 | |||||||||||
1,683,000 | i | DaVita HealthCare Partners, Inc | 3.500 | 06/24/21 | 1,682 |
319 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 2,960,896 | i | Kinetic Concepts, Inc | 4.000 | % | 11/04/16 | $ | 2,961 | ||||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 8,533 | |||||||||||||||
MATERIALS - 0.1% | ||||||||||||||||
889,530 | i | Eco Services Operations LLC | 4.750 | 12/04/21 | 883 | |||||||||||
1,123,000 | i | Minerals Technologies, Inc | 3.750 | 05/09/21 | 1,122 | |||||||||||
4,034,664 | i | Minerals Technologies, Inc | 3.750 | 05/09/21 | 4,031 | |||||||||||
3,374,500 | i | Solenis International LP | 4.250 | 07/31/21 | 3,355 | |||||||||||
TOTAL MATERIALS | 9,391 | |||||||||||||||
MEDIA - 0.1% | ||||||||||||||||
5,000,000 | i | CBS Outdoor Americas Capital LLC | 3.000 | 02/01/21 | 4,982 | |||||||||||
4,525,502 | i | MTL Publishing LLC | 3.750 | 06/29/18 | 4,515 | |||||||||||
1,807,855 | i | Univision Communications, Inc | 4.000 | 03/01/20 | 1,793 | |||||||||||
3,029,946 | i | Virgin Media Investment Holdings Ltd | 3.500 | 06/30/23 | 2,997 | |||||||||||
TOTAL MEDIA | 14,287 | |||||||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0% | ||||||||||||||||
800,000 | i | Endo Luxembourg Finance I Co Sarl | 3.750 | 06/24/22 | 801 | |||||||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 801 | |||||||||||||||
RETAILING - 0.0% | ||||||||||||||||
697,595 | i | Dollar Tree, Inc | 3.500 | 03/09/22 | 697 | |||||||||||
850,000 | i | PetSmart, Inc | 4.250 | 03/10/22 | 848 | |||||||||||
TOTAL RETAILING | 1,545 | |||||||||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.1% | ||||||||||||||||
10,719,659 | i | Avago Technologies Ltd | 3.750 | 05/06/21 | 10,729 | |||||||||||
TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 10,729 | |||||||||||||||
SOFTWARE & SERVICES - 0.1% | ||||||||||||||||
3,160,030 | i | Activision Blizzard, Inc | 3.250 | 10/11/20 | 3,167 | |||||||||||
4,949,875 | i | IMS Health, Inc | 3.500 | 03/17/21 | 4,919 | |||||||||||
413,677 | i | SS&C Technologies Holdings Europe SARL | 4.000 | 06/23/22 | 413 | |||||||||||
1,836,323 | i | SS&C Technologies Holdings, Inc | 4.000 | 06/23/22 | 1,835 | |||||||||||
TOTAL SOFTWARE & SERVICES | 10,334 | |||||||||||||||
TECHNOLOGY HARDWARE & EQUIPMENT - 0.0% | ||||||||||||||||
4,751,637 | i | NXP BV | 3.250 | 01/11/20 | 4,731 | |||||||||||
TOTAL TECHNOLOGY HARDWARE & EQUIPMENT | 4,731 | |||||||||||||||
TELECOMMUNICATION SERVICES - 0.0% | ||||||||||||||||
1,225,000 | i | CommScope Holding Co, Inc | 3.750 | 05/29/22 | 1,222 | |||||||||||
TOTAL TELECOMMUNICATION SERVICES | 1,222 | |||||||||||||||
UTILITIES - 0.0% | ||||||||||||||||
194,500 | i | Calpine Corp | 4.000 | 10/09/19 | 194 | |||||||||||
TOTAL UTILITIES | 194 | |||||||||||||||
TOTAL BANK LOAN OBLIGATIONS | 114,327 | |||||||||||||||
(Cost $114,356) |
320 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
BONDS - 97.6% | ||||||||||||||||
CORPORATE BONDS - 37.3% | ||||||||||||||||
AUTOMOBILES & COMPONENTS - 0.3% | ||||||||||||||||
$ | 10,300,000 | Ford Motor Co | 4.750 | % | 01/15/43 | $ | 10,019 | |||||||||
1,000,000 | g | Gates Global LLC | 6.000 | 07/15/22 | 905 | |||||||||||
1,900,000 | g | Hyundai Capital Services, Inc | 2.625 | 09/29/20 | 1,890 | |||||||||||
13,950,000 | Johnson Controls, Inc | 4.625 | 07/02/44 | 13,262 | ||||||||||||
8,675,000 | Magna International, Inc | 3.625 | 06/15/24 | 8,531 | ||||||||||||
350,000 | g | ZF North America Capital, Inc | 4.000 | 04/29/20 | 350 | |||||||||||
175,000 | g | ZF North America Capital, Inc | 4.500 | 04/29/22 | 172 | |||||||||||
350,000 | g | ZF North America Capital, Inc | 4.750 | 04/29/25 | 340 | |||||||||||
TOTAL AUTOMOBILES & COMPONENTS | 35,469 | |||||||||||||||
BANKS - 7.0% | ||||||||||||||||
3,100,000 | g | Akbank TAS | 4.000 | 01/24/20 | 3,020 | |||||||||||
2,300,000 | g | Akbank TAS | 5.125 | 03/31/25 | 2,199 | |||||||||||
750,000 | g | Alfa Bond Issuance plc for OJSC Alfa Bank | 7.750 | 04/28/21 | 738 | |||||||||||
2,500,000 | Banco de Oro Unibank, Inc | 3.875 | 04/22/16 | 2,520 | ||||||||||||
6,250,000 | g | Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santander | 4.125 | 11/09/22 | 6,222 | |||||||||||
4,350,000 | Bancolombia S.A. | 5.950 | 06/03/21 | 4,770 | ||||||||||||
1,500,000 | g | Bank Nederlandse Gemeenten | 1.375 | 03/19/18 | 1,507 | |||||||||||
3,000,000 | g | Bank Nederlandse Gemeenten | 1.875 | 06/11/19 | 3,031 | |||||||||||
5,000,000 | g | Bank Nederlandse Gemeenten | 2.625 | 04/28/21 | 5,130 | |||||||||||
15,175,000 | Bank of America Corp | 3.750 | 07/12/16 | 15,555 | ||||||||||||
18,550,000 | Bank of America Corp | 5.300 | 03/15/17 | 19,645 | ||||||||||||
8,525,000 | Bank of America Corp | 6.000 | 09/01/17 | 9,268 | ||||||||||||
9,000,000 | Bank of America Corp | 2.600 | 01/15/19 | 9,092 | ||||||||||||
16,500,000 | Bank of America Corp | 4.000 | 01/22/25 | 16,052 | ||||||||||||
12,050,000 | Bank of America Corp | 3.950 | 04/21/25 | 11,621 | ||||||||||||
9,825,000 | Bank of America Corp | 4.750 | 04/21/45 | 9,079 | ||||||||||||
27,700,000 | g | Bank of Montreal | 2.625 | 01/25/16 | 28,022 | |||||||||||
29,500,000 | g | Bank of Nova Scotia | 2.150 | 08/03/16 | 29,959 | |||||||||||
25,000,000 | Bank of Nova Scotia | 2.125 | 09/11/19 | 25,139 | ||||||||||||
5,850,000 | g | Bank of Tokyo-Mitsubishi UFJ Ltd | 2.350 | 02/23/17 | 5,928 | |||||||||||
5,450,000 | g | Bank of Tokyo-Mitsubishi UFJ Ltd | 2.350 | 09/08/19 | 5,439 | |||||||||||
7,100,000 | g | Bank of Tokyo-Mitsubishi UFJ Ltd | 3.250 | 09/08/24 | 7,005 | |||||||||||
8,075,000 | Barclays plc | 2.750 | 11/08/19 | 8,017 | ||||||||||||
13,300,000 | Barclays plc | 3.650 | 03/16/25 | 12,579 | ||||||||||||
5,190,000 | g | BBVA Banco Continental S.A. | 3.250 | 04/08/18 | 5,261 | |||||||||||
3,200,000 | Branch Banking & Trust Co | 2.300 | 10/15/18 | 3,247 | ||||||||||||
12,500,000 | g | Canadian Imperial Bank of Commerce | 2.750 | 01/27/16 | 12,656 | |||||||||||
11,850,000 | Capital One Bank USA NA | 2.950 | 07/23/21 | 11,639 | ||||||||||||
4,500,000 | Capital One Bank USA NA | 3.375 | 02/15/23 | 4,366 | ||||||||||||
8,425,000 | Citigroup, Inc | 1.300 | 11/15/16 | 8,418 | ||||||||||||
9,300,000 | Citigroup, Inc | 2.550 | 04/08/19 | 9,371 | ||||||||||||
11,000,000 | Citigroup, Inc | 3.875 | 10/25/23 | 11,211 | ||||||||||||
6,300,000 | Citigroup, Inc | 3.750 | 06/16/24 | 6,328 | ||||||||||||
23,075,000 | Citigroup, Inc | 3.300 | 04/27/25 | 22,154 | ||||||||||||
13,175,000 | Citigroup, Inc | 4.400 | 06/10/25 | 13,106 | ||||||||||||
10,525,000 | Citigroup, Inc | 5.300 | 05/06/44 | 10,686 |
321 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 10,000,000 | i | Citigroup, Inc | 5.350 | % | 12/30/49 | $ | 9,415 | ||||||||
6,875,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA | 3.950 | 11/09/22 | 6,866 | ||||||||||||
8,650,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA | 4.625 | 12/01/23 | 8,913 | ||||||||||||
10,900,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA | 5.750 | 12/01/43 | 11,927 | ||||||||||||
6,600,000 | g | Credit Agricole S.A. | 2.750 | 06/10/20 | 6,596 | |||||||||||
6,600,000 | g | Credit Agricole S.A. | 4.375 | 03/17/25 | 6,322 | |||||||||||
2,800,000 | g | DBS Group Holdings Ltd | 2.246 | 07/16/19 | 2,801 | |||||||||||
9,425,000 | Discover Bank | 3.100 | 06/04/20 | 9,407 | ||||||||||||
5,980,000 | Eksportfinans ASA | 2.375 | 05/25/16 | 5,980 | ||||||||||||
2,300,000 | g | Export Credit Bank of Turkey | 5.000 | 09/23/21 | 2,314 | |||||||||||
12,850,000 | Fifth Third Bancorp | 2.375 | 04/25/19 | 12,858 | ||||||||||||
8,700,000 | g | HSBC Bank plc | 1.500 | 05/15/18 | 8,641 | |||||||||||
7,350,000 | g | HSBC Bank plc | 4.125 | 08/12/20 | 7,883 | |||||||||||
1,550,000 | HSBC Holdings plc | 4.000 | 03/30/22 | 1,621 | ||||||||||||
2,100,000 | HSBC Holdings plc | 6.500 | 09/15/37 | 2,527 | ||||||||||||
5,000,000 | HSBC USA, Inc | 1.625 | 01/16/18 | 5,000 | ||||||||||||
7,150,000 | HSBC USA, Inc | 2.250 | 06/23/19 | 7,089 | ||||||||||||
16,675,000 | JPMorgan Chase & Co | 2.750 | 06/23/20 | 16,662 | ||||||||||||
17,000,000 | JPMorgan Chase & Co | 3.875 | 02/01/24 | 17,253 | ||||||||||||
9,400,000 | JPMorgan Chase & Co | 4.850 | 02/01/44 | 9,677 | ||||||||||||
13,300,000 | JPMorgan Chase & Co | 4.950 | 06/01/45 | 12,882 | ||||||||||||
3,750,000 | i | JPMorgan Chase & Co | 5.150 | 12/30/49 | 3,569 | |||||||||||
9,550,000 | KeyBank NA | 2.500 | 12/15/19 | 9,583 | ||||||||||||
6,625,000 | KeyBank NA | 2.250 | 03/16/20 | 6,563 | ||||||||||||
15,650,000 | KeyBank NA | 3.300 | 06/01/25 | 15,172 | ||||||||||||
4,475,000 | g | Macquarie Bank Ltd | 2.600 | 06/24/19 | 4,497 | |||||||||||
9,950,000 | Manufacturers & Traders Trust Co | 2.100 | 02/06/20 | 9,801 | ||||||||||||
1,500,000 | g,i | Oversea-Chinese Banking Corp Ltd | 4.000 | 10/15/24 | 1,535 | |||||||||||
2,325,000 | g | PKO Finance AB | 4.630 | 09/26/22 | 2,401 | |||||||||||
10,400,000 | PNC Bank NA | 2.200 | 01/28/19 | 10,443 | ||||||||||||
11,475,000 | PNC Bank NA | 2.250 | 07/02/19 | 11,459 | ||||||||||||
10,950,000 | PNC Bank NA | 2.700 | 11/01/22 | 10,525 | ||||||||||||
17,395,000 | PNC Bank NA | 2.950 | 01/30/23 | 16,808 | ||||||||||||
6,000,000 | PNC Financial Services Group, Inc | 3.900 | 04/29/24 | 6,053 | ||||||||||||
4,900,000 | g,i | Rabobank Nederland NV | 11.000 | 12/30/49 | 6,211 | |||||||||||
12,000,000 | Royal Bank of Canada | 1.200 | 09/19/17 | 11,979 | ||||||||||||
11,300,000 | Royal Bank of Canada | 2.200 | 07/27/18 | 11,486 | ||||||||||||
40,000,000 | Royal Bank of Canada | 1.875 | 02/05/20 | 39,644 | ||||||||||||
2,000,000 | g | Shinhan Bank | 2.250 | 04/15/20 | 1,973 | |||||||||||
15,000,000 | g | Skandinaviska Enskilda Banken AB | 1.375 | 05/29/18 | 14,957 | |||||||||||
8,325,000 | g | Societe Generale S.A. | 4.250 | 04/14/25 | 7,816 | |||||||||||
2,355,000 | g | Sumitomo Mitsui Banking Corp | 3.150 | 07/22/15 | 2,358 | |||||||||||
3,800,000 | Sumitomo Mitsui Banking Corp | 2.500 | 07/19/18 | 3,871 | ||||||||||||
6,650,000 | Sumitomo Mitsui Banking Corp | 2.450 | 01/16/20 | 6,660 | ||||||||||||
5,700,000 | SunTrust Banks, Inc | 2.750 | 05/01/23 | 5,478 | ||||||||||||
495,000 | Toronto-Dominion Bank | 2.500 | 07/14/16 | 503 | ||||||||||||
16,500,000 | g | Toronto-Dominion Bank | 1.625 | 09/14/16 | 16,665 | |||||||||||
70,000,000 | g | Toronto-Dominion Bank | 1.500 | 03/13/17 | 70,634 | |||||||||||
7,650,000 | Toronto-Dominion Bank | 1.125 | 05/02/17 | 7,660 | ||||||||||||
13,300,000 | g | Toronto-Dominion Bank | 1.950 | 04/02/20 | 13,186 | |||||||||||
1,325,000 | g | Turkiye Garanti Bankasi AS. | 4.750 | 10/17/19 | 1,340 | |||||||||||
1,700,000 | g | Turkiye Halk Bankasi AS. | 4.750 | 06/04/19 | 1,712 | |||||||||||
2,350,000 | g | Turkiye Is Bankasi | 3.750 | 10/10/18 | 2,322 |
322 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 2,775,000 | g | Turkiye Is Bankasi | 5.500 | % | 04/21/19 | $ | 2,883 | ||||||||
7,100,000 | Union Bank NA | 2.125 | 06/16/17 | 7,201 | ||||||||||||
5,700,000 | UnionBanCal Corp | 3.500 | 06/18/22 | 5,772 | ||||||||||||
5,800,000 | US Bancorp | 1.650 | 05/15/17 | 5,869 | ||||||||||||
17,650,000 | US Bank NA | 2.800 | 01/27/25 | 16,861 | ||||||||||||
5,700,000 | Westpac Banking Corp | 3.000 | 08/04/15 | 5,713 | ||||||||||||
15,000,000 | g | Westpac Banking Corp | 1.850 | 11/26/18 | 15,062 | |||||||||||
10,850,000 | Westpac Banking Corp | 2.250 | 01/17/19 | 10,979 | ||||||||||||
TOTAL BANKS | 937,818 | |||||||||||||||
CAPITAL GOODS - 1.0% | ||||||||||||||||
5,750,000 | Caterpillar Financial Services Corp | 2.250 | 12/01/19 | 5,795 | ||||||||||||
5,700,000 | Caterpillar Financial Services Corp | 3.250 | 12/01/24 | 5,636 | ||||||||||||
12,050,000 | Caterpillar, Inc | 1.500 | 06/26/17 | 12,163 | ||||||||||||
6,675,000 | g | CRH America, Inc | 3.875 | 05/18/25 | 6,604 | |||||||||||
8,000,000 | Deere & Co | 2.600 | 06/08/22 | 7,863 | ||||||||||||
2,075,000 | Eaton Corp | 4.000 | 11/02/32 | 2,003 | ||||||||||||
5,250,000 | Embraer Netherlands Finance BV | 5.050 | 06/15/25 | 5,250 | ||||||||||||
1,300,000 | g | Huntington Ingalls Industries, Inc | 5.000 | 12/15/21 | 1,323 | |||||||||||
4,250,000 | Ingersoll-Rand Luxembourg Finance S.A. | 3.550 | 11/01/24 | 4,152 | ||||||||||||
17,675,000 | John Deere Capital Corp | 1.950 | 03/04/19 | 17,699 | ||||||||||||
1,374,455 | g | Odebrecht Offshore Drilling Finance Ltd | 6.625 | 10/01/22 | 941 | |||||||||||
1,838,200 | g | Odebrecht Offshore Drilling Finance Ltd | 6.750 | 10/01/22 | 1,319 | |||||||||||
4,925,000 | Rockwell Automation, Inc | 2.050 | 03/01/20 | 4,886 | ||||||||||||
4,995,000 | Rockwell Automation, Inc | 2.875 | 03/01/25 | 4,837 | ||||||||||||
1,250,000 | g | Schaeffler Finance BV | 4.750 | 05/15/21 | 1,256 | |||||||||||
1,370,000 | g | Sealed Air Corp | 5.250 | 04/01/23 | 1,379 | |||||||||||
6,600,000 | g | Siemens Financieringsmaatschappij NV | 4.400 | 05/27/45 | 6,485 | |||||||||||
12,950,000 | Timken Co | 3.875 | 09/01/24 | 12,517 | ||||||||||||
7,000,000 | g | TSMC Global Ltd | 1.625 | 04/03/18 | 6,916 | |||||||||||
1,750,000 | g | Tupy Overseas S.A. | 6.625 | 07/17/24 | 1,713 | |||||||||||
8,950,000 | United Technologies Corp | 1.800 | 06/01/17 | 9,079 | ||||||||||||
5,950,000 | United Technologies Corp | 4.500 | 06/01/42 | 6,023 | ||||||||||||
6,600,000 | United Technologies Corp | 4.150 | 05/15/45 | 6,277 | ||||||||||||
TOTAL CAPITAL GOODS | 132,116 | |||||||||||||||
COMMERCIAL & PROFESSIONAL SERVICES - 0.7% | ||||||||||||||||
2,105,000 | 21st Century Fox America, Inc | 7.625 | 11/30/28 | 2,719 | ||||||||||||
1,578,000 | 21st Century Fox America, Inc | 6.550 | 03/15/33 | 1,923 | ||||||||||||
3,575,000 | 21st Century Fox America, Inc | 6.650 | 11/15/37 | 4,338 | ||||||||||||
3,800,000 | 21st Century Fox America, Inc | 6.900 | 08/15/39 | 4,738 | ||||||||||||
1,425,000 | ADT Corp | 4.125 | 04/15/19 | 1,446 | ||||||||||||
1,425,000 | ADT Corp | 6.250 | 10/15/21 | 1,496 | ||||||||||||
1,250,000 | g | AECOM Technology Corp | 5.750 | 10/15/22 | 1,266 | |||||||||||
4,875,000 | g | AECOM Technology Corp | 5.875 | 10/15/24 | 4,942 | |||||||||||
7,175,000 | Air Lease Corp | 3.875 | 04/01/21 | 7,247 | ||||||||||||
11,750,000 | g | Daimler Finance North America LLC | 3.300 | 05/19/25 | 11,555 | |||||||||||
7,250,000 | Fluor Corp | 3.500 | 12/15/24 | 7,258 | ||||||||||||
10,290,000 | Republic Services, Inc | 3.800 | 05/15/18 | 10,819 | ||||||||||||
5,375,000 | Republic Services, Inc | 3.550 | 06/01/22 | 5,440 | ||||||||||||
6,625,000 | Republic Services, Inc | 3.200 | 03/15/25 | 6,362 | ||||||||||||
2,000,000 | United Rentals North America, Inc | 4.625 | 07/15/23 | 1,961 | ||||||||||||
7,150,000 | Waste Management, Inc | 2.600 | 09/01/16 | 7,275 |
323 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 15,050,000 | Waste Management, Inc | 2.900 | % | 09/15/22 | $ | 14,776 | |||||||||
2,000,000 | Waste Management, Inc | 3.900 | 03/01/35 | 1,828 | ||||||||||||
2,225,000 | Waste Management, Inc | 4.100 | 03/01/45 | 2,022 | ||||||||||||
TOTAL COMMERCIAL & PROFESSIONAL SERVICES | 99,411 | |||||||||||||||
CONSUMER DURABLES & APPAREL - 0.2% | ||||||||||||||||
1,250,000 | g | Controladora Mabe S.A. de C.V. | 7.875 | 10/28/19 | 1,410 | |||||||||||
9,600,000 | DR Horton, Inc | 3.750 | 03/01/19 | 9,672 | ||||||||||||
3,000,000 | Lennar Corp | 4.500 | 11/15/19 | 3,038 | ||||||||||||
6,900,000 | PVH Corp | 4.500 | 12/15/22 | 6,831 | ||||||||||||
2,625,000 | Whirlpool Corp | 3.700 | 03/01/23 | 2,637 | ||||||||||||
TOTAL CONSUMER DURABLES & APPAREL | 23,588 | |||||||||||||||
CONSUMER SERVICES - 0.8% | ||||||||||||||||
4,000,000 | g | 1011778 BC / New Red Fin | 6.000 | 04/01/22 | 4,110 | |||||||||||
2,475,000 | GLP Capital LP | 4.375 | 11/01/18 | 2,540 | ||||||||||||
5,000,000 | Johns Hopkins University | 4.083 | 07/01/53 | 4,718 | ||||||||||||
8,000,000 | President and Fellows of Harvard College | 3.529 | 10/01/31 | 7,627 | ||||||||||||
14,250,000 | President and Fellows of Harvard College | 3.619 | 10/01/37 | 13,542 | ||||||||||||
11,650,000 | g | SABMiller Holdings, Inc | 3.750 | 01/15/22 | 12,024 | |||||||||||
6,475,000 | Service Corp International | 5.375 | 05/15/24 | 6,766 | ||||||||||||
800,000 | g | Six Flags Entertainment Corp | 5.250 | 01/15/21 | 816 | |||||||||||
40,000,000 | Stanford University | 4.013 | 05/01/42 | 39,488 | ||||||||||||
21,000,000 | University of Chicago | 4.151 | 10/01/45 | 19,796 | ||||||||||||
TOTAL CONSUMER SERVICES | 111,427 | |||||||||||||||
DIVERSIFIED FINANCIALS - 5.1% | ||||||||||||||||
3,875,000 | Abbey National Treasury Services plc | 4.000 | 04/27/16 | 3,965 | ||||||||||||
2,000,000 | American Express Centurion Bank | 6.000 | 09/13/17 | 2,186 | ||||||||||||
9,275,000 | American Express Credit Corp | 1.300 | 07/29/16 | 9,304 | ||||||||||||
5,550,000 | American Express Credit Corp | 2.250 | 08/15/19 | 5,555 | ||||||||||||
9,750,000 | American Express Credit Corp | 2.375 | 05/26/20 | 9,671 | ||||||||||||
6,250,000 | i | Bank of New York Mellon Corp | 1.969 | 06/20/17 | 6,344 | |||||||||||
4,125,000 | Bank of New York Mellon Corp | 5.450 | 05/15/19 | 4,617 | ||||||||||||
11,550,000 | g | Bayer US Finance LLC | �� | 2.375 | 10/08/19 | 11,582 | ||||||||||
8,100,000 | g | Bayer US Finance LLC | 3.375 | 10/08/24 | 8,045 | |||||||||||
2,500,000 | g | BBVA Bancomer S.A. | 6.750 | 09/30/22 | 2,753 | |||||||||||
2,400,000 | g,i | BBVA Bancomer S.A. | 5.350 | 11/12/29 | 2,388 | |||||||||||
4,500,000 | BlackRock, Inc | 3.500 | 03/18/24 | 4,567 | ||||||||||||
10,680,000 | g | Caisse Centrale Desjardins du Quebec | 2.550 | 03/24/16 | 10,841 | |||||||||||
24,600,000 | g | Caisse Centrale Desjardins du Quebec | 1.600 | 03/06/17 | 24,849 | |||||||||||
10,100,000 | Capital One Financial Corp | 1.000 | 11/06/15 | 10,085 | ||||||||||||
2,800,000 | g | Comcel Trust | 6.875 | 02/06/24 | 2,947 | |||||||||||
3,700,000 | Countrywide Financial Corp | 6.250 | 05/15/16 | 3,845 | ||||||||||||
7,175,000 | Credit Suisse | 2.300 | 05/28/19 | 7,157 | ||||||||||||
5,675,000 | Credit Suisse | 3.000 | 10/29/21 | 5,624 | ||||||||||||
10,250,000 | g | Credit Suisse Group Funding Guernsey Ltd | 3.750 | 03/26/25 | 9,852 | |||||||||||
6,500,000 | g | Credit Suisse Group Funding Guernsey Ltd | 4.875 | 05/15/45 | 6,232 | |||||||||||
10,000,000 | g | FMR LLC | 4.950 | 02/01/33 | 10,337 | |||||||||||
11,425,000 | g | FMR LLC | 5.150 | 02/01/43 | 11,789 | |||||||||||
6,660,000 | Ford Motor Credit Co LLC | 4.250 | 02/03/17 | 6,921 | ||||||||||||
3,340,000 | Ford Motor Credit Co LLC | 6.625 | 08/15/17 | 3,664 | ||||||||||||
6,600,000 | Ford Motor Credit Co LLC | 2.375 | 03/12/19 | 6,574 |
324 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 17,000,000 | General Electric Capital Corp | 1.625 | % | 07/02/15 | $ | 17,000 | |||||||||
4,050,000 | General Electric Capital Corp | 2.200 | 01/09/20 | 4,046 | ||||||||||||
30,000,000 | General Electric Capital Corp | 3.100 | 01/09/23 | 29,880 | ||||||||||||
5,000,000 | General Electric Capital Corp | 5.875 | 01/14/38 | 6,001 | ||||||||||||
375,000 | General Electric Capital Corp | 6.875 | 01/10/39 | 502 | ||||||||||||
3,900,000 | General Motors Financial Co, Inc | 4.375 | 09/25/21 | 4,041 | ||||||||||||
5,000,000 | General Motors Financial Co, Inc | 3.450 | 04/10/22 | 4,889 | ||||||||||||
11,075,000 | Goldman Sachs Group, Inc | 2.375 | 01/22/18 | 11,238 | ||||||||||||
7,100,000 | Goldman Sachs Group, Inc | 2.600 | 04/23/20 | 7,058 | ||||||||||||
7,800,000 | Goldman Sachs Group, Inc | 3.625 | 01/22/23 | 7,741 | ||||||||||||
23,975,000 | Goldman Sachs Group, Inc | 3.500 | 01/23/25 | 23,216 | ||||||||||||
12,200,000 | Goldman Sachs Group, Inc | 3.750 | 05/22/25 | 12,021 | ||||||||||||
1,150,000 | Goldman Sachs Group, Inc | 6.450 | 05/01/36 | 1,294 | ||||||||||||
3,100,000 | Goldman Sachs Group, Inc | 6.750 | 10/01/37 | 3,630 | ||||||||||||
300,000 | Goldman Sachs Group, Inc | 6.250 | 02/01/41 | 354 | ||||||||||||
7,375,000 | Goldman Sachs Group, Inc | 4.800 | 07/08/44 | 7,299 | ||||||||||||
9,550,000 | Goldman Sachs Group, Inc | 5.150 | 05/22/45 | 9,181 | ||||||||||||
9,599,000 | HSBC Finance Corp | 6.676 | 01/15/21 | 11,095 | ||||||||||||
6,100,000 | g | Hyundai Capital America | 2.600 | 03/19/20 | 6,097 | |||||||||||
2,750,000 | g | Hyundai Capital Services, Inc | 3.500 | 09/13/17 | 2,847 | |||||||||||
1,425,000 | Icahn Enterprises LP | 4.875 | 03/15/19 | 1,436 | ||||||||||||
1,725,000 | Icahn Enterprises LP | 5.875 | 02/01/22 | 1,755 | ||||||||||||
4,800,000 | g | ICICI Bank Ltd | 3.500 | 03/18/20 | 4,865 | |||||||||||
800,000 | Indian Railway Finance Corp Ltd | 3.917 | 02/26/19 | 824 | ||||||||||||
9,250,000 | International Lease Finance Corp | 5.750 | 05/15/16 | 9,481 | ||||||||||||
8,400,000 | International Lease Finance Corp | 3.875 | 04/15/18 | 8,442 | ||||||||||||
3,200,000 | International Lease Finance Corp | 5.875 | 04/01/19 | 3,412 | ||||||||||||
5,000,000 | International Lease Finance Corp | 5.875 | 08/15/22 | 5,406 | ||||||||||||
1,625,000 | Legg Mason, Inc | 2.700 | 07/15/19 | 1,639 | ||||||||||||
2,400,000 | Legg Mason, Inc | 3.950 | 07/15/24 | 2,424 | ||||||||||||
7,870,000 | g | Lukoil International Finance BV | 3.416 | 04/24/18 | 7,547 | |||||||||||
10,300,000 | Morgan Stanley | 1.750 | 02/25/16 | 10,341 | ||||||||||||
21,500,000 | Morgan Stanley | 1.875 | 01/05/18 | 21,547 | ||||||||||||
8,825,000 | Morgan Stanley | 2.650 | 01/27/20 | 8,802 | ||||||||||||
19,950,000 | Morgan Stanley | 2.800 | 06/16/20 | 19,985 | ||||||||||||
6,800,000 | Morgan Stanley | 3.750 | 02/25/23 | 6,883 | ||||||||||||
2,400,000 | Morgan Stanley | 3.875 | 04/29/24 | 2,422 | ||||||||||||
24,800,000 | Morgan Stanley | 3.700 | 10/23/24 | 24,663 | ||||||||||||
8,000,000 | Morgan Stanley | 4.350 | 09/08/26 | 7,847 | ||||||||||||
7,000,000 | Morgan Stanley | 3.950 | 04/23/27 | 6,589 | ||||||||||||
7,250,000 | Morgan Stanley | 6.375 | 07/24/42 | 8,885 | ||||||||||||
3,800,000 | National Rural Utilities Cooperative Finance Corp | 10.375 | 11/01/18 | 4,833 | ||||||||||||
6,500,000 | g | Nederlandse Waterschapsbank NV | 1.875 | 03/13/19 | 6,584 | |||||||||||
5,000,000 | g | Nederlandse Waterschapsbank NV | 1.875 | 04/14/22 | 4,862 | |||||||||||
4,000,000 | g | Reliance Holdings USA | 4.500 | 10/19/20 | 4,233 | |||||||||||
1,250,000 | g | Sberbank of Russia Via SB Capital S.A. | 6.125 | 02/07/22 | 1,200 | |||||||||||
1,725,000 | g | SUAM Finance BV | 4.875 | 04/17/24 | 1,738 | |||||||||||
47,429,783 | Tagua Leasing LLC | 1.900 | 07/12/24 | 46,976 | ||||||||||||
2,075,000 | Textron, Inc | 3.875 | 03/01/25 | 2,040 | ||||||||||||
5,186,000 | Toyota Motor Credit Corp | 1.375 | 01/10/18 | 5,187 | ||||||||||||
16,625,000 | Toyota Motor Credit Corp | 2.150 | 03/12/20 | 16,606 | ||||||||||||
9,125,000 | Unilever Capital Corp | 2.200 | 03/06/19 | 9,202 | ||||||||||||
2,000,000 | Unilever Capital Corp | 4.250 | 02/10/21 | 2,196 |
325 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 12,500,000 | Wells Fargo & Co | 1.500 | % | 07/01/15 | $ | 12,500 | |||||||||
15,000,000 | Wells Fargo & Co | 3.000 | 02/19/25 | 14,344 | ||||||||||||
10,650,000 | Wells Fargo & Co | 4.100 | 06/03/26 | 10,677 | ||||||||||||
6,650,000 | Wells Fargo & Co | 3.900 | 05/01/45 | 5,961 | ||||||||||||
TOTAL DIVERSIFIED FINANCIALS | �� | 675,458 | ||||||||||||||
�� | ||||||||||||||||
ENERGY - 2.5% | ||||||||||||||||
7,950,000 | Anadarko Petroleum Corp | 5.950 | 09/15/16 | 8,380 | ||||||||||||
2,445,000 | Anadarko Petroleum Corp | 6.950 | 06/15/19 | 2,838 | ||||||||||||
3,650,000 | Apache Corp | 1.750 | 04/15/17 | 3,664 | ||||||||||||
6,650,000 | Ashland, Inc | 4.750 | 08/15/22 | 6,525 | ||||||||||||
16,500,000 | BP Capital Markets plc | 1.375 | 05/10/18 | 16,402 | ||||||||||||
13,300,000 | BP Capital Markets plc | 2.315 | 02/13/20 | 13,242 | ||||||||||||
2,600,000 | i | Chesapeake Energy Corp | 3.525 | 04/15/19 | 2,379 | |||||||||||
6,250,000 | Chevron Corp | 2.355 | 12/05/22 | 5,974 | ||||||||||||
5,475,000 | Concho Resources, Inc | 5.500 | 04/01/23 | 5,475 | ||||||||||||
2,075,000 | Continental Resources, Inc | 5.000 | 09/15/22 | 2,035 | ||||||||||||
3,150,000 | Devon Energy Corp | 4.750 | 05/15/42 | 2,995 | ||||||||||||
6,750,000 | Devon Energy Corp | 5.000 | 06/15/45 | 6,640 | ||||||||||||
1,750,000 | g | Dynegy, Inc | 6.750 | 11/01/19 | 1,821 | |||||||||||
5,000,000 | Ecopetrol S.A. | 5.375 | 06/26/26 | 4,950 | ||||||||||||
1,000,000 | Ecopetrol S.A. | 5.875 | 05/28/45 | 882 | ||||||||||||
1,850,000 | g | EDC Finance Ltd | 4.875 | 04/17/20 | 1,616 | |||||||||||
3,250,000 | Enbridge Energy Partners LP | 5.200 | 03/15/20 | 3,501 | ||||||||||||
8,300,000 | Energy Transfer Equity LP | 5.500 | 06/01/27 | 8,238 | ||||||||||||
10,450,000 | Enterprise Products Operating LLC | 3.750 | 02/15/25 | 10,226 | ||||||||||||
7,500,000 | Enterprise Products Operating LLC | 5.100 | 02/15/45 | 7,269 | ||||||||||||
2,250,000 | Exterran Partners LP | 6.000 | 10/01/22 | 2,137 | ||||||||||||
2,739,000 | Husky Energy, Inc | 3.950 | 04/15/22 | 2,739 | ||||||||||||
1,900,000 | g | Indo Energy Finance II BV | 6.375 | 01/24/23 | 1,259 | |||||||||||
1,000,000 | g | KMG Finance Sub BV | 6.375 | 04/09/21 | 1,047 | |||||||||||
5,530,000 | Marathon Petroleum Corp | 3.500 | 03/01/16 | 5,623 | ||||||||||||
850,000 | Marathon Petroleum Corp | 3.625 | 09/15/24 | 835 | ||||||||||||
4,240,000 | MarkWest Energy Partners LP | 5.500 | 02/15/23 | 4,367 | ||||||||||||
3,950,000 | Noble Energy, Inc | 3.900 | 11/15/24 | 3,889 | ||||||||||||
1,850,000 | Noble Energy, Inc | 5.250 | 11/15/43 | 1,796 | ||||||||||||
2,475,000 | Noble Holding International Ltd | 3.450 | 08/01/15 | 2,478 | ||||||||||||
3,050,000 | Noble Holding International Ltd | 4.000 | 03/16/18 | 3,121 | ||||||||||||
6,000,000 | Noble Holding International Ltd | 3.950 | 03/15/22 | 5,523 | ||||||||||||
10,850,000 | ONE Gas, Inc | 2.070 | 02/01/19 | 10,853 | ||||||||||||
3,500,000 | ONE Gas, Inc | 3.610 | 02/01/24 | 3,607 | ||||||||||||
800,000 | Pemex Project Funding Master Trust | 5.750 | 03/01/18 | 870 | ||||||||||||
3,900,000 | Pemex Project Funding Master Trust | 6.625 | 06/15/35 | 4,163 | ||||||||||||
2,000,000 | g | Pertamina Persero PT | 4.875 | 05/03/22 | 2,017 | |||||||||||
1,300,000 | g | Pertamina Persero PT | 4.300 | 05/20/23 | 1,245 | |||||||||||
1,850,000 | i | Petrobras Global Finance BV | 1.896 | 05/20/16 | 1,823 | |||||||||||
2,000,000 | Petrobras Global Finance BV | 3.250 | 03/17/17 | 1,968 | ||||||||||||
2,000,000 | i | Petrobras Global Finance BV | 2.415 | 01/15/19 | 1,849 | |||||||||||
7,800,000 | Petrobras Global Finance BV | 4.875 | 03/17/20 | 7,417 | ||||||||||||
810,000 | Petrobras Global Finance BV | 4.375 | 05/20/23 | 706 | ||||||||||||
2,650,000 | Petrobras Global Finance BV | 6.250 | 03/17/24 | 2,558 | ||||||||||||
3,000,000 | Petrobras International Finance Co | 3.500 | 02/06/17 | 2,968 | ||||||||||||
4,350,000 | Petroleos Mexicanos | 3.500 | 07/18/18 | 4,484 |
326 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 2,900,000 | Petroleos Mexicanos | 8.000 | % | 05/03/19 | $ | 3,407 | |||||||||
1,500,000 | Petroleos Mexicanos | 4.875 | 01/24/22 | 1,560 | ||||||||||||
15,000,000 | Petroleos Mexicanos | 1.950 | 12/20/22 | 14,995 | ||||||||||||
8,025,000 | Petroleos Mexicanos | 2.000 | 12/20/22 | 8,039 | ||||||||||||
2,250,000 | g | Petroleos Mexicanos | 4.500 | 01/23/26 | 2,199 | |||||||||||
2,180,000 | Petroleos Mexicanos | 5.500 | 06/27/44 | 2,006 | ||||||||||||
2,041,667 | Petroleum Co of Trinidad & Tobago Ltd | 6.000 | 05/08/22 | 2,111 | ||||||||||||
2,000,000 | g | Petronas Capital Ltd | 3.125 | 03/18/22 | 1,991 | |||||||||||
2,500,000 | g | Petronas Capital Ltd | 3.500 | 03/18/25 | 2,469 | |||||||||||
5,775,000 | Phillips 66 | 4.875 | 11/15/44 | 5,496 | ||||||||||||
614,000 | Pioneer Natural Resources Co | 7.500 | 01/15/20 | 722 | ||||||||||||
10,575,000 | Plains All American Pipeline LP | 3.600 | 11/01/24 | 10,192 | ||||||||||||
2,674,000 | Precision Drilling Trust | 6.625 | 11/15/20 | 2,641 | ||||||||||||
1,250,000 | Questar Market Resources, Inc | 6.875 | 03/01/21 | 1,297 | ||||||||||||
3,335,000 | Range Resources Corp | 5.000 | 08/15/22 | 3,268 | ||||||||||||
1,425,000 | Regency Energy Partners LP | 5.875 | 03/01/22 | 1,515 | ||||||||||||
2,250,000 | g | Reliance Industries Ltd | 4.125 | 01/28/25 | 2,192 | |||||||||||
6,000,000 | Shell International Finance BV | 2.375 | 08/21/22 | 5,793 | ||||||||||||
4,900,000 | Southwestern Energy Co | 4.050 | 01/23/20 | 5,032 | ||||||||||||
4,405,000 | Southwestern Energy Co | 4.100 | 03/15/22 | 4,316 | ||||||||||||
2,075,000 | Statoil ASA | 1.200 | 01/17/18 | 2,066 | ||||||||||||
5,300,000 | Statoil ASA | 2.450 | 01/17/23 | 5,073 | ||||||||||||
8,875,000 | Statoil ASA | 4.250 | 11/23/41 | 8,618 | ||||||||||||
5,700,000 | Suncor Energy, Inc | 3.600 | 12/01/24 | 5,664 | ||||||||||||
3,500,000 | Talisman Energy, Inc | 3.750 | 02/01/21 | 3,462 | ||||||||||||
2,000,000 | g | Targa Resources Partners LP | 5.000 | 01/15/18 | 2,045 | |||||||||||
2,000,000 | Tesoro Corp | 5.125 | 04/01/24 | 2,010 | ||||||||||||
1,000,000 | Total Capital International S.A. | 1.000 | 01/10/17 | 1,002 | ||||||||||||
6,100,000 | Total Capital International S.A. | 1.500 | 02/17/17 | 6,149 | ||||||||||||
3,400,000 | TransCanada PipeLines Ltd | 5.850 | 03/15/36 | 3,739 | ||||||||||||
2,750,000 | i | TransCanada PipeLines Ltd | 6.350 | 05/15/67 | 2,613 | |||||||||||
800,000 | g | Ultra Petroleum Corp | 5.750 | 12/15/18 | 768 | |||||||||||
2,750,000 | g | Ultra Petroleum Corp | 6.125 | 10/01/24 | 2,413 | |||||||||||
1,000,000 | Vale Overseas Ltd | 4.375 | 01/11/22 | 981 | ||||||||||||
2,760,000 | Vale Overseas Ltd | 6.875 | 11/21/36 | 2,662 | ||||||||||||
2,490,000 | Whiting Petroleum Corp | 5.750 | 03/15/21 | 2,450 | ||||||||||||
2,400,000 | WPX Energy, Inc | 5.250 | 09/15/24 | 2,211 | ||||||||||||
TOTAL ENERGY | 331,561 | |||||||||||||||
FOOD & STAPLES RETAILING - 0.3% | ||||||||||||||||
8,425,000 | CVS Caremark Corp | 3.375 | 08/12/24 | 8,265 | ||||||||||||
4,900,000 | Ingles Markets, Inc | 5.750 | 06/15/23 | 4,980 | ||||||||||||
7,300,000 | Kroger Co | 2.950 | 11/01/21 | 7,264 | ||||||||||||
10,750,000 | Walgreens Boots Alliance, Inc | 2.700 | 11/18/19 | 10,756 | ||||||||||||
11,775,000 | Walgreens Boots Alliance, Inc | 3.800 | 11/18/24 | 11,502 | ||||||||||||
TOTAL FOOD & STAPLES RETAILING | 42,767 | |||||||||||||||
FOOD, BEVERAGE & TOBACCO - 1.0% | ||||||||||||||||
4,916,000 | g | Anadolu Efes Biracilik Ve Malt Sanayii AS. | 3.375 | 11/01/22 | 4,354 | |||||||||||
6,000,000 | Anheuser-Busch InBev Worldwide, Inc | 2.875 | 02/15/16 | 6,082 | ||||||||||||
10,575,000 | Anheuser-Busch InBev Worldwide, Inc | 1.375 | 07/15/17 | 10,623 | ||||||||||||
14,775,000 | Anheuser-Busch InBev Worldwide, Inc | 2.500 | 07/15/22 | 14,192 | ||||||||||||
9,400,000 | Diageo Capital plc | 2.625 | 04/29/23 | 8,947 |
327 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 2,000,000 | g | Embotelladora Andina S.A. | 5.000 | % | 10/01/23 | $ | 2,131 | ||||||||
7,600,000 | Fomento Economico Mexicano SAB de C.V. | 2.875 | 05/10/23 | 7,170 | ||||||||||||
6,050,000 | General Mills, Inc | 2.200 | 10/21/19 | 6,010 | ||||||||||||
3,525,000 | g | Grupo Bimbo SAB de C.V. | 4.500 | 01/25/22 | 3,694 | |||||||||||
9,725,000 | g,h | HJ Heinz Co | 2.800 | 07/02/20 | 9,724 | |||||||||||
4,550,000 | g,h | HJ Heinz Co | 3.950 | 07/15/25 | 4,576 | |||||||||||
655,000 | g | JB y Compania S.A. de C.V. | 3.750 | 05/13/25 | 635 | |||||||||||
3,875,000 | g | JM Smucker Co | 3.500 | 03/15/25 | 3,784 | |||||||||||
4,115,000 | Mead Johnson Nutrition Co | 4.900 | 11/01/19 | 4,465 | ||||||||||||
3,075,000 | Mondelez International, Inc | 4.125 | 02/09/16 | 3,133 | ||||||||||||
6,200,000 | Mondelez International, Inc | 4.000 | 02/01/24 | 6,413 | ||||||||||||
680,000 | PepsiCo, Inc | 7.900 | 11/01/18 | 811 | ||||||||||||
5,100,000 | PepsiCo, Inc | 4.250 | 10/22/44 | 4,961 | ||||||||||||
2,000,000 | g | Pernod-Ricard S.A. | 2.950 | 01/15/17 | 2,043 | |||||||||||
6,850,000 | g | Pernod-Ricard S.A. | 4.250 | 07/15/22 | 7,130 | |||||||||||
8,800,000 | Philip Morris International, Inc | 3.250 | 11/10/24 | 8,650 | ||||||||||||
1,600,000 | Philip Morris International, Inc | 6.375 | 05/16/38 | 1,957 | ||||||||||||
5,450,000 | Reynolds American, Inc | 3.250 | 06/12/20 | 5,515 | ||||||||||||
12,850,000 | Reynolds American, Inc | 4.450 | 06/12/25 | 13,073 | ||||||||||||
1,125,000 | TreeHouse Foods, Inc | 4.875 | 03/15/22 | 1,133 | ||||||||||||
3,650,000 | Tyson Foods, Inc | 3.950 | 08/15/24 | 3,672 | ||||||||||||
2,150,000 | Tyson Foods, Inc | 4.875 | 08/15/34 | 2,157 | ||||||||||||
TOTAL FOOD, BEVERAGE & TOBACCO | 147,035 | |||||||||||||||
HEALTH CARE EQUIPMENT & SERVICES - 1.1% | ||||||||||||||||
7,290,000 | Baxter International, Inc | 3.200 | 06/15/23 | 7,450 | ||||||||||||
3,900,000 | Becton Dickinson & Co | 1.750 | 11/08/16 | 3,930 | ||||||||||||
2,425,000 | Becton Dickinson & Co | 3.734 | 12/15/24 | 2,413 | ||||||||||||
5,775,000 | Becton Dickinson & Co | 4.685 | 12/15/44 | 5,629 | ||||||||||||
3,800,000 | Covidien International Finance S.A. | 3.200 | 06/15/22 | 3,781 | ||||||||||||
6,850,000 | Express Scripts Holding Co | 3.900 | 02/15/22 | 7,002 | ||||||||||||
4,000,000 | g | Fresenius Medical Care Capital Trust | 5.625 | 07/31/19 | 4,330 | |||||||||||
4,500,000 | g | Fresenius Medical Care Capital Trust | 5.750 | 02/15/21 | 4,793 | |||||||||||
4,560,000 | HCA, Inc | 6.500 | 02/15/20 | 5,096 | ||||||||||||
4,575,000 | HCA, Inc | 5.875 | 03/15/22 | 4,975 | ||||||||||||
2,775,000 | Laboratory Corp of America Holdings | 2.625 | 02/01/20 | 2,750 | ||||||||||||
4,650,000 | Laboratory Corp of America Holdings | 3.600 | 02/01/25 | 4,432 | ||||||||||||
3,500,000 | Mallinckrodt International Finance S.A. | 3.500 | 04/15/18 | 3,509 | ||||||||||||
10,450,000 | McKesson Corp | 4.883 | 03/15/44 | 10,371 | ||||||||||||
10,125,000 | g | Medtronic, Inc | 2.500 | 03/15/20 | 10,133 | |||||||||||
8,450,000 | g | Medtronic, Inc | 3.500 | 03/15/25 | 8,422 | |||||||||||
9,625,000 | g | Medtronic, Inc | 4.625 | 03/15/45 | 9,707 | |||||||||||
7,100,000 | Owens & Minor, Inc | 3.875 | 09/15/21 | 7,295 | ||||||||||||
8,325,000 | Quest Diagnostics, Inc | 3.500 | 03/30/25 | 7,888 | ||||||||||||
2,000,000 | Tenet Healthcare Corp | 4.375 | 10/01/21 | 1,955 | ||||||||||||
6,125,000 | Thermo Fisher Scientific, Inc | 2.250 | 08/15/16 | 6,187 | ||||||||||||
2,700,000 | Thermo Fisher Scientific, Inc | 2.400 | 02/01/19 | 2,695 | ||||||||||||
3,100,000 | Thermo Fisher Scientific, Inc | 3.300 | 02/15/22 | 3,060 | ||||||||||||
4,325,000 | Thermo Fisher Scientific, Inc | 3.150 | 01/15/23 | 4,211 | ||||||||||||
10,100,000 | Zimmer Holdings, Inc | 2.700 | 04/01/20 | 10,039 | ||||||||||||
10,975,000 | Zimmer Holdings, Inc | 3.550 | 04/01/25 | 10,622 | ||||||||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 152,675 |
328 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
HOUSEHOLD & PERSONAL PRODUCTS - 0.2% | ||||||||||||||||
$ | 7,175,000 | Clorox Co | 3.800 | % | 11/15/21 | $ | 7,582 | |||||||||
5,725,000 | Clorox Co | 3.500 | 12/15/24 | 5,652 | ||||||||||||
4,525,000 | Ecolab, Inc | 1.450 | 12/08/17 | 4,484 | ||||||||||||
6,450,000 | Ecolab, Inc | 2.250 | 01/12/20 | 6,380 | ||||||||||||
TOTAL HOUSEHOLD & PERSONAL PRODUCTS | 24,098 | |||||||||||||||
INSURANCE - 1.9% | ||||||||||||||||
1,925,000 | Aetna, Inc | 6.625 | 06/15/36 | 2,358 | ||||||||||||
6,200,000 | Allstate Corp | 3.150 | 06/15/23 | 6,200 | ||||||||||||
6,200,000 | Allstate Corp | 4.500 | 06/15/43 | 6,232 | ||||||||||||
7,825,000 | American International Group, Inc | 2.300 | 07/16/19 | 7,805 | ||||||||||||
16,425,000 | American International Group, Inc | 4.500 | 07/16/44 | 15,566 | ||||||||||||
19,230,000 | Children’s Hospital Medic | 4.268 | 05/15/44 | 17,621 | ||||||||||||
1,000,000 | CHS/Community Health Systems | 5.125 | 08/01/21 | 1,019 | ||||||||||||
3,750,000 | Chubb Corp | 6.000 | 05/11/37 | 4,618 | ||||||||||||
1,390,000 | Cigna Corp | 5.125 | 06/15/20 | 1,557 | ||||||||||||
6,900,000 | Cigna Corp | 4.500 | 03/15/21 | 7,495 | ||||||||||||
4,900,000 | Cigna Corp | 3.250 | 04/15/25 | 4,693 | ||||||||||||
21,975,000 | g | Five Corners Funding Trust | 4.419 | 11/15/23 | 22,669 | |||||||||||
2,800,000 | Lincoln National Corp | 7.000 | 06/15/40 | 3,501 | ||||||||||||
2,200,000 | g,i | Merna Reinsurance IV Ltd | 2.500 | 04/08/16 | 2,203 | |||||||||||
7,675,000 | MetLife, Inc | 6.750 | 06/01/16 | 8,074 | ||||||||||||
2,000,000 | MetLife, Inc | 4.368 | 09/15/23 | 2,125 | ||||||||||||
10,000,000 | MetLife, Inc | 3.000 | 03/01/25 | 9,565 | ||||||||||||
9,500,000 | MetLife, Inc | 4.721 | 12/15/44 | 9,567 | ||||||||||||
11,050,000 | MetLife, Inc | 4.050 | 03/01/45 | 10,110 | ||||||||||||
6,600,000 | i | MetLife, Inc | 5.250 | 12/30/49 | 6,542 | |||||||||||
2,825,000 | Principal Financial Group, Inc | 1.850 | 11/15/17 | 2,845 | ||||||||||||
5,000,000 | Progressive Corp | 3.750 | 08/23/21 | 5,330 | ||||||||||||
8,050,000 | Prudential Financial, Inc | 7.375 | 06/15/19 | 9,538 | ||||||||||||
8,000,000 | Prudential Financial, Inc | 5.400 | 06/13/35 | 8,588 | ||||||||||||
7,775,000 | Prudential Financial, Inc | 5.100 | 08/15/43 | 7,966 | ||||||||||||
4,025,000 | i | Prudential Financial, Inc | 5.200 | 03/15/44 | 3,975 | |||||||||||
13,150,000 | i | Prudential Financial, Inc | 5.375 | 05/15/45 | 12,936 | |||||||||||
3,000,000 | g | Prudential Funding LLC | 6.750 | 09/15/23 | 3,616 | |||||||||||
2,425,000 | g | Swiss Re Treasury US Corp | 2.875 | 12/06/22 | 2,345 | |||||||||||
6,100,000 | g | Swiss Re Treasury US Corp | 4.250 | 12/06/42 | 5,864 | |||||||||||
4,250,000 | Travelers Cos, Inc | 5.800 | 05/15/18 | 4,741 | ||||||||||||
7,875,000 | UnitedHealth Group, Inc | 0.850 | 10/15/15 | 7,881 | ||||||||||||
6,000,000 | UnitedHealth Group, Inc | 1.400 | 10/15/17 | 6,006 | ||||||||||||
6,750,000 | WellPoint, Inc | 3.125 | 05/15/22 | 6,552 | ||||||||||||
7,850,000 | WellPoint, Inc | 4.625 | 05/15/42 | 7,151 | ||||||||||||
7,000,000 | Willis Group Holdings plc | 4.125 | 03/15/16 | 7,142 | ||||||||||||
2,400,000 | WR Berkley Corp | 5.375 | 09/15/20 | 2,675 | ||||||||||||
TOTAL INSURANCE | 254,671 | |||||||||||||||
MATERIALS - 1.8% | ||||||||||||||||
6,630,000 | Air Products & Chemicals, Inc | 4.375 | 08/21/19 | 7,172 | ||||||||||||
2,225,000 | Alcoa, Inc | 5.125 | 10/01/24 | 2,253 | ||||||||||||
5,900,000 | g | Anglo American Capital plc | 3.625 | 05/14/20 | 5,896 | |||||||||||
4,750,000 | g | Anglo American Capital plc | 4.875 | 05/14/25 | 4,621 | |||||||||||
1,365,000 | Ball Corp | 5.000 | 03/15/22 | 1,368 |
329 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 11,750,000 | Barrick North America Finance LLC | 4.400 | % | 05/30/21 | $ | 11,991 | |||||||||
3,417,000 | BHP Billiton Finance USA Ltd | 5.000 | 09/30/43 | 3,561 | ||||||||||||
1,300,000 | Celulosa Arauco y Constitucion S.A. | 4.500 | 08/01/24 | 1,317 | ||||||||||||
2,300,000 | g | Cemex Finance LLC | 6.000 | 04/01/24 | 2,276 | |||||||||||
200,000 | g | Cemex SAB de C.V. | 6.125 | 05/05/25 | 197 | |||||||||||
3,175,000 | CF Industries, Inc | 7.125 | 05/01/20 | 3,768 | ||||||||||||
625,000 | g | CommScope, Inc | 4.375 | 06/15/20 | 631 | |||||||||||
3,550,000 | Corning, Inc | 1.450 | 11/15/17 | 3,535 | ||||||||||||
1,600,000 | g | Corp Nacional del Cobre de Chile-CODELCO | 3.875 | 11/03/21 | 1,645 | |||||||||||
1,275,000 | g | Corp Nacional del Cobre de Chile-CODELCO | 4.875 | 11/04/44 | 1,213 | |||||||||||
7,925,000 | Crown Americas LLC | 6.250 | 02/01/21 | 8,262 | ||||||||||||
1,390,000 | Crown Americas LLC | 4.500 | 01/15/23 | 1,313 | ||||||||||||
7,850,000 | Dow Chemical Co | 3.500 | 10/01/24 | 7,691 | ||||||||||||
1,000,000 | Eastman Chemical Co | 5.500 | 11/15/19 | 1,111 | ||||||||||||
5,450,000 | Eastman Chemical Co | 3.800 | 03/15/25 | 5,432 | ||||||||||||
6,000,000 | EI du Pont de Nemours & Co | 4.625 | 01/15/20 | 6,593 | ||||||||||||
3,400,000 | Fibria Overseas Finance Ltd | 5.250 | 05/12/24 | 3,408 | ||||||||||||
8,775,000 | g | Georgia-Pacific LLC | 2.539 | 11/15/19 | 8,760 | |||||||||||
950,000 | g | Glencore Funding LLC | 2.500 | 01/15/19 | 939 | |||||||||||
24,025,000 | g | Glencore Funding LLC | 2.875 | 04/16/20 | 23,528 | |||||||||||
6,450,000 | g | Glencore Funding LLC | 4.625 | 04/29/24 | 6,393 | |||||||||||
6,650,000 | g | Glencore Funding LLC | 4.000 | 04/16/25 | 6,177 | |||||||||||
19,093,000 | International Paper Co | 4.750 | 02/15/22 | 20,646 | ||||||||||||
3,650,000 | International Paper Co | 4.800 | 06/15/44 | 3,373 | ||||||||||||
2,800,000 | g | Klabin Finance S.A. | 5.250 | 07/16/24 | 2,729 | |||||||||||
3,000,000 | LyondellBasell Industries NV | 5.000 | 04/15/19 | 3,248 | ||||||||||||
5,425,000 | LyondellBasell Industries NV | 4.625 | 02/26/55 | 4,759 | ||||||||||||
1,400,000 | g | Mexichem SAB de C.V. | 5.875 | 09/17/44 | 1,295 | |||||||||||
3,000,000 | Monsanto Co | 2.200 | 07/15/22 | 2,738 | ||||||||||||
2,300,000 | Monsanto Co | 4.200 | 07/15/34 | 2,090 | ||||||||||||
6,840,000 | Nucor Corp | 4.000 | 08/01/23 | 6,932 | ||||||||||||
3,800,000 | g | OCP S.A. | 5.625 | 04/25/24 | 3,962 | |||||||||||
2,860,000 | g | Owens-Brockway Glass Container, Inc | 5.375 | 01/15/25 | 2,796 | |||||||||||
3,150,000 | Packaging Corp of America | 3.650 | 09/15/24 | 3,082 | ||||||||||||
7,500,000 | Rio Tinto Finance USA Ltd | 2.250 | 09/20/16 | 7,610 | ||||||||||||
4,550,000 | Rio Tinto Finance USA plc | 2.250 | 12/14/18 | 4,573 | ||||||||||||
5,000,000 | Rock Tenn Co | 3.500 | 03/01/20 | 5,145 | ||||||||||||
3,000,000 | Rock Tenn Co | 4.000 | 03/01/23 | 3,046 | ||||||||||||
5,066,083 | g | Samarco Mineracao S.A. | 5.375 | 09/26/24 | 4,838 | |||||||||||
665,000 | g | Sealed Air Corp | 6.500 | 12/01/20 | 733 | |||||||||||
12,475,000 | Sherwin-Williams Co | 1.350 | 12/15/17 | 12,435 | ||||||||||||
1,675,000 | Steel Dynamics, Inc | 5.125 | 10/01/21 | 1,678 | ||||||||||||
4,625,000 | Teck Resources Ltd | 2.500 | 02/01/18 | 4,522 | ||||||||||||
3,200,000 | Teck Resources Ltd | 3.750 | 02/01/23 | 2,749 | ||||||||||||
1,940,000 | Teck Resources Ltd | 6.000 | 08/15/40 | 1,532 | ||||||||||||
3,950,000 | Teck Resources Ltd | 5.200 | 03/01/42 | 2,860 | ||||||||||||
2,000,000 | g | Union Andina de Cementos SAA | 5.875 | 10/30/21 | 2,022 | |||||||||||
TOTAL MATERIALS | 242,444 | |||||||||||||||
MEDIA - 1.8% | ||||||||||||||||
6,750,000 | CBS Corp | 2.300 | 08/15/19 | 6,666 | ||||||||||||
3,450,000 | CBS Corp | 4.600 | 01/15/45 | 3,070 |
330 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 1,000,000 | Cinemark USA, Inc | 5.125 | % | 12/15/22 | $ | 991 | |||||||||
4,275,000 | Cinemark USA, Inc | 4.875 | 06/01/23 | 4,109 | ||||||||||||
26,000,000 | Comcast Corp | 4.250 | 01/15/33 | 25,350 | ||||||||||||
6,600,000 | Comcast Corp | 4.600 | 08/15/45 | 6,519 | ||||||||||||
8,800,000 | DIRECTV Holdings LLC | 4.450 | 04/01/24 | 8,981 | ||||||||||||
3,250,000 | DISH DBS Corp | 4.250 | 04/01/18 | 3,307 | ||||||||||||
4,250,000 | DISH DBS Corp | 5.125 | 05/01/20 | 4,298 | ||||||||||||
2,050,000 | DISH DBS Corp | 5.000 | 03/15/23 | 1,901 | ||||||||||||
2,430,000 | g | Gannett Co, Inc | 4.875 | 09/15/21 | 2,412 | |||||||||||
2,925,000 | g | Gannett Co, Inc | 5.500 | 09/15/24 | 2,896 | |||||||||||
825,000 | Grupo Televisa S.A. | 6.000 | 05/15/18 | 912 | ||||||||||||
2,675,000 | Grupo Televisa SAB | 5.000 | 05/13/45 | 2,552 | ||||||||||||
1,850,000 | Lamar Media Corp | 5.875 | 02/01/22 | 1,915 | ||||||||||||
2,000,000 | Lamar Media Corp | 5.000 | 05/01/23 | 1,980 | ||||||||||||
2,000,000 | Lamar Media Corp | 5.375 | 01/15/24 | 2,027 | ||||||||||||
7,250,000 | g | NBC Universal Enterprise, Inc | 1.662 | 04/15/18 | 7,261 | |||||||||||
7,700,000 | g | NBC Universal Enterprise, Inc | 1.974 | 04/15/19 | 7,640 | |||||||||||
10,350,000 | NBC Universal Media LLC | 2.875 | 01/15/23 | 10,045 | ||||||||||||
8,035,000 | Nielsen Finance LLC | 4.500 | 10/01/20 | 7,995 | ||||||||||||
4,650,000 | Outfront Media Capital LLC | 5.250 | 02/15/22 | 4,708 | ||||||||||||
6,600,000 | Scripps Networks Interactive, Inc | 2.800 | 06/15/20 | 6,496 | ||||||||||||
3,275,000 | g | Sky plc | 2.625 | 09/16/19 | 3,250 | |||||||||||
3,500,000 | Starz LLC | 5.000 | 09/15/19 | 3,544 | ||||||||||||
5,675,000 | Time Warner Cable, Inc | 5.875 | 11/15/40 | 5,478 | ||||||||||||
4,075,000 | Time Warner Cable, Inc | 4.500 | 09/15/42 | 3,339 | ||||||||||||
3,000,000 | Time Warner, Inc | 3.150 | 07/15/15 | 3,003 | ||||||||||||
20,550,000 | Time Warner, Inc | 2.100 | 06/01/19 | 20,400 | ||||||||||||
19,575,000 | Time Warner, Inc | 3.600 | 07/15/25 | 19,010 | ||||||||||||
3,825,000 | Time Warner, Inc | 6.500 | 11/15/36 | 4,480 | ||||||||||||
10,525,000 | Time Warner, Inc | 4.900 | 06/15/42 | 10,321 | ||||||||||||
7,100,000 | Time Warner, Inc | 4.650 | 06/01/44 | 6,725 | ||||||||||||
1,600,000 | g | Time, Inc | 5.750 | 04/15/22 | 1,548 | |||||||||||
7,000,000 | g | Univision Communications, Inc | 5.125 | 05/15/23 | 6,790 | |||||||||||
5,400,000 | Viacom, Inc | 2.500 | 12/15/16 | 5,482 | ||||||||||||
3,000,000 | Viacom, Inc | 3.500 | 04/01/17 | 3,098 | ||||||||||||
7,375,000 | Viacom, Inc | 5.850 | 09/01/43 | 7,317 | ||||||||||||
1,525,000 | g | Virgin Media Finance plc | 6.000 | 10/15/24 | 1,548 | |||||||||||
TOTAL MEDIA | 229,364 | |||||||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.1% | ||||||||||||||||
6,650,000 | Abbott Laboratories | 2.000 | 03/15/20 | 6,593 | ||||||||||||
16,625,000 | Abbott Laboratories | 2.950 | 03/15/25 | 15,957 | ||||||||||||
16,950,000 | AbbVie, Inc | 2.500 | 05/14/20 | 16,769 | ||||||||||||
11,200,000 | AbbVie, Inc | 3.600 | 05/14/25 | 11,053 | ||||||||||||
3,700,000 | Actavis Funding SCS | 3.000 | 03/12/20 | 3,710 | ||||||||||||
5,900,000 | Actavis Funding SCS | 3.800 | 03/15/25 | 5,787 | ||||||||||||
14,325,000 | Amgen, Inc | 2.200 | 05/22/19 | 14,277 | ||||||||||||
6,600,000 | Amgen, Inc | 4.400 | 05/01/45 | 6,098 | ||||||||||||
1,100,000 | g | Endo Finance LLC | 6.000 | 02/01/25 | 1,118 | |||||||||||
3,575,000 | Gilead Sciences, Inc | 2.350 | 02/01/20 | 3,585 | ||||||||||||
7,975,000 | Gilead Sciences, Inc | 3.700 | 04/01/24 | 8,138 | ||||||||||||
3,140,000 | Life Technologies Corp | 3.500 | 01/15/16 | 3,179 | ||||||||||||
3,725,000 | Mylan, Inc | 2.550 | 03/28/19 | 3,690 | ||||||||||||
3,500,000 | g | Mylan, Inc | 7.875 | 07/15/20 | 3,646 |
331 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 2,925,000 | Perrigo Co plc | 4.000 | % | 11/15/23 | $ | 2,960 | |||||||||
12,200,000 | Perrigo Finance plc | 3.500 | 12/15/21 | 12,213 | ||||||||||||
9,725,000 | Perrigo Finance plc | 3.900 | 12/15/24 | 9,588 | ||||||||||||
2,850,000 | Perrigo Finance plc | 4.900 | 12/15/44 | 2,740 | ||||||||||||
13,850,000 | g | Roche Holdings, Inc | 2.250 | 09/30/19 | 13,934 | |||||||||||
8,000,000 | g | Roche Holdings, Inc | 3.350 | 09/30/24 | 8,065 | |||||||||||
1,675,000 | g | Valeant Pharmaceuticals International, Inc | 5.500 | 03/01/23 | 1,692 | |||||||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 154,792 | |||||||||||||||
REAL ESTATE - 1.0% | ||||||||||||||||
2,310,000 | AMB Property LP | 4.500 | 08/15/17 | 2,449 | ||||||||||||
5,575,000 | Brandywine Operating Partnership LP | 4.100 | 10/01/24 | 5,490 | ||||||||||||
3,965,000 | Camden Property Trust | 4.625 | 06/15/21 | 4,283 | ||||||||||||
3,000,000 | Camden Property Trust | 2.950 | 12/15/22 | 2,855 | ||||||||||||
5,175,000 | DCT Industrial Operating Partnership LP | 4.500 | 10/15/23 | 5,262 | ||||||||||||
6,800,000 | Developers Diversified Realty Corp | 4.750 | 04/15/18 | 7,252 | ||||||||||||
3,460,000 | Developers Diversified Realty Corp | 7.875 | 09/01/20 | 4,232 | ||||||||||||
2,750,000 | Equity One, Inc | 3.750 | 11/15/22 | 2,716 | ||||||||||||
2,754,000 | Essex Portfolio LP | 3.375 | 01/15/23 | 2,704 | ||||||||||||
700,000 | Federal Realty Investment Trust | 5.900 | 04/01/20 | 801 | ||||||||||||
8,675,000 | Health Care REIT, Inc | 4.000 | 06/01/25 | 8,563 | ||||||||||||
2,775,000 | Healthcare Realty Trust, Inc | 5.750 | 01/15/21 | 3,070 | ||||||||||||
1,625,000 | Healthcare Realty Trust, Inc | 3.750 | 04/15/23 | 1,586 | ||||||||||||
6,600,000 | Healthcare Realty Trust, Inc | 3.875 | 05/01/25 | 6,356 | ||||||||||||
3,700,000 | Healthcare Trust of America Holdings LP | 3.375 | 07/15/21 | 3,678 | ||||||||||||
3,550,000 | Healthcare Trust of America Holdings LP | 3.700 | 04/15/23 | 3,424 | ||||||||||||
1,600,000 | Highwoods Realty LP | 5.850 | 03/15/17 | 1,708 | ||||||||||||
9,205,000 | Kilroy Realty LP | 3.800 | 01/15/23 | 9,169 | ||||||||||||
6,400,000 | Liberty Property LP | 4.125 | 06/15/22 | 6,511 | ||||||||||||
3,600,000 | Mid-America Apartments LP | 4.300 | 10/15/23 | 3,726 | ||||||||||||
5,525,000 | Mid-America Apartments LP | 3.750 | 06/15/24 | 5,450 | ||||||||||||
3,600,000 | National Retail Properties, Inc | 3.800 | 10/15/22 | 3,633 | ||||||||||||
5,425,000 | National Retail Properties, Inc | 3.300 | 04/15/23 | 5,251 | ||||||||||||
2,325,000 | Regency Centers LP | 5.250 | 08/01/15 | 2,332 | ||||||||||||
225,000 | Regency Centers LP | 5.875 | 06/15/17 | 243 | ||||||||||||
4,150,000 | Simon Property Group LP | 2.800 | 01/30/17 | 4,247 | ||||||||||||
3,040,000 | Simon Property Group LP | 10.350 | 04/01/19 | 3,859 | ||||||||||||
3,598,000 | g | Trust F | 5.250 | 12/15/24 | 3,742 | |||||||||||
1,360,000 | Ventas Realty LP | 3.125 | 11/30/15 | 1,371 | ||||||||||||
1,170,000 | Weingarten Realty Investors | 3.375 | 10/15/22 | 1,136 | ||||||||||||
4,800,000 | Weingarten Realty Investors | 3.500 | 04/15/23 | 4,678 | ||||||||||||
3,025,000 | Weingarten Realty Investors | 4.450 | 01/15/24 | 3,131 | ||||||||||||
3,950,000 | Weingarten Realty Investors | 3.850 | 06/01/25 | 3,867 | ||||||||||||
TOTAL REAL ESTATE | 128,775 | |||||||||||||||
RETAILING - 0.6% | ||||||||||||||||
5,850,000 | AmeriGas Finance LLC | 3.750 | 05/01/21 | 5,733 | ||||||||||||
4,425,000 | AutoZone, Inc | 3.250 | 04/15/25 | 4,266 | ||||||||||||
2,500,000 | g | Golden Eagle Retail Group Ltd | 4.625 | 05/21/23 | 2,106 | |||||||||||
6,125,000 | Home Depot, Inc | 2.250 | 09/10/18 | 6,264 | ||||||||||||
11,000,000 | Home Depot, Inc | 2.000 | 06/15/19 | 11,016 | ||||||||||||
12,650,000 | Home Depot, Inc | 2.625 | 06/01/22 | 12,445 | ||||||||||||
8,750,000 | Home Depot, Inc | 4.200 | 04/01/43 | 8,380 |
332 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 3,150,000 | Limited Brands, Inc | 7.000 | % | 05/01/20 | $ | 3,567 | |||||||||
8,315,000 | O’Reilly Automotive, Inc | 4.625 | 09/15/21 | 9,127 | ||||||||||||
4,550,000 | O’Reilly Automotive, Inc | 3.800 | 09/01/22 | 4,636 | ||||||||||||
2,475,000 | QVC, Inc | 5.125 | 07/02/22 | 2,546 | ||||||||||||
4,400,000 | QVC, Inc | 4.375 | 03/15/23 | 4,319 | ||||||||||||
2,725,000 | Tiffany & Co | 3.800 | 10/01/24 | 2,675 | ||||||||||||
TOTAL RETAILING | 77,080 | |||||||||||||||
SOFTWARE & SERVICES - 0.7% | ||||||||||||||||
5,000,000 | g | Audatex North America, Inc | 6.000 | 06/15/21 | 5,137 | |||||||||||
3,000,000 | Baidu, Inc | 3.000 | 06/30/20 | 2,992 | ||||||||||||
2,075,000 | Equinix, Inc | 4.875 | 04/01/20 | 2,096 | ||||||||||||
2,250,000 | Equinix, Inc | 5.375 | 01/01/22 | 2,256 | ||||||||||||
11,500,000 | Fidelity National Information Services, Inc | 5.000 | 03/15/22 | 12,136 | ||||||||||||
6,800,000 | Fiserv, Inc | 2.700 | 06/01/20 | 6,781 | ||||||||||||
6,675,000 | Microsoft Corp | 3.500 | 02/12/35 | 6,083 | ||||||||||||
3,075,000 | NCR Corp | 4.625 | 02/15/21 | 3,083 | ||||||||||||
525,000 | NCR Corp | 5.875 | 12/15/21 | 541 | ||||||||||||
1,650,000 | g | Open Text Corp | 5.625 | 01/15/23 | 1,633 | |||||||||||
16,625,000 | Oracle Corp | 2.500 | 05/15/22 | 16,127 | ||||||||||||
13,825,000 | Oracle Corp | 3.400 | 07/08/24 | 13,840 | ||||||||||||
16,625,000 | Oracle Corp | 2.950 | 05/15/25 | 15,988 | ||||||||||||
6,600,000 | Oracle Corp | 4.125 | 05/15/45 | 6,117 | ||||||||||||
900,000 | g | Sixsigma Networks Mexico S.A. de C.V. | 8.250 | 11/07/21 | 930 | |||||||||||
TOTAL SOFTWARE & SERVICES | 95,740 | |||||||||||||||
TECHNOLOGY HARDWARE & EQUIPMENT - 1.2% | ||||||||||||||||
3,475,000 | Amphenol Corp | 3.125 | 09/15/21 | 3,474 | ||||||||||||
1,975,000 | CC Holdings GS V LLC | 2.381 | 12/15/17 | 1,997 | ||||||||||||
2,962,000 | Flextronics International Ltd | 4.625 | 02/15/20 | 3,040 | ||||||||||||
38,125,000 | General Electric Co | 0.850 | 10/09/15 | 38,181 | ||||||||||||
3,300,000 | General Electric Co | 5.250 | 12/06/17 | 3,594 | ||||||||||||
8,425,000 | General Electric Co | 2.700 | 10/09/22 | 8,234 | ||||||||||||
10,325,000 | General Electric Co | 4.125 | 10/09/42 | 9,897 | ||||||||||||
7,500,000 | General Electric Co | 4.500 | 03/11/44 | 7,582 | ||||||||||||
10,100,000 | Hewlett-Packard Co | 2.750 | 01/14/19 | 10,203 | ||||||||||||
3,625,000 | Hewlett-Packard Co | 3.750 | 12/01/20 | 3,732 | ||||||||||||
1,840,000 | g | International Game Technology | 5.625 | 02/15/20 | 1,799 | |||||||||||
1,610,000 | g | International Game Technology | 6.250 | 02/15/22 | 1,537 | |||||||||||
1,610,000 | g | International Game Technology | 6.500 | 02/15/25 | 1,489 | |||||||||||
13,825,000 | g | Keysight Technologies, Inc | 4.550 | 10/30/24 | 13,325 | |||||||||||
2,000,000 | L-3 Communications Corp | 4.950 | 02/15/21 | 2,132 | ||||||||||||
1,575,000 | g | Millicom International Cellular S.A. | 6.000 | 03/15/25 | 1,520 | |||||||||||
3,125,000 | g | NXP BV | 3.750 | 06/01/18 | 3,148 | |||||||||||
6,650,000 | QUALCOMM, Inc | 3.450 | 05/20/25 | 6,470 | ||||||||||||
5,000,000 | Scientific Games International, Inc | 6.250 | 09/01/20 | 3,887 | ||||||||||||
8,000,000 | Seagate HDD Cayman | 4.750 | 06/01/23 | 8,142 | ||||||||||||
5,625,000 | g | Seagate HDD Cayman | 4.750 | 01/01/25 | 5,589 | |||||||||||
7,450,000 | g | Seagate HDD Cayman | 4.875 | 06/01/27 | 7,230 | |||||||||||
525,000 | g | Sensata Technologies BV | 5.625 | 11/01/24 | 541 | |||||||||||
5,050,000 | Tyco Electronics Group S.A. | 2.375 | 12/17/18 | 5,104 | ||||||||||||
6,669,000 | Tyco Electronics Group S.A. | 3.500 | 02/03/22 | 6,744 | ||||||||||||
1,425,000 | g | Zebra Technologies Corp | 7.250 | 10/15/22 | 1,543 | |||||||||||
TOTAL TECHNOLOGY HARDWARE & EQUIPMENT | 160,134 |
333 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
TELECOMMUNICATION SERVICES - 2.2% | ||||||||||||||||
$ | 4,600,000 | g | Alibaba Group Holding Ltd | 2.500 | % | 11/28/19 | $ | 4,546 | ||||||||
2,870,000 | America Movil SAB de C.V. | 2.375 | 09/08/16 | 2,906 | ||||||||||||
1,000,000 | America Movil SAB de C.V. | 3.125 | 07/16/22 | 987 | ||||||||||||
4,350,000 | American Tower Corp | 3.500 | 01/31/23 | 4,173 | ||||||||||||
1,667,000 | AT&T, Inc | 2.500 | 08/15/15 | 1,670 | ||||||||||||
21,350,000 | AT&T, Inc | 1.400 | 12/01/17 | 21,206 | ||||||||||||
9,650,000 | AT&T, Inc | 2.450 | 06/30/20 | 9,451 | ||||||||||||
8,200,000 | AT&T, Inc | 2.625 | 12/01/22 | 7,702 | ||||||||||||
12,100,000 | AT&T, Inc | 3.400 | 05/15/25 | 11,489 | ||||||||||||
12,875,000 | AT&T, Inc | 4.500 | 05/15/35 | 11,801 | ||||||||||||
4,525,000 | AT&T, Inc | 4.750 | 05/15/46 | 4,096 | ||||||||||||
6,500,000 | g | Bharti Airtel International Netherlands BV | 5.125 | 03/11/23 | 6,786 | |||||||||||
2,250,000 | g | Bharti Airtel Ltd | 4.375 | 06/10/25 | 2,213 | |||||||||||
5,525,000 | British Telecommunications plc | 1.625 | 06/28/16 | 5,553 | ||||||||||||
1,600,000 | g | CommScope Holding Co, Inc | 5.000 | 06/15/21 | 1,566 | |||||||||||
2,600,000 | g | CommScope Holding Co, Inc | 5.500 | 06/15/24 | 2,528 | |||||||||||
4,000,000 | g | Deutsche Telekom International Finance BV | 2.250 | 03/06/17 | 4,046 | |||||||||||
4,000,000 | Deutsche Telekom International Finance BV | 8.750 | 06/15/30 | 5,618 | ||||||||||||
3,625,000 | g | Deutsche Telekom International Finance BV | 4.875 | 03/06/42 | 3,613 | |||||||||||
1,500,000 | g | ENTEL Chile S.A. | 4.875 | 10/30/24 | 1,510 | |||||||||||
4,900,000 | g | ENTEL Chile S.A. | 4.750 | 08/01/26 | 4,802 | |||||||||||
2,025,000 | Intelsat Jackson Holdings S.A. | 5.500 | 08/01/23 | 1,792 | ||||||||||||
3,500,000 | g | Oi S.A. | 5.750 | 02/10/22 | 3,032 | |||||||||||
3,950,000 | Orange S.A. | 5.500 | 02/06/44 | 4,126 | ||||||||||||
2,050,000 | g | SES | 3.600 | 04/04/23 | 2,080 | |||||||||||
3,450,000 | g | SES Global Americas Holdings GP | 2.500 | 03/25/19 | 3,435 | |||||||||||
7,475,000 | Sprint Corp | 7.250 | 09/15/21 | 7,358 | ||||||||||||
1,000,000 | g | Telecom Italia S.p.A | 5.303 | 05/30/24 | 996 | |||||||||||
11,100,000 | Telefonica Emisiones SAU | 3.992 | 02/16/16 | 11,290 | ||||||||||||
11,850,000 | Telefonica Emisiones SAU | 4.570 | 04/27/23 | 12,428 | ||||||||||||
2,325,000 | T-Mobile USA, Inc | 6.375 | 03/01/25 | 2,386 | ||||||||||||
21,000,000 | Verizon Communications, Inc | 0.700 | 11/02/15 | 20,971 | ||||||||||||
19,967,000 | Verizon Communications, Inc | 2.625 | 02/21/20 | 19,905 | ||||||||||||
9,275,000 | Verizon Communications, Inc | 3.450 | 03/15/21 | 9,445 | ||||||||||||
5,625,000 | Verizon Communications, Inc | 4.150 | 03/15/24 | 5,766 | ||||||||||||
20,500,000 | Verizon Communications, Inc | 4.400 | 11/01/34 | 19,187 | ||||||||||||
25,920,000 | g | Verizon Communications, Inc | 4.272 | 01/15/36 | 23,249 | |||||||||||
549,000 | Verizon Communications, Inc | 6.000 | 04/01/41 | 602 | ||||||||||||
10,550,000 | Verizon Communications, Inc | 3.850 | 11/01/42 | 8,689 | ||||||||||||
13,623,000 | Verizon Communications, Inc | 5.012 | 08/21/54 | 12,453 | ||||||||||||
5,321,000 | g | Verizon Communications, Inc | 4.672 | 03/15/55 | 4,611 | |||||||||||
TOTAL TELECOMMUNICATION SERVICES | 292,063 | |||||||||||||||
TRANSPORTATION - 1.1% | ||||||||||||||||
6,125,000 | g | AP Moeller-Maersk A.S. | 2.550 | 09/22/19 | 6,162 | |||||||||||
5,850,000 | g | AP Moeller-Maersk A.S. | 3.750 | 09/22/24 | 5,961 | |||||||||||
1,800,000 | g | Asciano Finance Ltd | 3.125 | 09/23/15 | 1,807 | |||||||||||
5,730,000 | g | Asciano Finance Ltd | 5.000 | 04/07/18 | 6,138 | |||||||||||
3,325,000 | Boeing Co | 3.500 | 03/01/45 | 2,929 | ||||||||||||
1,000,000 | g | Bombardier, Inc | 5.500 | 09/15/18 | 990 |
334 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 1,075,000 | g | Bombardier, Inc | 4.750 | % | 04/15/19 | $ | 1,045 | ||||||||
7,075,000 | Burlington Northern Santa Fe LLC | 4.550 | 09/01/44 | 6,977 | ||||||||||||
9,200,000 | Canadian Pacific Railway Co | 2.900 | 02/01/25 | 8,646 | ||||||||||||
3,000,000 | CSX Corp | 4.100 | 03/15/44 | 2,737 | ||||||||||||
3,900,000 | g | ERAC USA Finance LLC | 3.300 | 10/15/22 | 3,821 | |||||||||||
4,150,000 | g | ERAC USA Finance LLC | 5.625 | 03/15/42 | 4,433 | |||||||||||
4,350,000 | FedEx Corp | 2.300 | 02/01/20 | 4,320 | ||||||||||||
5,400,000 | FedEx Corp | 3.200 | 02/01/25 | 5,260 | ||||||||||||
4,500,000 | FedEx Corp | 4.100 | 02/01/45 | 4,027 | ||||||||||||
6,311,000 | GATX Corp | 1.250 | 03/04/17 | 6,292 | ||||||||||||
7,150,000 | GATX Corp | 2.500 | 07/30/19 | 7,076 | ||||||||||||
4,425,000 | GATX Corp | 3.250 | 03/30/25 | 4,152 | ||||||||||||
5,900,000 | GATX Corp | 5.200 | 03/15/44 | 5,946 | ||||||||||||
6,650,000 | GATX Corp | 4.500 | 03/30/45 | 6,128 | ||||||||||||
17,344,000 | Kansas City Southern de Mexico S.A. de C.V. | 2.350 | 05/15/20 | 16,905 | ||||||||||||
3,750,000 | g | Latam Airlines Group S.A. | 7.250 | 06/09/20 | 3,860 | |||||||||||
9,950,000 | Norfolk Southern Corp | 4.450 | 06/15/45 | 9,511 | ||||||||||||
2,625,000 | Northrop Grumman Corp | 1.750 | 06/01/18 | 2,621 | ||||||||||||
2,975,000 | Southwest Airlines Co | 2.750 | 11/06/19 | 3,016 | ||||||||||||
1,800,000 | g | Transnet SOC Ltd | 4.000 | 07/26/22 | 1,729 | |||||||||||
3,500,000 | g | TTX Co | 3.600 | 01/15/25 | 3,508 | |||||||||||
7,750,000 | United Parcel Service, Inc | 3.125 | 01/15/21 | 8,063 | ||||||||||||
4,900,000 | United Parcel Service, Inc | 3.625 | 10/01/42 | 4,448 | ||||||||||||
TOTAL TRANSPORTATION | 148,508 | |||||||||||||||
UTILITIES - 3.7% | ||||||||||||||||
1,250,000 | i | AES Corp | 3.283 | 06/01/19 | 1,250 | |||||||||||
6,225,000 | AES Corp | 4.875 | 05/15/23 | 5,851 | ||||||||||||
1,500,000 | AES Corp | 5.500 | 03/15/24 | 1,453 | ||||||||||||
6,325,000 | AGL Capital Corp | 4.400 | 06/01/43 | 6,265 | ||||||||||||
5,150,000 | Alabama Power Co | 3.550 | 12/01/23 | 5,263 | ||||||||||||
3,475,000 | Alabama Power Co | 4.150 | 08/15/44 | 3,313 | ||||||||||||
15,000,000 | American Electric Power Co, Inc | 1.650 | 12/15/17 | 15,015 | ||||||||||||
6,000,000 | American Electric Power Co, Inc | 2.950 | 12/15/22 | 5,816 | ||||||||||||
2,000,000 | AmeriGas Finance LLC | 7.000 | 05/20/22 | 2,120 | ||||||||||||
3,000,000 | AmeriGas Partners LP | 6.250 | 08/20/19 | 3,060 | ||||||||||||
1,650,000 | Arizona Public Service Co | 4.500 | 04/01/42 | 1,651 | ||||||||||||
5,500,000 | Atmos Energy Corp | 8.500 | 03/15/19 | 6,677 | ||||||||||||
8,350,000 | Atmos Energy Corp | 4.125 | 10/15/44 | 7,945 | ||||||||||||
4,800,000 | Berkshire Hathaway Energy Co | 3.500 | 02/01/25 | 4,773 | ||||||||||||
8,000,000 | Berkshire Hathaway Energy Co | 5.150 | 11/15/43 | 8,508 | ||||||||||||
5,775,000 | Berkshire Hathaway Energy Co | 4.500 | 02/01/45 | 5,621 | ||||||||||||
6,225,000 | Black Hills Corp | 4.250 | 11/30/23 | 6,428 | ||||||||||||
5,825,000 | Brixmor Operating Partnership LP | 3.850 | 02/01/25 | 5,590 | ||||||||||||
3,000,000 | California Resources Corp | 5.000 | 01/15/20 | 2,640 | ||||||||||||
2,080,000 | California Resources Corp | 6.000 | 11/15/24 | 1,786 | ||||||||||||
4,750,000 | Carolina Power & Light Co | 5.300 | 01/15/19 | 5,290 | ||||||||||||
2,750,000 | Carolina Power & Light Co | 5.700 | 04/01/35 | 3,222 | ||||||||||||
3,670,000 | CenterPoint Energy Resources Corp | 4.500 | 01/15/21 | 3,940 | ||||||||||||
3,550,000 | CenterPoint Energy Resources Corp | 6.250 | 02/01/37 | 4,137 | ||||||||||||
7,500,000 | g | CEZ AS. | 4.250 | 04/03/22 | 7,841 | |||||||||||
2,500,000 | CMS Energy Corp | 5.050 | 02/15/18 | 2,704 | ||||||||||||
3,055,000 | Commonwealth Edison Co | 4.000 | 08/01/20 | 3,260 |
335 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 4,200,000 | Commonwealth Edison Co | 5.900 | % | 03/15/36 | $ | 4,988 | |||||||||
5,525,000 | Commonwealth Edison Co | 3.700 | 03/01/45 | 4,941 | ||||||||||||
2,750,000 | Connecticut Light & Power Co | 5.500 | 02/01/19 | 3,080 | ||||||||||||
3,000,000 | Connecticut Light & Power Co | 4.300 | 04/15/44 | 2,957 | ||||||||||||
9,050,000 | Consolidated Edison Co of New York, Inc | 3.950 | 03/01/43 | 8,231 | ||||||||||||
3,300,000 | Dominion Gas Holdings LLC | 3.600 | 12/15/24 | 3,282 | ||||||||||||
5,775,000 | Dominion Gas Holdings LLC | 4.600 | 12/15/44 | 5,423 | ||||||||||||
1,400,000 | Duke Energy Carolinas LLC | 4.300 | 06/15/20 | 1,531 | ||||||||||||
3,375,000 | Duke Energy Ohio, Inc | 3.800 | 09/01/23 | 3,503 | ||||||||||||
4,575,000 | Duke Energy Progress, Inc | 4.150 | 12/01/44 | 4,404 | ||||||||||||
7,100,000 | g,i | Electricite de France | 5.625 | 12/30/49 | 7,221 | |||||||||||
3,000,000 | g | Empresa Electrica Angamos S.A. | 4.875 | 05/25/29 | 2,950 | |||||||||||
900,000 | Empresa Nacional de Electricidad S.A. | 4.250 | 04/15/24 | 910 | ||||||||||||
2,900,000 | ENN Energy Holdings Ltd | 3.250 | 10/23/19 | 2,854 | ||||||||||||
4,000,000 | g | Eskom Holdings SOC Ltd | 5.750 | 01/26/21 | 3,920 | |||||||||||
2,550,000 | g | Eskom Holdings SOC Ltd | 7.125 | 02/11/25 | 2,580 | |||||||||||
7,675,000 | Exelon Corp | 3.950 | 06/15/25 | 7,709 | ||||||||||||
2,250,000 | Ferrellgas Partners LP | 6.500 | 05/01/21 | 2,244 | ||||||||||||
2,750,000 | Ferrellgas Partners LP | 6.750 | 01/15/22 | 2,757 | ||||||||||||
6,250,000 | g | FirstEnergy Transmission LLC | 4.350 | 01/15/25 | 6,403 | |||||||||||
2,000,000 | Florida Power Corp | 6.400 | 06/15/38 | 2,565 | ||||||||||||
3,500,000 | FPL Group Capital, Inc | 2.600 | 09/01/15 | 3,510 | ||||||||||||
3,000,000 | Georgia Power Co | 5.400 | 06/01/40 | 3,312 | ||||||||||||
5,000,000 | Indiana Michigan Power Co | 7.000 | 03/15/19 | 5,816 | ||||||||||||
2,725,000 | Integrys Energy Group, Inc | 4.170 | 11/01/20 | 2,897 | ||||||||||||
1,350,000 | g | Israel Electric Corp Ltd | 6.700 | 02/10/17 | 1,434 | |||||||||||
3,000,000 | g | Israel Electric Corp Ltd | 5.625 | 06/21/18 | 3,189 | |||||||||||
1,300,000 | g | Israel Electric Corp Ltd | 5.000 | 11/12/24 | 1,317 | |||||||||||
1,000,000 | g | Kansas Gas & Electric | 6.700 | 06/15/19 | 1,162 | |||||||||||
625,000 | g | KazMunayGas National Co JSC | 4.400 | 04/30/23 | 569 | |||||||||||
1,200,000 | g | KazMunayGas National Co JSC | 4.875 | 05/07/25 | 1,093 | |||||||||||
2,825,000 | Kinder Morgan Energy Partners LP | 9.000 | 02/01/19 | 3,392 | ||||||||||||
1,500,000 | g | Korea Hydro & Nuclear Power Co Ltd | 2.875 | 10/02/18 | 1,536 | |||||||||||
2,500,000 | g | Korea Hydro & Nuclear Power Co Ltd | 2.375 | 10/28/19 | 2,485 | |||||||||||
5,000,000 | LG&E and KU Energy LLC | 3.750 | 11/15/20 | 5,220 | ||||||||||||
12,500,000 | Mercy Health | 3.382 | 11/01/25 | 12,067 | ||||||||||||
9,800,000 | g | Molex Electronic Technologies LLC | 2.878 | 04/15/20 | 9,641 | |||||||||||
8,250,000 | g | Molex Electronic Technologies LLC | 3.900 | 04/15/25 | 7,982 | |||||||||||
2,800,000 | Nevada Power Co | 6.500 | 08/01/18 | 3,194 | ||||||||||||
3,335,000 | Nevada Power Co | 5.450 | 05/15/41 | 3,791 | ||||||||||||
3,500,000 | NiSource Finance Corp | 4.800 | 02/15/44 | 3,556 | ||||||||||||
3,375,000 | Northeast Utilities | 1.450 | 05/01/18 | 3,353 | ||||||||||||
6,675,000 | Northeast Utilities | 3.150 | 01/15/25 | 6,440 | ||||||||||||
2,000,000 | NRG Energy, Inc | 6.250 | 05/01/24 | 1,985 | ||||||||||||
7,800,000 | NSTAR Electric Co | 4.400 | 03/01/44 | 7,766 | ||||||||||||
2,500,000 | NTPC Ltd | 5.625 | 07/14/21 | 2,748 | ||||||||||||
1,000,000 | NTPC Ltd | 4.750 | 10/03/22 | 1,035 | ||||||||||||
7,100,000 | Oncor Electric Delivery Co LLC | 2.150 | 06/01/19 | 7,038 | ||||||||||||
1,280,000 | Oncor Electric Delivery Co LLC | 5.250 | 09/30/40 | 1,414 | ||||||||||||
8,170,000 | Oncor Electric Delivery Co LLC | 4.550 | 12/01/41 | 8,174 | ||||||||||||
1,325,000 | g | Oncor Electric Delivery Co LLC | 3.750 | 04/01/45 | 1,179 | |||||||||||
6,600,000 | ONEOK Partners LP | 3.800 | 03/15/20 | 6,734 | ||||||||||||
4,850,000 | ONEOK Partners LP | 3.375 | 10/01/22 | 4,457 |
336 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 3,900,000 | Pacific Gas & Electric Co | 8.250 | % | 10/15/18 | $ | 4,673 | |||||||||
5,850,000 | Pacific Gas & Electric Co | 4.300 | 03/15/45 | 5,597 | ||||||||||||
4,825,000 | Pepco Holdings, Inc | 2.700 | 10/01/15 | 4,844 | ||||||||||||
750,000 | Potomac Electric Power Co | 7.900 | 12/15/38 | 1,117 | ||||||||||||
6,925,000 | PPL Capital Funding, Inc | 4.200 | 06/15/22 | 7,279 | ||||||||||||
2,000,000 | PPL Electric Utilities Corp | 3.000 | 09/15/21 | 2,023 | ||||||||||||
3,825,000 | Progress Energy, Inc | 7.050 | 03/15/19 | 4,443 | ||||||||||||
4,625,000 | Public Service Co of Colorado | 3.200 | 11/15/20 | 4,817 | ||||||||||||
8,800,000 | Public Service Co of Oklahoma | 5.150 | 12/01/19 | 9,759 | ||||||||||||
2,640,000 | Public Service Electric & Gas Co | 5.300 | 05/01/18 | 2,911 | ||||||||||||
5,000,000 | Public Service Electric & Gas Co | 3.500 | 08/15/20 | 5,264 | ||||||||||||
2,940,000 | QEP Resources, Inc | 5.375 | 10/01/22 | 2,839 | ||||||||||||
2,300,000 | Sabine Pass LNG LP | 6.500 | 11/01/20 | 2,380 | ||||||||||||
4,275,000 | San Diego Gas & Electric Co | 3.000 | 08/15/21 | 4,379 | ||||||||||||
5,550,000 | Sempra Energy | 2.875 | 10/01/22 | 5,375 | ||||||||||||
15,000,000 | h | Smith College | 4.620 | 07/01/45 | 15,177 | |||||||||||
7,425,000 | Southern California Edison Co | 4.650 | 10/01/43 | 7,700 | ||||||||||||
7,005,000 | Southern California Edison Co | 3.600 | 02/01/45 | 6,219 | ||||||||||||
6,600,000 | Spectra Energy Partners LP | 4.500 | 03/15/45 | 5,826 | ||||||||||||
2,325,000 | Tampa Electric Co | 4.100 | 06/15/42 | 2,210 | ||||||||||||
2,790,000 | g | Three Gorges Finance I Cayman Islands Ltd | 3.700 | 06/10/25 | 2,809 | |||||||||||
3,250,000 | g | Transportadora de Gas del Peru S.A. | 4.250 | 04/30/28 | 3,193 | |||||||||||
3,680,000 | Virginia Electric and Power Co | 2.950 | 01/15/22 | 3,665 | ||||||||||||
1,900,000 | WEC Energy Group, Inc | 3.550 | 06/15/25 | 1,892 | ||||||||||||
5,075,000 | Williams Partners LP | 3.600 | 03/15/22 | 4,923 | ||||||||||||
7,250,000 | Williams Partners LP | 4.500 | 11/15/23 | 7,299 | ||||||||||||
6,000,000 | Williams Partners LP | 4.900 | 01/15/45 | 5,131 | ||||||||||||
4,125,000 | Wisconsin Power & Light Co | 4.100 | 10/15/44 | 3,984 | ||||||||||||
14,000,000 | g | WPD Investment Holdings Ltd | 3.900 | 05/01/16 | 14,279 | |||||||||||
2,200,000 | Xcel Energy, Inc | 3.300 | 06/01/25 | 2,158 | ||||||||||||
2,890,000 | Xcel Energy, Inc | 4.800 | 09/15/41 | 2,987 | ||||||||||||
TOTAL UTILITIES | 502,510 | |||||||||||||||
TOTAL CORPORATE BONDS | 4,999,504 | |||||||||||||||
(Cost $4,998,716) | ||||||||||||||||
GOVERNMENT BONDS - 44.6% | ||||||||||||||||
AGENCY SECURITIES - 2.2% | ||||||||||||||||
14,243,798 | AMAL Ltd | 3.465 | 08/21/21 | 15,006 | ||||||||||||
5,930,006 | Export Lease Ten Co LLC | 1.650 | 05/07/25 | 5,768 | ||||||||||||
5,000,000 | International Bank for Reconstruction & Development | 0.500 | 04/15/16 | 5,005 | ||||||||||||
21,125,000 | Lutheran Medical Center | 1.982 | 02/20/30 | 20,255 | ||||||||||||
293,778 | National Credit Union Administration | 1.840 | 10/07/20 | 295 | ||||||||||||
14,113,567 | Premier Aircraft Leasing | 3.576 | 02/06/22 | 14,930 | ||||||||||||
15,000,000 | Private Export Funding Corp (PEFCO) | 2.125 | 07/15/16 | 15,241 | ||||||||||||
34,000,000 | PEFCO | 1.375 | 02/15/17 | 34,185 | ||||||||||||
17,000,000 | PEFCO | 5.450 | 09/15/17 | 18,643 | ||||||||||||
10,000,000 | PEFCO | 2.250 | 12/15/17 | 10,278 | ||||||||||||
5,000,000 | PEFCO | 4.375 | 03/15/19 | 5,500 | ||||||||||||
7,240,000 | PEFCO | 1.450 | 08/15/19 | 7,149 | ||||||||||||
27,750,000 | PEFCO | 2.250 | 03/15/20 | 28,106 | ||||||||||||
35,000,000 | PEFCO | 4.300 | 12/15/21 | 39,036 |
337 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 30,000,000 | PEFCO | 2.050 | % | 11/15/22 | $ | 29,042 | |||||||||
12,500,000 | Sam Luis Hospital | 3.700 | 08/30/44 | 12,867 | ||||||||||||
1,891,406 | Totem Ocean Trailer Express, Inc | 4.514 | 12/18/19 | 2,008 | ||||||||||||
9,000,000 | Ukraine Government AID Bonds | 1.844 | 05/16/19 | 9,011 | ||||||||||||
13,730,000 | UNM Sandoval Regional Medical Center | 4.500 | 07/20/36 | 13,818 | ||||||||||||
3,000,000 | US Department of Housing and Urban Development (HUD) | 5.380 | 08/01/18 | 3,168 | ||||||||||||
TOTAL AGENCY SECURITIES | 289,311 | |||||||||||||||
FOREIGN GOVERNMENT BONDS - 5.1% | ||||||||||||||||
2,250,000 | g | Banque Centrale de Tunisie S.A. | 5.750 | 01/30/25 | 2,197 | |||||||||||
3,800,000 | g | Brazil Minas SPE via State of Minas Gerais | 5.333 | 02/15/28 | 3,591 | |||||||||||
5,750,000 | Brazil Notas do Tesouro Nacional Serie F | 10.000 | 01/01/21 | 1,663 | ||||||||||||
1,210,000 | Brazilian Government International Bond | 5.875 | 01/15/19 | 1,343 | ||||||||||||
2,500,000 | Brazilian Government International Bond | 4.250 | 01/07/25 | 2,412 | ||||||||||||
825,000 | Brazilian Government International Bond | 7.125 | 01/20/37 | 932 | ||||||||||||
2,000,000 | Brazilian Government International Bond | 5.625 | 01/07/41 | 1,910 | ||||||||||||
1,735,000 | Brazilian Government International Bond | 5.000 | 01/27/45 | 1,501 | ||||||||||||
5,000,000 | g | Caisse d’Amortissement de la Dette Sociale | 2.000 | 04/17/20 | 5,034 | |||||||||||
4,000,000 | g | Caisse d’Amortissement de la Dette Sociale | 1.875 | 02/12/22 | 3,899 | |||||||||||
1,200,000 | g | Caisse d’Amortissement de la Dette Sociale | 3.375 | 03/20/24 | 1,265 | |||||||||||
25,275,000 | Canada Government International Bond | 0.875 | 02/14/17 | 25,363 | ||||||||||||
5,410,000 | Colombia Government International Bond | 4.375 | 07/12/21 | 5,659 | ||||||||||||
1,775,000 | Colombia Government International Bond | 2.625 | 03/15/23 | 1,626 | ||||||||||||
COP | 1,666,000,000 | Colombia Government International Bond | 4.375 | 03/21/23 | 578 | |||||||||||
$ | 4,450,000 | Colombia Government International Bond | 4.000 | 02/26/24 | 4,428 | |||||||||||
1,500,000 | Colombia Government International Bond | 6.125 | 01/18/41 | 1,624 | ||||||||||||
1,975,000 | Colombia Government International Bond | 5.625 | 02/26/44 | 2,000 | ||||||||||||
3,500,000 | g | Costa Rica Government International Bond | 7.158 | 03/12/45 | 3,412 | |||||||||||
2,000,000 | g | Croatia Government International Bond | 6.250 | 04/27/17 | 2,117 | |||||||||||
3,150,000 | g | Croatia Government International Bond | 6.375 | 03/24/21 | 3,398 | |||||||||||
2,325,000 | g | Croatia Government International Bond | 5.500 | 04/04/23 | 2,390 | |||||||||||
DOP | 63,500,000 | g | Dominican Republic International Bond | 10.000 | 01/05/17 | 1,441 | ||||||||||
$ | 6,500,000 | g | Dominican Republic International Bond | 5.500 | 01/27/25 | 6,516 | ||||||||||
4,200,000 | g | Ecuador Government International Bond | 10.500 | 03/24/20 | 4,210 | |||||||||||
3,275,000 | g | Egypt Government International Bond | 5.875 | 06/11/25 | 3,198 | |||||||||||
2,800,000 | g | El Salvador Government International Bond | 7.650 | 06/15/35 | 2,814 | |||||||||||
10,000,000 | European Investment Bank | 2.500 | 04/15/21 | 10,260 | ||||||||||||
3,500,000 | European Investment Bank | 4.875 | 02/15/36 | 4,273 | ||||||||||||
3,825,000 | Export-Import Bank of Korea | 1.250 | 11/20/15 | 3,828 | ||||||||||||
3,800,000 | Export-Import Bank of Korea | 2.250 | 01/21/20 | 3,760 | ||||||||||||
3,000,000 | Federative Republic of Brazil | 6.000 | 01/17/17 | 3,202 | ||||||||||||
2,550,000 | g | Gabonese Republic | 6.950 | 06/16/25 | 2,531 | |||||||||||
EUR | 18,750,000 | g | Hellenic Republic Government Bond | 4.750 | 04/17/19 | 11,501 | ||||||||||
$ | 2,700,000 | Hungary Government International Bond | 5.750 | 11/22/23 | 2,990 | |||||||||||
1,100,000 | Hungary Government International Bond | 5.375 | 03/25/24 | 1,192 | ||||||||||||
40,200,000 | Hydro Quebec | 1.375 | 06/19/17 | 40,534 | ||||||||||||
1,000,000 | g | Indonesia Government International Bond | �� | 4.125 | 01/15/25 | 981 | ||||||||||
2,400,000 | g | Indonesia Government International Bond | 5.125 | 01/15/45 | 2,289 | |||||||||||
5,310,000 | Italy Government International Bond | 6.875 | 09/27/23 | 6,584 | ||||||||||||
1,900,000 | g,i | Ivory Coast Government International Bond | 5.750 | 12/31/32 | 1,782 | |||||||||||
1,880,000 | g | Japan Finance Organization for Municipalities | 2.125 | 03/06/19 | 1,904 | |||||||||||
5,000,000 | g | Kazakhstan Government International Bond | 3.875 | 10/14/24 | 4,700 | |||||||||||
4,325,000 | g | Kenya Government International Bond | 5.875 | 06/24/19 | 4,416 |
338 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 18,750,000 | KFW | 2.625 | % | 01/25/22 | $ | 19,245 | |||||||||
4,500,000 | g | Kommunalbanken AS. | 1.375 | 06/08/17 | 4,543 | |||||||||||
5,800,000 | g,i | Kommunalbanken AS. | 0.456 | 02/20/18 | 5,821 | |||||||||||
7,700,000 | g | Kommunalbanken AS. | 1.625 | 01/15/20 | 7,652 | |||||||||||
2,600,000 | g | Kommunalbanken AS. | 2.125 | 02/11/25 | 2,487 | |||||||||||
5,000,000 | g | Kommuninvest I Sverige AB | 2.000 | 11/12/19 | 5,055 | |||||||||||
2,400,000 | Korea Development Bank | 1.500 | 01/22/18 | 2,383 | ||||||||||||
2,600,000 | Korea Development Bank | 2.500 | 03/11/20 | 2,607 | ||||||||||||
6,000,000 | g | Korea Housing Finance Corp | 1.625 | 09/15/18 | 5,915 | |||||||||||
5,000,000 | Landwirtschaftliche Rentenbank | 5.125 | 02/01/17 | 5,344 | ||||||||||||
6,682,000 | Landwirtschaftliche Rentenbank | 2.000 | 01/13/25 | 6,383 | ||||||||||||
3,000,000 | g | Lithuania Government International Bond | 6.625 | 02/01/22 | 3,570 | |||||||||||
MXN | 50,000,000 | Mexican Bonos | 7.750 | 12/14/17 | 3,435 | |||||||||||
$ | 1,000,000 | Mexico Government International Bond | 5.625 | 01/15/17 | 1,066 | |||||||||||
2,500,000 | Mexico Government International Bond | 3.600 | 01/30/25 | 2,465 | ||||||||||||
1,500,000 | Mexico Government International Bond | 4.750 | 03/08/44 | 1,433 | ||||||||||||
5,760,000 | Mexico Government International Bond | 4.600 | 01/23/46 | 5,342 | ||||||||||||
1,000,000 | g | Morocco Government International Bond | 5.500 | 12/11/42 | 1,012 | |||||||||||
1,000,000 | g | Municipality Finance plc | 1.750 | 05/21/19 | 1,008 | |||||||||||
NGN | 485,000,000 | Nigeria Government Bond | 15.100 | 04/27/17 | 2,441 | |||||||||||
$ | 43,950,000 | North American Development Bank | 2.400 | 10/26/22 | 42,593 | |||||||||||
1,175,000 | Panama Government International Bond | 5.200 | 01/30/20 | 1,295 | ||||||||||||
3,000,000 | Panama Government International Bond | 4.000 | 09/22/24 | 3,015 | ||||||||||||
3,500,000 | Panama Government International Bond | 3.750 | 03/16/25 | 3,447 | ||||||||||||
1,000,000 | Peruvian Government International Bond | 7.125 | 03/30/19 | 1,164 | ||||||||||||
1,250,000 | Peruvian Government International Bond | 6.550 | 03/14/37 | 1,556 | ||||||||||||
4,175,000 | Philippine Government International Bond | 4.200 | 01/21/24 | 4,551 | ||||||||||||
2,500,000 | Philippine Government International Bond | 5.000 | 01/13/37 | 2,894 | ||||||||||||
2,980,000 | Philippine Government International Bond | 3.950 | 01/20/40 | 3,010 | ||||||||||||
1,850,000 | Poland Government International Bond | 6.375 | 07/15/19 | 2,138 | ||||||||||||
6,167,000 | Poland Government International Bond | 5.125 | 04/21/21 | 6,842 | ||||||||||||
1,000,000 | Poland Government International Bond | 4.000 | 01/22/24 | 1,046 | ||||||||||||
25,000,000 | g | Province of Alberta Canada | 1.000 | 06/21/17 | 25,053 | |||||||||||
21,000,000 | Province of British Columbia Canada | 1.200 | 04/25/17 | 21,164 | ||||||||||||
15,000,000 | Province of British Columbia Canada | 2.000 | 10/23/22 | 14,677 | ||||||||||||
20,750,000 | Province of Manitoba Canada | 1.750 | 05/30/19 | 20,925 | ||||||||||||
10,000,000 | Province of Manitoba Canada | 3.050 | 05/14/24 | 10,266 | ||||||||||||
20,000,000 | Province of New Brunswick Canada | 2.750 | 06/15/18 | 20,837 | ||||||||||||
12,000,000 | Province of Nova Scotia Canada | 2.375 | 07/21/15 | 12,011 | ||||||||||||
24,000,000 | Province of Ontario Canada | 2.300 | 05/10/16 | 24,364 | ||||||||||||
2,250,000 | Province of Quebec Canada | 5.125 | 11/14/16 | 2,384 | ||||||||||||
8,835,000 | Province of Quebec Canada | 4.625 | 05/14/18 | 9,657 | ||||||||||||
22,500,000 | Province of Quebec Canada | 3.500 | 07/29/20 | 24,095 | ||||||||||||
10,000,000 | Province of Quebec Canada | 2.750 | 08/25/21 | 10,222 | ||||||||||||
6,000,000 | Province of Quebec Canada | 7.500 | 09/15/29 | 8,662 | ||||||||||||
5,170,000 | Republic of Angola Via Northern Lights III BV | 7.000 | 08/16/19 | 5,161 | ||||||||||||
5,175,000 | g | Republic of Azerbaijan International Bond | 4.750 | 03/18/24 | 5,272 | |||||||||||
3,485,000 | g | Republic of Paraguay | 6.100 | 08/11/44 | 3,529 | |||||||||||
2,350,000 | g | Republic of Serbia | 5.250 | 11/21/17 | 2,428 | |||||||||||
1,304,515 | i | Republic of Serbia | 6.750 | 11/01/24 | 1,326 | |||||||||||
1,225,000 | g | Republic of Trinidad & Tobago | 4.375 | 01/16/24 | 1,314 | |||||||||||
4,500,000 | Republic of Turkey | 7.500 | 07/14/17 | 4,966 | ||||||||||||
1,650,000 | Republic of Turkey | 6.000 | 01/14/41 | 1,738 |
339 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 1,500,000 | g | Republic of Zambia | 5.375 | % | 09/20/22 | $ | 1,296 | ||||||||
3,500,000 | g | Russian Foreign Bond - Eurobond | 4.875 | 09/16/23 | 3,461 | |||||||||||
3,985,000 | g | Slovenia Government International Bond | 5.500 | 10/26/22 | 4,419 | |||||||||||
1,300,000 | g | Socialist Republic of Vietnam | 6.750 | 01/29/20 | 1,437 | |||||||||||
ZAR | 121,524,000 | South Africa Government Bond | 8.250 | 09/15/17 | 10,194 | |||||||||||
$ | 1,002,000 | South Africa Government International Bond | 6.875 | 05/27/19 | 1,140 | |||||||||||
3,500,000 | South Africa Government International Bond | 5.500 | 03/09/20 | 3,808 | ||||||||||||
5,625,000 | South Africa Government International Bond | 5.875 | 09/16/25 | 6,232 | ||||||||||||
2,375,000 | South Africa Government International Bond | 5.375 | 07/24/44 | 2,369 | ||||||||||||
2,400,000 | g | Sri Lanka Government International Bond | 6.000 | 01/14/19 | 2,451 | |||||||||||
7,680,000 | Svensk Exportkredit AB | 5.125 | 03/01/17 | 8,227 | ||||||||||||
4,000,000 | Svensk Exportkredit AB | 1.125 | 04/05/18 | 3,991 | ||||||||||||
12,000,000 | Turkey Government International Bond | 6.750 | 04/03/18 | 13,233 | ||||||||||||
4,000,000 | Turkey Government International Bond | 3.250 | 03/23/23 | 3,720 | ||||||||||||
7,050,000 | Turkey Government International Bond | 5.750 | 03/22/24 | 7,632 | ||||||||||||
4,500,000 | Turkey Government International Bond | 4.250 | 04/14/26 | 4,289 | ||||||||||||
2,000,000 | Turkey Government International Bond | 6.875 | 03/17/36 | 2,320 | ||||||||||||
4,000,000 | United Mexican States | 5.950 | 03/19/19 | 4,486 | ||||||||||||
1,925,000 | Uruguay Government International Bond | 4.500 | 08/14/24 | 2,021 | ||||||||||||
3,750,000 | Uruguay Government International Bond | 5.100 | 06/18/50 | 3,572 | ||||||||||||
4,715,000 | g | Vietnam Government International Bond | 4.800 | 11/19/24 | 4,715 | |||||||||||
TOTAL FOREIGN GOVERNMENT BONDS | 691,070 | |||||||||||||||
MORTGAGE BACKED - 24.2% | ||||||||||||||||
5,000,000 | Federal Home Loan Mortgage Corp (FHLMC) | 3.000 | 02/15/26 | 5,139 | ||||||||||||
11,194,133 | i | FHLMC | 0.796 | 07/15/37 | 11,378 | |||||||||||
26,445,000 | FHLMC | 4.000 | 12/15/38 | 28,228 | ||||||||||||
13,452,882 | i | FHLMC | 0.636 | 09/15/42 | 13,576 | |||||||||||
103,270 | Federal Home Loan Mortgage Corp Gold (FGLMC) | 6.500 | 12/01/16 | 106 | ||||||||||||
973,699 | FGLMC | 5.000 | 09/01/18 | 1,017 | ||||||||||||
524,080 | FGLMC | 5.500 | 01/01/19 | 550 | ||||||||||||
145,018 | FGLMC | 4.000 | 06/01/19 | 152 | ||||||||||||
534,932 | FGLMC | 4.500 | 01/01/20 | 557 | ||||||||||||
502,031 | FGLMC | 4.500 | 07/01/20 | 528 | ||||||||||||
337,495 | FGLMC | 4.500 | 08/01/20 | 354 | ||||||||||||
96,036 | FGLMC | 7.000 | 10/01/20 | 102 | ||||||||||||
4,560,483 | FGLMC | 4.500 | 06/01/21 | 4,780 | ||||||||||||
1,594,774 | FGLMC | 4.500 | 06/01/21 | 1,672 | ||||||||||||
595,896 | FGLMC | 5.000 | 04/01/23 | 645 | ||||||||||||
18,166 | FGLMC | 7.000 | 05/01/23 | 21 | ||||||||||||
220,440 | FGLMC | 6.000 | 10/01/23 | 249 | ||||||||||||
158,508 | FGLMC | 6.000 | 11/01/23 | 179 | ||||||||||||
2,267,078 | FGLMC | 4.000 | 07/01/24 | 2,396 | ||||||||||||
706,055 | FGLMC | 4.500 | 09/01/24 | 753 | ||||||||||||
49,000,000 | h | FGLMC | 3.500 | 07/15/30 | 51,581 | |||||||||||
56,000,000 | h | FGLMC | 3.000 | 08/15/30 | 57,759 | |||||||||||
38,818 | FGLMC | 8.000 | 01/01/31 | 45 | ||||||||||||
79,520 | FGLMC | 7.000 | 12/01/31 | 83 | ||||||||||||
5,962 | FGLMC | 7.000 | 01/01/32 | 6 | ||||||||||||
188,287 | FGLMC | 8.000 | 02/01/32 | 220 | ||||||||||||
1,299,175 | FGLMC | 4.500 | 07/01/33 | 1,408 | ||||||||||||
2,861,643 | FGLMC | 5.500 | 12/01/33 | 3,225 | ||||||||||||
1,599,722 | FGLMC | 5.500 | 12/01/33 | 1,809 |
340 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 7,902,845 | FGLMC | 7.000 | % | 12/01/33 | $ | 9,345 | |||||||||
9,963,300 | FGLMC | 5.000 | 01/01/34 | 11,155 | ||||||||||||
3,759,197 | FGLMC | 4.500 | 10/01/34 | 4,073 | ||||||||||||
1,727,598 | FGLMC | 4.500 | 04/01/35 | 1,875 | ||||||||||||
2,778,899 | FGLMC | 7.000 | 05/01/35 | 3,308 | ||||||||||||
582,430 | FGLMC | 5.000 | 02/01/36 | 643 | ||||||||||||
12,280 | FGLMC | 6.500 | 05/01/36 | 14 | ||||||||||||
3,398,587 | FGLMC | 5.000 | 04/01/38 | 3,758 | ||||||||||||
2,766,999 | FGLMC | 5.000 | 07/01/39 | 3,049 | ||||||||||||
14,122,906 | FGLMC | 4.500 | 11/01/40 | 15,539 | ||||||||||||
15,917,993 | FGLMC | 4.500 | 12/01/40 | 17,485 | ||||||||||||
30,067,865 | FGLMC | 3.500 | 01/01/41 | 30,926 | ||||||||||||
14,141,346 | FGLMC | 3.500 | 04/01/44 | 14,632 | ||||||||||||
24,096,408 | FGLMC | 4.000 | 08/01/44 | 25,704 | ||||||||||||
17,293,579 | FGLMC | 4.000 | 09/01/44 | 18,471 | ||||||||||||
5,793,908 | FGLMC | 4.500 | 10/01/44 | 6,377 | ||||||||||||
3,214,180 | FGLMC | 4.500 | 11/01/44 | 3,537 | ||||||||||||
2,524,620 | FGLMC | 4.500 | 11/01/44 | 2,779 | ||||||||||||
1,300,910 | FGLMC | 4.500 | 12/01/44 | 1,411 | ||||||||||||
2,011,396 | FGLMC | 4.500 | 12/01/44 | 2,214 | ||||||||||||
69,334,699 | FGLMC | 4.000 | 02/01/45 | 73,381 | ||||||||||||
12,049,676 | FGLMC | 3.500 | 04/01/45 | 12,420 | ||||||||||||
31,000,000 | h | FGLMC | 3.000 | 07/15/45 | 30,741 | |||||||||||
31,000,000 | h | FGLMC | 3.500 | 08/15/45 | 31,744 | |||||||||||
36,000,000 | h | FGLMC | 4.000 | 08/15/45 | 37,934 | |||||||||||
1,601 | Federal National Mortgage Association (FNMA) | 6.500 | 04/01/16 | 2 | ||||||||||||
36,502 | FNMA | 6.500 | 10/01/16 | 37 | ||||||||||||
43,631 | FNMA | 6.500 | 11/01/16 | 45 | ||||||||||||
140,566 | FNMA | 6.500 | 02/01/18 | 147 | ||||||||||||
1,117,094 | FNMA | 5.500 | 04/01/18 | 1,171 | ||||||||||||
205,947 | FNMA | 6.500 | 04/01/18 | 215 | ||||||||||||
912,199 | FNMA | 5.500 | 07/01/20 | 987 | ||||||||||||
289,560 | FNMA | 4.500 | 11/01/20 | 302 | ||||||||||||
768,596 | FNMA | 5.500 | 08/01/21 | 833 | ||||||||||||
578,259 | FNMA | 4.500 | 03/01/23 | 616 | ||||||||||||
44,213 | FNMA | 8.000 | 03/01/23 | 46 | ||||||||||||
1,104,723 | FNMA | 4.500 | 06/01/23 | 1,176 | ||||||||||||
1,742,763 | FNMA | 5.000 | 07/01/23 | 1,890 | ||||||||||||
1,114,670 | FNMA | 4.000 | 05/01/24 | 1,174 | ||||||||||||
120,495 | FNMA | 8.000 | 07/01/24 | 144 | ||||||||||||
967,280 | FNMA | 4.500 | 08/01/24 | 1,035 | ||||||||||||
4,745,119 | FNMA | 4.000 | 09/01/24 | 5,024 | ||||||||||||
24,066 | FNMA | 9.000 | 11/01/25 | 28 | ||||||||||||
32,000,000 | h | FNMA | 2.500 | 07/25/30 | 32,335 | |||||||||||
33,000,000 | g,h | FNMA | 3.000 | 07/25/30 | 34,140 | |||||||||||
14,000,000 | h | FNMA | 3.500 | 07/25/30 | 14,750 | |||||||||||
115,000,000 | h | FNMA | 2.500 | 08/25/30 | 115,961 | |||||||||||
75,000,000 | h | FNMA | 3.000 | 08/25/30 | 77,426 | |||||||||||
1,490,359 | FNMA | 6.500 | 07/01/32 | 1,727 | ||||||||||||
168,525 | FNMA | 7.000 | 07/01/32 | 182 | ||||||||||||
128,656 | FNMA | 7.000 | 07/01/32 | 143 | ||||||||||||
581,841 | FNMA | 4.500 | 03/25/33 | 596 | ||||||||||||
10,649,783 | FNMA | 3.000 | 10/01/33 | 10,840 |
341 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 1,368,631 | FNMA | 4.500 | % | 10/01/33 | $ | 1,490 | |||||||||
25,938,824 | FNMA | 5.000 | 10/01/33 | 28,843 | ||||||||||||
151,966 | FNMA | 5.000 | 11/01/33 | 170 | ||||||||||||
2,800,647 | FNMA | 5.000 | 11/01/33 | 3,149 | ||||||||||||
10,661,070 | FNMA | 5.500 | 03/01/34 | 12,024 | ||||||||||||
7,572,569 | FNMA | 3.500 | 03/25/34 | 7,721 | ||||||||||||
50,166,834 | FNMA | 3.000 | 01/01/35 | 51,013 | ||||||||||||
9,896,301 | FNMA | 5.500 | 02/01/35 | 11,159 | ||||||||||||
2,430,323 | FNMA | 4.500 | 05/01/35 | 2,648 | ||||||||||||
68,574 | FNMA | 7.500 | 06/01/35 | 74 | ||||||||||||
62,213 | FNMA | 6.500 | 03/01/37 | 74 | ||||||||||||
3,627,736 | FNMA | 5.500 | 08/01/37 | 4,089 | ||||||||||||
1,627,776 | FNMA | 6.000 | 09/01/37 | 1,883 | ||||||||||||
1,502,710 | FNMA | 6.000 | 09/01/37 | 1,739 | ||||||||||||
1,314,857 | FNMA | 6.500 | 09/01/37 | 1,509 | ||||||||||||
1,918,249 | FNMA | 5.500 | 01/01/38 | 2,159 | ||||||||||||
69,304 | FNMA | 6.500 | 02/01/38 | 80 | ||||||||||||
9,497,935 | FNMA | 5.500 | 11/01/38 | 10,915 | ||||||||||||
7,746,836 | FNMA | 5.500 | 12/01/38 | 8,833 | ||||||||||||
16,282,427 | FNMA | 4.000 | 02/01/39 | 17,271 | ||||||||||||
176,647 | FNMA | 4.500 | 04/01/39 | 191 | ||||||||||||
748,318 | FNMA | 4.000 | 07/01/39 | 798 | ||||||||||||
5,820,413 | FNMA | 5.500 | 08/01/39 | 6,614 | ||||||||||||
4,043,062 | FNMA | 4.500 | 10/01/39 | 4,376 | ||||||||||||
357,473 | FNMA | 4.500 | 02/01/40 | 390 | ||||||||||||
4,409,116 | FNMA | 4.500 | 06/01/40 | 4,774 | ||||||||||||
2,293,034 | FNMA | 5.000 | 08/01/40 | 2,537 | ||||||||||||
13,697,226 | FNMA | 5.000 | 09/01/40 | 15,141 | ||||||||||||
3,541,154 | FNMA | 4.500 | 10/01/40 | 3,837 | ||||||||||||
989,982 | FNMA | 6.000 | 10/01/40 | 1,127 | ||||||||||||
753,475 | FNMA | 4.500 | 11/01/40 | 823 | ||||||||||||
11,123,942 | FNMA | 4.500 | 11/01/40 | 12,018 | ||||||||||||
5,279,185 | FNMA | 4.500 | 11/01/40 | 5,716 | ||||||||||||
1,489,522 | FNMA | 4.500 | 01/01/41 | 1,636 | ||||||||||||
1,166,701 | FNMA | 4.500 | 02/01/41 | 1,275 | ||||||||||||
17,623,867 | FNMA | 5.000 | 05/01/41 | 19,517 | ||||||||||||
1,319,215 | FNMA | 4.500 | 06/01/41 | 1,441 | ||||||||||||
1,212,866 | FNMA | 4.500 | 06/01/41 | 1,332 | ||||||||||||
1,071,467 | FNMA | 5.000 | 06/01/41 | 1,190 | ||||||||||||
1,463,384 | FNMA | 5.000 | 08/01/41 | 1,618 | ||||||||||||
573,083 | FNMA | 4.500 | 09/01/41 | 621 | ||||||||||||
1,712,277 | FNMA | 4.500 | 12/01/41 | 1,871 | ||||||||||||
32,980,013 | FNMA | 5.500 | 12/01/41 | 37,719 | ||||||||||||
1,335,193 | FNMA | 4.500 | 01/01/42 | 1,458 | ||||||||||||
10,000,000 | FNMA | 4.000 | 01/25/42 | 10,678 | ||||||||||||
7,594,758 | FNMA | 3.500 | 02/01/42 | 7,838 | ||||||||||||
1,519,258 | FNMA | 4.500 | 03/01/42 | 1,669 | ||||||||||||
12,713,003 | FNMA | 4.500 | 04/01/42 | 13,765 | ||||||||||||
1,105,266 | FNMA | 4.500 | 04/01/42 | 1,196 | ||||||||||||
1,367,359 | FNMA | 4.500 | 04/01/42 | 1,494 | ||||||||||||
1,597,168 | FNMA | 4.500 | 06/01/42 | 1,746 | ||||||||||||
1,244,417 | FNMA | 4.500 | 07/01/42 | 1,367 | ||||||||||||
15,796,221 | i | FNMA | 0.687 | 08/25/42 | 16,027 |
342 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 22,931,008 | FNMA | 3.000 | % | 10/01/42 | $ | 22,915 | |||||||||
253,010 | FNMA | 3.000 | 10/01/42 | 253 | ||||||||||||
255,493 | FNMA | 3.000 | 10/01/42 | 255 | ||||||||||||
654,581 | FNMA | 3.000 | 11/01/42 | 654 | ||||||||||||
14,497,798 | i | FNMA | 0.587 | 11/25/42 | 14,511 | |||||||||||
34,353,565 | FNMA | 3.500 | 11/25/42 | 7,799 | ||||||||||||
877,125 | FNMA | 3.000 | 12/01/42 | 876 | ||||||||||||
317,246 | FNMA | 3.000 | 12/01/42 | 316 | ||||||||||||
11,671,576 | FNMA | 3.000 | 01/01/43 | 11,647 | ||||||||||||
25,917,299 | FNMA | 3.000 | 01/01/43 | 25,895 | ||||||||||||
5,885,804 | FNMA | 3.000 | 02/01/43 | 5,882 | ||||||||||||
15,549,499 | FNMA | 3.000 | 02/01/43 | 15,536 | ||||||||||||
1,658,695 | FNMA | 3.000 | 02/01/43 | 1,657 | ||||||||||||
156,162 | FNMA | 3.000 | 02/01/43 | 156 | ||||||||||||
725,062 | FNMA | 3.000 | 02/01/43 | 724 | ||||||||||||
33,107,991 | FNMA | 3.000 | 02/01/43 | 33,080 | ||||||||||||
861,730 | FNMA | 3.000 | 02/01/43 | 861 | ||||||||||||
6,379,067 | FNMA | 3.500 | 02/01/43 | 6,603 | ||||||||||||
1,171,744 | FNMA | 3.000 | 03/01/43 | 1,170 | ||||||||||||
3,714,026 | FNMA | 3.000 | 03/01/43 | 3,708 | ||||||||||||
1,126,699 | FNMA | 3.000 | 03/01/43 | 1,125 | ||||||||||||
4,530,541 | FNMA | 3.000 | 03/01/43 | 4,525 | ||||||||||||
156,056 | FNMA | 3.000 | 03/01/43 | 156 | ||||||||||||
4,084,276 | FNMA | 3.000 | 03/01/43 | 4,080 | ||||||||||||
285,802 | FNMA | 3.000 | 03/01/43 | 285 | ||||||||||||
794,999 | FNMA | 3.000 | 03/01/43 | 792 | ||||||||||||
3,574,453 | FNMA | 3.000 | 03/01/43 | 3,570 | ||||||||||||
895,101 | FNMA | 3.000 | 03/01/43 | 894 | ||||||||||||
2,320,811 | FNMA | 3.000 | 03/01/43 | 2,317 | ||||||||||||
9,629,653 | i | FNMA | 0.537 | 03/25/43 | 9,672 | |||||||||||
179,448 | FNMA | 3.000 | 04/01/43 | 179 | ||||||||||||
247,846 | FNMA | 3.000 | 04/01/43 | 247 | ||||||||||||
16,711 | FNMA | 3.000 | 04/01/43 | 17 | ||||||||||||
1,333,616 | FNMA | 3.000 | 04/01/43 | 1,332 | ||||||||||||
2,090,749 | FNMA | 3.000 | 04/01/43 | 2,088 | ||||||||||||
982,662 | FNMA | 3.000 | 04/01/43 | 981 | ||||||||||||
1,353,326 | FNMA | 3.000 | 04/01/43 | 1,351 | ||||||||||||
64,965 | FNMA | 3.000 | 04/01/43 | 65 | ||||||||||||
752,919 | FNMA | 3.000 | 04/01/43 | 752 | ||||||||||||
1,555,410 | FNMA | 3.000 | 04/01/43 | 1,553 | ||||||||||||
1,845,869 | FNMA | 3.000 | 05/01/43 | 1,843 | ||||||||||||
5,940,680 | FNMA | 3.000 | 05/01/43 | 5,932 | ||||||||||||
1,033,327 | FNMA | 3.500 | 05/01/43 | 1,070 | ||||||||||||
1,708,739 | FNMA | 3.500 | 05/01/43 | 1,769 | ||||||||||||
1,743,096 | FNMA | 3.500 | 06/01/43 | 1,804 | ||||||||||||
4,545,127 | FNMA | 3.500 | 06/01/43 | 4,705 | ||||||||||||
2,159,750 | FNMA | 3.500 | 06/01/43 | 2,236 | ||||||||||||
840,520 | FNMA | 3.500 | 06/01/43 | 870 | ||||||||||||
2,187,972 | FNMA | 3.500 | 06/01/43 | 2,265 | ||||||||||||
936,923 | FNMA | 3.500 | 06/01/43 | 965 | ||||||||||||
5,886,707 | FNMA | 3.500 | 07/01/43 | 6,093 | ||||||||||||
2,891,011 | FNMA | 3.500 | 07/01/43 | 2,992 | ||||||||||||
21,810,693 | FNMA | 4.000 | 11/01/43 | 23,340 |
343 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 10,648,746 | FNMA | 4.000 | % | 04/01/44 | $ | 11,354 | |||||||||
6,252,794 | FNMA | 4.000 | 06/01/44 | 6,666 | ||||||||||||
3,433,284 | FNMA | 4.000 | 06/01/44 | 3,660 | ||||||||||||
10,290,997 | FNMA | 4.500 | 06/01/44 | 11,326 | ||||||||||||
3,398,379 | FNMA | 4.000 | 07/01/44 | 3,623 | ||||||||||||
1,820,427 | FNMA | 4.000 | 07/01/44 | 1,941 | ||||||||||||
14,882,958 | FNMA | 4.000 | 08/01/44 | 15,865 | ||||||||||||
2,335,657 | FNMA | 4.000 | 08/01/44 | 2,490 | ||||||||||||
6,146,187 | FNMA | 4.000 | 08/01/44 | 6,552 | ||||||||||||
6,376,049 | FNMA | 4.000 | 08/01/44 | 6,795 | ||||||||||||
1,182,196 | FNMA | 4.000 | 09/01/44 | 1,260 | ||||||||||||
1,622,968 | FNMA | 4.000 | 09/01/44 | 1,730 | ||||||||||||
1,111,703 | FNMA | 3.500 | 10/01/44 | 1,151 | ||||||||||||
822,469 | FNMA | 3.500 | 10/01/44 | 851 | ||||||||||||
7,714,828 | FNMA | 4.000 | 10/01/44 | 8,224 | ||||||||||||
9,972,111 | FNMA | 4.500 | 10/01/44 | 10,977 | ||||||||||||
19,167,907 | FNMA | 4.500 | 11/01/44 | 21,099 | ||||||||||||
6,900,598 | FNMA | 4.000 | 12/01/44 | 7,370 | ||||||||||||
5,565,568 | FNMA | 4.000 | 12/01/44 | 5,944 | ||||||||||||
5,315,472 | FNMA | 4.500 | 12/01/44 | 5,851 | ||||||||||||
5,638,669 | FNMA | 4.000 | 01/01/45 | 6,011 | ||||||||||||
57,414,548 | FNMA | 4.000 | 01/01/45 | 61,462 | ||||||||||||
1,270,543 | FNMA | 3.500 | 03/01/45 | 1,314 | ||||||||||||
705,588 | FNMA | 3.500 | 03/01/45 | 727 | ||||||||||||
2,556,061 | FNMA | 4.500 | 03/01/45 | 2,814 | ||||||||||||
2,758,521 | FNMA | 4.000 | 05/01/45 | 2,941 | ||||||||||||
6,131,795 | FNMA | 4.000 | 06/01/45 | 6,538 | ||||||||||||
31,000,000 | h | FNMA | 3.000 | 07/25/45 | 30,811 | |||||||||||
15,000,000 | h | FNMA | 3.500 | 07/25/45 | 15,429 | |||||||||||
27,000,000 | h | FNMA | 4.000 | 07/25/45 | 28,569 | |||||||||||
101,000,000 | h | FNMA | 3.000 | 08/25/45 | 100,124 | |||||||||||
208,000,000 | h | FNMA | 3.500 | 08/25/45 | 213,391 | |||||||||||
116,000,000 | h | FNMA | 4.000 | 08/25/45 | 122,468 | |||||||||||
159,000,000 | h | FNMA | 4.500 | 08/25/45 | 171,521 | |||||||||||
90,000,000 | h | FNMA | 5.000 | 08/25/45 | 99,311 | |||||||||||
175,000,000 | h | FNMA | 3.500 | 09/25/45 | 179,033 | |||||||||||
27,000,000 | h | FNMA | 4.000 | 09/25/45 | 28,432 | |||||||||||
356 | Government National Mortgage Association (GNMA) | 9.000 | 06/15/16 | 0 | ^ | |||||||||||
702 | GNMA | 9.000 | 09/15/16 | 1 | ||||||||||||
1,182 | GNMA | 9.000 | 09/15/16 | 1 | ||||||||||||
3,724 | GNMA | 9.000 | 11/15/16 | 4 | ||||||||||||
2,604 | GNMA | 9.000 | 12/15/16 | 3 | ||||||||||||
1,081 | GNMA | 9.000 | 12/15/16 | 1 | ||||||||||||
9,764 | GNMA | 9.500 | 12/15/16 | 10 | ||||||||||||
11,658 | GNMA | 8.000 | 06/15/24 | 13 | ||||||||||||
28,805 | GNMA | 8.500 | 11/20/30 | 35 | ||||||||||||
47,614 | GNMA | 8.500 | 12/20/30 | 58 | ||||||||||||
882,506 | GNMA | 5.500 | 07/15/33 | 1,018 | ||||||||||||
541,412 | GNMA | 5.500 | 11/20/33 | 617 | ||||||||||||
1,884,256 | GNMA | 5.500 | 03/20/35 | 2,149 | ||||||||||||
962,986 | GNMA | 5.500 | 12/20/35 | 1,098 | ||||||||||||
544,188 | GNMA | 6.000 | 10/20/36 | 625 | ||||||||||||
565,312 | GNMA | 6.000 | 01/20/37 | 649 |
344 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 1,651,078 | GNMA | 6.000 | % | 02/20/37 | $ | 1,895 | |||||||||
1,236,039 | GNMA | 5.000 | 04/15/38 | 1,371 | ||||||||||||
1,222,999 | GNMA | 5.500 | 07/15/38 | 1,381 | ||||||||||||
1,940,562 | GNMA | 5.500 | 07/20/38 | 2,185 | ||||||||||||
667,050 | GNMA | 6.000 | 08/20/38 | 758 | ||||||||||||
1,156,820 | GNMA | 6.500 | 11/20/38 | 1,347 | ||||||||||||
1,333,748 | GNMA | 2.176 | 05/16/39 | 1,337 | ||||||||||||
2,406,981 | GNMA | 5.000 | 06/15/39 | 2,721 | ||||||||||||
3,324,295 | GNMA | 5.000 | 06/15/39 | 3,759 | ||||||||||||
1,748,166 | GNMA | 5.000 | 07/20/39 | 1,947 | ||||||||||||
11,664,639 | GNMA | 4.500 | 09/20/39 | 12,955 | ||||||||||||
45,476,382 | GNMA | 3.500 | 10/20/42 | 9,952 | ||||||||||||
9,773,114 | GNMA | 3.500 | 07/15/43 | 10,172 | ||||||||||||
3,132,367 | GNMA | 3.500 | 02/15/45 | 3,261 | ||||||||||||
55,000,000 | h | GNMA | 3.000 | 07/20/45 | 55,418 | |||||||||||
31,000,000 | h | GNMA | 3.500 | 07/20/45 | 32,113 | |||||||||||
62,000,000 | h | GNMA | 3.000 | 08/20/45 | 62,314 | |||||||||||
235,000,000 | h | GNMA | 3.500 | 08/20/45 | 242,803 | |||||||||||
63,000,000 | h | GNMA | 4.000 | 08/20/45 | 66,593 | |||||||||||
71,000,000 | h | GNMA | 4.000 | 09/20/45 | 74,917 | |||||||||||
TOTAL MORTGAGE BACKED | 3,252,117 | |||||||||||||||
MUNICIPAL BONDS - 4.0% | ||||||||||||||||
9,685,000 | Arizona School Facilities Board | 0.945 | 09/01/16 | 9,722 | ||||||||||||
3,740,000 | Arizona School Facilities Board | 0.945 | 09/01/16 | 3,749 | ||||||||||||
3,270,000 | California Earthquake Authority | 1.194 | 07/01/16 | 3,272 | ||||||||||||
3,600,000 | California Earthquake Authority | 1.824 | 07/01/17 | 3,616 | ||||||||||||
1,020,000 | Charlotte-Mecklenburg Hospital Authority | 5.000 | 08/01/15 | 1,023 | ||||||||||||
15,000,000 | City of New York NY | 2.450 | 04/01/19 | 15,269 | ||||||||||||
10,000,000 | City of New York NY | 2.650 | 04/01/20 | 10,158 | ||||||||||||
12,000,000 | Florida Hurricane Catastrophe Fund Finance Corp | 1.298 | 07/01/16 | 12,058 | ||||||||||||
3,500,000 | Maine Municipal Bond Bank | 1.708 | 06/01/16 | 3,531 | ||||||||||||
8,800,000 | New York State Urban Development Corp | 1.350 | 03/15/18 | 8,780 | ||||||||||||
2,000,000 | Permanent University Fund | 1.439 | 07/01/17 | 2,004 | ||||||||||||
2,625,000 | Permanent University Fund | 1.730 | 07/01/18 | 2,637 | ||||||||||||
4,720,000 | Permanent University Fund | 1.880 | 07/01/19 | 4,679 | ||||||||||||
2,320,000 | Permanent University Fund | 2.258 | 07/01/20 | 2,309 | ||||||||||||
2,160,000 | Permanent University Fund | 2.408 | 07/01/21 | 2,154 | ||||||||||||
2,750,000 | Permanent University Fund | 2.508 | 07/01/22 | 2,740 | ||||||||||||
2,855,000 | Permanent University Fund | 2.608 | 07/01/23 | 2,838 | ||||||||||||
3,250,000 | Permanent University Fund | 2.708 | 07/01/24 | 3,201 | ||||||||||||
2,335,000 | Permanent University Fund | 2.808 | 07/01/25 | 2,295 | ||||||||||||
3,775,000 | Permanent University Fund | 2.908 | 07/01/26 | 3,720 | ||||||||||||
4,000,000 | Permanent University Fund | 3.008 | 07/01/27 | 3,902 | ||||||||||||
18,535,000 | Permanent University Fund | 3.575 | 07/01/32 | 17,184 | ||||||||||||
2,000,000 | Port of Corpus Christi Authority of Nueces County | 3.138 | 12/01/22 | 1,990 | ||||||||||||
1,700,000 | Port of Corpus Christi Authority of Nueces County | 3.287 | 12/01/23 | 1,690 | ||||||||||||
1,500,000 | Port of Corpus Christi Authority of Nueces County | 3.387 | 12/01/24 | 1,501 | ||||||||||||
1,000,000 | Port of Corpus Christi Authority of Nueces County | 3.487 | 12/01/25 | 1,002 | ||||||||||||
15,625,000 | State of California | 1.050 | 02/01/16 | 15,671 | ||||||||||||
11,370,000 | State of California | 5.950 | 04/01/16 | 11,817 | ||||||||||||
2,915,000 | State of Georgia | 1.750 | 07/01/19 | 2,912 | ||||||||||||
3,060,000 | State of Georgia | 2.000 | 07/01/20 | 3,054 |
345 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 3,215,000 | State of Georgia | 2.150 | % | 07/01/21 | $ | 3,193 | |||||||||
3,905,000 | State of Georgia | 2.750 | 07/01/25 | 3,806 | ||||||||||||
4,100,000 | State of Georgia | 2.850 | 07/01/26 | 3,977 | ||||||||||||
4,305,000 | State of Georgia | 2.950 | 07/01/27 | 4,163 | ||||||||||||
4,520,000 | State of Georgia | 3.050 | 07/01/28 | 4,360 | ||||||||||||
3,245,000 | State of Georgia | 3.150 | 07/01/29 | 3,075 | ||||||||||||
12,500,000 | State of Illinois | 0.750 | 06/15/16 | 12,486 | ||||||||||||
19,760,000 | State of Illinois | 4.833 | 02/01/17 | 20,427 | ||||||||||||
12,500,000 | State of Illinois | 1.750 | 06/15/17 | 12,594 | ||||||||||||
8,000,000 | State of Illinois | 4.350 | 06/01/18 | 8,218 | ||||||||||||
7,500,000 | State of Illinois | 2.000 | 06/15/18 | 7,566 | ||||||||||||
7,500,000 | State of Illinois | 2.000 | 06/15/19 | 7,424 | ||||||||||||
7,160,000 | State of Illinois | 5.463 | 02/01/20 | 7,582 | ||||||||||||
12,500,000 | State of Illinois | 1.930 | 06/15/20 | 12,110 | ||||||||||||
12,500,000 | State of Illinois | 2.250 | 06/15/21 | 12,086 | ||||||||||||
10,000,000 | State of Illinois | 4.310 | 04/01/23 | 9,499 | ||||||||||||
11,535,000 | State of Illinois | 4.610 | 04/01/25 | 10,891 | ||||||||||||
9,350,000 | State of Illinois | 4.760 | 04/01/26 | 8,746 | ||||||||||||
12,500,000 | State of Illinois | 3.150 | 06/15/26 | 11,835 | ||||||||||||
13,880,000 | State of Illinois | 4.910 | 04/01/27 | 12,956 | ||||||||||||
12,500,000 | State of Illinois | 3.250 | 06/15/27 | 11,723 | ||||||||||||
8,115,000 | State of Illinois | 5.010 | 04/01/28 | 7,443 | ||||||||||||
20,870,000 | State of Michigan | 3.500 | 05/15/30 | 19,925 | ||||||||||||
21,640,000 | State of Michigan | 3.600 | 05/15/31 | 20,768 | ||||||||||||
22,455,000 | State of Michigan | 3.700 | 05/15/32 | 21,651 | ||||||||||||
13,515,000 | University of California | 1.296 | 05/15/18 | 13,469 | ||||||||||||
55,000,000 | University of California | 1.796 | 07/01/19 | 54,312 | ||||||||||||
11,735,000 | University of California | 1.995 | 05/15/20 | 11,592 | ||||||||||||
4,500,000 | University of California | 2.300 | 05/15/21 | 4,450 | ||||||||||||
6,000,000 | University of California | 2.570 | 05/15/22 | 5,895 | ||||||||||||
14,800,000 | University of California | 3.931 | 05/15/45 | 14,136 | ||||||||||||
20,000,000 | University of New Mexico | 3.532 | 06/20/32 | 19,635 | ||||||||||||
TOTAL MUNICIPAL BONDS | 542,471 | |||||||||||||||
U.S. TREASURY SECURITIES - 9.1% | ||||||||||||||||
22,000,000 | United States Treasury Bond | 6.375 | 08/15/27 | 30,955 | ||||||||||||
15,185,000 | United States Treasury Bond | 5.250 | 11/15/28 | 19,757 | ||||||||||||
49,175,000 | United States Treasury Bond | 5.250 | 02/15/29 | 64,047 | ||||||||||||
100,686,000 | United States Treasury Bond | 5.375 | 02/15/31 | 135,076 | ||||||||||||
45,602,000 | United States Treasury Bond | 4.500 | 02/15/36 | 57,134 | ||||||||||||
4,500,000 | United States Treasury Bond | 4.750 | 02/15/37 | 5,810 | ||||||||||||
16,000,000 | United States Treasury Bond | 3.500 | 02/15/39 | 17,172 | ||||||||||||
19,135,000 | United States Treasury Bond | 4.375 | 05/15/41 | 23,549 | ||||||||||||
16,434,000 | United States Treasury Bond | 3.750 | 08/15/41 | 18,373 | ||||||||||||
56,375,000 | United States Treasury Bond | 3.625 | 08/15/43 | 61,735 | ||||||||||||
21,735,000 | United States Treasury Bond | 2.500 | 02/15/45 | 19,039 | ||||||||||||
42,000,000 | United States Treasury Bond | 3.000 | 05/15/45 | 40,963 | ||||||||||||
15,952,000 | United States Treasury Note | 1.750 | 07/31/15 | 15,972 | ||||||||||||
18,485,000 | United States Treasury Note | 1.250 | 10/31/15 | 18,553 | ||||||||||||
17,747,000 | United States Treasury Note | 0.375 | 11/15/15 | 17,765 | ||||||||||||
5,900,000 | United States Treasury Note | 0.250 | 12/31/15 | 5,902 | ||||||||||||
3,300,000 | United States Treasury Note | 0.375 | 03/15/16 | 3,303 | ||||||||||||
23,000,000 | United States Treasury Note | 0.375 | 03/31/16 | 23,020 |
346 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 9,800,000 | United States Treasury Note | 2.375 | % | 03/31/16 | $ | 9,955 | |||||||||
44,410,000 | United States Treasury Note | 0.375 | 04/30/16 | 44,434 | ||||||||||||
6,000,000 | United States Treasury Note | 0.500 | 07/31/16 | 6,008 | ||||||||||||
10,000,000 | United States Treasury Note | 3.125 | 10/31/16 | 10,353 | ||||||||||||
4,675,000 | United States Treasury Note | 0.750 | 01/15/17 | 4,690 | ||||||||||||
3,900,000 | United States Treasury Note | 0.625 | 02/15/17 | 3,904 | ||||||||||||
25,000,000 | United States Treasury Note | 0.500 | 04/30/17 | 24,949 | ||||||||||||
40,000,000 | United States Treasury Note | 0.625 | 05/31/17 | 39,978 | ||||||||||||
17,545,000 | United States Treasury Note | 1.125 | 06/15/18 | 17,601 | ||||||||||||
12,100,000 | United States Treasury Note | 2.250 | 07/31/18 | 12,535 | ||||||||||||
9,966,900 | United States Treasury Note | 1.375 | 09/30/18 | 10,043 | ||||||||||||
10,365,000 | United States Treasury Note | 1.750 | 10/31/18 | 10,570 | ||||||||||||
5,625,000 | United States Treasury Note | 1.375 | 02/28/19 | 5,641 | ||||||||||||
5,550,000 | United States Treasury Note | 1.000 | 06/30/19 | 5,466 | ||||||||||||
3,870,000 | United States Treasury Note | 1.250 | 10/31/19 | 3,832 | ||||||||||||
26,797,000 | United States Treasury Note | 1.500 | 05/31/20 | 26,623 | ||||||||||||
20,500,000 | United States Treasury Note | 1.625 | 06/30/20 | 20,479 | ||||||||||||
825,000 | United States Treasury Note | 2.125 | 01/31/21 | 838 | ||||||||||||
27,720,000 | United States Treasury Note | 2.000 | 02/28/21 | 27,954 | ||||||||||||
3,240,000 | United States Treasury Note | 2.250 | 04/30/21 | 3,306 | ||||||||||||
16,465,000 | United States Treasury Note | 2.000 | 05/31/21 | 16,558 | ||||||||||||
1,730,000 | United States Treasury Note | 2.125 | 06/30/21 | 1,750 | ||||||||||||
11,825,000 | United States Treasury Note | 2.000 | 08/31/21 | 11,853 | ||||||||||||
133,872,000 | United States Treasury Note | 8.000 | 11/15/21 | 182,568 | ||||||||||||
90,000,000 | United States Treasury Note | 1.750 | 02/28/22 | 88,341 | ||||||||||||
1,710,000 | United States Treasury Note | 1.750 | 03/31/22 | 1,677 | ||||||||||||
8,000,000 | United States Treasury Note | 1.750 | 04/30/22 | 7,842 | ||||||||||||
28,000,000 | United States Treasury Note | 1.875 | 05/31/22 | 27,661 | ||||||||||||
18,875,000 | United States Treasury Note | 2.125 | 05/15/25 | 18,502 | ||||||||||||
TOTAL U.S. TREASURY SECURITIES | 1,224,036 | |||||||||||||||
TOTAL GOVERNMENT BONDS | 5,999,005 | |||||||||||||||
(Cost $5,954,904) | ||||||||||||||||
STRUCTURED ASSETS - 15.7% | ||||||||||||||||
ASSET BACKED - 9.1% | ||||||||||||||||
1,080,514 | i | ACE Securities Corp Home Equity Loan Trust | 0.922 | 08/25/35 | 1,066 | |||||||||||
Series - 2005 HE5 (Class M2) | ||||||||||||||||
13,000,000 | AEP Texas Central Transition Funding LLC | 1.976 | 06/01/21 | 13,064 | ||||||||||||
Series - 2012 1 (Class A2) | ||||||||||||||||
2,500,000 | g | AESOP Funding II | 3.270 | 02/20/18 | 2,572 | |||||||||||
Series - 2011 5A (Class A) | ||||||||||||||||
10,915,426 | Ally Auto Receivables Trust | 0.480 | 02/15/17 | 10,910 | ||||||||||||
Series - 2014 1 (Class A2) | ||||||||||||||||
5,000,000 | g | Ally Auto Receivables Trust | 1.760 | 02/15/17 | 5,008 | |||||||||||
Series - 2012 2 (Class B) | ||||||||||||||||
22,521,439 | Ally Auto Receivables Trust | 0.710 | 03/20/17 | 22,521 | ||||||||||||
Series - 2014 SN2 (Class A2A) | ||||||||||||||||
11,000,000 | g | Ally Auto Receivables Trust | 2.260 | 07/16/18 | 11,020 | |||||||||||
Series - 2012 2 (Class C) | ||||||||||||||||
7,503,000 | Ally Master Owner Trust | 1.720 | 07/15/19 | 7,553 | ||||||||||||
Series - 2012 4 (Class A) |
347 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 8,710,000 | Ally Master Owner Trust | 1.540 | % | 09/15/19 | $ | 8,732 | |||||||||
Series - 2012 5 (Class A) | ||||||||||||||||
20,000,000 | Ally Master Owner Trust | 1.630 | 05/15/20 | 19,982 | ||||||||||||
Series - 2015 3 (Class A) | ||||||||||||||||
10,070,564 | AmeriCredit Automobile Receivables Trust | 1.590 | 07/10/17 | 10,084 | ||||||||||||
Series - 2012 3 (Class B) | ||||||||||||||||
7,560,220 | AmeriCredit Automobile Receivables Trust | 3.440 | 10/08/17 | 7,618 | ||||||||||||
Series - 2011 5 (Class C) | ||||||||||||||||
5,000,000 | AmeriCredit Automobile Receivables Trust | 5.050 | 12/08/17 | 5,137 | ||||||||||||
Series - 2011 5 (Class D) | ||||||||||||||||
10,350,000 | AmeriCredit Automobile Receivables Trust | 3.380 | 04/09/18 | 10,545 | ||||||||||||
Series - 2012 2 (Class D) | ||||||||||||||||
13,750,000 | AmeriCredit Automobile Receivables Trust | 2.420 | 05/08/18 | 13,856 | ||||||||||||
Series - 2012 3 (Class C) | ||||||||||||||||
10,373,000 | AmeriCredit Automobile Receivables Trust | 1.690 | 11/08/18 | 10,428 | ||||||||||||
Series - 2012 5 (Class C) | ||||||||||||||||
17,823,000 | AmeriCredit Automobile Receivables Trust | 1.570 | 01/08/19 | 17,849 | ||||||||||||
Series - 2013 1 (Class C) | ||||||||||||||||
19,850,000 | AmeriCredit Automobile Receivables Trust | 1.790 | 03/08/19 | 19,877 | ||||||||||||
Series - 2013 2 (Class C) | ||||||||||||||||
1,000,000 | AmeriCredit Automobile Receivables Trust | 1.270 | 07/08/19 | 1,002 | ||||||||||||
Series - 2014 4 (Class A3) | ||||||||||||||||
6,675,000 | AmeriCredit Automobile Receivables Trust | 2.720 | 09/09/19 | 6,818 | ||||||||||||
Series - 2013 4 (Class C) | ||||||||||||||||
15,037,000 | g | AmeriCredit Automobile Receivables Trust | 4.460 | 11/08/19 | 15,469 | |||||||||||
Series - 2012 3 (Class E) | ||||||||||||||||
74,236 | g | Asset Backed Funding Corp NIM Trust | 5.900 | 07/26/35 | 0 | ^ | ||||||||||
Series - 2006 WMC1 (Class N1) | ||||||||||||||||
4,965,278 | i | Asset-Backed Pass-Through Certificates | 1.036 | 01/25/35 | 4,727 | |||||||||||
Series - 2004 R12 (Class M1) | ||||||||||||||||
333,333 | g | Avis Budget Rental Car Funding AESOP LLC | 2.054 | 08/20/16 | 334 | |||||||||||
Series - 2012 1A (Class A) | ||||||||||||||||
233,333 | g | Avis Budget Rental Car Funding AESOP LLC | 3.241 | 08/20/16 | 234 | |||||||||||
Series - 2012 1A (Class B) | ||||||||||||||||
2,000,000 | g | Avis Budget Rental Car Funding AESOP LLC | 3.410 | 11/20/17 | 2,054 | |||||||||||
Series - 2011 3A (Class A) | ||||||||||||||||
5,500,000 | g | Avis Budget Rental Car Funding AESOP LLC | 4.740 | 11/20/17 | 5,690 | |||||||||||
Series - 2011 3A (Class B) | ||||||||||||||||
9,400,000 | g | Avis Budget Rental Car Funding AESOP LLC | 3.780 | 02/20/18 | 9,527 | |||||||||||
Series - 2011 5A (Class C) | ||||||||||||||||
11,125,000 | g | Avis Budget Rental Car Funding AESOP LLC | 4.720 | 02/20/18 | 11,567 | |||||||||||
Series - 2011 5A (Class B) | ||||||||||||||||
8,325,000 | g | Avis Budget Rental Car Funding AESOP LLC | 2.802 | 05/20/18 | 8,520 | |||||||||||
Series - 2012 2A (Class A) | ||||||||||||||||
4,890,000 | g | Avis Budget Rental Car Funding AESOP LLC | 3.887 | 05/20/18 | 5,051 | |||||||||||
Series - 2012 2A (Class B) | ||||||||||||||||
1,096,941 | i | Bear Stearns Asset Backed Securities Trust | 0.927 | 11/25/39 | 1,090 | |||||||||||
Series - 2005 SD3 (Class 2A1) | ||||||||||||||||
7,450,000 | g | Cabela’s Master Credit Card Trust | 2.290 | 09/17/18 | 7,477 | |||||||||||
Series - 2010 2A (Class A1) | ||||||||||||||||
4,000,000 | California Republic Auto Receivables Trust | 0.880 | 12/15/17 | 3,999 | ||||||||||||
Series - 2015 1 (Class A2) |
348 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 20,000,000 | California Republic Auto Receivables Trust | 0.880 | % | 02/15/18 | $ | 20,003 | |||||||||
Series - 2015 2 (Class A2) | ||||||||||||||||
2,900,000 | Capital Auto Receivables Asset Trust | 1.290 | 04/20/18 | 2,900 | ||||||||||||
Series - 2013 1 (Class B) | ||||||||||||||||
15,000,000 | Capital Auto Receivables Asset Trust | 1.390 | 09/20/18 | 14,998 | ||||||||||||
Series - 2015 2 (Class A2) | ||||||||||||||||
14,831,000 | Capital Auto Receivables Asset Trust | 1.740 | 10/22/18 | 14,870 | ||||||||||||
Series - 2013 1 (Class C) | ||||||||||||||||
11,525,000 | Capital Auto Receivables Asset Trust | 2.190 | 09/20/21 | 11,605 | ||||||||||||
Series - 0 1 (Class D) | ||||||||||||||||
8,000,000 | g | Capital Automotive REIT | 3.660 | 10/15/44 | 7,964 | |||||||||||
Series - 2014 1A (Class A) | ||||||||||||||||
1,358,492 | CarMax Auto Owner Trust | 0.520 | 11/15/16 | 1,358 | ||||||||||||
Series - 2013 4 (Class A2) | ||||||||||||||||
6,000,000 | CarMax Auto Owner Trust | 0.800 | 07/16/18 | 6,000 | ||||||||||||
Series - 2013 4 (Class A3) | ||||||||||||||||
9,095,418 | i,m | CCR, Inc | 0.630 | 07/10/17 | 8,950 | |||||||||||
Series - 2010 CX (Class C) | ||||||||||||||||
922,725 | i | Chase Funding Mortgage Loan Asset-Backed Certificates | 5.700 | 02/26/35 | 819 | |||||||||||
Series - 2004 2 (Class 1M2) | ||||||||||||||||
1,301,027 | i | CIT Group Home Equity Loan Trust | 6.200 | 02/25/30 | 1,297 | |||||||||||
Series - 2002 1 (Class AF6) | ||||||||||||||||
11,000,955 | i | Connecticut Avenue Securities | 1.687 | 02/25/25 | 11,015 | |||||||||||
Series - 2015 C01 (Class 1M1) | ||||||||||||||||
73,037 | i | Countrywide Asset-Backed Certificates | 1.007 | 05/25/36 | 73 | |||||||||||
Series - 2004 AB2 (Class A3) | ||||||||||||||||
7,980,000 | g | DB Master Finance LLC | 3.262 | 02/20/45 | 8,005 | |||||||||||
Series - 2015 1A (Class A2I) | ||||||||||||||||
6,982,500 | g | DB Master Finance LLC | 3.980 | 02/20/45 | 6,948 | |||||||||||
Series - 2015 1A (Class A2II) | ||||||||||||||||
5,525,000 | g,i | DB/UBS Mortgage Trust | 5.735 | 11/10/46 | 6,133 | |||||||||||
Series - 2011 LC1A (Class C) | ||||||||||||||||
136,912,794 | g | Dominos Pizza Master Issuer LLC | 5.216 | 01/25/42 | 141,243 | |||||||||||
Series - 2012 1A (Class A2) | ||||||||||||||||
25,000,000 | g | Drive Auto Receivables Trust | 1.010 | 11/15/17 | 25,011 | |||||||||||
Series - 2015 AA (Class A2) | ||||||||||||||||
2,524,033 | g | Enterprise Fleet Financing LLC | 0.680 | 09/20/18 | 2,524 | |||||||||||
Series - 2013 1 (Class A2) | ||||||||||||||||
5,250,000 | Ford Credit Auto Owner Trust | 1.150 | 07/15/18 | 5,248 | ||||||||||||
Series - 2013 A (Class B) | ||||||||||||||||
5,595,000 | Ford Credit Auto Owner Trust | 2.430 | 01/15/19 | 5,679 | ||||||||||||
Series - 2012 C (Class D) | ||||||||||||||||
3,861,000 | Ford Credit Floorplan Master | 0.850 | 01/15/18 | 3,864 | ||||||||||||
Series - 0 1 (Class A1) | ||||||||||||||||
16,190,000 | Ford Credit Floorplan Master | 1.880 | 09/15/18 | 16,310 | ||||||||||||
Series - 2013 5 (Class B) | ||||||||||||||||
1,960,000 | Ford Credit Floorplan Master Owner Trust | 1.120 | 01/15/18 | 1,963 | ||||||||||||
Series - 2013 1 (Class B) | ||||||||||||||||
67,134,000 | g | Hertz Vehicle Financing LLC | 3.740 | 02/25/17 | 67,957 | |||||||||||
Series - 2010 1A (Class A2) | ||||||||||||||||
31,520,000 | g | Hertz Vehicle Financing LLC | 5.700 | 02/25/17 | 32,152 | |||||||||||
Series - 2010 1A (Class B2) |
349 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 15,000,000 | g | Hertz Vehicle Financing LLC | 1.860 | % | 08/25/17 | $ | 15,000 | ||||||||
Series - 2013 1A (Class B1) | ||||||||||||||||
1,180,000 | Hyundai Auto Receivables Trust | 2.010 | 06/15/21 | 1,172 | ||||||||||||
Series - 2015 B (Class B) | ||||||||||||||||
2,324,867 | i | Irwin Home Equity Corp | 0.947 | 02/25/34 | 2,251 | |||||||||||
Series - 2005 A (Class A3) | ||||||||||||||||
15,689,248 | g | JG Wentworth XXII LLC | 3.820 | 12/15/48 | 16,476 | |||||||||||
Series - 2010 3A (Class A) | ||||||||||||||||
3,362,836 | i | Lehman XS Trust | 0.437 | 02/25/36 | 3,197 | |||||||||||
Series - 2006 1 (Class 1A1) | ||||||||||||||||
13,284,152 | i | Lehman XS Trust | 6.500 | 06/25/46 | 10,391 | |||||||||||
Series - 2006 13 (Class 2A1) | ||||||||||||||||
3,208,622 | Louisiana Public Facilities Authority | 5.750 | 02/01/19 | 3,312 | ||||||||||||
Series - 2008 ELL (Class A2) | ||||||||||||||||
10,500,000 | Nissan Auto Lease Trust | 0.740 | 10/15/18 | 10,504 | ||||||||||||
Series - 2013 A (Class A4) | ||||||||||||||||
1,434,075 | g | NYCTL Trust | 1.030 | 11/10/27 | 1,433 | |||||||||||
Series - 2014 A (Class A) | ||||||||||||||||
942,166 | i | Park Place Securities, Inc Asset-Backed Pass-Through Certificates | 1.132 | 09/25/34 | 944 | |||||||||||
Series - 2004 WHQ1 (Class M1) | ||||||||||||||||
22,494 | i | Renaissance Home Equity Loan Trust | 1.065 | 08/25/33 | 21 | |||||||||||
Series - 2003 2 (Class A) | ||||||||||||||||
127,556 | i | Residential Asset Securities Corp | 6.489 | 10/25/30 | 129 | |||||||||||
Series - 2001 KS2 (Class AI6) | ||||||||||||||||
396,009 | i | Residential Asset Securities Corp | 0.832 | 04/25/35 | 396 | |||||||||||
Series - 2005 KS3 (Class M3) | ||||||||||||||||
655,732 | Residential Funding Mortgage Securities II, Inc | 5.500 | 08/25/25 | 656 | ||||||||||||
Series - 2006 HI5 (Class A3) | ||||||||||||||||
1,442,019 | i | Residential Funding Mortgage Securities II, Inc | 5.950 | 08/25/34 | 1,491 | |||||||||||
Series - 2005 HI1 (Class A5) | ||||||||||||||||
408,195 | i | Residential Funding Mortgage Securities II, Inc | 6.010 | 02/25/36 | 408 | |||||||||||
Series - 2006 HI1 (Class M1) | ||||||||||||||||
350,000 | i | Residential Funding Mortgage Securities II, Inc | 6.060 | 02/25/36 | 361 | |||||||||||
Series - 2006 HI1 (Class M2) | ||||||||||||||||
11,616,110 | Santander Drive Auto Receivables Trust | 0.720 | 04/16/18 | 11,596 | ||||||||||||
Series - 2014 5 (Class A2A) | ||||||||||||||||
12,770,000 | Santander Drive Auto Receivables Trust | 3.500 | 06/15/18 | 13,115 | ||||||||||||
Series - 2012 4 (Class D) | ||||||||||||||||
18,990,000 | Santander Drive Auto Receivables Trust | 2.700 | 08/15/18 | 19,204 | ||||||||||||
Series - 2012 5 (Class C) | ||||||||||||||||
8,384,000 | Santander Drive Auto Receivables Trust | 1.760 | 01/15/19 | 8,408 | ||||||||||||
Series - 2013 1 (Class C) | ||||||||||||||||
5,830,000 | Santander Drive Auto Receivables Trust | 2.270 | 01/15/19 | 5,809 | ||||||||||||
Series - 2013 2013-1 (Class D) | ||||||||||||||||
52,250,000 | Santander Drive Auto Receivables Trust | 1.620 | 02/15/19 | 52,494 | ||||||||||||
Series - 2014 2 (Class B) | ||||||||||||||||
79,872,000 | Santander Drive Auto Receivables Trust | 2.250 | 06/17/19 | 80,831 | ||||||||||||
Series - 2013 5 (Class C) | ||||||||||||||||
28,690,000 | g | Santander Drive Auto Receivables Trust | 1.890 | 10/15/19 | 28,876 | |||||||||||
Series - 2013 A (Class B) | ||||||||||||||||
20,615,000 | g | Santander Drive Auto Receivables Trust | 3.120 | 10/15/19 | 21,042 | |||||||||||
Series - 2013 A (Class C) |
350 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 5,325,000 | Santander Drive Auto Receivables Trust | 2.910 | % | 04/15/20 | $ | 5,385 | |||||||||
Series - 2014 1 (Class D) | ||||||||||||||||
14,172,000 | Santander Drive Auto Receivables Trust | 2.130 | 08/17/20 | 14,290 | ||||||||||||
Series - 2014 3 (Class C) | ||||||||||||||||
1,040,180 | i | Securitized Asset Backed Receivables LLC | 0.487 | 10/25/35 | 1,029 | |||||||||||
Series - 2006 OP1 (Class A2C) | ||||||||||||||||
360,740 | g | Sierra Receivables Funding Co LLC | 1.590 | 11/20/29 | 358 | |||||||||||
Series - 2013 1A (Class A) | ||||||||||||||||
9,347,976 | g | Sierra Receivables Funding Co LLC | 2.700 | 10/20/30 | 9,400 | |||||||||||
Series - 2013 3A (Class B) | ||||||||||||||||
10,180,624 | g | Sierra Receivables Funding Co LLC | 2.050 | 06/20/31 | 10,250 | |||||||||||
Series - 2014 2A (Class A) | ||||||||||||||||
4,192,022 | g | Sierra Receivables Funding Co LLC | 2.400 | 06/20/31 | 4,182 | |||||||||||
Series - 2014 2A (Class B) | ||||||||||||||||
13,121,553 | g | Sierra Receivables Funding Co LLC | 2.400 | 03/22/32 | 13,124 | |||||||||||
Series - 2015 1A (Class A) | ||||||||||||||||
41,823,000 | g | SLM Student Loan Trust | 3.740 | 02/15/29 | 43,904 | |||||||||||
Series - 2011 B (Class A2) | ||||||||||||||||
4,602,974 | g | SolarCity LMC | 4.590 | 04/20/44 | 4,789 | |||||||||||
Series - 2014 1 (Class A) | ||||||||||||||||
941,894 | i | Soundview Home Equity Loan Trust | 0.487 | 11/25/35 | 937 | |||||||||||
Series - 2005 OPT3 (Class A4) | ||||||||||||||||
45,476,250 | g | SpringCastle America Funding LLC | 2.700 | 05/25/23 | 45,754 | |||||||||||
Series - 2014 AA (Class A) | ||||||||||||||||
4,658,622 | g,i | Structured Asset Securities Corp Mortgage Loan Trust | 0.407 | 10/25/36 | 4,622 | |||||||||||
Series - 2006 GEL4 (Class A2) | ||||||||||||||||
6,545,818 | g | Volvo Financial Equipment LLC | 0.540 | 11/15/16 | 6,544 | |||||||||||
Series - 2014 1A (Class A2) | ||||||||||||||||
5,824,059 | g | Volvo Financial Equipment LLC | 0.740 | 03/15/17 | 5,824 | |||||||||||
Series - 2013 1A (Class A3) | ||||||||||||||||
1,890,000 | g | Vornado DP LLC | 5.280 | 09/13/28 | 2,100 | |||||||||||
Series - 2010 VNO (Class C) | ||||||||||||||||
721,901 | g,m | Wachovia Amortization Controlled Heloc NIM | 5.683 | 08/12/47 | 735 | |||||||||||
Series - 2006 N1 (Class N1) | ||||||||||||||||
1,258,169 | g,i | Wachovia Loan Trust | 0.547 | 05/25/35 | 1,221 | |||||||||||
Series - 2005 SD1 (Class A) | ||||||||||||||||
506,776 | i | Wells Fargo Home Equity Trust | 0.327 | 07/25/36 | 505 | |||||||||||
Series - 2006 2 (Class A3) | ||||||||||||||||
41,000,000 | g | Wendys Funding LLC | 3.371 | 06/15/45 | 40,900 | |||||||||||
Series - 2015 1A (Class A2I) | ||||||||||||||||
2,500,000 | World Financial Network Credit Card Master Trust | 1.760 | 05/17/21 | 2,523 | ||||||||||||
Series - 2012 B (Class A) | ||||||||||||||||
TOTAL ASSET BACKED | 1,234,163 | |||||||||||||||
OTHER MORTGAGE BACKED - 6.6% | ||||||||||||||||
2,500,000 | Banc of America Commercial Mortgage Trust | 5.480 | 10/10/45 | 2,513 | ||||||||||||
Series - 2006 6 (Class B) | ||||||||||||||||
10,500,000 | g | Banc of America Commercial Mortgage Trust | 5.416 | 01/15/49 | 10,944 | |||||||||||
Series - 2007 1 (Class AM) | ||||||||||||||||
14,549,000 | i | Banc of America Commercial Mortgage Trust | 5.482 | 01/15/49 | 15,169 | |||||||||||
Series - 2007 1 (Class AMFX) | ||||||||||||||||
18,825,000 | i | Bear Stearns Commercial Mortgage Securities | 6.118 | 09/11/42 | 20,126 | |||||||||||
Series - 2007 T28 (Class AJ) |
351 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 4,500,000 | i | Bear Stearns Commercial Mortgage Securities | 5.878 | % | 06/11/50 | $ | 4,615 | ||||||||
Series - 2007 PW17 (Class AJ) | ||||||||||||||||
8,000,000 | g | CGBAM Commercial Mortgage Trust | 3.516 | 04/10/28 | 8,094 | |||||||||||
Series - 2015 SMRT (Class C) | ||||||||||||||||
9,000,000 | g,i | CGBAM Commercial Mortgage Trust | 3.768 | 04/10/28 | 9,103 | |||||||||||
Series - 2015 SMRT (Class D) | ||||||||||||||||
12,098,623 | i | CHL Mortgage Pass-Through Trust | 2.494 | 02/20/35 | 11,945 | |||||||||||
Series - 2004 HYB9 (Class 1A1) | ||||||||||||||||
1,500,000 | i | Citigroup Commercial Mortgage Trust | 5.975 | 03/15/49 | 1,542 | |||||||||||
Series - 2006 C4 (Class AJ) | ||||||||||||||||
1,049,712 | i | Citigroup Commercial Mortgage Trust | 5.713 | 12/10/49 | 1,076 | |||||||||||
Series - 2007 C6 (Class ASB) | ||||||||||||||||
2,500,000 | i | Citigroup Commercial Mortgage Trust | 5.899 | 12/10/49 | 2,647 | |||||||||||
Series - 2007 C6 (Class AM) | ||||||||||||||||
15,000,000 | g,i | Citigroup Commercial Mortgage Trust | 5.900 | 12/10/49 | 15,833 | |||||||||||
Series - 2007 C6 (Class AMFX) | ||||||||||||||||
32,585,000 | i | COBALT CMBS Commercial Mortgage Trust | 5.771 | 05/15/46 | 34,817 | |||||||||||
Series - 2007 C3 (Class AM) | ||||||||||||||||
6,626,000 | i | COBALT CMBS Commercial Mortgage Trust | 5.771 | 05/15/46 | 6,815 | |||||||||||
Series - 2007 C3 (Class AJ) | ||||||||||||||||
15,000,000 | i | COBALT CMBS Commercial Mortgage Trust | 5.526 | 04/15/47 | 15,953 | |||||||||||
Series - 2007 C2 (Class AMFX) | ||||||||||||||||
950,435 | COMM Mortgage Trust | 1.399 | 02/10/48 | 949 | ||||||||||||
Series - 2015 LC19 (Class A1) | ||||||||||||||||
11,055,000 | i | COMM Mortgage Trust | 5.796 | 12/10/49 | 11,553 | |||||||||||
Series - 2007 C9 (Class B) | ||||||||||||||||
10,550,000 | i | Commercial Mortgage Trust | 5.238 | 04/10/37 | 10,621 | |||||||||||
Series - 2005 GG5 (Class AJ) | ||||||||||||||||
1,582,780 | Countrywide Alternative Loan Trust | 5.500 | 08/25/16 | 1,611 | ||||||||||||
Series - 2004 30CB (Class 1A15) | ||||||||||||||||
12,133,000 | i | Credit Suisse Commercial Mortgage Trust | 5.903 | 09/15/39 | 12,586 | |||||||||||
Series - 2007 C4 (Class A1AJ) | ||||||||||||||||
4,275,000 | Credit Suisse Commercial Mortgage Trust | 5.343 | 12/15/39 | 4,486 | ||||||||||||
Series - 2006 C5 (Class AM) | ||||||||||||||||
11,235,000 | g | Credit Suisse Commercial Mortgage Trust | 5.383 | 02/15/40 | 11,628 | |||||||||||
Series - 2009 RR1 (Class A3C) | ||||||||||||||||
22,500,000 | i | Credit Suisse Commercial Mortgage Trust | 5.625 | 01/15/49 | 22,763 | |||||||||||
Series - 2007 C2 (Class AJ) | ||||||||||||||||
990,000 | i | Credit Suisse First Boston Mortgage Securities Corp | 5.100 | 08/15/38 | 994 | |||||||||||
Series - 2005 C5 (Class C) | ||||||||||||||||
2,000,000 | i | Credit Suisse First Boston Mortgage Securities Corp | 5.100 | 08/15/38 | 2,008 | |||||||||||
Series - 2005 C5 (Class B) | ||||||||||||||||
3,920,000 | i | Credit Suisse First Boston Mortgage Securities Corp | 5.230 | 12/15/40 | 3,956 | |||||||||||
Series - 2005 C6 (Class B) | ||||||||||||||||
11,500,000 | g | Credit Suisse Mortgage Capital Certificates | 5.626 | 05/15/23 | 12,900 | |||||||||||
Series - 2006 OMA (Class D) | ||||||||||||||||
2,750,000 | Credit Suisse Mortgage Capital Certificates | 5.509 | 09/15/39 | 2,868 | ||||||||||||
Series - 2006 C4 (Class AM) | ||||||||||||||||
1,215,507 | CSAIL Commercial Mortgage Trust | 1.684 | 04/15/50 | 1,219 | ||||||||||||
Series - 2015 C1 (Class A1) | ||||||||||||||||
5,000,000 | g | Four Times Square Trust Commercial Mortgage Pass-Through Certificates | 5.401 | 12/13/28 | 5,604 | |||||||||||
Series - 2006 4TS (Class A) |
352 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 8,964,000 | g,i | FREMF 2015-K46 Mortgage Trust | 3.696 | % | 04/25/48 | $ | 8,516 | ||||||||
Series - 2015 K46 (Class B) | ||||||||||||||||
4,830,000 | i | GE Commercial Mortgage Corp | 5.606 | 12/10/49 | 5,039 | |||||||||||
Series - 2007 C1 (Class AM) | ||||||||||||||||
14,500,000 | i | GS Mortgage Securities Corp II | 5.622 | 04/10/38 | 14,742 | |||||||||||
Series - 2006 GG6 (Class AM) | ||||||||||||||||
5,910,000 | g,i | GS Mortgage Securities Corp II | 5.396 | 12/10/43 | 6,570 | |||||||||||
Series - 2010 C2 (Class B) | ||||||||||||||||
16,099,752 | g | GS Mortgage Securities Trust | 2.059 | 04/10/31 | 15,996 | |||||||||||
Series - 2013 G1 (Class A1) | ||||||||||||||||
12,004,000 | i | GS Mortgage Securities Trust | 5.553 | 04/10/38 | 12,123 | |||||||||||
Series - 2006 GG6 (Class B) | ||||||||||||||||
11,480,250 | i | GS Mortgage Securities Trust | 5.739 | 04/10/38 | 11,498 | |||||||||||
Series - 2006 GG6 (Class C) | ||||||||||||||||
3,892,269 | i | Harborview Mortgage Loan Trust | 0.408 | 07/19/47 | 3,310 | |||||||||||
Series - 2007 4 (Class 2A1) | ||||||||||||||||
1,587,867 | i | Impac CMB Trust | 0.847 | 03/25/35 | 1,479 | |||||||||||
Series - 2004 11 (Class 2A1) | ||||||||||||||||
7,965,000 | i | JP Morgan Chase Commercial Mortgage Securities Trust | 4.911 | 07/15/42 | 7,985 | |||||||||||
Series - 2005 LDP2 (Class C) | ||||||||||||||||
12,100,000 | i | JP Morgan Chase Commercial Mortgage Securities Trust | 5.565 | 04/15/43 | 12,322 | |||||||||||
Series - 2006 LDP6 (Class AJ) | ||||||||||||||||
8,145,000 | g,i | JP Morgan Chase Commercial Mortgage Securities Trust | 5.360 | 02/15/46 | 8,868 | |||||||||||
Series - 2011 C3 (Class C) | ||||||||||||||||
6,455,000 | g,i | JP Morgan Chase Commercial Mortgage Securities Trust | 5.459 | 07/15/46 | 7,061 | |||||||||||
Series - 2011 C4 (Class C) | ||||||||||||||||
25,853,166 | JP Morgan Chase Commercial Mortgage Securities Trust | 5.257 | 05/15/47 | 26,743 | ||||||||||||
Series - 2006 LDP9 (Class A1A) | ||||||||||||||||
5,308,000 | i | LB-UBS Commercial Mortgage Trust | 5.482 | 09/15/39 | 5,280 | |||||||||||
Series - 2006 C6 (Class C) | ||||||||||||||||
6,000,000 | LB-UBS Commercial Mortgage Trust | 5.484 | 02/15/40 | 6,216 | ||||||||||||
Series - 2007 C1 (Class AJ) | ||||||||||||||||
1,400,000 | i | LB-UBS Commercial Mortgage Trust | 5.533 | 02/15/40 | 1,422 | |||||||||||
Series - 2007 C1 (Class C) | ||||||||||||||||
4,150,000 | i | LB-UBS Commercial Mortgage Trust | 5.563 | 02/15/40 | 4,099 | |||||||||||
Series - 2007 C1 (Class D) | ||||||||||||||||
750,000 | i | LB-UBS Commercial Mortgage Trust | 6.114 | 07/15/40 | 802 | |||||||||||
Series - 2007 C6 (Class AM) | ||||||||||||||||
3,675,000 | i | LB-UBS Commercial Mortgage Trust | 5.057 | 09/15/40 | 3,685 | |||||||||||
Series - 2005 C5 (Class AJ) | ||||||||||||||||
12,000,000 | i | Merrill Lynch Mortgage Trust | 5.460 | 11/12/37 | 12,057 | |||||||||||
Series - 2005 CKI1 (Class B) | ||||||||||||||||
2,205,000 | i | Merrill Lynch Mortgage Trust | 6.475 | 02/12/51 | 2,386 | |||||||||||
Series - 0 C1 (Class AJA) | ||||||||||||||||
2,210,442 | g,i | Merrill Lynch Mortgage Trust | 6.475 | 02/12/51 | 2,392 | |||||||||||
Series - 0 C1 (Class AJAF) | ||||||||||||||||
5,880,000 | g,i | Merrill Lynch Mortgage Trust | 6.475 | 02/12/51 | 6,256 | |||||||||||
Series - 2008 C1 (Class C) | ||||||||||||||||
21,695,000 | i | ML-CFC Commercial Mortgage Trust | 5.526 | 03/12/51 | 22,401 | |||||||||||
Series - 2007 6 (Class AM) | ||||||||||||||||
2,265,000 | g,i | Morgan Stanley Capital I Trust | 6.010 | 08/12/41 | 2,335 | |||||||||||
Series - 2006 T23 (Class B) |
353 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 8,700,000 | i | Morgan Stanley Capital I Trust | 5.389 | % | 11/12/41 | $ | 8,932 | ||||||||
Series - 2006 HQ10 (Class AJ) | ||||||||||||||||
328,012 | i | Morgan Stanley Capital I Trust | 4.840 | 12/13/41 | 329 | |||||||||||
Series - 2005 T17 (Class AJ) | ||||||||||||||||
1,000,000 | i | Morgan Stanley Capital I Trust | 5.271 | 08/13/42 | 999 | |||||||||||
Series - 2005 HQ6 (Class F) | ||||||||||||||||
12,300,000 | i | Morgan Stanley Capital I Trust | 5.793 | 07/12/44 | 12,759 | |||||||||||
Series - 2006 HQ9 (Class AJ) | ||||||||||||||||
500,000 | i | Morgan Stanley Capital I Trust | 5.832 | 07/12/44 | 513 | |||||||||||
Series - 2006 HQ9 (Class B) | ||||||||||||||||
8,315,000 | Morgan Stanley Capital I Trust | 5.569 | 12/15/44 | 8,822 | ||||||||||||
Series - 2007 HQ13 (Class A3) | ||||||||||||||||
3,550,000 | g,i | Morgan Stanley Capital I Trust | 5.418 | 09/15/47 | 3,816 | |||||||||||
Series - 2011 C1 (Class D) | ||||||||||||||||
6,650,000 | i | Morgan Stanley Capital I Trust | 5.678 | 04/12/49 | 6,555 | |||||||||||
Series - 2007 HQ12 (Class B) | ||||||||||||||||
10,300,000 | i | Morgan Stanley Capital I Trust | 5.907 | 06/11/49 | 10,274 | |||||||||||
Series - 2007 IQ15 (Class AJ) | ||||||||||||||||
8,750,000 | i | Morgan Stanley Capital I Trust | 6.080 | 12/12/49 | 9,426 | |||||||||||
Series - 2007 IQ16 (Class AMA) | ||||||||||||||||
1,000,000 | i | Morgan Stanley Capital I Trust | 6.281 | 12/12/49 | 1,087 | |||||||||||
Series - 2007 IQ16 (Class AM) | ||||||||||||||||
377,654 | Residential Accredit Loans, Inc | 4.350 | 03/25/34 | 381 | ||||||||||||
Series - 2004 QS4 (Class A1) | ||||||||||||||||
135,717 | RFMSI Trust | 5.500 | 03/25/35 | 136 | ||||||||||||
Series - 2005 S2 (Class A6) | ||||||||||||||||
1,640,449 | g,i | Springleaf Mortgage Loan Trust | 2.220 | 10/25/57 | 1,645 | |||||||||||
Series - 0 2A (Class A) | ||||||||||||||||
4,000,000 | i | Structured Agency Credit Risk Debt Note (STACR) | 2.387 | 09/25/24 | 3,971 | |||||||||||
Series - 2014 HQ2 (Class M2) | ||||||||||||||||
4,575,149 | i | Structured Agency Credit Risk Debt Note (STACR) | 1.437 | 01/25/25 | 4,571 | |||||||||||
Series - 2015 DN1 (Class M1) | ||||||||||||||||
6,500,000 | i | Structured Agency Credit Risk Debt Note (STACR) | 2.587 | 01/25/25 | 6,541 | |||||||||||
Series - 2015 DN1 (Class M2) | ||||||||||||||||
4,922,897 | i | Structured Agency Credit Risk Debt Note (STACR) | 1.237 | 03/25/25 | 4,909 | |||||||||||
Series - 2015 HQ1 (Class M1) | ||||||||||||||||
1,987,572 | i | Structured Agency Credit Risk Debt Note (STACR) | 1.287 | 05/25/25 | 1,981 | |||||||||||
Series - 2015 HQ2 (Class M1) | ||||||||||||||||
16,250,000 | i | Structured Agency Credit Risk Debt Note (STACR) | 2.137 | 05/25/25 | 15,982 | |||||||||||
Series - 2015 HQ2 (Class M2) | ||||||||||||||||
9,000,000 | g,i | Wachovia Bank Commercial Mortgage Trust | 0.385 | 12/15/43 | 8,718 | |||||||||||
Series - 2007 C30 (Class AMFL) | ||||||||||||||||
35,625,000 | Wachovia Bank Commercial Mortgage Trust | 5.383 | 12/15/43 | 37,432 | ||||||||||||
Series - 2007 C30 (Class AM) | ||||||||||||||||
32,910,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.818 | 05/15/46 | 35,338 | |||||||||||
Series - 2007 C34 (Class AM) | ||||||||||||||||
5,300,000 | i | Wachovia Bank Commercial Mortgage Trust | 6.144 | 05/15/46 | 5,528 | |||||||||||
Series - 2007 C34 (Class AJ) | ||||||||||||||||
7,175,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.591 | 04/15/47 | 7,611 | |||||||||||
Series - 2007 C31 (Class AM) | ||||||||||||||||
4,500,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.660 | 04/15/47 | 4,615 | |||||||||||
Series - 2007 C31 (Class AJ) |
354 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 2,000,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.700 | % | 04/15/47 | $ | 2,000 | ||||||||
Series - 2007 C31 (Class B) | ||||||||||||||||
88,795,000 | g | Wachovia Bank Commercial Mortgage Trust | 5.703 | 06/15/49 | 94,225 | |||||||||||
Series - 2007 C32 (Class AMFX) | ||||||||||||||||
2,794,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.750 | 06/15/49 | 2,685 | |||||||||||
Series - 2007 C32 (Class B) | ||||||||||||||||
49,550,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.750 | 06/15/49 | 50,799 | |||||||||||
Series - 2007 C32 (Class AJ) | ||||||||||||||||
33,600,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.953 | 02/15/51 | 36,015 | |||||||||||
Series - 2007 C33 (Class AM) | ||||||||||||||||
6,651,409 | i | WaMu Mortgage Pass-Through Certificates | 0.537 | 12/25/45 | 6,106 | |||||||||||
Series - 2005 AR19 (Class A1B3) | ||||||||||||||||
4,725,000 | g,i | Wells Fargo Mortgage Backed Securities Trust | 5.276 | 11/15/43 | 5,245 | |||||||||||
Series - 2010 C1 (Class B) | ||||||||||||||||
TOTAL OTHER MORTGAGE BACKED | 878,467 | |||||||||||||||
TOTAL STRUCTURED ASSETS | 2,112,630 | |||||||||||||||
(Cost $2,111,527) | ||||||||||||||||
TOTAL BONDS | 13,111,139 | |||||||||||||||
(Cost $13,065,147) | ||||||||||||||||
SHARES | COMPANY | |||||||||||||||
PREFERRED STOCKS - 0.1% | ||||||||||||||||
BANKS - 0.1% | ||||||||||||||||
470,597 | * | Federal Home Loan Mortgage Corp | 1,765 | |||||||||||||
1,527,061 | * | Federal National Mortgage Association | 5,726 | |||||||||||||
TOTAL BANKS | 7,491 | |||||||||||||||
TOTAL PREFERRED STOCKS | 7,491 | |||||||||||||||
(Cost $49,942) | ||||||||||||||||
PRINCIPAL | ISSUER | |||||||||||||||
SHORT-TERM INVESTMENTS - 15.5% | ||||||||||||||||
GOVERNMENT AGENCY DEBT - 3.9% | ||||||||||||||||
$ | 62,000,000 | w | Federal Home Loan Bank (FHLB) | 0.040 | 07/01/15 | 62,000 | ||||||||||
9,500,000 | FHLB | 0.055 | 07/29/15 | 9,500 | ||||||||||||
29,000,000 | w | FHLB | 0.060 | 08/10/15 | 28,999 | |||||||||||
90,000,000 | FHLB | 0.050 | 08/17/15 | 89,995 | ||||||||||||
14,000,000 | FHLB | 0.090 | 08/19/15 | 13,999 | ||||||||||||
53,000,000 | FHLB | 0.063 | 08/26/15 | 52,997 | ||||||||||||
12,000,000 | FHLB | 0.070 | 07/08/15 | 12,000 | ||||||||||||
50,000,000 | w | FHLB | 0.040 | 07/17/15 | 50,000 | |||||||||||
50,000,000 | w | FHLB | 0.070 | 07/24/15 | 49,999 | |||||||||||
44,000,000 | w | FHLB | 0.060 | 08/04/15 | 43,998 | |||||||||||
20,000,000 | FHLB | 0.050 | 08/07/15 | 19,999 | ||||||||||||
92,000,000 | w | FHLB | 0.090 | 08/21/15 | 91,995 | |||||||||||
5,000,000 | Federal National Mortgage Association (FNMA) | 0.140 | 12/01/15 | 4,997 | ||||||||||||
TOTAL GOVERNMENT AGENCY DEBT | 530,478 |
355 |
COLLEGE RETIREMENT EQUITIES FUND - Bond Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
TREASURY DEBT - 11.6% | ||||||||||||||||
$ | 49,000,000 | w | United States Treasury Bill | 0.062-0.065 | % | 08/06/15 | $ | 49,000 | ||||||||
75,000,000 | w | United States Treasury Bill | 0.056-0.067 | 08/13/15 | 75,000 | |||||||||||
165,000,000 | w | United States Treasury Bill | 0.086-0.106 | 08/20/15 | 164,999 | |||||||||||
7,000,000 | w | United States Treasury Bill | 0.065 | 08/27/15 | 7,000 | |||||||||||
14,175,000 | United States Treasury Bill | 0.071 | 09/10/15 | 14,175 | ||||||||||||
133,000,000 | w | United States Treasury Bill | 0.085-0.093 | 09/17/15 | 133,001 | |||||||||||
23,000,000 | United States Treasury Bill | 0.095 | 09/24/15 | 23,000 | ||||||||||||
268,000,000 | w | United States Treasury Bill | 0.091-0.108 | 10/15/15 | 267,986 | |||||||||||
188,000,000 | w | United States Treasury Bill | 0.079-0.138 | 11/12/15 | 187,974 | |||||||||||
188,000,000 | w | United States Treasury Bill | 0.080-0.150 | 12/10/15 | 187,958 | |||||||||||
36,000,000 | w | United States Treasury Bill | 0.150 | 01/07/16 | 35,987 | |||||||||||
110,000,000 | w | United States Treasury Bill | 0.122-0.130 | 02/04/16 | 109,942 | |||||||||||
100,000,000 | w | United States Treasury Bill | 0.148-0.249 | 03/03/16 | 99,902 | |||||||||||
100,000,000 | w | United States Treasury Bill | 0.208-0.218 | 03/31/16 | 99,867 | |||||||||||
100,000,000 | w | United States Treasury Bill | 0.211-0.231 | 04/28/16 | 99,841 | |||||||||||
TOTAL TREASURY DEBT | 1,555,632 | |||||||||||||||
TOTAL SHORT-TERM INVESTMENTS | 2,086,110 | |||||||||||||||
(Cost $2,085,711) | ||||||||||||||||
TOTAL INVESTMENTS - 114.1% | 15,319,067 | |||||||||||||||
(Cost $15,315,156) | ||||||||||||||||
OTHER ASSETS & LIABILITIES, NET - (14.1)% | (1,898,648 | ) | ||||||||||||||
NET ASSETS - 100.0% | $ | 13,420,419 |
Abbreviation(s): | |||
COP | Columbian Peso | ||
DOP | Dominican Peso | ||
EUR | Euro | ||
MXN | Mexican Peso | ||
NGN | Nigerian Naira | ||
REIT | Real Estate Investment Trust | ||
ZAR | South African Rand | ||
* | Non-income producing | |
^ | Amount represents less than $1,000. | |
g | Security is exempt from registration under Rule 144(A) of the Securities Act of 1933. Such securities are deemed liquid and may be resold in transactions exempt from registration to qualified institutional buyers. At 06/30/15, the aggregate value of these securities was $2,152,642,000, or 16.0% 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 rate reflects the rate at period end. | |
m | Indicates a security that has been deemed illiquid. | |
w | All or a portion of these securities have been segregated by the custodian to cover collateral requirements on mortgage dollar rolls. | |
Cost amounts are in thousands. |
356 |
COLLEGE RETIREMENT EQUITIES FUND - Inflation-Linked Bond Account
COLLEGE RETIREMENT EQUITIES FUND
INFLATION-LINKED BOND ACCOUNT
SCHEDULE OF INVESTMENTS (unaudited)
June 30, 2015
PRINCIPAL | ISSUER | VALUE (000) | ||||||||
GOVERNMENT BONDS - 99.2% | ||||||||||
AGENCY SECURITIES - 0.1% | ||||||||||
Private Export Funding Corp (PEFCO) | ||||||||||
$ | 3,500,000 | 2.300%, 09/15/20 | $ | 3,516 | ||||||
3,000,000 | 3.250%, 06/15/25 | 3,015 | ||||||||
Ukraine Government AID Bonds | ||||||||||
3,500,000 | 1.847%, 05/29/20 | 3,503 | ||||||||
TOTAL AGENCY SECURITIES | 10,034 | |||||||||
U.S. TREASURY SECURITIES - 99.1% | ||||||||||
k | United States Treasury Inflation Indexed Bonds | |||||||||
59,914,738 | 0.125%, 04/15/16 | 60,191 | ||||||||
193,967,801 | 2.500%, 07/15/16 | 201,090 | ||||||||
175,982,706 | 2.375%, 01/15/17 | 184,507 | ||||||||
401,983,032 | 0.125%, 04/15/17 | 407,228 | ||||||||
138,920,550 | 2.625%, 07/15/17 | 148,960 | ||||||||
146,864,165 | 1.625%, 01/15/18 | 155,068 | ||||||||
317,886,676 | 0.125%, 04/15/18 | 322,605 | ||||||||
148,769,472 | 1.375%, 07/15/18 | 157,626 | ||||||||
146,005,725 | 2.125%, 01/15/19 | 158,781 | ||||||||
220,105,880 | 0.125%, 04/15/19 | 222,702 | ||||||||
136,286,460 | 1.875%, 07/15/19 | 148,371 | ||||||||
223,514,415 | 1.375%, 01/15/20 | 238,584 | ||||||||
79,810,540 | 0.125%, 04/15/20 | 80,322 | ||||||||
289,245,557 | 1.250%, 07/15/20 | 308,973 | ||||||||
360,077,939 | 1.125%, 01/15/21 | 380,304 | ||||||||
341,989,002 | 0.625%, 07/15/21 | 352,436 | ||||||||
340,740,374 | 0.125%, 01/15/22 | 337,147 | ||||||||
398,141,730 | 0.125%, 07/15/22 | 394,440 | ||||||||
269,564,480 | 0.125%, 01/15/23 | 264,342 | ||||||||
51,847,110 | 0.375%, 07/15/23 | 51,928 | ||||||||
77,312,925 | 0.625%, 01/15/24 | 78,454 | ||||||||
69,745,900 | 0.125%, 07/15/24 | 67,844 | ||||||||
57,933,880 | 0.250%, 01/15/25 | 56,662 | ||||||||
223,106,576 | 2.375%, 01/15/25 | 261,784 | ||||||||
212,561,617 | 2.000%, 01/15/26 | 243,250 | ||||||||
159,783,030 | 2.375%, 01/15/27 | 190,491 | ||||||||
197,512,821 | 1.750%, 01/15/28 | 222,896 | ||||||||
138,996,869 | 3.625%, 04/15/28 | 188,710 | ||||||||
179,504,397 | 2.500%, 01/15/29 | 220,328 | ||||||||
168,507,732 | 3.875%, 04/15/29 | 237,886 | ||||||||
48,995,934 | 3.375%, 04/15/32 | 68,763 | ||||||||
79,521,237 | 2.125%, 02/15/40 | 97,239 | ||||||||
79,296,222 | 2.125%, 02/15/41 | 97,646 | ||||||||
225,421,253 | 0.750%, 02/15/42 | 205,345 | ||||||||
117,308,280 | 0.625%, 02/15/43 | 103,057 | ||||||||
102,019,560 | 1.375%, 02/15/44 | 107,878 | ||||||||
30,140,400 | 0.750%, 02/15/45 | 27,256 |
357 |
COLLEGE RETIREMENT EQUITIES FUND - Inflation-Linked Bond Account
PRINCIPAL | ISSUER | VALUE (000) | ||||||||
United States Treasury Note | ||||||||||
$ | 15,000,000 | 1.500%, 05/31/20 | $ | 14,903 | ||||||
7,500,000 | 2.125%, 05/15/25 | 7,352 | ||||||||
TOTAL U.S. TREASURY SECURITIES | 7,073,349 | |||||||||
TOTAL GOVERNMENT BONDS | ||||||||||
(Cost $6,751,535) | 7,083,383 | |||||||||
SHORT-TERM INVESTMENTS - 0.2% | ||||||||||
GOVERNMENT AGENCY DEBT - 0.2% | ||||||||||
Federal Home Loan Bank (FHLB) | ||||||||||
9,150,000 | 0.055% 08/14/15 | 9,150 | ||||||||
9,150 | ||||||||||
TOTAL SHORT-TERM INVESTMENTS | 9,150 | |||||||||
(Cost $9,150) | ||||||||||
TOTAL INVESTMENTS - 99.4% | 7,092,533 | |||||||||
(Cost $6,760,685) | ||||||||||
OTHER ASSETS AND LIABILITIES, NET - 0.6% | 44,120 | |||||||||
NET ASSETS - 100.0% | $ | 7,136,653 |
k | Principal amount for interest accrual purposes is periodically adjusted based on changes in the Consumer Price Index. | ||
Cost amounts are in thousands. |
358 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
COLLEGE RETIREMENT EQUITIES FUND
SOCIAL CHOICE ACCOUNT
SCHEDULE OF INVESTMENTS (unaudited)
June 30, 2015
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
BANK LOAN OBLIGATIONS - 0.3% | ||||||||||||||||
ENERGY - 0.1% | ||||||||||||||||
$ | 781,801 | i | Granite Acquisition, Inc | 5.000 | % | 12/19/21 | $ | 790 | ||||||||
17,679,358 | i | Granite Acquisition, Inc | 5.000 | 12/19/21 | 17,856 | |||||||||||
TOTAL ENERGY | 18,646 | |||||||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0% | ||||||||||||||||
1,571,063 | i | Valeant Pharmaceuticals International, Inc | 4.000 | 04/01/22 | 1,568 | |||||||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 1,568 | |||||||||||||||
UTILITIES - 0.2% | ||||||||||||||||
10,263,267 | i | ExGen Renewables I LLC | 5.250 | 02/06/21 | 10,366 | |||||||||||
15,756,200 | i | Terra-Gen Finance Co LLC | 5.250 | 12/09/21 | 15,717 | |||||||||||
TOTAL UTILITIES | 26,083 | |||||||||||||||
TOTAL BANK LOAN OBLIGATIONS | 46,297 | |||||||||||||||
(Cost $45,751) | ||||||||||||||||
BONDS - 38.9% | ||||||||||||||||
CORPORATE BONDS - 12.9% | ||||||||||||||||
AUTOMOBILES & COMPONENTS - 0.2% | ||||||||||||||||
10,000,000 | e | Ford Motor Co | 4.750 | 01/15/43 | 9,728 | |||||||||||
4,500,000 | Johnson Controls, Inc | 2.600 | 12/01/16 | 4,589 | ||||||||||||
3,250,000 | Johnson Controls, Inc | 5.000 | 03/30/20 | 3,565 | ||||||||||||
6,675,000 | e | Magna International, Inc | 3.625 | 06/15/24 | 6,564 | |||||||||||
TOTAL AUTOMOBILES & COMPONENTS | 24,446 | |||||||||||||||
BANKS - 3.1% | ||||||||||||||||
34,500,000 | e | Bank of America Corp | 1.350 | 11/21/16 | 34,489 | |||||||||||
51,000,000 | e | Bank of America Corp | 1.950 | 05/12/18 | 50,965 | |||||||||||
9,800,000 | e,g | Bank of Nova Scotia | 2.150 | 08/03/16 | 9,953 | |||||||||||
18,500,000 | e | Bank of Nova Scotia | 2.125 | 09/11/19 | 18,603 | |||||||||||
21,000,000 | i | BOK Financial Corp | 0.964 | 05/15/17 | 20,731 | |||||||||||
7,000,000 | g | Canadian Imperial Bank of Commerce | 2.750 | 01/27/16 | 7,087 | |||||||||||
7,025,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA | 3.950 | 11/09/22 | 7,016 | ||||||||||||
13,000,000 | Discover Bank | 2.000 | 02/21/18 | 12,962 | ||||||||||||
1,900,000 | e | Discover Bank | 3.100 | 06/04/20 | 1,896 | |||||||||||
11,000,000 | Discover Bank | 4.200 | 08/08/23 | 11,120 | ||||||||||||
5,000,000 | e,g | DNB Boligkreditt AS. | 2.000 | 05/28/20 | 4,953 | |||||||||||
13,255,000 | First Niagara Financial Group, Inc | 6.750 | 03/19/20 | 14,570 | ||||||||||||
10,000,000 | e | Huntington Bancshares, Inc | 2.600 | 08/02/18 | 10,120 | |||||||||||
7,325,000 | Huntington National Bank | 1.350 | 08/02/16 | 7,329 |
359 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 12,000,000 | Huntington National Bank | 1.375 | % | 04/24/17 | $ | 11,954 | |||||||||
11,500,000 | e,g | Intesa Sanpaolo S.p.A | 5.017 | 06/26/24 | 11,158 | |||||||||||
17,500,000 | KeyBank NA | 3.300 | 06/01/25 | 16,965 | ||||||||||||
9,913,000 | Manufacturers & Traders Trust Co | 6.625 | 12/04/17 | 11,078 | ||||||||||||
13,750,000 | Manufacturers & Traders Trust Co | 1.450 | 03/07/18 | 13,645 | ||||||||||||
4,644,000 | i | Manufacturers & Traders Trust Co | 5.585 | 12/28/20 | 4,722 | |||||||||||
6,076,000 | i | Manufacturers & Traders Trust Co | 5.629 | 12/01/21 | 6,267 | |||||||||||
2,475,000 | Manufacturers & Traders Trust Co | 2.900 | 02/06/25 | 2,337 | ||||||||||||
3,314,000 | Northern Trust Corp | 3.375 | 08/23/21 | 3,462 | ||||||||||||
18,257,000 | e | People’s United Financial, Inc | 3.650 | 12/06/22 | 18,116 | |||||||||||
8,245,000 | PNC Bank NA | 2.950 | 01/30/23 | 7,967 | ||||||||||||
12,000,000 | Regions Financial Corp | 2.000 | 05/15/18 | 11,986 | ||||||||||||
10,000,000 | Royal Bank of Canada | 1.125 | 07/22/16 | 10,051 | ||||||||||||
11,500,000 | e | Royal Bank of Canada | 1.200 | 09/19/17 | 11,480 | |||||||||||
26,450,000 | e | Royal Bank of Canada | 1.875 | 02/05/20 | 26,214 | |||||||||||
14,500,000 | e,g | Skandinaviska Enskilda Banken AB | 1.375 | 05/29/18 | 14,458 | |||||||||||
20,000,000 | SVB Financial Group | 3.500 | 01/29/25 | 19,242 | ||||||||||||
9,250,000 | g | Toronto-Dominion Bank | 1.625 | 09/14/16 | 9,343 | |||||||||||
5,300,000 | g | Toronto-Dominion Bank | 1.950 | 04/02/20 | 5,254 | |||||||||||
5,000,000 | e,g | Westpac Banking Corp | 1.850 | 11/26/18 | 5,021 | |||||||||||
TOTAL BANKS | 432,514 | |||||||||||||||
CAPITAL GOODS - 0.6% | ||||||||||||||||
2,500,000 | 3M Co | 6.375 | 02/15/28 | 3,180 | ||||||||||||
6,700,000 | Anixter, Inc | 5.125 | 10/01/21 | 6,817 | ||||||||||||
8,000,000 | e,g | CRH America, Inc | 3.875 | 05/18/25 | 7,915 | |||||||||||
2,500,000 | e | Eaton Corp | 4.000 | 11/02/32 | 2,413 | |||||||||||
4,600,000 | Ingersoll-Rand Global Holding Co Ltd | 4.250 | 06/15/23 | 4,763 | ||||||||||||
5,155,000 | Pall Corp | 5.000 | 06/15/20 | 5,641 | ||||||||||||
5,625,000 | Parker-Hannifin Corp | 4.200 | 11/21/34 | 5,590 | ||||||||||||
6,980,000 | Pentair Finance S.A. | 2.650 | 12/01/19 | 6,913 | ||||||||||||
5,675,000 | e | Precision Castparts Corp | 2.500 | 01/15/23 | 5,433 | |||||||||||
3,000,000 | Precision Castparts Corp | 4.200 | 06/15/35 | 2,981 | ||||||||||||
6,400,000 | e | Rockwell Automation, Inc | 2.050 | 03/01/20 | 6,349 | |||||||||||
6,000,000 | Rockwell Automation, Inc | 2.875 | 03/01/25 | 5,810 | ||||||||||||
3,300,000 | Rockwell Collins, Inc | 3.100 | 11/15/21 | 3,396 | ||||||||||||
6,125,000 | Rockwell Collins, Inc | 3.700 | 12/15/23 | 6,291 | ||||||||||||
5,000,000 | e | Roper Industries, Inc | 3.125 | 11/15/22 | 4,835 | |||||||||||
2,500,000 | e,g | Sealed Air Corp | 5.500 | 09/15/25 | 2,519 | |||||||||||
9,000,000 | Trimble Navigation Ltd | 4.750 | 12/01/24 | 8,999 | ||||||||||||
TOTAL CAPITAL GOODS | 89,845 | |||||||||||||||
COMMERCIAL & PROFESSIONAL SERVICES - 0.4% | ||||||||||||||||
4,000,000 | g | AECOM Technology Corp | 5.750 | 10/15/22 | 4,050 | |||||||||||
5,300,000 | Air Lease Corp | 2.125 | 01/15/18 | 5,247 | ||||||||||||
9,075,000 | e | Air Lease Corp | 3.875 | 04/01/21 | 9,166 | |||||||||||
6,525,000 | Air Lease Corp | 4.250 | 09/15/24 | 6,476 | ||||||||||||
11,500,000 | Fluor Corp | 3.500 | 12/15/24 | 11,513 | ||||||||||||
4,750,000 | Waste Management, Inc | 2.600 | 09/01/16 | 4,833 | ||||||||||||
2,730,000 | e | Waste Management, Inc | 4.600 | 03/01/21 | 3,003 | |||||||||||
10,000,000 | Waste Management, Inc | 3.500 | 05/15/24 | 9,999 | ||||||||||||
3,475,000 | e | Waste Management, Inc | 3.900 | 03/01/35 | 3,176 | |||||||||||
TOTAL COMMERCIAL & PROFESSIONAL SERVICES | 57,463 |
360 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
CONSUMER DURABLES & APPAREL - 0.0% | ||||||||||||||||
$ | 5,000,000 | Whirlpool Corp | 5.150 | % | 03/01/43 | $ | 5,106 | |||||||||
TOTAL CONSUMER DURABLES & APPAREL | 5,106 | |||||||||||||||
CONSUMER SERVICES - 0.7% | ||||||||||||||||
4,000,000 | American National Red Cross | 5.567 | 11/15/17 | 4,333 | ||||||||||||
10,000,000 | Henry J Kaiser Family Foundation | 3.356 | 12/01/25 | 10,015 | ||||||||||||
20,000,000 | Massachusetts Institute of Technology | 3.959 | 07/01/38 | 19,853 | ||||||||||||
1,250,000 | e | McDonald’s Corp | 5.000 | 02/01/19 | 1,374 | |||||||||||
19,000,000 | Metropolitan Museum of Art | 3.400 | 07/01/45 | 16,548 | ||||||||||||
7,550,000 | Nature Conservancy | 6.300 | 07/01/19 | 8,452 | ||||||||||||
17,500,000 | New York Public Library Astor Lenox & Tilden Foundations | 4.305 | 07/01/45 | 16,132 | ||||||||||||
8,000,000 | Northwestern University | 3.688 | 12/01/38 | 7,651 | ||||||||||||
5,145,000 | Salvation Army | 5.637 | 09/01/26 | 5,596 | ||||||||||||
13,625,000 | Service Corp International | 5.375 | 05/15/24 | 14,238 | ||||||||||||
TOTAL CONSUMER SERVICES | 104,192 | |||||||||||||||
DIVERSIFIED FINANCIALS - 0.8% | ||||||||||||||||
5,450,000 | i | Bank of New York Mellon Corp | 1.969 | 06/20/17 | 5,532 | |||||||||||
2,675,000 | Bank of New York Mellon Corp | 5.450 | 05/15/19 | 2,994 | ||||||||||||
4,000,000 | g | Caisse Centrale Desjardins du Quebec | 2.550 | 03/24/16 | 4,060 | |||||||||||
14,750,000 | g | Caisse Centrale Desjardins du Quebec | 1.600 | 03/06/17 | 14,899 | |||||||||||
5,000,000 | Discover Financial Services | 3.750 | 03/04/25 | 4,767 | ||||||||||||
9,000,000 | g | EDP Finance BV | 4.125 | 01/15/20 | 9,087 | |||||||||||
9,500,000 | g | EDP Finance BV | 5.250 | 01/14/21 | 9,949 | |||||||||||
7,875,000 | Ford Motor Credit Co LLC | 2.375 | 01/16/18 | 7,945 | ||||||||||||
2,300,000 | Legg Mason, Inc | 3.950 | 07/15/24 | 2,323 | ||||||||||||
45,500,000 | Morgan Stanley | 2.200 | 12/07/18 | 45,852 | ||||||||||||
9,750,000 | g | RCI Banque S.A. | 3.500 | 04/03/18 | 10,124 | |||||||||||
TOTAL DIVERSIFIED FINANCIALS | 117,532 | |||||||||||||||
ENERGY - 1.1% | ||||||||||||||||
4,145,000 | e | Continental Resources, Inc | 5.000 | 09/15/22 | 4,065 | |||||||||||
3,740,000 | i | Devon Energy Corp | 0.736 | 12/15/15 | 3,737 | |||||||||||
2,500,000 | Devon Energy Corp | 6.300 | 01/15/19 | 2,822 | ||||||||||||
3,000,000 | EOG Resources, Inc | 4.100 | 02/01/21 | 3,220 | ||||||||||||
8,450,000 | e | EOG Resources, Inc | 3.900 | 04/01/35 | 7,974 | |||||||||||
1,526,000 | Marathon Oil Corp | 5.900 | 03/15/18 | 1,675 | ||||||||||||
7,450,000 | e | Marathon Petroleum Corp | 4.750 | 09/15/44 | 6,776 | |||||||||||
3,025,000 | National Oilwell Varco, Inc | 1.350 | 12/01/17 | 2,992 | ||||||||||||
2,500,000 | Noble Energy, Inc | 8.250 | 03/01/19 | 2,977 | ||||||||||||
3,290,000 | e | Noble Energy, Inc | 5.050 | 11/15/44 | 3,141 | |||||||||||
150,000 | e | Noble Holding International Ltd | 3.950 | 03/15/22 | 138 | |||||||||||
10,000,000 | e | Noble Holding International Ltd | 5.950 | 04/01/25 | 9,846 | |||||||||||
4,500,000 | e | Noble Holding International Ltd | 6.950 | 04/01/45 | 4,133 | |||||||||||
2,150,000 | g | Northern Natural Gas Co | 4.100 | 09/15/42 | 2,095 | |||||||||||
9,000,000 | e | Phillips 66 | 4.650 | 11/15/34 | 8,779 | |||||||||||
2,575,000 | e | Southwestern Energy Co | 3.300 | 01/23/18 | 2,639 | |||||||||||
5,300,000 | Southwestern Energy Co | 4.050 | 01/23/20 | 5,442 | ||||||||||||
5,000,000 | Spectra Energy Capital LLC | 5.650 | 03/01/20 | 5,422 | ||||||||||||
9,000,000 | i | Statoil ASA | 0.479 | 11/09/17 | 8,962 | |||||||||||
9,000,000 | i | Statoil ASA | 0.564 | 05/15/18 | 8,985 |
361 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 9,500,000 | e | Statoil ASA | 3.150 | % | 01/23/22 | $ | 9,572 | ||||||||
4,500,000 | Statoil ASA | 2.650 | 01/15/24 | 4,307 | ||||||||||||
4,000,000 | e | Statoil ASA | 3.950 | 05/15/43 | 3,702 | |||||||||||
12,150,000 | g | Texas Eastern Transmission LP | 2.800 | 10/15/22 | 11,357 | |||||||||||
6,175,000 | e | Weatherford International Ltd | 4.500 | 04/15/22 | 5,792 | |||||||||||
12,350,000 | g | Woodside Finance Ltd | 3.650 | 03/05/25 | 11,843 | |||||||||||
TOTAL ENERGY | 142,393 | |||||||||||||||
FOOD & STAPLES RETAILING - 0.1% | ||||||||||||||||
6,900,000 | Kroger Co | 1.200 | 10/17/16 | 6,913 | ||||||||||||
3,000,000 | Kroger Co | 2.200 | 01/15/17 | 3,042 | ||||||||||||
1,451,000 | Safeway, Inc | 3.400 | 12/01/16 | 1,451 | ||||||||||||
TOTAL FOOD & STAPLES RETAILING | 11,406 | |||||||||||||||
FOOD, BEVERAGE & TOBACCO - 0.2% | ||||||||||||||||
1,800,000 | g | JM Smucker Co | 1.750 | 03/15/18 | 1,798 | |||||||||||
5,100,000 | g | JM Smucker Co | 3.000 | 03/15/22 | 5,004 | |||||||||||
9,000,000 | e,g | JM Smucker Co | 4.250 | 03/15/35 | 8,399 | |||||||||||
4,678,000 | e | Kellogg Co | 4.000 | 12/15/20 | 4,969 | |||||||||||
428,000 | e | PepsiCo, Inc | 7.900 | 11/01/18 | 511 | |||||||||||
3,526,000 | PepsiCo, Inc | 3.600 | 08/13/42 | 3,083 | ||||||||||||
TOTAL FOOD, BEVERAGE & TOBACCO | 23,764 | |||||||||||||||
HEALTH CARE EQUIPMENT & SERVICES - 0.4% | ||||||||||||||||
4,000,000 | Becton Dickinson & Co | 5.000 | 05/15/19 | 4,370 | ||||||||||||
2,000,000 | Becton Dickinson & Co | 6.000 | 05/15/39 | 2,299 | ||||||||||||
7,000,000 | i | Becton Dickinson and Co | 0.736 | 06/15/16 | 7,003 | |||||||||||
9,750,000 | Laboratory Corp of America Holdings | 2.500 | 11/01/18 | 9,826 | ||||||||||||
3,250,000 | Laboratory Corp of America Holdings | 2.625 | 02/01/20 | 3,221 | ||||||||||||
9,000,000 | Laboratory Corp of America Holdings | 3.200 | 02/01/22 | 8,863 | ||||||||||||
2,500,000 | e | Laboratory Corp of America Holdings | 3.600 | 02/01/25 | 2,383 | |||||||||||
3,500,000 | LifePoint Hospitals, Inc | 5.500 | 12/01/21 | 3,614 | ||||||||||||
5,375,000 | Owens & Minor, Inc | 3.875 | 09/15/21 | 5,522 | ||||||||||||
5,000,000 | Thermo Fisher Scientific, Inc | 1.300 | 02/01/17 | 4,991 | ||||||||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 52,092 | |||||||||||||||
HOUSEHOLD & PERSONAL PRODUCTS - 0.0% | ||||||||||||||||
3,750,000 | e | Clorox Co | 3.800 | 11/15/21 | 3,963 | |||||||||||
TOTAL HOUSEHOLD & PERSONAL PRODUCTS | 3,963 | |||||||||||||||
INSURANCE - 0.5% | ||||||||||||||||
8,000,000 | i | Berkshire Hathaway Finance Corp | 0.576 | 01/12/18 | 8,010 | |||||||||||
10,120,000 | g | Five Corners Funding Trust | 4.419 | 11/15/23 | 10,440 | |||||||||||
1,600,000 | g,i | Merna Reinsurance IV Ltd | 2.500 | 04/08/16 | 1,602 | |||||||||||
3,100,000 | Progressive Corp | 3.750 | 08/23/21 | 3,304 | ||||||||||||
9,000,000 | Progressive Corp | 3.700 | 01/26/45 | 7,914 | ||||||||||||
15,000,000 | i | Prudential Financial, Inc | 5.200 | 03/15/44 | 14,814 | |||||||||||
7,450,000 | i | Prudential Financial, Inc | 5.375 | 05/15/45 | 7,329 | |||||||||||
10,000,000 | g | Swiss Re Treasury US Corp | 2.875 | 12/06/22 | 9,671 | |||||||||||
8,687,000 | g | Swiss Re Treasury US Corp | 4.250 | 12/06/42 | 8,351 | |||||||||||
2,000,000 | Travelers Cos, Inc | 5.900 | 06/02/19 | 2,285 | ||||||||||||
TOTAL INSURANCE | 73,720 |
362 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
MATERIALS - 0.7% | ||||||||||||||||
$ | 4,405,000 | Agrium, Inc | 3.150 | % | 10/01/22 | $ | 4,266 | |||||||||
2,275,000 | Ball Corp | 5.000 | 03/15/22 | 2,281 | ||||||||||||
8,930,000 | e | Ball Corp | 4.000 | 11/15/23 | 8,283 | |||||||||||
13,000,000 | e | Ball Corp | 5.250 | 07/01/25 | 12,902 | |||||||||||
5,750,000 | Domtar Corp | 4.400 | 04/01/22 | 5,837 | ||||||||||||
2,300,000 | Eastman Chemical Co | 5.500 | 11/15/19 | 2,555 | ||||||||||||
7,050,000 | Eastman Chemical Co | 2.700 | 01/15/20 | 7,033 | ||||||||||||
1,000,000 | e | Eastman Chemical Co | 4.650 | 10/15/44 | 944 | |||||||||||
7,500,000 | International Paper Co | 5.000 | 09/15/35 | 7,326 | ||||||||||||
5,000,000 | e | International Paper Co | 6.000 | 11/15/41 | 5,374 | |||||||||||
4,000,000 | e | International Paper Co | 4.800 | 06/15/44 | 3,696 | |||||||||||
9,350,000 | LyondellBasell Industries NV | 4.625 | 02/26/55 | 8,202 | ||||||||||||
5,000,000 | MeadWestvaco Corp | 7.375 | 09/01/19 | 5,854 | ||||||||||||
5,000,000 | e | Nucor Corp | 4.000 | 08/01/23 | 5,067 | |||||||||||
4,000,000 | Praxair, Inc | 2.450 | 02/15/22 | 3,897 | ||||||||||||
19,490,000 | e | Rock Tenn Co | 3.500 | 03/01/20 | 20,054 | |||||||||||
TOTAL MATERIALS | 103,571 | |||||||||||||||
MEDIA - 0.1% | ||||||||||||||||
7,225,000 | Time Warner Cable, Inc | 8.250 | 04/01/19 | 8,492 | ||||||||||||
5,500,000 | e | Time Warner Cable, Inc | 4.500 | 09/15/42 | 4,507 | |||||||||||
TOTAL MEDIA | 12,999 | |||||||||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.4% | ||||||||||||||||
12,733,000 | Bristol-Myers Squibb Co | 3.250 | 08/01/42 | 10,630 | ||||||||||||
5,700,000 | Gilead Sciences, Inc | 4.500 | 02/01/45 | 5,656 | ||||||||||||
10,000,000 | e | Johnson & Johnson | 4.375 | 12/05/33 | 10,566 | |||||||||||
8,500,000 | i | Merck & Co, Inc | 0.654 | 02/10/20 | 8,456 | |||||||||||
4,750,000 | e,g | Valeant Pharmaceuticals International, Inc | 6.375 | 10/15/20 | 5,002 | |||||||||||
475,000 | e,g | Valeant Pharmaceuticals International, Inc | 5.625 | 12/01/21 | 488 | |||||||||||
9,000,000 | e,g | VRX Escrow Corp | 5.375 | 03/15/20 | 9,293 | |||||||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 50,091 | |||||||||||||||
REAL ESTATE - 0.4% | ||||||||||||||||
8,907,000 | Equity One, Inc | 3.750 | 11/15/22 | 8,797 | ||||||||||||
7,900,000 | ERP Operating LP | 3.375 | 06/01/25 | 7,740 | ||||||||||||
1,400,000 | Federal Realty Investment Trust | 5.900 | 04/01/20 | 1,602 | ||||||||||||
8,000,000 | Federal Realty Investment Trust | 2.750 | 06/01/23 | 7,631 | ||||||||||||
3,400,000 | Healthcare Realty Trust, Inc | 5.750 | 01/15/21 | 3,761 | ||||||||||||
1,250,000 | Kilroy Realty LP | 5.000 | 11/03/15 | 1,264 | ||||||||||||
16,355,000 | e | Kilroy Realty LP | 3.800 | 01/15/23 | 16,291 | |||||||||||
10,000,000 | Regency Centers LP | 3.750 | 06/15/24 | 9,981 | ||||||||||||
2,400,000 | Ventas Realty LP | 3.250 | 08/15/22 | 2,315 | ||||||||||||
TOTAL REAL ESTATE | 59,382 | |||||||||||||||
TECHNOLOGY HARDWARE & EQUIPMENT - 0.1% | ||||||||||||||||
3,375,000 | CC Holdings GS V LLC | 2.381 | 12/15/17 | 3,413 | ||||||||||||
10,000,000 | e,i | Hewlett-Packard Co | 1.217 | 01/14/19 | 9,860 | |||||||||||
5,475,000 | e | Motorola Solutions, Inc | 3.500 | 09/01/21 | 5,438 | |||||||||||
TOTAL TECHNOLOGY HARDWARE & EQUIPMENT | 18,711 |
363 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
TELECOMMUNICATION SERVICES - 0.2% | ||||||||||||||||
$ | 3,400,000 | e | CenturyLink, Inc | 6.750 | % | 12/01/23 | $ | 3,411 | ||||||||
12,825,000 | e | Sprint Corp | 7.250 | 09/15/21 | 12,625 | |||||||||||
8,000,000 | Verizon Communications, Inc | 4.400 | 11/01/34 | 7,487 | ||||||||||||
9,750,000 | e | Vodafone Group plc | 1.500 | 02/19/18 | 9,581 | |||||||||||
TOTAL TELECOMMUNICATION SERVICES | 33,104 | |||||||||||||||
TRANSPORTATION - 0.8% | ||||||||||||||||
9,500,000 | i | Canadian National Railway Co | 0.445 | 11/14/17 | 9,487 | |||||||||||
6,500,000 | CSX Corp | 4.100 | 03/15/44 | 5,930 | ||||||||||||
2,545,000 | GATX Corp | 2.500 | 07/30/19 | 2,518 | ||||||||||||
23,500,000 | GATX Corp | 2.600 | 03/30/20 | 23,168 | ||||||||||||
7,250,000 | e | GATX Corp | 5.200 | 03/15/44 | 7,306 | |||||||||||
2,500,000 | Norfolk Southern Corp | 5.750 | 01/15/16 | 2,566 | ||||||||||||
5,000,000 | Norfolk Southern Corp | 3.250 | 12/01/21 | 5,125 | ||||||||||||
12,775,000 | Norfolk Southern Corp | 3.000 | 04/01/22 | 12,693 | ||||||||||||
6,894,000 | Norfolk Southern Corp | 2.903 | 02/15/23 | 6,641 | ||||||||||||
475,000 | Norfolk Southern Corp | 5.590 | 05/17/25 | 545 | ||||||||||||
7,500,000 | Norfolk Southern Corp | 4.450 | 06/15/45 | 7,169 | ||||||||||||
6,900,000 | Ryder System, Inc | 2.550 | 06/01/19 | 6,907 | ||||||||||||
3,450,000 | Southwest Airlines Co | 2.750 | 11/06/19 | 3,498 | ||||||||||||
4,050,000 | e | Union Pacific Corp | 3.375 | 02/01/35 | 3,589 | |||||||||||
10,000,000 | Union Pacific Railroad Co | 2.695 | 05/12/27 | 9,675 | ||||||||||||
1,360,000 | e | United Parcel Service of America, Inc (Step Bond 8.375% until 04/01/20, 7.620% until 04/01/30) | 8.375 | 04/01/30 | 1,931 | |||||||||||
TOTAL TRANSPORTATION | 108,748 | |||||||||||||||
UTILITIES - 2.1% | ||||||||||||||||
1,650,000 | Arizona Public Service Co | 4.500 | 04/01/42 | 1,651 | ||||||||||||
2,000,000 | e | Atmos Energy Corp | 8.500 | 03/15/19 | 2,428 | |||||||||||
3,000,000 | e | California Resources Corp | 6.000 | 11/15/24 | 2,576 | |||||||||||
1,200,000 | Connecticut Light & Power Co | 5.500 | 02/01/19 | 1,344 | ||||||||||||
2,000,000 | Connecticut Light & Power Co | 5.750 | 03/01/37 | 2,343 | ||||||||||||
10,050,000 | Connecticut Light & Power Co | 4.150 | 06/01/45 | 9,583 | ||||||||||||
9,114,312 | g | Continental Wind LLC | 6.000 | 02/28/33 | 10,051 | |||||||||||
10,000,000 | Delmarva Power & Light Co | 4.150 | 05/15/45 | 9,496 | ||||||||||||
1,324,657 | g | Great River Energy | 5.829 | 07/01/17 | 1,381 | |||||||||||
3,375,000 | g | International Transmission Co | 4.625 | 08/15/43 | 3,536 | |||||||||||
7,575,000 | Interstate Power & Light Co | 3.250 | 12/01/24 | 7,605 | ||||||||||||
9,250,000 | g | Narragansett Electric Co | 4.170 | 12/10/42 | 8,720 | |||||||||||
9,450,000 | NextEra Energy Capital Holdings, Inc | 2.700 | 09/15/19 | 9,506 | ||||||||||||
9,600,000 | g | Niagara Mohawk Power Corp | 4.278 | 10/01/34 | 9,551 | |||||||||||
9,750,000 | g | Niagara Mohawk Power Corp | 4.119 | 11/28/42 | 9,246 | |||||||||||
6,000,000 | Northeast Utilities | 1.450 | 05/01/18 | 5,962 | ||||||||||||
1,500,000 | Northwest Natural Gas Co | 5.620 | 11/21/23 | 1,752 | ||||||||||||
10,000,000 | NorthWestern Corp | 4.176 | 11/15/44 | 9,766 | ||||||||||||
1,065,000 | i | NSTAR Electric Co | 0.516 | 05/17/16 | 1,063 | |||||||||||
630,000 | Public Service Co of Colorado | 4.750 | 08/15/41 | 675 | ||||||||||||
10,000,000 | Public Service Co of New Hampshire | 3.500 | 11/01/23 | 10,255 | ||||||||||||
13,000,000 | i | San Diego Gas & Electric Co | 0.481 | 03/09/17 | 12,967 | |||||||||||
5,500,000 | San Diego Gas & Electric Co | 3.000 | 08/15/21 | 5,634 | ||||||||||||
6,875,000 | San Diego Gas & Electric Co | 1.914 | 02/01/22 | 6,899 |
364 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 620,000 | San Diego Gas & Electric Co | 6.000 | % | 06/01/39 | $ | 772 | |||||||||
8,875,000 | Sierra Pacific Power Co | 3.375 | 08/15/23 | 8,963 | ||||||||||||
27,000,000 | g | Solar Star Funding LLC | 3.950 | 06/30/35 | 24,802 | |||||||||||
7,950,000 | g | Solar Star Funding LLC | 5.375 | 06/30/35 | 8,814 | |||||||||||
12,500,000 | i | TECO Finance, Inc | 0.871 | 04/10/18 | 12,534 | |||||||||||
19,000,000 | g | TerraForm Power Operating LLC | 5.875 | 02/01/23 | 19,285 | |||||||||||
5,000,000 | g | Texas Eastern Transmission LP | 4.125 | 12/01/20 | 5,227 | |||||||||||
19,385,000 | g | Topaz Solar Farms LLC | 4.875 | 09/30/39 | 20,355 | |||||||||||
14,500,000 | g | Topaz Solar Farms LLC | 5.750 | 09/30/39 | 16,391 | |||||||||||
5,000,000 | Washington Gas Light Co | 5.440 | 08/11/25 | 5,522 | ||||||||||||
1,400,000 | e | WEC Energy Group, Inc | 3.550 | 06/15/25 | 1,394 | |||||||||||
16,525,000 | WGL Holdings, Inc | 2.250 | 11/01/19 | 16,459 | ||||||||||||
4,975,000 | Wisconsin Power & Light Co | 4.100 | 10/15/44 | 4,804 | ||||||||||||
1,325,000 | e | Xcel Energy, Inc | 3.300 | 06/01/25 | 1,300 | |||||||||||
TOTAL UTILITIES | 290,612 | |||||||||||||||
TOTAL CORPORATE BONDS | 1,815,654 | |||||||||||||||
(Cost $1,818,281) | ||||||||||||||||
GOVERNMENT BONDS - 23.1% | ||||||||||||||||
AGENCY SECURITIES - 4.7% | ||||||||||||||||
5,958,866 | COP I LLC | 3.613 | 12/05/21 | 6,308 | ||||||||||||
8,660,551 | Ethiopian Leasing 2012 LLC | 2.566 | 08/14/26 | 8,666 | ||||||||||||
4,235,719 | Export Lease Ten Co LLC | 1.650 | 05/07/25 | 4,120 | ||||||||||||
5,500,000 | Federal Home Loan Bank (FHLB) | 5.000 | 11/17/17 | 6,033 | ||||||||||||
17,166,667 | FHLB | 2.350 | 08/08/22 | 16,752 | ||||||||||||
7,000,000 | Federal Home Loan Mortgage Corp (FHLMC) | 0.500 | 01/27/17 | 6,991 | ||||||||||||
5,000,000 | FHLMC | 1.000 | 09/29/17 | 5,011 | ||||||||||||
6,400,000 | Federal National Mortgage Association (FNMA) | 1.125 | 04/27/17 | 6,448 | ||||||||||||
7,000,000 | FNMA | 1.625 | 01/21/20 | 6,984 | ||||||||||||
15,500,000 | FNMA | 2.625 | 09/06/24 | 15,482 | ||||||||||||
1,096,000 | j | Government Trust Certificate | 0.000 | 04/01/19 | 1,019 | |||||||||||
5,000,000 | j | Government Trust Certificate | 0.000 | 04/01/21 | 4,240 | |||||||||||
33,000,000 | Hashemite Kingdom of Jordan Government AID Bond | 2.503 | 10/30/20 | 34,039 | ||||||||||||
8,475,000 | g | Hospital for Special Surgery | 3.500 | 01/01/23 | 8,616 | |||||||||||
9,000,000 | i | India Government AID Bond | 0.378 | 02/01/27 | 8,580 | |||||||||||
7,040,000 | Lutheran Medical Center | 1.982 | 02/20/30 | 6,750 | ||||||||||||
8,812,500 | Mexican Aircraft Finance V LLC | 2.329 | 01/14/27 | 8,798 | ||||||||||||
10,840,000 | Micron Semiconductor Asia Pte Ltd | 1.258 | 01/15/19 | 10,843 | ||||||||||||
3,985,000 | g | Montefiore Medical Center | 3.896 | 05/20/27 | 4,284 | |||||||||||
163,210 | National Credit Union Administration | 1.840 | 10/07/20 | 164 | ||||||||||||
11,450,000 | NCUA Guaranteed Notes | 3.000 | 06/12/19 | 12,050 | ||||||||||||
7,000,000 | NCUA Guaranteed Notes | 3.450 | 06/12/21 | 7,640 | ||||||||||||
2,500,000 | j | Overseas Private Investment Corp (OPIC) | 0.000 | 04/30/16 | 2,499 | |||||||||||
3,000,000 | j | OPIC | 0.000 | 04/30/17 | 3,187 | |||||||||||
10,750,000 | j | OPIC | 0.000 | 11/17/17 | 10,842 | |||||||||||
5,700,000 | j | OPIC | 0.000 | 11/15/19 | 5,778 | |||||||||||
5,021,208 | OPIC | 2.290 | 09/15/26 | 5,050 | ||||||||||||
2,754,971 | OPIC | 2.040 | 12/15/26 | 2,735 | ||||||||||||
7,666,644 | OPIC | 4.440 | 02/27/27 | 8,520 | ||||||||||||
9,750,000 | OPIC | 2.740 | 09/15/29 | 9,396 | ||||||||||||
12,000,000 | OPIC | 3.220 | 09/15/29 | 11,976 |
365 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 13,500,000 | OPIC | 3.280 | % | 09/15/29 | $ | 13,654 | |||||||||
2,483,210 | OPIC | 2.610 | 04/15/30 | 2,366 | ||||||||||||
4,465,000 | OPIC | 2.930 | 05/15/30 | 4,420 | ||||||||||||
7,379,000 | OPIC | 3.040 | 05/15/30 | 7,448 | ||||||||||||
8,823,555 | OPIC | 3.540 | 06/15/30 | 9,350 | ||||||||||||
2,234,663 | OPIC | 2.310 | 11/15/30 | 2,107 | ||||||||||||
22,671,641 | OPIC | 3.370 | 12/15/30 | 23,564 | ||||||||||||
22,853,026 | OPIC | 3.820 | 12/20/32 | 24,036 | ||||||||||||
14,743,888 | OPIC | 3.938 | 12/20/32 | 15,546 | ||||||||||||
12,500,000 | OPIC | 3.160 | 06/01/33 | 12,328 | ||||||||||||
12,000,000 | OPIC | 3.430 | 06/01/33 | 12,183 | ||||||||||||
2,000,000 | OPIC | 2.940 | 07/31/33 | 1,994 | ||||||||||||
9,750,000 | Private Export Funding Corp (PEFCO) | 2.125 | 07/15/16 | 9,907 | ||||||||||||
11,750,000 | PEFCO | 1.375 | 02/15/17 | 11,814 | ||||||||||||
8,000,000 | PEFCO | 2.250 | 12/15/17 | 8,222 | ||||||||||||
5,000,000 | PEFCO | 4.375 | 03/15/19 | 5,500 | ||||||||||||
5,854,000 | PEFCO | 1.450 | 08/15/19 | 5,781 | ||||||||||||
16,150,000 | e | PEFCO | 2.250 | 03/15/20 | 16,357 | |||||||||||
8,000,000 | PEFCO | 2.300 | 09/15/20 | 8,037 | ||||||||||||
17,500,000 | PEFCO | 4.300 | 12/15/21 | 19,518 | ||||||||||||
8,250,000 | PEFCO | 2.050 | 11/15/22 | 7,986 | ||||||||||||
4,000,000 | PEFCO | 3.550 | 01/15/24 | 4,218 | ||||||||||||
5,335,000 | PEFCO | 2.450 | 07/15/24 | 5,104 | ||||||||||||
8,000,000 | PEFCO | 3.250 | 06/15/25 | 8,040 | ||||||||||||
9,000,000 | Sam Luis Hospital | 3.700 | 08/30/44 | 9,264 | ||||||||||||
3,056,169 | Tayarra Ltd | 3.628 | 02/15/22 | 3,239 | ||||||||||||
2,960,736 | Tricahue Leasing LLC | 3.503 | 11/19/21 | 3,125 | ||||||||||||
9,250,000 | Ukraine Government AID Bonds | 1.844 | 05/16/19 | 9,262 | ||||||||||||
15,300,000 | Ukraine Government AID Bonds | 1.847 | 05/29/20 | 15,312 | ||||||||||||
8,333,333 | Ulani MSN 35940 LLC | 2.227 | 05/16/25 | 8,347 | ||||||||||||
7,920,000 | UNM Sandoval Regional Medical Center | 4.500 | 07/20/36 | 7,971 | ||||||||||||
5,375,000 | US Department of Housing and Urban Development (HUD) | 2.200 | 08/01/15 | 5,385 | ||||||||||||
5,250,000 | HUD | 4.330 | 08/01/15 | 5,269 | ||||||||||||
3,894,000 | HUD | 2.910 | 08/01/17 | 4,065 | ||||||||||||
8,000,000 | HUD | 4.560 | 08/01/17 | 8,618 | ||||||||||||
10,750,000 | HUD | 1.770 | 08/01/18 | 10,917 | ||||||||||||
5,007,000 | HUD | 5.380 | 08/01/18 | 5,287 | ||||||||||||
750,000 | HUD | 2.050 | 08/01/19 | 765 | ||||||||||||
9,500,000 | HUD | 4.870 | 08/01/19 | 10,653 | ||||||||||||
13,967,000 | HUD | 4.960 | 08/01/20 | 15,884 | ||||||||||||
13,500,000 | HUD | 5.050 | 08/01/21 | 15,351 | ||||||||||||
3,217,000 | HUD | 2.910 | 08/01/23 | 3,287 | ||||||||||||
6,416,667 | VRG Linhas Aereas S.A. | 0.983 | 03/13/18 | 6,401 | ||||||||||||
8,677,476 | Zarapito Leasing LLC | 2.628 | 11/12/26 | 8,787 | ||||||||||||
2,290,826 | g | Genesis Solar 2011 Pass Through Trust | 3.875 | 02/15/38 | 2,413 | |||||||||||
18,775,000 | New York Society for the Relief of the Ruptured & Crippled | 2.881 | 12/20/31 | 18,307 | ||||||||||||
TOTAL AGENCY SECURITIES | 667,190 | |||||||||||||||
FOREIGN GOVERNMENT BONDS - 5.3% | ||||||||||||||||
24,000,000 | African Development Bank | 0.750 | 10/18/16 | 24,049 | ||||||||||||
13,550,000 | e | African Development Bank | 2.375 | 09/23/21 | 13,759 | |||||||||||
17,500,000 | Asian Development Bank | 2.125 | 03/19/25 | 16,904 | ||||||||||||
6,000,000 | g | Caisse d’Amortissement de la Dette Sociale | 2.000 | 04/17/20 | 6,041 |
366 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 6,300,000 | e | Canada Government International Bond | 0.875 | % | 02/14/17 | $ | 6,322 | ||||||||
9,000,000 | e | Canada Government International Bond | 1.125 | 03/19/18 | 9,012 | |||||||||||
7,828,974 | g | Carpintero Finance Ltd | 2.004 | 09/18/24 | 7,771 | |||||||||||
14,250,000 | e | Council of Europe Development Bank | 1.000 | 03/07/18 | 14,202 | |||||||||||
44,000,000 | European Bank for Reconstruction & Development | 1.625 | 04/10/18 | 44,353 | ||||||||||||
38,000,000 | e | European Investment Bank | 2.500 | 10/15/24 | 37,872 | |||||||||||
2,000,000 | e | European Investment Bank | 4.875 | 02/15/36 | 2,442 | |||||||||||
38,470,000 | Export Development Canada | 0.875 | 01/30/17 | 38,579 | ||||||||||||
9,000,000 | Export Development Canada | 1.625 | 12/03/19 | 8,981 | ||||||||||||
18,175,000 | Export-Import Bank of Korea | 1.750 | 02/27/18 | 18,149 | ||||||||||||
15,000,000 | g | Finnvera OYJ | 2.375 | 06/04/25 | 14,507 | |||||||||||
15,300,000 | e | Hydro Quebec | 2.000 | 06/30/16 | 15,518 | |||||||||||
10,200,000 | e | Hydro Quebec | 1.375 | 06/19/17 | 10,285 | |||||||||||
6,082,000 | Hydro Quebec | 8.400 | 01/15/22 | 8,027 | ||||||||||||
45,000,000 | h | Inter-American Development Bank | 1.185 | 07/09/18 | 44,964 | |||||||||||
33,750,000 | Inter-American Development Bank | 1.500 | 09/25/18 | 34,047 | ||||||||||||
19,000,000 | i | International Bank for Reconstruction & Development | 0.216 | 07/22/15 | 18,999 | |||||||||||
25,000,000 | International Bank for Reconstruction & Development | 0.375 | 08/24/15 | 25,010 | ||||||||||||
3,000,000 | International Bank for Reconstruction & Development | 2.000 | 10/20/16 | 3,056 | ||||||||||||
4,000,000 | e | International Finance Corp | 0.500 | 05/16/16 | 4,001 | |||||||||||
29,000,000 | g,i | International Finance Facility for Immunisation | 0.461 | 07/05/16 | 29,003 | |||||||||||
2,850,000 | Italy Government International Bond | 5.375 | 06/12/17 | 3,065 | ||||||||||||
5,000,000 | KFW | 1.000 | 01/26/18 | 4,993 | ||||||||||||
48,000,000 | KFW | 1.750 | 10/15/19 | 48,241 | ||||||||||||
11,500,000 | KFW | 1.500 | 04/20/20 | 11,338 | ||||||||||||
10,000,000 | KFW | 2.625 | 01/25/22 | 10,264 | ||||||||||||
19,000,000 | g | Kommunalbanken AS. | 0.750 | 11/21/16 | 19,023 | |||||||||||
12,500,000 | g | Kommunalbanken AS. | 2.125 | 02/11/25 | 11,957 | |||||||||||
9,637,000 | e | Landwirtschaftliche Rentenbank | 2.000 | 01/13/25 | 9,206 | |||||||||||
7,500,000 | g | National Bank of Canada | 2.200 | 10/19/16 | 7,652 | |||||||||||
14,845,000 | North American Development Bank | 2.300 | 10/10/18 | 15,099 | ||||||||||||
33,575,000 | North American Development Bank | 2.400 | 10/26/22 | 32,538 | ||||||||||||
5,000,000 | Province of British Columbia Canada | 1.200 | 04/25/17 | 5,039 | ||||||||||||
15,250,000 | e | Province of Manitoba Canada | 1.750 | 05/30/19 | 15,379 | |||||||||||
15,000,000 | Province of Manitoba Canada | 2.100 | 09/06/22 | 14,660 | ||||||||||||
12,700,000 | Province of Manitoba Canada | 3.050 | 05/14/24 | 13,038 | ||||||||||||
10,000,000 | Province of New Brunswick Canada | 2.750 | 06/15/18 | 10,418 | ||||||||||||
15,000,000 | Province of Ontario Canada | 2.300 | 05/10/16 | 15,228 | ||||||||||||
9,500,000 | e | Province of Ontario Canada | 1.200 | 02/14/18 | 9,496 | |||||||||||
5,000,000 | e | Province of Ontario Canada | 4.400 | 04/14/20 | 5,555 | |||||||||||
10,000,000 | Province of Quebec Canada | 3.500 | 07/29/20 | 10,709 | ||||||||||||
5,000,000 | Province of Quebec Canada | 7.500 | 09/15/29 | 7,218 | ||||||||||||
TOTAL FOREIGN GOVERNMENT BONDS | 735,969 | |||||||||||||||
MORTGAGE BACKED - 8.0% | ||||||||||||||||
4,980,004 | i | Federal Home Loan Mortgage Corp (FHLMC) | 0.796 | 07/15/37 | 5,062 | |||||||||||
5,984,868 | i | FHLMC | 0.636 | 09/15/42 | 6,040 | |||||||||||
26,895 | Federal Home Loan Mortgage Corp Gold (FGLMC) | 6.500 | 12/01/16 | 27 | ||||||||||||
79,672 | FGLMC | 6.000 | 12/01/17 | 83 | ||||||||||||
1,302,133 | FGLMC | 4.500 | 01/01/19 | 1,358 | ||||||||||||
467,456 | FGLMC | 5.500 | 01/01/19 | 491 | ||||||||||||
387,714 | FGLMC | 5.000 | 02/01/19 | 405 | ||||||||||||
167,053 | FGLMC | 4.500 | 01/01/20 | 174 |
367 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 54,152 | FGLMC | 4.500 | % | 07/01/20 | $ | 57 | |||||||||
80,030 | FGLMC | 7.000 | 10/01/20 | 85 | ||||||||||||
434,938 | FGLMC | 4.500 | 06/01/21 | 456 | ||||||||||||
1,456,821 | FGLMC | 4.500 | 06/01/21 | 1,527 | ||||||||||||
276,599 | FGLMC | 4.500 | 03/01/23 | 295 | ||||||||||||
191,453 | FGLMC | 5.000 | 04/01/23 | 207 | ||||||||||||
7,271 | FGLMC | 7.000 | 05/01/23 | 8 | ||||||||||||
705,624 | FGLMC | 4.000 | 07/01/24 | 746 | ||||||||||||
226,845 | FGLMC | 4.500 | 09/01/24 | 242 | ||||||||||||
9,000,000 | h | FGLMC | 3.500 | 07/15/30 | 9,474 | |||||||||||
16,000,000 | h | FGLMC | 3.000 | 08/15/30 | 16,503 | |||||||||||
23,074 | FGLMC | 8.000 | 01/01/31 | 27 | ||||||||||||
570,182 | FGLMC | 4.500 | 07/01/33 | 618 | ||||||||||||
958,782 | FGLMC | 5.500 | 09/01/33 | 1,081 | ||||||||||||
862,200 | FGLMC | 5.500 | 09/01/33 | 973 | ||||||||||||
1,464,096 | FGLMC | 5.500 | 12/01/33 | 1,650 | ||||||||||||
3,472,507 | FGLMC | 7.000 | 12/01/33 | 4,106 | ||||||||||||
1,220,535 | FGLMC | 7.000 | 05/01/35 | 1,453 | ||||||||||||
169,875 | FGLMC | 5.000 | 02/01/36 | 188 | ||||||||||||
2,456 | FGLMC | 6.500 | 05/01/36 | 3 | ||||||||||||
864,020 | FGLMC | 5.000 | 07/01/39 | 952 | ||||||||||||
3,671,956 | FGLMC | 4.500 | 11/01/40 | 4,040 | ||||||||||||
4,145,284 | FGLMC | 4.500 | 12/01/40 | 4,553 | ||||||||||||
2,818,862 | FGLMC | 3.500 | 01/01/41 | 2,899 | ||||||||||||
7,542,051 | FGLMC | 3.500 | 04/01/44 | 7,804 | ||||||||||||
10,194,634 | FGLMC | 4.000 | 08/01/44 | 10,875 | ||||||||||||
8,570,474 | FGLMC | 4.000 | 09/01/44 | 9,154 | ||||||||||||
965,651 | FGLMC | 4.500 | 10/01/44 | 1,063 | ||||||||||||
1,122,053 | FGLMC | 4.500 | 11/01/44 | 1,235 | ||||||||||||
1,428,525 | FGLMC | 4.500 | 11/01/44 | 1,572 | ||||||||||||
893,953 | FGLMC | 4.500 | 12/01/44 | 984 | ||||||||||||
578,182 | FGLMC | 4.500 | 12/01/44 | 627 | ||||||||||||
12,695,086 | FGLMC | 4.000 | 02/01/45 | 13,436 | ||||||||||||
3,986,156 | FGLMC | 3.500 | 04/01/45 | 4,109 | ||||||||||||
11,000,000 | h | FGLMC | 3.000 | 07/15/45 | 10,908 | |||||||||||
9,000,000 | h | FGLMC | 3.500 | 08/15/45 | 9,216 | |||||||||||
6,000,000 | h | FGLMC | 4.000 | 08/15/45 | 6,322 | |||||||||||
12,472 | Federal National Mortgage Association (FNMA) | 6.500 | 10/01/16 | 13 | ||||||||||||
100,304 | FNMA | 6.500 | 04/01/17 | 104 | ||||||||||||
42,409 | FNMA | 6.500 | 02/01/18 | 44 | ||||||||||||
928,313 | FNMA | 5.500 | 11/01/18 | 977 | ||||||||||||
703,893 | FNMA | 5.000 | 12/01/18 | 746 | ||||||||||||
631,681 | FNMA | 5.000 | 01/01/19 | 668 | ||||||||||||
23,848 | FNMA | 4.500 | 03/01/19 | 25 | ||||||||||||
90,426 | FNMA | 4.500 | 11/01/20 | 94 | ||||||||||||
658,796 | FNMA | 5.500 | 08/01/21 | 714 | ||||||||||||
253,870 | FNMA | 4.500 | 03/01/23 | 271 | ||||||||||||
12,126 | FNMA | 8.000 | 03/01/23 | 13 | ||||||||||||
773,629 | FNMA | 5.000 | 07/01/23 | 839 | ||||||||||||
393,413 | FNMA | 4.000 | 05/01/24 | 414 | ||||||||||||
33,337 | FNMA | 8.000 | 07/01/24 | 40 | ||||||||||||
582,023 | FNMA | 4.500 | 08/01/24 | 623 | ||||||||||||
2,372,560 | FNMA | 4.000 | 09/01/24 | 2,512 |
368 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 9,000,000 | h | FNMA | 2.500 | % | 07/25/30 | $ | 9,094 | ||||||||
8,000,000 | g,h | FNMA | 3.000 | 07/25/30 | 8,276 | |||||||||||
6,000,000 | h | FNMA | 3.500 | 07/25/30 | 6,322 | |||||||||||
31,000,000 | h | FNMA | 2.500 | 08/25/30 | 31,259 | |||||||||||
19,000,000 | h | FNMA | 3.000 | 08/25/30 | 19,615 | |||||||||||
463,375 | FNMA | 6.500 | 07/01/32 | 537 | ||||||||||||
290,921 | FNMA | 4.500 | 03/25/33 | 298 | ||||||||||||
5,324,892 | FNMA | 3.000 | 10/01/33 | 5,420 | ||||||||||||
8,900,577 | FNMA | 5.000 | 10/01/33 | 9,897 | ||||||||||||
595,186 | FNMA | 5.000 | 11/01/33 | 667 | ||||||||||||
84,526 | FNMA | 7.000 | 01/01/34 | 91 | ||||||||||||
2,280,443 | FNMA | 5.500 | 03/01/34 | 2,572 | ||||||||||||
3,846,384 | FNMA | 3.500 | 03/25/34 | 3,922 | ||||||||||||
8,751,303 | FNMA | 3.000 | 01/01/35 | 8,899 | ||||||||||||
34,797 | FNMA | 7.500 | 06/01/35 | 38 | ||||||||||||
1,813,868 | FNMA | 5.500 | 08/01/37 | 2,045 | ||||||||||||
872,023 | FNMA | 6.000 | 09/01/37 | 1,009 | ||||||||||||
805,023 | FNMA | 6.000 | 09/01/37 | 932 | ||||||||||||
246,536 | FNMA | 6.500 | 09/01/37 | 283 | ||||||||||||
958,742 | FNMA | 5.500 | 01/01/38 | 1,079 | ||||||||||||
18,462 | FNMA | 6.500 | 02/01/38 | 21 | ||||||||||||
3,799,174 | FNMA | 5.500 | 11/01/38 | 4,366 | ||||||||||||
6,261,531 | FNMA | 5.500 | 12/01/38 | 7,139 | ||||||||||||
6,202,830 | FNMA | 4.000 | 02/01/39 | 6,580 | ||||||||||||
35,330 | FNMA | 4.500 | 04/01/39 | 38 | ||||||||||||
448,989 | FNMA | 4.000 | 07/01/39 | 479 | ||||||||||||
2,111,396 | FNMA | 5.500 | 08/01/39 | 2,399 | ||||||||||||
851,171 | FNMA | 4.500 | 10/01/39 | 921 | ||||||||||||
71,495 | FNMA | 4.500 | 02/01/40 | 78 | ||||||||||||
928,235 | FNMA | 4.500 | 06/01/40 | 1,005 | ||||||||||||
764,345 | FNMA | 5.000 | 08/01/40 | 846 | ||||||||||||
3,817,467 | FNMA | 5.000 | 09/01/40 | 4,220 | ||||||||||||
730,363 | FNMA | 4.500 | 10/01/40 | 791 | ||||||||||||
2,032,973 | FNMA | 4.500 | 11/01/40 | 2,201 | ||||||||||||
150,695 | FNMA | 4.500 | 11/01/40 | 165 | ||||||||||||
1,483,192 | FNMA | 4.500 | 11/01/40 | 1,602 | ||||||||||||
297,905 | FNMA | 4.500 | 01/01/41 | 327 | ||||||||||||
233,341 | FNMA | 4.500 | 02/01/41 | 255 | ||||||||||||
5,565,431 | FNMA | 5.000 | 05/01/41 | 6,163 | ||||||||||||
263,843 | FNMA | 4.500 | 06/01/41 | 288 | ||||||||||||
242,573 | FNMA | 4.500 | 06/01/41 | 266 | ||||||||||||
1,071,467 | FNMA | 5.000 | 06/01/41 | 1,190 | ||||||||||||
456,607 | FNMA | 4.500 | 12/01/41 | 499 | ||||||||||||
16,490,007 | FNMA | 5.500 | 12/01/41 | 18,860 | ||||||||||||
267,039 | FNMA | 4.500 | 01/01/42 | 292 | ||||||||||||
2,423,859 | FNMA | 3.500 | 02/01/42 | 2,501 | ||||||||||||
3,263,231 | FNMA | 4.500 | 04/01/42 | 3,533 | ||||||||||||
273,471 | FNMA | 4.500 | 04/01/42 | 299 | ||||||||||||
319,434 | FNMA | 4.500 | 06/01/42 | 349 | ||||||||||||
248,883 | FNMA | 4.500 | 07/01/42 | 273 | ||||||||||||
7,027,364 | i | FNMA | 0.687 | 08/25/42 | 7,130 | |||||||||||
210,841 | FNMA | 3.000 | 10/01/42 | 211 | ||||||||||||
212,912 | FNMA | 3.000 | 10/01/42 | 213 |
369 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 11,647,496 | FNMA | 3.000 | % | 10/01/42 | $ | 11,639 | |||||||||
545,484 | FNMA | 3.000 | 11/01/42 | 545 | ||||||||||||
6,449,727 | i | FNMA | 0.587 | 11/25/42 | 6,456 | |||||||||||
7,401,001 | FNMA | 3.500 | 11/25/42 | 1,680 | ||||||||||||
35,157 | FNMA | 3.000 | 12/01/42 | 35 | ||||||||||||
264,371 | FNMA | 3.000 | 12/01/42 | 263 | ||||||||||||
3,931,479 | FNMA | 3.000 | 01/01/43 | 3,923 | ||||||||||||
8,730,038 | FNMA | 3.000 | 01/01/43 | 8,723 | ||||||||||||
130,134 | FNMA | 3.000 | 02/01/43 | 130 | ||||||||||||
11,152,166 | FNMA | 3.000 | 02/01/43 | 11,143 | ||||||||||||
604,218 | FNMA | 3.000 | 02/01/43 | 603 | ||||||||||||
5,237,726 | FNMA | 3.000 | 02/01/43 | 5,233 | ||||||||||||
3,189,534 | FNMA | 3.500 | 02/01/43 | 3,301 | ||||||||||||
692,604 | FNMA | 3.000 | 03/01/43 | 692 | ||||||||||||
147,234 | FNMA | 3.000 | 03/01/43 | 147 | ||||||||||||
235,854 | FNMA | 3.000 | 03/01/43 | 235 | ||||||||||||
130,047 | FNMA | 3.000 | 03/01/43 | 130 | ||||||||||||
4,284,004 | i | FNMA | 0.537 | 03/25/43 | 4,303 | |||||||||||
309,135 | FNMA | 3.000 | 04/01/43 | 309 | ||||||||||||
54,136 | FNMA | 3.000 | 04/01/43 | 54 | ||||||||||||
13,927 | FNMA | 3.000 | 04/01/43 | 14 | ||||||||||||
69,201 | FNMA | 3.000 | 04/01/43 | 69 | ||||||||||||
330,500 | FNMA | 3.000 | 04/01/43 | 330 | ||||||||||||
149,540 | FNMA | 3.000 | 04/01/43 | 149 | ||||||||||||
157,405 | FNMA | 3.000 | 04/01/43 | 157 | ||||||||||||
206,537 | FNMA | 3.000 | 04/01/43 | 206 | ||||||||||||
188,156 | FNMA | 3.000 | 04/01/43 | 188 | ||||||||||||
4,950,567 | FNMA | 3.000 | 05/01/43 | 4,943 | ||||||||||||
854,368 | FNMA | 3.500 | 05/01/43 | 884 | ||||||||||||
516,663 | FNMA | 3.500 | 05/01/43 | 535 | ||||||||||||
1,093,987 | FNMA | 3.500 | 06/01/43 | 1,132 | ||||||||||||
468,462 | FNMA | 3.500 | 06/01/43 | 482 | ||||||||||||
2,272,563 | FNMA | 3.500 | 06/01/43 | 2,352 | ||||||||||||
1,079,875 | FNMA | 3.500 | 06/01/43 | 1,118 | ||||||||||||
420,259 | FNMA | 3.500 | 06/01/43 | 435 | ||||||||||||
871,548 | FNMA | 3.500 | 06/01/43 | 902 | ||||||||||||
2,943,353 | FNMA | 3.500 | 07/01/43 | 3,047 | ||||||||||||
1,445,505 | FNMA | 3.500 | 07/01/43 | 1,496 | ||||||||||||
13,631,683 | FNMA | 4.000 | 11/01/43 | 14,587 | ||||||||||||
5,392,405 | FNMA | 4.000 | 04/01/44 | 5,749 | ||||||||||||
2,529,231 | FNMA | 4.000 | 06/01/44 | 2,696 | ||||||||||||
3,379,168 | FNMA | 4.000 | 06/01/44 | 3,602 | ||||||||||||
13,059,597 | FNMA | 4.500 | 06/01/44 | 14,374 | ||||||||||||
1,366,051 | FNMA | 4.500 | 06/01/44 | 1,502 | ||||||||||||
2,427,412 | FNMA | 4.000 | 07/01/44 | 2,588 | ||||||||||||
970,895 | FNMA | 4.000 | 07/01/44 | 1,035 | ||||||||||||
8,000,335 | FNMA | 4.000 | 08/01/44 | 8,528 | ||||||||||||
2,879,506 | FNMA | 4.000 | 08/01/44 | 3,069 | ||||||||||||
4,419,800 | FNMA | 4.000 | 08/01/44 | 4,712 | ||||||||||||
1,204,856 | FNMA | 4.000 | 08/01/44 | 1,284 | ||||||||||||
3,007,580 | FNMA | 4.500 | 08/01/44 | 3,310 | ||||||||||||
837,214 | FNMA | 4.000 | 09/01/44 | 893 | ||||||||||||
709,317 | FNMA | 4.000 | 09/01/44 | 756 |
370 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 1,111,702 | FNMA | 3.500 | % | 10/01/44 | $ | 1,151 | |||||||||
822,469 | FNMA | 3.500 | 10/01/44 | 851 | ||||||||||||
4,428,334 | FNMA | 4.000 | 10/01/44 | 4,721 | ||||||||||||
6,978,557 | FNMA | 4.500 | 10/01/44 | 7,682 | ||||||||||||
14,373,659 | FNMA | 4.500 | 11/01/44 | 15,822 | ||||||||||||
3,184,890 | FNMA | 4.000 | 12/01/44 | 3,402 | ||||||||||||
2,568,723 | FNMA | 4.000 | 12/01/44 | 2,743 | ||||||||||||
2,962,387 | FNMA | 4.500 | 12/01/44 | 3,261 | ||||||||||||
3,049,152 | FNMA | 4.000 | 01/01/45 | 3,251 | ||||||||||||
352,794 | FNMA | 3.500 | 03/01/45 | 363 | ||||||||||||
635,273 | FNMA | 3.500 | 03/01/45 | 657 | ||||||||||||
852,020 | FNMA | 4.500 | 03/01/45 | 938 | ||||||||||||
919,507 | FNMA | 4.000 | 05/01/45 | 980 | ||||||||||||
2,043,932 | FNMA | 4.000 | 06/01/45 | 2,179 | ||||||||||||
10,000,000 | h | FNMA | 3.000 | 07/25/45 | 9,939 | |||||||||||
11,000,000 | h | FNMA | 4.000 | 07/25/45 | 11,639 | |||||||||||
37,000,000 | h | FNMA | 3.000 | 08/25/45 | 36,679 | |||||||||||
67,000,000 | h | FNMA | 3.500 | 08/25/45 | 68,736 | |||||||||||
46,000,000 | h | FNMA | 4.000 | 08/25/45 | 48,565 | |||||||||||
55,000,000 | h | FNMA | 4.500 | 08/25/45 | 59,331 | |||||||||||
34,000,000 | h | FNMA | 5.000 | 08/25/45 | 37,517 | |||||||||||
59,000,000 | h | FNMA | 3.500 | 09/25/45 | 60,360 | |||||||||||
10,000,000 | h | FNMA | 4.000 | 09/25/45 | 10,531 | |||||||||||
8,904 | Government National Mortgage Association (GNMA) | 9.000 | 12/15/17 | 9 | ||||||||||||
4,118,626 | GNMA | 2.300 | 10/15/19 | 4,186 | ||||||||||||
8,169 | GNMA | 8.000 | 06/15/22 | 8 | ||||||||||||
21,668 | GNMA | 6.500 | 08/15/23 | 25 | ||||||||||||
8,411 | GNMA | 6.500 | 08/15/23 | 10 | ||||||||||||
7,089,777 | GNMA | 2.580 | 08/15/25 | 7,236 | ||||||||||||
104,381 | GNMA | 6.500 | 05/20/31 | 124 | ||||||||||||
9,083,259 | GNMA | 2.640 | 01/15/33 | 8,963 | ||||||||||||
12,708,482 | GNMA | 2.690 | 06/15/33 | 12,643 | ||||||||||||
249,801 | GNMA | 5.500 | 07/15/33 | 288 | ||||||||||||
145,735 | GNMA | 6.000 | 10/20/36 | 167 | ||||||||||||
151,388 | GNMA | 6.000 | 01/20/37 | 174 | ||||||||||||
534,634 | GNMA | 5.500 | 02/15/37 | 608 | ||||||||||||
826,585 | GNMA | 6.000 | 02/20/37 | 949 | ||||||||||||
376,118 | GNMA | 5.000 | 04/15/38 | 417 | ||||||||||||
279,124 | GNMA | 6.000 | 08/20/38 | 317 | ||||||||||||
578,410 | GNMA | 6.500 | 11/20/38 | 674 | ||||||||||||
545,934 | GNMA | 5.000 | 07/20/39 | 608 | ||||||||||||
4,771,897 | GNMA | 4.500 | 09/20/39 | 5,300 | ||||||||||||
19,305,010 | GNMA | 3.500 | 10/20/42 | 4,225 | ||||||||||||
4,442,325 | GNMA | 3.500 | 07/15/43 | 4,624 | ||||||||||||
1,042,468 | GNMA | 3.500 | 02/15/45 | 1,085 | ||||||||||||
29,000,000 | h | GNMA | 3.000 | 07/20/45 | 29,220 | |||||||||||
11,000,000 | h | GNMA | 3.500 | 07/20/45 | 11,395 | |||||||||||
31,000,000 | h | GNMA | 3.000 | 08/20/45 | 31,157 | |||||||||||
80,000,000 | h | GNMA | 3.500 | 08/20/45 | 82,656 | |||||||||||
19,000,000 | h | GNMA | 4.000 | 08/20/45 | 20,084 | |||||||||||
21,000,000 | h | GNMA | 4.000 | 09/20/45 | 22,159 | |||||||||||
TOTAL MORTGAGE BACKED | 1,126,217 |
371 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
MUNICIPAL BONDS - 3.6% | ||||||||||||||||
$ | 4,500,000 | g | Basin Electric Power Coop | 6.127 | % | 06/01/41 | $ | 5,067 | ||||||||
1,090,000 | Bay Area Water Supply & Conservation Agency | 1.311 | 10/01/17 | 1,088 | ||||||||||||
3,790,000 | Bay Area Water Supply & Conservation Agency | 2.535 | 10/01/21 | 3,753 | ||||||||||||
2,635,000 | Bay Area Water Supply & Conservation Agency | 3.015 | 10/01/24 | 2,584 | ||||||||||||
1,170,000 | Brunswick & Glynn County Development Authority | 3.060 | 04/01/25 | 1,132 | ||||||||||||
675,000 | California Earthquake Authority | 1.194 | 07/01/16 | 675 | ||||||||||||
7,465,000 | California Earthquake Authority | 2.805 | 07/01/19 | 7,638 | ||||||||||||
13,000,000 | California Housing Finance Agency | 2.966 | 08/01/22 | 12,738 | ||||||||||||
6,165,000 | g | California Pollution Control Financing Authority | 5.000 | 07/01/27 | 6,441 | |||||||||||
8,020,000 | g | California Pollution Control Financing Authority | 5.000 | 07/01/37 | 8,313 | |||||||||||
2,500,000 | g | California Pollution Control Financing Authority | 5.000 | 11/21/45 | 2,585 | |||||||||||
3,700,000 | Calleguas Municipal Water District | 2.030 | 07/01/18 | 3,736 | ||||||||||||
1,215,000 | Charlotte-Mecklenburg Hospital Authority | 5.000 | 08/01/15 | 1,218 | ||||||||||||
1,250,000 | City & County of Honolulu, HI | 6.114 | 07/01/29 | 1,388 | ||||||||||||
4,000,000 | City of Dallas, TX | 5.078 | 02/15/22 | 4,573 | ||||||||||||
1,500,000 | City of Dallas, TX | 5.195 | 02/15/35 | 1,664 | ||||||||||||
760,000 | City of Eugene, OR | 6.320 | 08/01/22 | 872 | ||||||||||||
12,500,000 | City of Houston TX Utility System Revenue | 2.563 | 05/15/20 | 12,813 | ||||||||||||
10,095,000 | City of Houston TX Utility System Revenue | 2.923 | 05/15/21 | 10,404 | ||||||||||||
1,615,000 | City of Jersey City NJ | 1.192 | 09/01/15 | 1,617 | ||||||||||||
2,200,000 | City of Jersey City NJ | 1.509 | 09/01/16 | 2,206 | ||||||||||||
2,180,000 | City of Jersey City NJ | 1.829 | 09/01/17 | 2,177 | ||||||||||||
500,000 | City of Jersey City NJ | 2.079 | 09/01/18 | 498 | ||||||||||||
925,000 | City of Jersey City NJ | 2.423 | 09/01/19 | 920 | ||||||||||||
1,000,000 | Commonwealth Financing Authority | 2.675 | 06/01/21 | 978 | ||||||||||||
1,150,000 | Commonwealth Financing Authority | 2.875 | 06/01/22 | 1,120 | ||||||||||||
2,310,000 | Commonwealth Financing Authority | 3.075 | 06/01/23 | 2,251 | ||||||||||||
24,000,000 | Commonwealth of Massachusetts | 5.000 | 08/01/33 | 27,200 | ||||||||||||
5,000,000 | Commonwealth of Massachusetts | 5.456 | 12/01/39 | 6,114 | ||||||||||||
755,000 | County of Mercer, NJ | 5.380 | 02/01/17 | 793 | ||||||||||||
23,500,000 | District of Columbia Water & Sewer Authority | 4.814 | 10/01/14 | 23,814 | ||||||||||||
1,680,000 | Douglas County Public Utility District No 1 Wells Hydroelectric | 5.112 | 09/01/18 | 1,686 | ||||||||||||
4,600,000 | Fiscal Year 2005 Securitization Corp | 4.760 | 08/15/19 | 4,900 | ||||||||||||
9,750,000 | Florida Hurricane Catastrophe Fund Finance Corp | 1.298 | 07/01/16 | 9,797 | ||||||||||||
15,630,000 | j | Garden State Preservation Trust | 0.000 | 11/01/22 | 12,844 | |||||||||||
1,000,000 | Grant County Public Utility District No 2 | 5.470 | 01/01/34 | 1,079 | ||||||||||||
1,250,000 | Grant County Public Utility District No 2 | 4.164 | 01/01/35 | 1,225 | ||||||||||||
4,135,000 | Greene County OH | 2.720 | 12/01/21 | 4,123 | ||||||||||||
4,365,000 | Greene County OH | 3.120 | 12/01/23 | 4,333 | ||||||||||||
4,615,000 | Greene County OH | 3.270 | 12/01/24 | 4,574 | ||||||||||||
4,755,000 | Greene County OH | 3.420 | 12/01/25 | 4,695 | ||||||||||||
1,700,000 | Guadalupe Valley Electric Coop, Inc | 5.671 | 10/01/32 | 1,853 | ||||||||||||
975,000 | Guadalupe-Blanco River Authority Industrial Development Corp | 3.287 | 04/15/23 | 977 | ||||||||||||
540,000 | Lavaca-Navidad River Authority | 3.850 | 08/01/26 | 538 | ||||||||||||
6,430,000 | Lavaca-Navidad River Authority | 4.430 | 08/01/35 | 6,248 | ||||||||||||
530,000 | Massachusetts Housing Finance Agency | 1.306 | 06/01/16 | 531 | ||||||||||||
285,000 | Massachusetts Housing Finance Agency | 1.776 | 06/01/17 | 286 | ||||||||||||
4,600,000 | Massachusetts Housing Finance Agency | 4.782 | 12/01/20 | 4,708 | ||||||||||||
5,400,000 | Massachusetts St. Water Pollution Abatement | 5.192 | 08/01/40 | 6,360 | ||||||||||||
3,500,000 | Metropolitan Council | 1.750 | 09/01/20 | 3,451 |
372 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 3,000,000 | Metropolitan Washington Airports Authority | 5.690 | % | 10/01/30 | $ | 3,027 | |||||||||
5,000,000 | Metropolitan Water District of Southern California | 6.250 | 07/01/39 | 5,613 | ||||||||||||
750,000 | Metropolitan Water Reclamation District of Greater Chicago | 2.229 | 12/01/16 | 759 | ||||||||||||
1,590,000 | Michigan Finance Authority | 5.000 | 07/01/16 | 1,650 | ||||||||||||
8,945,000 | Michigan Finance Authority | 5.000 | 07/01/22 | 10,229 | ||||||||||||
8,000,000 | Michigan Finance Authority | 5.000 | 07/01/22 | 9,121 | ||||||||||||
500,000 | Michigan Finance Authority | 5.000 | 07/01/22 | 560 | ||||||||||||
515,000 | Michigan Finance Authority | 5.000 | 07/01/29 | 551 | ||||||||||||
2,500,000 | Michigan Finance Authority | 5.000 | 07/01/30 | 2,666 | ||||||||||||
2,000,000 | Michigan Finance Authority | 5.000 | 07/01/31 | 2,125 | ||||||||||||
1,130,000 | New York State Energy Research & Development Authority | 1.028 | 07/01/16 | 1,128 | ||||||||||||
1,590,000 | New York State Energy Research & Development Authority | 2.372 | 07/01/19 | 1,606 | ||||||||||||
1,285,000 | New York State Energy Research & Development Authority | 2.772 | 07/01/20 | 1,310 | ||||||||||||
1,590,000 | New York State Energy Research & Development Authority | 3.206 | 07/01/22 | 1,645 | ||||||||||||
1,200,000 | New York State Environmental Facilities Corp | 2.005 | 06/15/19 | 1,191 | ||||||||||||
1,220,000 | New York State Environmental Facilities Corp | 2.595 | 06/15/21 | 1,218 | ||||||||||||
1,255,000 | New York State Environmental Facilities Corp | 3.045 | 06/15/24 | 1,249 | ||||||||||||
1,225,000 | New York State Environmental Facilities Corp | 3.195 | 06/15/25 | 1,213 | ||||||||||||
500,000 | New York State Environmental Facilities Corp | 3.684 | 12/15/29 | 487 | ||||||||||||
800,000 | New York State Environmental Facilities Corp | 5.807 | 06/15/39 | 990 | ||||||||||||
2,475,000 | New York State Urban Development Corp | 6.500 | 12/15/18 | 2,732 | ||||||||||||
270,000 | Newport News Economic Development Authority | 5.640 | 01/15/29 | 274 | ||||||||||||
2,230,000 | Newport News Economic Development Authority | 5.640 | 01/15/29 | 2,281 | ||||||||||||
1,250,000 | g | Niagara Area Development Corp | 4.000 | 11/01/24 | 1,259 | |||||||||||
4,750,000 | Northern California Power Agency | 4.320 | 07/01/24 | 5,003 | ||||||||||||
2,450,000 | Ohio State Water Development Authority | 4.879 | 12/01/34 | 2,730 | ||||||||||||
6,500,000 | i | Ohio State Water Development Authority | 05/01/38 | 6,500 | ||||||||||||
700,000 | Oklahoma Water Resources Board | 3.071 | 04/01/22 | 720 | ||||||||||||
1,220,000 | Pend Oreille County Public Utility District No Box Canyon | 1.987 | 01/01/16 | 1,230 | ||||||||||||
1,000,000 | Pend Oreille County Public Utility District No Box Canyon | 2.417 | 01/01/17 | 1,018 | ||||||||||||
1,000,000 | Pend Oreille County Public Utility District No Box Canyon | 2.787 | 01/01/18 | 1,028 | ||||||||||||
1,000,000 | Pend Oreille County Public Utility District No Box Canyon | 3.037 | 01/01/19 | 1,041 | ||||||||||||
1,070,000 | Pend Oreille County Public Utility District No Box Canyon | 3.621 | 01/01/21 | 1,121 | ||||||||||||
1,900,000 | South Dakota Conservancy District | 0.712 | 08/01/15 | 1,901 | ||||||||||||
1,000,000 | South Dakota Conservancy District | 1.620 | 08/01/18 | 1,000 | ||||||||||||
3,330,000 | South Dakota Conservancy District | 1.648 | 08/01/18 | 3,364 | ||||||||||||
2,920,000 | South Dakota Conservancy District | 1.898 | 08/01/19 | 2,941 | ||||||||||||
38,830,000 | State of California | 3.750 | 10/01/37 | 38,539 | ||||||||||||
7,050,000 | State of California | 4.988 | 04/01/39 | 7,289 | ||||||||||||
5,000,000 | State of Connecticut | 5.090 | 10/01/30 | 5,488 | ||||||||||||
5,570,000 | State of Illinois | 4.350 | 06/01/18 | 5,722 | ||||||||||||
9,000,000 | State of Illinois | 5.520 | 04/01/38 | 7,840 | ||||||||||||
4,505,000 | State of Michigan | 3.375 | 12/01/20 | 4,772 | ||||||||||||
4,405,000 | State of Michigan | 3.590 | 12/01/26 | 4,468 | ||||||||||||
2,500,000 | State of Ohio | 5.412 | 09/01/28 | 2,937 |
373 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 3,265,000 | State of Texas | 4.900 | % | 08/01/20 | $ | 3,273 | |||||||||
5,000,000 | State of Texas | 6.072 | 10/01/29 | 5,727 | ||||||||||||
2,025,000 | State of Texas | 3.576 | 08/01/34 | 1,918 | ||||||||||||
3,370,000 | State of Texas | 3.726 | 08/01/43 | 3,215 | ||||||||||||
1,985,000 | State of Washington | 5.050 | 01/01/18 | 1,991 | ||||||||||||
3,000 | State of Wisconsin | 5.700 | 05/01/26 | 4 | ||||||||||||
23,480,000 | Suffolk County Water Authority | 3.500 | 06/01/39 | 22,168 | ||||||||||||
2,280,000 | Tampa Bay Water | 2.612 | 10/01/25 | 2,193 | ||||||||||||
3,225,000 | Tampa Bay Water | 2.782 | 10/01/26 | 3,094 | ||||||||||||
3,000,000 | Tampa Bay Water | 2.952 | 10/01/27 | 2,853 | ||||||||||||
5,000,000 | Tuolumne Wind Project Authority | 6.918 | 01/01/34 | 5,650 | ||||||||||||
3,035,000 | University of California | 3.809 | 05/15/28 | 3,020 | ||||||||||||
11,400,000 | University of California | 4.009 | 05/15/30 | 11,330 | ||||||||||||
6,500,000 | i | University of California | 0.684 | 07/01/41 | 6,503 | |||||||||||
1,000,000 | University of Cincinnati | 3.250 | 06/01/29 | 969 | ||||||||||||
1,560,000 | University of Cincinnati | 3.650 | 06/01/34 | 1,514 | ||||||||||||
1,615,000 | University of Cincinnati | 3.700 | 06/01/35 | 1,568 | ||||||||||||
18,000,000 | University of New Mexico | 3.532 | 06/20/32 | 17,671 | ||||||||||||
17,500,000 | University of Virginia | 3.570 | 04/01/45 | 16,666 | ||||||||||||
1,000,000 | Washington County Clean Water Services | 5.078 | 10/01/24 | 1,157 | ||||||||||||
600,000 | West Virginia Water Development Authority | 5.000 | 11/01/21 | 702 | ||||||||||||
1,345,000 | West Virginia Water Development Authority | 5.000 | 11/01/22 | 1,580 | ||||||||||||
1,000,000 | West Virginia Water Development Authority | 5.000 | 11/01/23 | 1,184 | ||||||||||||
TOTAL MUNICIPAL BONDS | 510,064 | |||||||||||||||
U.S. TREASURY SECURITIES - 1.5% | ||||||||||||||||
6,000,000 | United States Treasury Bond | 3.125 | 02/15/43 | 5,980 | ||||||||||||
50,000,000 | United States Treasury Bond | 2.875 | 05/15/43 | 47,422 | ||||||||||||
1,000,000 | United States Treasury Bond | 3.375 | 05/15/44 | 1,045 | ||||||||||||
14,770,000 | United States Treasury Bond | 2.500 | 02/15/45 | 12,938 | ||||||||||||
7,565,000 | United States Treasury Note | 0.250 | 12/31/15 | 7,567 | ||||||||||||
2,000,000 | United States Treasury Note | 0.625 | 07/15/16 | 2,005 | ||||||||||||
2,200,000 | United States Treasury Note | 0.500 | 11/30/16 | 2,200 | ||||||||||||
9,390,000 | United States Treasury Note | 0.500 | 02/28/17 | 9,380 | ||||||||||||
9,250,000 | United States Treasury Note | 1.125 | 06/15/18 | 9,280 | ||||||||||||
4,230,000 | United States Treasury Note | 1.625 | 04/30/19 | 4,275 | ||||||||||||
67,665,000 | United States Treasury Note | 1.375 | 03/31/20 | 66,946 | ||||||||||||
9,165,000 | United States Treasury Note | 1.500 | 05/31/20 | 9,106 | ||||||||||||
12,234,500 | United States Treasury Note | 1.625 | 11/15/22 | 11,811 | ||||||||||||
24,255,000 | United States Treasury Note | 2.125 | 05/15/25 | 23,776 | ||||||||||||
TOTAL U.S. TREASURY SECURITIES | 213,731 | |||||||||||||||
TOTAL GOVERNMENT BONDS | 3,253,171 | |||||||||||||||
(Cost $3,215,535) | ||||||||||||||||
STRUCTURED ASSETS - 2.9% | ||||||||||||||||
ASSET BACKED - 1.5% | ||||||||||||||||
8,892,266 | g | Alterna Funding I LLC | 1.639 | 02/15/21 | 8,909 | |||||||||||
Series - 2014 1A (Class NOTE) | ||||||||||||||||
1,172,624 | i | Asset Backed Securities Corp Home Equity Loan Trust | 0.635 | 07/25/35 | 1,166 | |||||||||||
Series - 2005 HE7 (Class M2) | ||||||||||||||||
4,965,277 | i | Asset-Backed Pass-Through Certificates | 1.036 | 01/25/35 | 4,727 | |||||||||||
Series - 2004 R12 (Class M1) |
374 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 4,500,000 | g | Avis Budget Rental Car Funding AESOP LLC | 5.110 | % | 03/20/17 | $ | 4,585 | ||||||||
Series - 2010 5A (Class B) | ||||||||||||||||
4,000,000 | g | Avis Budget Rental Car Funding AESOP LLC | 3.780 | 02/20/18 | 4,054 | |||||||||||
Series - 2011 5A (Class C) | ||||||||||||||||
4,000,000 | g | Avis Budget Rental Car Funding AESOP LLC | 4.720 | 02/20/18 | 4,159 | |||||||||||
Series - 2011 5A (Class B) | ||||||||||||||||
925,000 | i | Basic Asset Backed Securities Trust | 0.497 | 04/25/36 | 818 | |||||||||||
Series - 2006 1 (Class A3) | ||||||||||||||||
284,917 | i | Bear Stearns Asset Backed Securities Trust | 0.927 | 11/25/39 | 283 | |||||||||||
Series - 2005 SD3 (Class 2A1) | ||||||||||||||||
4,000,000 | g | Capital Automotive REIT | 3.660 | 10/15/44 | 3,982 | |||||||||||
Series - 2014 1A (Class A) | ||||||||||||||||
4,001,302 | i | Chase Funding Loan Acquisition Trust | 1.042 | 06/25/34 | 3,660 | |||||||||||
Series - 2004 OPT1 (Class M1) | ||||||||||||||||
8,938,276 | i | Connecticut Avenue Securities | 1.687 | 02/25/25 | 8,949 | |||||||||||
Series - 2015 C01 (Class 1M1) | ||||||||||||||||
5,985,000 | g | DB Master Finance LLC | 3.262 | 02/20/45 | 6,004 | |||||||||||
Series - 2015 1A (Class A2I) | ||||||||||||||||
1,715,000 | g,i | DB/UBS Mortgage Trust | 5.735 | 11/10/46 | 1,904 | |||||||||||
Series - 2011 LC1A (Class C) | ||||||||||||||||
12,561,250 | g | Dominos Pizza Master Issuer LLC | 5.216 | 01/25/42 | 12,959 | |||||||||||
Series - 2012 1A (Class A2) | ||||||||||||||||
21,423,108 | g | HERO Funding Trust | 3.840 | 09/21/40 | 21,458 | |||||||||||
Series - 2015 1A (Class A) | ||||||||||||||||
4,347,940 | g | HERO Funding Trust | 3.990 | 09/21/40 | 4,255 | |||||||||||
Series - 2014 2A (Class A) | ||||||||||||||||
500,000 | g | Hertz Vehicle Financing LLC | 6.440 | 02/25/19 | 550 | |||||||||||
Series - 2010 1A (Class B3) | ||||||||||||||||
1,619,067 | i | Lehman XS Trust | 0.437 | 02/25/36 | 1,539 | |||||||||||
Series - 2006 1 (Class 1A1) | ||||||||||||||||
4,733,434 | i | Lehman XS Trust | 6.500 | 06/25/46 | 3,702 | |||||||||||
Series - 2006 13 (Class 2A1) | ||||||||||||||||
1,071,043 | i | Park Place Securities, Inc Asset-Backed Pass-Through Certificates | 0.967 | 01/25/36 | 1,065 | |||||||||||
Series - 2005 WCH1 (Class M2) | ||||||||||||||||
299,628 | i | Residential Asset Mortgage Products, Inc | 5.470 | 09/25/33 | 309 | |||||||||||
Series - 2003 RZ5 (Class A7) | ||||||||||||||||
139,099 | i | Residential Asset Securities Corp | 0.832 | 04/25/35 | 139 | |||||||||||
Series - 2005 KS3 (Class M3) | ||||||||||||||||
437,154 | Residential Funding Mortgage Securities II, Inc | 5.500 | 08/25/25 | 437 | ||||||||||||
Series - 2006 HI5 (Class A3) | ||||||||||||||||
326,556 | i | Residential Funding Mortgage Securities II, Inc | 6.010 | 02/25/36 | 327 | |||||||||||
Series - 2006 HI1 (Class M1) | ||||||||||||||||
200,000 | i | Residential Funding Mortgage Securities II, Inc | 6.060 | 02/25/36 | 207 | |||||||||||
Series - 2006 HI1 (Class M2) | ||||||||||||||||
3,800,000 | Santander Drive Auto Receivables Trust | 1.760 | 01/15/19 | 3,811 | ||||||||||||
Series - 2013 1 (Class C) | ||||||||||||||||
390,956 | i | Securitized Asset Backed Receivables LLC | 0.487 | 10/25/35 | 387 | |||||||||||
Series - 2006 OP1 (Class A2C) | ||||||||||||||||
1,688,562 | g | Sierra Receivables Funding Co LLC | 3.420 | 03/20/29 | 1,711 | |||||||||||
Series - 2012 2A (Class B) | ||||||||||||||||
1,298,664 | g | Sierra Receivables Funding Co LLC | 1.590 | 11/20/29 | 1,288 | |||||||||||
Series - 2013 1A (Class A) | ||||||||||||||||
6,609,399 | g | SolarCity LMC | 4.590 | 04/20/44 | 6,876 | |||||||||||
Series - 2014 1 (Class A) |
375 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 29,813,244 | g | SolarCity LMC | 4.020 | % | 07/20/44 | $ | 30,081 | ||||||||
Series - 2014 2 (Class A) | ||||||||||||||||
339,082 | i | Soundview Home Equity Loan Trust | 0.487 | 11/25/35 | 337 | |||||||||||
Series - 2005 OPT3 (Class A4) | ||||||||||||||||
12,300,953 | g | SpringCastle America Funding LLC | 2.700 | 05/25/23 | 12,376 | |||||||||||
Series - 2014 AA (Class A) | ||||||||||||||||
6,125,730 | i | Structured Asset Securities Corp Mortgage Loan Trust | 1.684 | 04/25/35 | 5,814 | |||||||||||
Series - 2005 7XS (Class 2A1A) | ||||||||||||||||
22,500,000 | Toyota Auto Receivables Owner Trust | 1.270 | 05/15/19 | 22,483 | ||||||||||||
Series - 2015 B (Class A3) | ||||||||||||||||
22,500,000 | Toyota Auto Receivables Owner Trust | 1.740 | 09/15/20 | 22,579 | ||||||||||||
Series - 2015 B (Class A4) | ||||||||||||||||
528,221 | g,m | Wachovia Amortization Controlled Heloc NIM | 5.683 | 08/12/47 | 537 | |||||||||||
Series - 2006 N1 (Class N1) | ||||||||||||||||
652,384 | g,i | Wachovia Loan Trust | 0.547 | 05/25/35 | 633 | |||||||||||
Series - 2005 SD1 (Class A) | ||||||||||||||||
165,930 | i | Wells Fargo Home Equity Trust | 0.327 | 07/25/36 | 165 | |||||||||||
Series - 2006 2 (Class A3) | ||||||||||||||||
4,000,000 | g | Wendys Funding LLC | 3.371 | 06/15/45 | 3,990 | |||||||||||
Series - 2015 1A (Class A2I) | ||||||||||||||||
TOTAL ASSET BACKED | 213,215 | |||||||||||||||
OTHER MORTGAGE BACKED - 1.4% | ||||||||||||||||
1,800,000 | Banc of America Commercial Mortgage Trust | 5.480 | 10/10/45 | 1,809 | ||||||||||||
Series - 2006 6 (Class B) | ||||||||||||||||
3,050,000 | g | Banc of America Commercial Mortgage Trust | 5.416 | 01/15/49 | 3,179 | |||||||||||
Series - 2007 1 (Class AM) | ||||||||||||||||
5,416,386 | i | Banc of America Commercial Mortgage Trust | 5.482 | 01/15/49 | 5,647 | |||||||||||
Series - 2007 1 (Class AMFX) | ||||||||||||||||
2,590,000 | i | Bear Stearns Commercial Mortgage Securities | 6.118 | 09/11/42 | 2,769 | |||||||||||
Series - 2007 T28 (Class AJ) | ||||||||||||||||
2,500,000 | i | Bear Stearns Commercial Mortgage Securities | 5.878 | 06/11/50 | 2,564 | |||||||||||
Series - 2007 PW17 (Class AJ) | ||||||||||||||||
1,225,000 | i | Citigroup Commercial Mortgage Trust | 5.975 | 03/15/49 | 1,259 | |||||||||||
Series - 2006 C4 (Class AJ) | ||||||||||||||||
2,575,000 | i | COBALT CMBS Commercial Mortgage Trust | 5.771 | 05/15/46 | 2,751 | |||||||||||
Series - 2007 C3 (Class AM) | ||||||||||||||||
3,925,000 | i | COBALT CMBS Commercial Mortgage Trust | 5.771 | 05/15/46 | 4,037 | |||||||||||
Series - 2007 C3 (Class AJ) | ||||||||||||||||
2,750,000 | i | COBALT CMBS Commercial Mortgage Trust | 5.526 | 04/15/47 | 2,925 | |||||||||||
Series - 2007 C2 (Class AMFX) | ||||||||||||||||
4,000,000 | i | COMM Mortgage Trust | 5.796 | 12/10/49 | 4,180 | |||||||||||
Series - 2007 C9 (Class B) | ||||||||||||||||
4,765,000 | i | Commercial Mortgage Trust | 5.238 | 04/10/37 | 4,797 | |||||||||||
Series - 2005 GG5 (Class AJ) | ||||||||||||||||
775,594 | Countrywide Alternative Loan Trust | 5.500 | 08/25/16 | 789 | ||||||||||||
Series - 2004 30CB (Class 1A15) | ||||||||||||||||
2,775,000 | i | Credit Suisse Commercial Mortgage Trust | 5.903 | 09/15/39 | 2,879 | |||||||||||
Series - 2007 C4 (Class A1AJ) | ||||||||||||||||
1,500,000 | Credit Suisse Commercial Mortgage Trust | 5.343 | 12/15/39 | 1,574 | ||||||||||||
Series - 2006 C5 (Class AM) | ||||||||||||||||
3,500,000 | g | Credit Suisse Commercial Mortgage Trust | 5.383 | 02/15/40 | 3,622 | |||||||||||
Series - 2009 RR1 (Class A3C) | ||||||||||||||||
8,450,000 | i | Credit Suisse Commercial Mortgage Trust | 5.625 | 01/15/49 | 8,549 | |||||||||||
Series - 2007 C2 (Class AJ) | ||||||||||||||||
280,000 | i | Credit Suisse First Boston Mortgage Securities Corp | 5.100 | 08/15/38 | 281 | |||||||||||
Series - 2005 C5 (Class C) |
376 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 3,500,000 | i | Credit Suisse First Boston Mortgage Securities Corp | 5.230 | % | 12/15/40 | $ | 3,532 | ||||||||
Series - 2005 C6 (Class B) | ||||||||||||||||
2,000,000 | g | Credit Suisse Mortgage Capital Certificates | 5.626 | 05/15/23 | 2,243 | |||||||||||
Series - 2006 OMA (Class D) | ||||||||||||||||
500,000 | i | GE Commercial Mortgage Corp | 5.606 | 12/10/49 | 522 | |||||||||||
Series - 2007 C1 (Class AM) | ||||||||||||||||
2,535,000 | g,i | GS Mortgage Securities Corp II | 5.396 | 12/10/43 | 2,818 | |||||||||||
Series - 2010 C2 (Class B) | ||||||||||||||||
1,500,000 | i | GS Mortgage Securities Trust | 5.553 | 04/10/38 | 1,515 | |||||||||||
Series - 2006 GG6 (Class B) | ||||||||||||||||
1,750,000 | i | GS Mortgage Securities Trust | 5.739 | 04/10/38 | 1,753 | |||||||||||
Series - 2006 GG6 (Class C) | ||||||||||||||||
1,365,889 | i | Harborview Mortgage Loan Trust | 0.408 | 07/19/47 | 1,162 | |||||||||||
Series - 2007 4 (Class 2A1) | ||||||||||||||||
764,340 | i | Impac CMB Trust | 0.847 | 03/25/35 | 712 | |||||||||||
Series - 2004 11 (Class 2A1) | ||||||||||||||||
3,780,000 | i | JP Morgan Chase Commercial Mortgage Securities Trust | 4.911 | 07/15/42 | 3,790 | |||||||||||
Series - 2005 LDP2 (Class C) | ||||||||||||||||
2,000,000 | g,i | JP Morgan Chase Commercial Mortgage Securities Trust | 5.753 | 02/15/46 | 2,134 | |||||||||||
Series - 2011 C3 (Class E) | ||||||||||||||||
3,025,000 | g,i | JP Morgan Chase Commercial Mortgage Securities Trust | 5.459 | 07/15/46 | 3,309 | |||||||||||
Series - 2011 C4 (Class C) | ||||||||||||||||
5,170,633 | JP Morgan Chase Commercial Mortgage Securities Trust | 5.257 | 05/15/47 | 5,349 | ||||||||||||
Series - 2006 LDP9 (Class A1A) | ||||||||||||||||
2,639,215 | i | JP Morgan Chase Commercial Mortgage Securities Trust | 6.192 | 02/15/51 | 2,835 | |||||||||||
Series - 2007 LD12 (Class AM) | ||||||||||||||||
1,500,000 | i | LB-UBS Commercial Mortgage Trust | 5.737 | 03/15/39 | 1,498 | |||||||||||
Series - 2006 C3 (Class C) | ||||||||||||||||
852,000 | i | LB-UBS Commercial Mortgage Trust | 5.482 | 09/15/39 | 847 | |||||||||||
Series - 2006 C6 (Class C) | ||||||||||||||||
2,500,000 | LB-UBS Commercial Mortgage Trust | 5.484 | 02/15/40 | 2,590 | ||||||||||||
Series - 2007 C1 (Class AJ) | ||||||||||||||||
700,000 | i | LB-UBS Commercial Mortgage Trust | 5.533 | 02/15/40 | 711 | |||||||||||
Series - 2007 C1 (Class C) | ||||||||||||||||
3,390,000 | i | LB-UBS Commercial Mortgage Trust | 5.563 | 02/15/40 | 3,349 | |||||||||||
Series - 2007 C1 (Class D) | ||||||||||||||||
750,000 | i | LB-UBS Commercial Mortgage Trust | 6.114 | 07/15/40 | 802 | |||||||||||
Series - 2007 C6 (Class AM) | ||||||||||||||||
275,000 | i | LB-UBS Commercial Mortgage Trust | 5.057 | 09/15/40 | 276 | |||||||||||
Series - 2005 C5 (Class AJ) | ||||||||||||||||
645,000 | i | Merrill Lynch Mortgage Trust | 6.475 | 02/12/51 | 698 | |||||||||||
Series - 0 C1 (Class AJA) | ||||||||||||||||
2,750,000 | i | ML-CFC Commercial Mortgage Trust | 5.526 | 03/12/51 | 2,839 | |||||||||||
Series - 2007 6 (Class AM) | ||||||||||||||||
855,000 | g,i | Morgan Stanley Capital I Trust | 6.010 | 08/12/41 | 882 | |||||||||||
Series - 2006 T23 (Class B) | ||||||||||||||||
3,000,000 | i | Morgan Stanley Capital I Trust | 5.389 | 11/12/41 | 3,080 | |||||||||||
Series - 2006 HQ10 (Class AJ) | ||||||||||||||||
1,000,000 | i | Morgan Stanley Capital I Trust | 5.271 | 08/13/42 | 999 | |||||||||||
Series - 2005 HQ6 (Class F) | ||||||||||||||||
2,111,000 | i | Morgan Stanley Capital I Trust | 5.834 | 10/15/42 | 2,167 | |||||||||||
Series - 2006 IQ11 (Class AJ) |
377 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 710,000 | g,i | Morgan Stanley Capital I Trust | 5.418 | % | 09/15/47 | $ | 763 | ||||||||
Series - 2011 C1 (Class D) | ||||||||||||||||
600,000 | i | Morgan Stanley Capital I Trust | 5.907 | 06/11/49 | 599 | |||||||||||
Series - 2007 IQ15 (Class AJ) | ||||||||||||||||
17,385,000 | g | OBP Depositor LLC Trust | 4.646 | 07/15/45 | 19,104 | |||||||||||
Series - 2010 OBP (Class A) | ||||||||||||||||
187,037 | Residential Accredit Loans, Inc | 4.350 | 03/25/34 | 188 | ||||||||||||
Series - 2004 QS4 (Class A1) | ||||||||||||||||
48,719 | RFMSI Trust | 5.500 | 03/25/35 | 49 | ||||||||||||
Series - 2005 S2 (Class A6) | ||||||||||||||||
529,728 | g,i | Springleaf Mortgage Loan Trust | 2.220 | 10/25/57 | 531 | |||||||||||
Series - 0 2A (Class A) | ||||||||||||||||
3,485,828 | i | Structured Agency Credit Risk Debt Note (STACR) | 1.437 | 01/25/25 | 3,482 | |||||||||||
Series - 2015 DN1 (Class M1) | ||||||||||||||||
7,375,000 | i | Structured Agency Credit Risk Debt Note (STACR) | 2.587 | 01/25/25 | 7,421 | |||||||||||
Series - 2015 DN1 (Class M2) | ||||||||||||||||
10,000,000 | i | Structured Agency Credit Risk Debt Note (STACR) | 2.387 | 03/25/25 | 9,928 | |||||||||||
Series - 2015 HQ1 (Class M2) | ||||||||||||||||
750,000 | i | Structured Agency Credit Risk Debt Note (STACR) | 3.987 | 03/25/25 | 739 | |||||||||||
Series - 2015 HQ1 (Class M3) | ||||||||||||||||
5,000,000 | g,i | Wachovia Bank Commercial Mortgage Trust | 0.385 | 12/15/43 | 4,843 | |||||||||||
Series - 2007 C30 (Class AMFL) | ||||||||||||||||
4,585,000 | Wachovia Bank Commercial Mortgage Trust | 5.383 | 12/15/43 | 4,818 | ||||||||||||
Series - 2007 C30 (Class AM) | ||||||||||||||||
890,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.818 | 05/15/46 | 956 | |||||||||||
Series - 2007 C34 (Class AM) | ||||||||||||||||
1,700,000 | i | Wachovia Bank Commercial Mortgage Trust | 6.144 | 05/15/46 | 1,773 | |||||||||||
Series - 2007 C34 (Class AJ) | ||||||||||||||||
1,975,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.591 | 04/15/47 | 2,095 | |||||||||||
Series - 2007 C31 (Class AM) | ||||||||||||||||
1,500,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.660 | 04/15/47 | 1,538 | |||||||||||
Series - 2007 C31 (Class AJ) | ||||||||||||||||
1,000,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.700 | 04/15/47 | 1,000 | |||||||||||
Series - 2007 C31 (Class B) | ||||||||||||||||
700,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.860 | 04/15/47 | 684 | |||||||||||
Series - 2007 C31 (Class C) | ||||||||||||||||
4,000,000 | g | Wachovia Bank Commercial Mortgage Trust | 5.703 | 06/15/49 | 4,245 | |||||||||||
Series - 2007 C32 (Class AMFX) | ||||||||||||||||
875,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.750 | 06/15/49 | 841 | |||||||||||
Series - 2007 C32 (Class B) | ||||||||||||||||
12,830,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.750 | 06/15/49 | 13,153 | |||||||||||
Series - 2007 C32 (Class AJ) | ||||||||||||||||
510,000 | i | Wachovia Bank Commercial Mortgage Trust | 5.953 | 02/15/51 | 547 | |||||||||||
Series - 2007 C33 (Class AM) | ||||||||||||||||
6,417,180 | i | WaMu Mortgage Pass-Through Certificates | 0.617 | 10/25/45 | 5,758 | |||||||||||
Series - 2005 AR13 (Class A1B2) | ||||||||||||||||
2,363,551 | i | WaMu Mortgage Pass-Through Certificates | 0.537 | 12/25/45 | 2,170 | |||||||||||
Series - 2005 AR19 (Class A1B3) | ||||||||||||||||
TOTAL OTHER MORTGAGE BACKED | 193,248 | |||||||||||||||
TOTAL STRUCTURED ASSETS | 406,463 | |||||||||||||||
(Cost $404,736) | ||||||||||||||||
TOTAL BONDS | 5,475,288 | |||||||||||||||
(Cost $5,438,552) |
378 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
COMMON STOCKS - 59.7% | ||||||||||
AUTOMOBILES & COMPONENTS - 1.9% | ||||||||||
67,500 | Aisin Seiki Co Ltd | $ | 2,870 | |||||||
155,527 | Bayerische Motoren Werke AG. | 17,032 | ||||||||
58,860 | Bayerische Motoren Werke AG. (Preference) | 4,984 | ||||||||
286,800 | Denso Corp | 14,269 | ||||||||
2,779,908 | Ford Motor Co | 41,726 | ||||||||
248,200 | Fuji Heavy Industries Ltd | 9,126 | ||||||||
723,245 | GKN plc | 3,800 | ||||||||
236,929 | Harley-Davidson, Inc | 13,351 | ||||||||
617,080 | Honda Motor Co Ltd | 19,944 | ||||||||
741,971 | Johnson Controls, Inc | 36,750 | ||||||||
125,346 | Magna International, Inc (Class A) | 7,035 | ||||||||
445,100 | Mazda Motor Corp | 8,710 | ||||||||
379,700 | Mitsubishi Motors Corp | 3,229 | ||||||||
59,514 | * | Modine Manufacturing Co | 639 | |||||||
1,536,400 | Nissan Motor Co Ltd | 16,051 | ||||||||
20,786 | Pirelli & C S.p.A. | 351 | ||||||||
139,972 | Renault S.A. | 14,676 | ||||||||
9,200 | Stanley Electric Co Ltd | 192 | ||||||||
161,300 | Sumitomo Electric Industries Ltd | 2,496 | ||||||||
78,492 | * | Tenneco, Inc | 4,508 | |||||||
113,370 | *,e | Tesla Motors, Inc | 30,413 | |||||||
98,900 | Toyota Industries Corp | 5,632 | ||||||||
96,100 | Yamaha Motor Co Ltd | 2,100 | ||||||||
TOTAL AUTOMOBILES & COMPONENTS | 259,884 | |||||||||
BANKS - 4.0% | ||||||||||
30,411 | Apollo Residential Mortgage | 447 | ||||||||
1,142 | Arrow Financial Corp | 31 | ||||||||
51,058 | Associated Banc-Corp | 1,035 | ||||||||
4,424 | Astoria Financial Corp | 61 | ||||||||
885,057 | Australia & New Zealand Banking Group Ltd | 21,965 | ||||||||
3,630,517 | Banca Intesa S.p.A. | 13,184 | ||||||||
312,569 | Banca Intesa S.p.A. RSP | 998 | ||||||||
2,159,479 | Banco Bilbao Vizcaya Argentaria S.A. | 21,279 | ||||||||
331,120 | Bank Hapoalim Ltd | 1,782 | ||||||||
21,859 | Bank Mutual Corp | 168 | ||||||||
25,289 | e | Bank of Hawaii Corp | 1,686 | |||||||
95,743 | Bank of Montreal | 5,673 | ||||||||
365,143 | Bank of Nova Scotia | 18,848 | ||||||||
3,264 | Bank of the Ozarks, Inc | 149 | ||||||||
7,332 | Banner Corp | 351 | ||||||||
921,844 | BB&T Corp | 37,160 | ||||||||
23,015 | BBCN Bancorp, Inc | 340 | ||||||||
4,422 | Bendigo Bank Ltd | 42 | ||||||||
1,202 | * | Beneficial Bancorp, Inc | 15 | |||||||
7,660 | Berkshire Hills Bancorp, Inc | 218 | ||||||||
43,413 | Boston Private Financial Holdings, Inc | 582 | ||||||||
9,648 | Brookline Bancorp, Inc | 109 | ||||||||
4,200 | e | Canadian Imperial Bank of Commerce/Canada | 310 |
379 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
4,544 | * | Capital Bank Financial Corp | $ | 132 | ||||||
7,221 | Capitol Federal Financial | 87 | ||||||||
3,360 | Cathay General Bancorp | 109 | ||||||||
5,743 | Centerstate Banks of Florida, Inc | 78 | ||||||||
150,179 | CIT Group, Inc | 6,982 | ||||||||
3,804 | CoBiz, Inc | 50 | ||||||||
2,120 | Columbia Banking System, Inc | 69 | ||||||||
165,930 | Comerica, Inc | 8,515 | ||||||||
1,336 | Commerce Bancshares, Inc | 62 | ||||||||
415,911 | Commonwealth Bank of Australia | 27,274 | ||||||||
3,936 | e | Community Bank System, Inc | 149 | |||||||
752,363 | Criteria CaixaBank S.A. | 3,501 | ||||||||
9,127 | Cullen/Frost Bankers, Inc | 717 | ||||||||
10,739 | * | Customers Bancorp, Inc | 289 | |||||||
48,600 | DBS Group Holdings Ltd | 746 | ||||||||
66,896 | DNB NOR Holding ASA | 1,114 | ||||||||
10,051 | East West Bancorp, Inc | 450 | ||||||||
12,087 | * | FCB Financial Holdings, Inc | 384 | |||||||
14,531 | Federal Agricultural Mortgage Corp (Class C) | 422 | ||||||||
2,018 | First Bancorp (NC) | 34 | ||||||||
451 | First Citizens Bancshares, Inc (Class A) | 119 | ||||||||
50,809 | First Commonwealth Financial Corp | 487 | ||||||||
6,726 | First Financial Bancorp | 121 | ||||||||
18,140 | First Interstate Bancsystem, Inc | 503 | ||||||||
5,409 | First Merchants Corp | 134 | ||||||||
16,186 | FNB Corp | 232 | ||||||||
2,590 | Glacier Bancorp, Inc | 76 | ||||||||
5,441 | Hancock Holding Co | 174 | ||||||||
552,400 | Hang Seng Bank Ltd | 10,789 | ||||||||
2,412 | Heartland Financial USA, Inc | 90 | ||||||||
16,335 | HomeStreet, Inc | 373 | ||||||||
4,413,602 | HSBC Holdings plc | 39,521 | ||||||||
9,593 | IBERIABANK Corp | 655 | ||||||||
4,148 | Independent Bank Corp (MA) | 194 | ||||||||
1,147 | International Bancshares Corp | 31 | ||||||||
20,614 | Investors Bancorp, Inc | 254 | ||||||||
206,400 | KBC Groep NV | 13,837 | ||||||||
1,311,216 | Keycorp | 19,694 | ||||||||
21,058 | Lakeland Bancorp, Inc | 250 | ||||||||
172,036 | e | M&T Bank Corp | 21,492 | |||||||
1,800 | MB Financial, Inc | 62 | ||||||||
61,360 | *,e | MGIC Investment Corp | 698 | |||||||
572,000 | Mitsui Trust Holdings, Inc | 2,617 | ||||||||
5,178,600 | Mizuho Financial Group, Inc | 11,205 | ||||||||
849,987 | National Australia Bank Ltd | 21,831 | ||||||||
12,837 | National Bank Holdings Corp | 267 | ||||||||
44,399 | National Penn Bancshares, Inc | 501 | ||||||||
996,789 | Natixis | 7,194 | ||||||||
1,500 | NBT Bancorp, Inc | 39 | ||||||||
145,456 | e | New York Community Bancorp, Inc | 2,673 | |||||||
1,164,036 | Nordea Bank AB | 14,518 | ||||||||
11,094 | Northfield Bancorp, Inc | 167 |
380 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
57,600 | e | OFG Bancorp | $ | 615 | ||||||
19,938 | Old National Bancorp | 288 | ||||||||
22,911 | PacWest Bancorp | 1,071 | ||||||||
4,182 | Peoples Bancorp, Inc | 98 | ||||||||
2,728 | People’s United Financial, Inc | 44 | ||||||||
7,054 | Pinnacle Financial Partners, Inc | 383 | ||||||||
407,743 | PNC Financial Services Group, Inc | 39,001 | ||||||||
123,134 | * | Popular, Inc | 3,554 | |||||||
20,422 | PrivateBancorp, Inc | 813 | ||||||||
53,363 | Provident Financial Services, Inc | 1,013 | ||||||||
273,805 | e | Radian Group, Inc | 5,137 | |||||||
4,579 | e | Renasant Corp | 149 | |||||||
155,400 | Resona Holdings, Inc | 848 | ||||||||
277,939 | e | Royal Bank of Canada (Toronto) | 16,997 | |||||||
1,000 | S&T Bancorp, Inc | 30 | ||||||||
3,487 | * | Signature Bank | 510 | |||||||
176,421 | Skandinaviska Enskilda Banken AB (Class A) | 2,257 | ||||||||
6,342 | e | Southside Bancshares, Inc | 185 | |||||||
1,077,401 | Standard Chartered plc | 17,254 | ||||||||
7,477 | State Bank & Trust Co | 162 | ||||||||
473,300 | Sumitomo Mitsui Financial Group, Inc | 21,071 | ||||||||
200,914 | Susquehanna Bancshares, Inc | 2,837 | ||||||||
28,454 | * | SVB Financial Group | 4,097 | |||||||
45,092 | Swedbank AB (A Shares) | 1,051 | ||||||||
800 | * | Texas Capital Bancshares, Inc | 50 | |||||||
26,435 | * | The Bancorp, Inc | 245 | |||||||
499,536 | e | Toronto-Dominion Bank | 21,213 | |||||||
1,700 | Trustmark Corp | 42 | ||||||||
5,465 | UMB Financial Corp | 312 | ||||||||
3,150 | Umpqua Holdings Corp | 57 | ||||||||
2,479 | Union Bankshares Corp | 58 | ||||||||
10,908 | e | United Bankshares, Inc | 439 | |||||||
5,569 | United Financial Bancorp, Inc (New) | 75 | ||||||||
1,137,380 | US Bancorp | 49,362 | ||||||||
25,040 | * | Walker & Dunlop, Inc | 670 | |||||||
13,956 | Webster Financial Corp | 552 | ||||||||
3,652 | WesBanco, Inc | 124 | ||||||||
5,233 | e | Westamerica Bancorporation | 265 | |||||||
50,433 | * | Western Alliance Bancorp | 1,703 | |||||||
953,946 | Westpac Banking Corp | 23,603 | ||||||||
32,346 | Wilshire Bancorp, Inc | 408 | ||||||||
1,110 | Wintrust Financial Corp | 59 | ||||||||
37,356 | Zions Bancorporation | 1,185 | ||||||||
TOTAL BANKS | 568,282 | |||||||||
CAPITAL GOODS - 4.3% | ||||||||||
331,997 | 3M Co | 51,227 | ||||||||
6,541 | A.O. Smith Corp | 471 | ||||||||
75,930 | Alfa Laval AB | 1,336 | ||||||||
1,796 | American Science & Engineering, Inc | 79 | ||||||||
312,522 | Ametek, Inc | 17,120 | ||||||||
4,886 | Argan, Inc | 197 |
381 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
56,219 | * | ArvinMeritor, Inc | $ | 738 | ||||||
368,000 | e | Asahi Glass Co Ltd | 2,209 | |||||||
131,172 | Assa Abloy AB | 2,469 | ||||||||
150,411 | * | Atlas Copco AB (A Shares) | 4,208 | |||||||
178,547 | * | Atlas Copco AB (B Shares) | 4,448 | |||||||
102,199 | Barnes Group, Inc | 3,985 | ||||||||
2,120 | * | Beacon Roofing Supply, Inc | 70 | |||||||
106,747 | Bouygues S.A. | 3,991 | ||||||||
29,997 | Briggs & Stratton Corp | 578 | ||||||||
116,374 | * | Builders FirstSource, Inc | 1,494 | |||||||
240,831 | Bunzl plc | 6,570 | ||||||||
14,140 | * | CAI International, Inc | 291 | |||||||
313,517 | Caterpillar, Inc | 26,592 | ||||||||
4,279 | * | Chart Industries, Inc | 153 | |||||||
769,054 | e | CNH Industrial NV | 7,018 | |||||||
10,768 | *,e | Colfax Corp | 497 | |||||||
313,257 | Compagnie de Saint-Gobain | 14,141 | ||||||||
210,677 | Cummins, Inc | 27,639 | ||||||||
46,600 | Daikin Industries Ltd | 3,350 | ||||||||
471,896 | Danaher Corp | 40,390 | ||||||||
207,052 | e | Deere & Co | 20,094 | |||||||
343,132 | Eaton Corp | 23,158 | ||||||||
4,941 | EMCOR Group, Inc | 236 | ||||||||
4,487 | EnerSys | 315 | ||||||||
48,981 | *,e | Enphase Energy, Inc | 373 | |||||||
19,159 | * | Esterline Technologies Corp | 1,827 | |||||||
153,282 | e | Fastenal Co | 6,465 | |||||||
96,744 | Ferrovial S.A. | 2,102 | ||||||||
6,133 | Fluor Corp | 325 | ||||||||
41,392 | * | Furmanite Corp | 336 | |||||||
21,353 | GEA Group AG. | 953 | ||||||||
21,302 | Geberit AG. | 7,102 | ||||||||
64,204 | Graco, Inc | 4,560 | ||||||||
20,413 | H&E Equipment Services, Inc | 408 | ||||||||
62,217 | Hexcel Corp | 3,095 | ||||||||
164,600 | Hino Motors Ltd | 2,035 | ||||||||
83,600 | Hitachi Construction Machinery Co Ltd | 1,463 | ||||||||
363,861 | Illinois Tool Works, Inc | 33,399 | ||||||||
133,866 | Ingersoll-Rand plc | 9,025 | ||||||||
500 | * | Jacobs Engineering Group, Inc | 20 | |||||||
92,000 | Kawasaki Heavy Industries Ltd | 429 | ||||||||
1,161,870 | Keppel Corp Ltd | 7,082 | ||||||||
17,365 | *,e | KEYW Holding Corp | 162 | |||||||
574,500 | Komatsu Ltd | 11,526 | ||||||||
377,262 | Koninklijke Philips Electronics NV | 9,629 | ||||||||
374,000 | Kubota Corp | 5,930 | ||||||||
24,367 | Legrand S.A. | 1,371 | ||||||||
24,514 | Lincoln Electric Holdings, Inc | 1,493 | ||||||||
451,028 | Masco Corp | 12,029 | ||||||||
121,857 | Meggitt plc | 892 | ||||||||
1,101 | * | Middleby Corp | 124 | |||||||
728,700 | Mitsubishi Corp | 16,020 |
382 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
706,000 | Mitsubishi Electric Corp | $ | 9,116 | |||||||
6,490 | * | MYR Group, Inc | 201 | |||||||
83,000 | NGK Insulators Ltd | 2,136 | ||||||||
89,279 | Nordson Corp | 6,954 | ||||||||
86,000 | NSK Ltd | 1,326 | ||||||||
152,609 | Owens Corning, Inc | 6,295 | ||||||||
287,127 | Paccar, Inc | 18,322 | ||||||||
3,296 | Pall Corp | 410 | ||||||||
34,256 | Parker Hannifin Corp | 3,985 | ||||||||
105,836 | Pentair plc | 7,276 | ||||||||
127,194 | *,e | Plug Power, Inc | 312 | |||||||
43,401 | * | Polypore International, Inc | 2,599 | |||||||
165,288 | Precision Castparts Corp | 33,036 | ||||||||
118,919 | * | Quanta Services, Inc | 3,427 | |||||||
94,188 | Rexel S.A. | 1,520 | ||||||||
29,393 | Rockwell Automation, Inc | 3,663 | ||||||||
95,860 | Rockwell Collins, Inc | 8,853 | ||||||||
36,615 | Roper Industries, Inc | 6,315 | ||||||||
9,907 | * | Rush Enterprises, Inc (Class A) | 260 | |||||||
236,880 | Sandvik AB | 2,619 | ||||||||
246,514 | Schneider Electric S.A. | 17,068 | ||||||||
84,000 | Shimizu Corp | 707 | ||||||||
43,110 | Skanska AB (B Shares) | 874 | ||||||||
42,500 | SKF AB (B Shares) | 970 | ||||||||
148,101 | Smiths Group plc | 2,625 | ||||||||
22,131 | Sulzer AG. | 2,276 | ||||||||
483,600 | * | Sumitomo Corp | 5,629 | |||||||
5,435 | e | TAL International Group, Inc | 172 | |||||||
42,344 | Tennant Co | 2,767 | ||||||||
18,487 | Timken Co | 676 | ||||||||
8,405 | * | Titan Machinery, Inc | 124 | |||||||
70,700 | Toyota Tsusho Corp | 1,897 | ||||||||
44,059 | Travis Perkins plc | 1,459 | ||||||||
38,902 | * | United Rentals, Inc | 3,409 | |||||||
111,665 | e | Vallourec | 2,281 | |||||||
2,428 | * | Veritiv Corp | 88 | |||||||
47,030 | Vestas Wind Systems AS | 2,344 | ||||||||
265,020 | Vinci S.A. | 15,381 | ||||||||
508,805 | Volvo AB (B Shares) | 6,318 | ||||||||
25,258 | * | Wabash National Corp | 317 | |||||||
33,218 | Wartsila Oyj (B Shares) | 1,556 | ||||||||
121,923 | Wolseley plc | 7,775 | ||||||||
20,710 | Woodward Governor Co | 1,139 | ||||||||
TOTAL CAPITAL GOODS | 601,716 | |||||||||
COMMERCIAL & PROFESSIONAL SERVICES - 0.5% | ||||||||||
2,604 | ABM Industries, Inc | 86 | ||||||||
52,489 | e | Acacia Research (Acacia Technologies) | 460 | |||||||
220,691 | * | ACCO Brands Corp | 1,715 | |||||||
12,234 | Administaff, Inc | 623 | ||||||||
75,021 | Aggreko plc | 1,694 | ||||||||
413,857 | Brambles Ltd | 3,376 |
383 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
70,920 | Bureau Veritas S.A. | $ | 1,635 | |||||||
344,932 | Capita Group plc | 6,702 | ||||||||
10,978 | CDI Corp | 143 | ||||||||
9,841 | CEB, Inc | 857 | ||||||||
136,822 | Civeo Corp | 420 | ||||||||
2,394 | * | Copart, Inc | 85 | |||||||
218,000 | Dai Nippon Printing Co Ltd | 2,249 | ||||||||
24,020 | Deluxe Corp | 1,489 | ||||||||
68,939 | Dun & Bradstreet Corp | 8,411 | ||||||||
22,336 | Equifax, Inc | 2,169 | ||||||||
2,000 | Heidrick & Struggles International, Inc | 52 | ||||||||
6,421 | HNI Corp | 328 | ||||||||
2,948 | * | ICF International, Inc | 103 | |||||||
9,308 | * | IHS, Inc (Class A) | 1,197 | |||||||
19,643 | Interface, Inc | 492 | ||||||||
41,764 | Intertek Group plc | 1,606 | ||||||||
4,335 | Kelly Services, Inc (Class A) | 67 | ||||||||
5,113 | Kforce, Inc | 117 | ||||||||
29,712 | Manpower, Inc | 2,656 | ||||||||
11,581 | * | Mistras Group, Inc | 220 | |||||||
2,100 | Mobile Mini, Inc | 88 | ||||||||
31,281 | * | Navigant Consulting, Inc | 465 | |||||||
1,000 | * | On Assignment, Inc | 39 | |||||||
109,843 | e | R.R. Donnelley & Sons Co | 1,915 | |||||||
8,726 | Resources Connection, Inc | 140 | ||||||||
162,118 | Robert Half International, Inc | 8,998 | ||||||||
16,303 | * | RPX Corp | 275 | |||||||
58,400 | Secom Co Ltd | 3,794 | ||||||||
4,513 | SGS S.A. | 8,230 | ||||||||
400 | Societe BIC S.A. | 64 | ||||||||
1,544 | * | SP Plus Corp | 40 | |||||||
27,563 | Tetra Tech, Inc | 707 | ||||||||
179,000 | Toppan Printing Co Ltd | 1,496 | ||||||||
13,021 | Viad Corp | 353 | ||||||||
16,675 | Waste Management, Inc | 773 | ||||||||
TOTAL COMMERCIAL & PROFESSIONAL SERVICES | 66,329 | |||||||||
CONSUMER DURABLES & APPAREL - 0.9% | ||||||||||
145,431 | Adidas-Salomon AG. | 11,128 | ||||||||
359,953 | Barratt Developments plc | 3,472 | ||||||||
18,463 | * | Black Diamond, Inc | 171 | |||||||
97,324 | Burberry Group plc | 2,401 | ||||||||
87,628 | Callaway Golf Co | 783 | ||||||||
45,519 | Christian Dior S.A. | 8,911 | ||||||||
1,447 | CSS Industries, Inc | 44 | ||||||||
24,000 | Electrolux AB (Series B) | 752 | ||||||||
21,476 | e | Ethan Allen Interiors, Inc | 566 | |||||||
23,400 | Gildan Activewear, Inc | 777 | ||||||||
114,973 | * | Kate Spade & Co | 2,477 | |||||||
675,800 | Matsushita Electric Industrial Co Ltd | 9,256 | ||||||||
437,883 | Mattel, Inc | 11,249 | ||||||||
47,348 | * | Meritage Homes Corp | 2,230 |
384 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
9,802 | * | Mohawk Industries, Inc | $ | 1,871 | ||||||
20,763 | Movado Group, Inc | 564 | ||||||||
469,105 | Nike, Inc (Class B) | 50,672 | ||||||||
126,600 | e | Nikon Corp | 1,463 | |||||||
28,027 | Pandora AS | 3,007 | ||||||||
50,000 | Sekisui Chemical Co Ltd | 614 | ||||||||
96,000 | Sekisui House Ltd | 1,525 | ||||||||
685,000 | *,e | Sharp Corp | 832 | |||||||
254,300 | * | Sony Corp | 7,221 | |||||||
13,139 | Taylor Wimpey plc | 38 | ||||||||
27,906 | * | Under Armour, Inc (Class A) | 2,328 | |||||||
11,586 | * | Unifi, Inc | 388 | |||||||
39,656 | VF Corp | 2,766 | ||||||||
453,500 | Yue Yuen Industrial Holdings | 1,517 | ||||||||
TOTAL CONSUMER DURABLES & APPAREL | 129,023 | |||||||||
CONSUMER SERVICES - 1.3% | ||||||||||
113,891 | Accor S.A. | 5,764 | ||||||||
2,589 | * | Ascent Media Corp (Series A) | 111 | |||||||
30,700 | Benesse Corp | 770 | ||||||||
1,289 | Bob Evans Farms, Inc | 66 | ||||||||
25,421 | Brinker International, Inc | 1,466 | ||||||||
67,510 | Choice Hotels International, Inc | 3,662 | ||||||||
91,310 | Darden Restaurants, Inc | 6,490 | ||||||||
1,346 | DineEquity, Inc | 133 | ||||||||
13,470 | Domino’s Pizza, Inc | 1,527 | ||||||||
7,832 | e | Dunkin Brands Group, Inc | 431 | |||||||
156,776 | InterContinental Hotels Group plc | 6,321 | ||||||||
10,177 | * | Intrawest Resorts Holdings Inc | 118 | |||||||
6,202 | Marcus Corp | 119 | ||||||||
271,146 | Marriott International, Inc (Class A) | 20,171 | ||||||||
605,511 | McDonald’s Corp | 57,566 | ||||||||
444,431 | * | MGM Resorts International | 8,111 | |||||||
52,800 | Oriental Land Co Ltd | 3,368 | ||||||||
10,604 | * | Popeyes Louisiana Kitchen, Inc | 636 | |||||||
33,974 | Royal Caribbean Cruises Ltd | 2,673 | ||||||||
118,640 | * | Ruby Tuesday, Inc | 744 | |||||||
29,578 | Sonic Corp | 852 | ||||||||
883,487 | Starbucks Corp | 47,368 | ||||||||
89,319 | Starwood Hotels & Resorts Worldwide, Inc | 7,243 | ||||||||
63,973 | TUI AG. (DI) | 1,035 | ||||||||
40,772 | *,e | Weight Watchers International, Inc | 198 | |||||||
94,131 | Whitbread plc | 7,313 | ||||||||
519,121 | William Hill plc | 3,288 | ||||||||
TOTAL CONSUMER SERVICES | 187,544 | |||||||||
DIVERSIFIED FINANCIALS - 3.4% | ||||||||||
824,615 | 3i Group plc | 6,691 | ||||||||
682,984 | Aberdeen Asset Management plc | 4,332 | ||||||||
55,600 | AEON Financial Service Co Ltd | 1,543 | ||||||||
555,308 | American Express Co | 43,159 | ||||||||
909,353 | Bank of New York Mellon Corp | 38,166 |
385 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
106,704 | BlackRock, Inc | $ | 36,917 | |||||||
1,106,606 | Charles Schwab Corp | 36,131 | ||||||||
310,655 | CME Group, Inc | 28,910 | ||||||||
1,362 | Cohen & Steers, Inc | 46 | ||||||||
4,349 | * | Credit Acceptance Corp | 1,071 | |||||||
124,578 | Deutsche Boerse AG. | 10,319 | ||||||||
570,464 | Discover Financial Services | 32,870 | ||||||||
27,124 | Eurazeo | 1,802 | ||||||||
130,529 | Exor S.p.A. | 6,235 | ||||||||
501,831 | Franklin Resources, Inc | 24,605 | ||||||||
24,115 | * | Green Dot Corp | 461 | |||||||
488,982 | Hong Kong Exchanges and Clearing Ltd | 17,229 | ||||||||
35,894 | Industrivarden AB | 676 | ||||||||
832,077 | ING Groep NV | 13,817 | ||||||||
117,066 | IntercontinentalExchange Group, Inc | 26,177 | ||||||||
507,177 | Invesco Ltd | 19,014 | ||||||||
800,553 | Investec plc | 7,193 | ||||||||
35,326 | Investment Technology Group, Inc | 876 | ||||||||
61,166 | Janus Capital Group, Inc | 1,047 | ||||||||
114,201 | Kinnevik Investment AB (Series B) | 3,612 | ||||||||
62,663 | Legg Mason, Inc | 3,229 | ||||||||
150,805 | London Stock Exchange Group plc | 5,610 | ||||||||
409,300 | Mitsubishi UFJ Lease & Finance Co Ltd | 2,238 | ||||||||
76,231 | NASDAQ OMX Group, Inc | 3,721 | ||||||||
16,056 | Nelnet, Inc (Class A) | 695 | ||||||||
442,750 | Northern Trust Corp | 33,853 | ||||||||
22,527 | * | PHH Corp | 586 | |||||||
5,879 | * | Pico Holdings, Inc | 87 | |||||||
10,635 | * | Safeguard Scientifics, Inc | 207 | |||||||
103,323 | Schroders plc | 5,155 | ||||||||
431,029 | State Street Corp | 33,189 | ||||||||
209,897 | T Rowe Price Group, Inc | 16,315 | ||||||||
3,000 | TD Ameritrade Holding Corp | 110 | ||||||||
18,232 | *,e | Walter Investment Management Corp | 417 | |||||||
12,993 | Wendel | 1,597 | ||||||||
104,555 | e | WisdomTree Investments, Inc | 2,297 | |||||||
TOTAL DIVERSIFIED FINANCIALS | 472,205 | |||||||||
ENERGY - 4.3% | ||||||||||
26,462 | e | AltaGas Income Trust | 806 | |||||||
78,694 | AMEC plc | 1,011 | ||||||||
337,903 | Apache Corp | 19,473 | ||||||||
47,113 | *,e | Approach Resources, Inc | 323 | |||||||
78,800 | e | ARC Resources Ltd | 1,350 | |||||||
17,093 | e | Atwood Oceanics, Inc | 452 | |||||||
263,533 | Baker Hughes, Inc | 16,260 | ||||||||
1,223,945 | BG Group plc | 20,385 | ||||||||
67,305 | * | C&J Energy Services Ltd | 888 | |||||||
85,409 | * | Callon Petroleum Co | 711 | |||||||
193,735 | Caltex Australia Ltd | 4,756 | ||||||||
108,251 | * | Cameron International Corp | 5,669 | |||||||
5,527 | e | CARBO Ceramics, Inc | 230 |
386 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
679,786 | Cenovus Energy, Inc (Toronto) | $ | 10,869 | |||||||
253,266 | * | Cheniere Energy, Inc | 17,541 | |||||||
85,024 | Cimarex Energy Co | 9,379 | ||||||||
100,978 | *,e | Clean Energy Fuels Corp | 568 | |||||||
78,612 | *,e | Cloud Peak Energy, Inc | 366 | |||||||
29,437 | * | Concho Resources, Inc | 3,352 | |||||||
22,745 | * | Contango Oil & Gas Co | 279 | |||||||
110,906 | *,e | Continental Resources, Inc | 4,701 | |||||||
131,304 | e | Crescent Point Energy Corp | 2,694 | |||||||
5,707 | Delek Group Ltd | 1,683 | ||||||||
2,500 | Delek US Holdings, Inc | 92 | ||||||||
503,489 | Devon Energy Corp | 29,953 | ||||||||
385,778 | Enbridge, Inc | 18,041 | ||||||||
337,231 | EnCana Corp | 3,718 | ||||||||
2,011 | Energen Corp | 137 | ||||||||
72,600 | e | Enerplus Resources Fund | 637 | |||||||
130,050 | Ensco plc | 2,896 | ||||||||
443,741 | EOG Resources, Inc | 38,850 | ||||||||
39,983 | EQT Corp | 3,252 | ||||||||
223,153 | e | EXCO Resources, Inc | 263 | |||||||
317,912 | Galp Energia SGPS S.A. | 3,742 | ||||||||
18,384 | *,e | Geospace Technologies Corp | 424 | |||||||
16,052 | Green Plains Renewable Energy, Inc | 442 | ||||||||
320,684 | Hess Corp | 21,447 | ||||||||
315,600 | Inpex Holdings, Inc | 3,582 | ||||||||
201,413 | * | ION Geophysical Corp | 216 | |||||||
174,154 | * | Key Energy Services, Inc | 314 | |||||||
56,977 | e | Keyera Corp | 1,902 | |||||||
35,044 | Koninklijke Vopak NV | 1,772 | ||||||||
540,270 | Marathon Oil Corp | 14,339 | ||||||||
656,389 | Marathon Petroleum Corp | 34,336 | ||||||||
21,626 | * | Matrix Service Co | 395 | |||||||
308,654 | *,e | McDermott International, Inc | 1,648 | |||||||
141,335 | * | MEG Energy Corp | 2,308 | |||||||
422,877 | National Oilwell Varco, Inc | 20,417 | ||||||||
7,269 | * | Natural Gas Services Group, Inc | 166 | |||||||
174,129 | Neste Oil Oyj | 4,442 | ||||||||
232,452 | Noble Energy, Inc | 9,921 | ||||||||
26,358 | *,e | Oasis Petroleum, Inc | 418 | |||||||
526,318 | Occidental Petroleum Corp | 40,932 | ||||||||
225,695 | OMV AG. | 6,213 | ||||||||
153,232 | Oneok, Inc | 6,050 | ||||||||
39,397 | * | PDC Energy, Inc | 2,113 | |||||||
177,259 | e | Petrofac Ltd | 2,579 | |||||||
474,923 | Phillips 66 | 38,260 | ||||||||
146,028 | Pioneer Natural Resources Co | 20,253 | ||||||||
777,353 | Repsol YPF S.A. | 13,701 | ||||||||
69,153 | *,e | Rex Energy Corp | 387 | |||||||
7,692 | * | RigNet, Inc | 235 | |||||||
894 | * | SEACOR Holdings, Inc | 63 | |||||||
792,399 | Spectra Energy Corp | 25,832 | ||||||||
71,318 | St. Mary Land & Exploration Co | 3,289 |
387 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
647,766 | * | Statoil ASA | $ | 11,584 | ||||||
640,426 | Suncor Energy, Inc | 17,639 | ||||||||
88,722 | Superior Energy Services | 1,867 | ||||||||
23,162 | Technip S.A. | 1,435 | ||||||||
389,996 | e | Tenaris S.A. | 5,260 | |||||||
16,079 | e | Tesco Corp | 175 | |||||||
7,916 | Tesoro Corp | 668 | ||||||||
83,049 | * | Tetra Technologies, Inc | 530 | |||||||
736,977 | Tullow Oil plc | 3,939 | ||||||||
36,311 | *,e | Ultra Petroleum Corp | 455 | |||||||
27,062 | * | Unit Corp | 734 | |||||||
8,180 | e | US Silica Holdings Inc | 240 | |||||||
407,740 | * | Weatherford International Ltd | 5,003 | |||||||
97,808 | Western Refining, Inc | 4,266 | ||||||||
6,621 | * | Westmoreland Coal Co | 138 | |||||||
218,885 | * | Whiting Petroleum Corp | 7,355 | |||||||
451,724 | Williams Cos, Inc | 25,924 | ||||||||
257,618 | Woodside Petroleum Ltd | 6,798 | ||||||||
TOTAL ENERGY | 597,733 | |||||||||
FOOD & STAPLES RETAILING - 0.8% | ||||||||||
173,400 | Aeon Co Ltd | 2,460 | ||||||||
179,256 | Carrefour S.A. | 5,760 | ||||||||
41,075 | Casino Guichard Perrachon S.A. | 3,118 | ||||||||
24,086 | Colruyt S.A. | 1,080 | ||||||||
31,318 | Delhaize Group | 2,547 | ||||||||
543,829 | e | J Sainsbury plc | 2,264 | |||||||
59,300 | Jeronimo Martins SGPS S.A. | 765 | ||||||||
50,759 | Koninklijke Ahold NV | 953 | ||||||||
367,535 | Kroger Co | 26,650 | ||||||||
42,800 | e | Loblaw Cos Ltd | 2,162 | |||||||
68,666 | Metro AG. | 2,169 | ||||||||
5,869 | *,e | Natural Grocers by Vitamin C | 144 | |||||||
156,100 | Seven & I Holdings Co Ltd | 6,701 | ||||||||
9,498 | Spartan Stores, Inc | 309 | ||||||||
764,752 | Sysco Corp | 27,607 | ||||||||
2,938,974 | Tesco plc | 9,792 | ||||||||
282,933 | Wesfarmers Ltd | 8,509 | ||||||||
186,154 | Whole Foods Market, Inc | 7,342 | ||||||||
516,189 | e | WM Morrison Supermarkets plc | 1,465 | |||||||
TOTAL FOOD & STAPLES RETAILING | 111,797 | |||||||||
FOOD, BEVERAGE & TOBACCO - 2.4% | ||||||||||
380,000 | Ajinomoto Co, Inc | 8,218 | ||||||||
113,342 | Aryzta AG. | 5,577 | ||||||||
295,091 | Associated British Foods plc | 13,297 | ||||||||
28,068 | Bunge Ltd | 2,464 | ||||||||
4,897 | Calavo Growers, Inc | 254 | ||||||||
242,843 | e | Campbell Soup Co | 11,571 | |||||||
408,174 | Coca-Cola Amatil Ltd | 2,879 | ||||||||
165,224 | Coca-Cola HBC AG. | 3,546 | ||||||||
131,532 | ConAgra Foods, Inc | 5,751 |
388 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
19,775 | * | Darling International, Inc | $ | 290 | ||||||
12,632 | Dr Pepper Snapple Group, Inc | 921 | ||||||||
14,539 | Flowers Foods, Inc | 308 | ||||||||
673,189 | General Mills, Inc | 37,510 | ||||||||
261,031 | Groupe Danone | 16,908 | ||||||||
323,175 | Kellogg Co | 20,263 | ||||||||
67,880 | Kerry Group plc (Class A) | 5,035 | ||||||||
92,604 | e | Keurig Green Mountain, Inc | 7,096 | |||||||
112,000 | Kikkoman Corp | 3,497 | ||||||||
360,087 | Kraft Foods Group, Inc | 30,658 | ||||||||
1,165 | Lindt & Spruengli AG. | 6,162 | ||||||||
76 | Lindt & Spruengli AG. (Registered) | 4,757 | ||||||||
74,148 | Mead Johnson Nutrition Co | 6,690 | ||||||||
1,076,808 | Mondelez International, Inc | 44,300 | ||||||||
36,400 | Nissin Food Products Co Ltd | 1,595 | ||||||||
152,793 | Orkla ASA | 1,199 | ||||||||
724,866 | PepsiCo, Inc | 67,659 | ||||||||
61,200 | Suntory Beverage & Food Ltd | 2,436 | ||||||||
302,871 | Tate & Lyle plc | 2,472 | ||||||||
25,700 | Toyo Suisan Kaisha Ltd | 936 | ||||||||
535,910 | Unilever NV | 22,406 | ||||||||
70,600 | Yakult Honsha Co Ltd | 4,182 | ||||||||
TOTAL FOOD, BEVERAGE & TOBACCO | 340,837 | |||||||||
HEALTH CARE EQUIPMENT & SERVICES - 2.1% | ||||||||||
6,096 | e | Abaxis, Inc | 314 | |||||||
24,562 | * | Acadia Healthcare Co, Inc | 1,924 | |||||||
5,828 | Aceto Corp | 144 | ||||||||
43,900 | Alfresa Holdings Corp | 683 | ||||||||
8,037 | * | Align Technology, Inc | 504 | |||||||
63,764 | * | Amedisys, Inc | 2,533 | |||||||
284,270 | AmerisourceBergen Corp | 30,229 | ||||||||
32,778 | * | AMN Healthcare Services, Inc | 1,035 | |||||||
14,038 | * | Amsurg Corp | 982 | |||||||
11,416 | * | Angiodynamics, Inc | 187 | |||||||
73,877 | Anthem, Inc | 12,126 | ||||||||
14,016 | *,e | athenahealth, Inc | 1,606 | |||||||
5,674 | * | AtriCure, Inc | 140 | |||||||
244,455 | Becton Dickinson & Co | 34,627 | ||||||||
20,897 | *,e | Bio-Reference Labs, Inc | 862 | |||||||
91,817 | *,e | BioScrip, Inc | 333 | |||||||
38,727 | * | Brookdale Senior Living, Inc | 1,344 | |||||||
14,321 | * | Capital Senior Living Corp | 351 | |||||||
372,923 | Cardinal Health, Inc | 31,195 | ||||||||
35,428 | * | Catamaran Corp (Toronto) | 2,165 | |||||||
153,864 | * | Centene Corp | 12,371 | |||||||
180,058 | * | Cerner Corp | 12,435 | |||||||
123,596 | *,e | Cerus Corp | 641 | |||||||
4,495 | e | Chemed Corp | 589 | |||||||
243,702 | Cigna Corp | 39,480 | ||||||||
83,264 | Coloplast AS | 5,461 | ||||||||
1,249 | e | Computer Programs & Systems, Inc | 67 |
389 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
700 | * | Cyberonics, Inc | $ | 42 | ||||||
42,590 | * | Edwards Lifesciences Corp | 6,066 | |||||||
48,944 | Essilor International S.A. | 5,864 | ||||||||
53,620 | * | ExamWorks Group, Inc | 2,097 | |||||||
6,176 | * | Greatbatch, Inc | 333 | |||||||
4,374 | * | Haemonetics Corp | 181 | |||||||
16,556 | * | Hanger Orthopedic Group, Inc | 388 | |||||||
197,615 | Healthscope Ltd | 414 | ||||||||
5,292 | * | HealthStream, Inc | 161 | |||||||
36,493 | * | Healthways, Inc | 437 | |||||||
10,561 | *,e | HMS Holdings Corp | 181 | |||||||
178,823 | Humana, Inc | 34,205 | ||||||||
62,766 | * | Idexx Laboratories, Inc | 4,026 | |||||||
61,900 | * | Inverness Medical Innovations, Inc | 3,265 | |||||||
8,608 | * | IPC The Hospitalist Co, Inc | 477 | |||||||
759 | * | Laboratory Corp of America Holdings | 92 | |||||||
2,517 | Landauer, Inc | 90 | ||||||||
9,907 | * | LDR Holding Corp | 429 | |||||||
8,557 | * | LHC Group, Inc | 327 | |||||||
57,339 | * | LifePoint Hospitals, Inc | 4,986 | |||||||
1,730 | * | MedAssets, Inc | 38 | |||||||
1,474 | * | Medidata Solutions, Inc | 80 | |||||||
20,209 | * | Merit Medical Systems, Inc | 435 | |||||||
16,400 | Miraca Holdings, Inc | 819 | ||||||||
45,548 | * | Molina Healthcare, Inc | 3,202 | |||||||
20,225 | * | Natus Medical, Inc | 861 | |||||||
21,367 | * | NxStage Medical, Inc | 305 | |||||||
10,655 | * | Omnicell, Inc | 402 | |||||||
63,605 | * | OraSure Technologies, Inc | 343 | |||||||
2,718 | Owens & Minor, Inc | 92 | ||||||||
86,208 | Patterson Cos, Inc | 4,194 | ||||||||
39,344 | * | PharMerica Corp | 1,310 | |||||||
8,903 | * | Premier, Inc | 342 | |||||||
9,566 | * | Providence Service Corp | 424 | |||||||
4,910 | Quality Systems, Inc | 81 | ||||||||
8,907 | *,e | Quidel Corp | 204 | |||||||
115,257 | Ramsay Health Care Ltd | 5,460 | ||||||||
94,571 | Ryman Healthcare Ltd | 508 | ||||||||
78,658 | Select Medical Holdings Corp | 1,274 | ||||||||
3,688 | * | Sirona Dental Systems, Inc | 370 | |||||||
19,881 | *,e | Spectranetics Corp | 457 | |||||||
44,483 | *,e | Staar Surgical Co | 430 | |||||||
7,473 | * | Surgical Care Affiliates, Inc | 287 | |||||||
39,900 | Suzuken Co Ltd | 1,277 | ||||||||
96,200 | Sysmex Corp | 5,729 | ||||||||
11,103 | * | Tornier BV | 278 | |||||||
32,868 | * | Triple-S Management Corp (Class B) | 843 | |||||||
25,547 | Universal American Corp | 259 | ||||||||
6,339 | US Physical Therapy, Inc | 347 | ||||||||
500 | * | Varian Medical Systems, Inc | 42 | |||||||
4,541 | * | Vascular Solutions, Inc | 158 | |||||||
4,049 | * | VCA Antech, Inc | 220 |
390 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
33,652 | * | Vocera Communications, Inc | $ | 385 | ||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 289,845 | |||||||||
HOUSEHOLD & PERSONAL PRODUCTS - 1.3% | ||||||||||
9,680 | Beiersdorf AG. | 811 | ||||||||
558,898 | Colgate-Palmolive Co | 36,557 | ||||||||
66,367 | Estee Lauder Cos (Class A) | 5,751 | ||||||||
8,354 | Henkel KGaA | 797 | ||||||||
57,678 | Henkel KGaA (Preference) | 6,472 | ||||||||
41,500 | Kao Corp | 1,930 | ||||||||
25,448 | Kimberly-Clark Corp | 2,697 | ||||||||
69,929 | L’Oreal S.A. | 12,512 | ||||||||
29,646 | * | Medifast, Inc | 958 | |||||||
3,795 | Nu Skin Enterprises, Inc (Class A) | 179 | ||||||||
1,051,491 | Procter & Gamble Co | 82,269 | ||||||||
169,441 | Reckitt Benckiser Group plc | 14,612 | ||||||||
14,496 | Svenska Cellulosa AB (B Shares) | 369 | ||||||||
468,457 | Unilever plc | 20,115 | ||||||||
TOTAL HOUSEHOLD & PERSONAL PRODUCTS | 186,029 | |||||||||
INSURANCE - 3.3% | ||||||||||
333,356 | ACE Ltd | 33,896 | ||||||||
293,532 | Aegon NV | 2,166 | ||||||||
536,910 | Aflac, Inc | 33,396 | ||||||||
137,301 | Allianz AG. | 21,412 | ||||||||
1,481,698 | AMP Ltd | 6,876 | ||||||||
13,380 | Arthur J. Gallagher & Co | 633 | ||||||||
79,754 | Aspen Insurance Holdings Ltd | 3,820 | ||||||||
421,903 | Assicurazioni Generali S.p.A. | 7,604 | ||||||||
401,597 | Aviva plc | 3,110 | ||||||||
497,224 | AXA S.A. | 12,606 | ||||||||
30,787 | Axis Capital Holdings Ltd | 1,643 | ||||||||
669,087 | * | Berkshire Hathaway, Inc (Class B) | 91,070 | |||||||
286,403 | Chubb Corp | 27,248 | ||||||||
180,593 | CNP Assurances | 3,023 | ||||||||
43,494 | Delta Lloyd NV | 714 | ||||||||
2,400 | Employers Holdings, Inc | 55 | ||||||||
281,223 | Hartford Financial Services Group, Inc | 11,690 | ||||||||
537,218 | Insurance Australia Group Ltd | 2,310 | ||||||||
1,916 | Kemper Corp | 74 | ||||||||
332,132 | Marsh & McLennan Cos, Inc | 18,832 | ||||||||
69,883 | Muenchener Rueckver AG. | 12,390 | ||||||||
2,849,807 | Old Mutual plc | 9,021 | ||||||||
15,856 | PartnerRe Ltd | 2,037 | ||||||||
235,312 | Principal Financial Group | 12,069 | ||||||||
401,946 | Progressive Corp | 11,186 | ||||||||
415,708 | Prudential Financial, Inc | 36,383 | ||||||||
692,803 | Prudential plc | 16,696 | ||||||||
6,942 | Reinsurance Group of America, Inc (Class A) | 659 | ||||||||
12,747 | RenaissanceRe Holdings Ltd | 1,294 | ||||||||
333,784 | RSA Insurance Group plc | 2,081 | ||||||||
1,017,943 | Standard Life plc | 7,098 |
391 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
13,455 | Stewart Information Services Corp | $ | 535 | |||||||
181,844 | Swiss Re Ltd | 16,097 | ||||||||
172,600 | T&D Holdings, Inc | 2,573 | ||||||||
346,491 | Travelers Cos, Inc | 33,492 | ||||||||
56,161 | Zurich Financial Services AG. | 17,097 | ||||||||
TOTAL INSURANCE | 462,886 | |||||||||
MATERIALS - 3.3% | ||||||||||
59,658 | Agnico-Eagle Mines Ltd | 1,694 | ||||||||
28,058 | e | Agrium, Inc | 2,974 | |||||||
96,984 | Air Liquide | 12,306 | ||||||||
255,623 | Air Products & Chemicals, Inc | 34,977 | ||||||||
23,600 | Akzo Nobel NV | 1,723 | ||||||||
8,148 | Albemarle Corp | 450 | ||||||||
4,437 | Aptargroup, Inc | 283 | ||||||||
61,000 | Asahi Kasei Corp | 500 | ||||||||
117,756 | Avery Dennison Corp | 7,176 | ||||||||
63,073 | Ball Corp | 4,425 | ||||||||
273,745 | BASF SE | 24,088 | ||||||||
366,160 | Boliden AB | 6,675 | ||||||||
8,161 | Carpenter Technology Corp | 316 | ||||||||
44,916 | Celanese Corp (Series A) | 3,229 | ||||||||
63,760 | *,e | Century Aluminum Co | 665 | |||||||
2,372 | * | Clearwater Paper Corp | 136 | |||||||
131,361 | Commercial Metals Co | 2,112 | ||||||||
14,183 | Compass Minerals International, Inc | 1,165 | ||||||||
157,703 | CRH plc | 4,446 | ||||||||
9,286 | Domtar Corp | 384 | ||||||||
5,941 | DSM NV | 345 | ||||||||
36,695 | Eastman Chemical Co | 3,002 | ||||||||
296,871 | Ecolab, Inc | 33,567 | ||||||||
5,690 | * | Ferro Corp | 95 | |||||||
291,240 | Fletcher Building Ltd | 1,603 | ||||||||
69,111 | *,e | Flotek Industries, Inc | 866 | |||||||
28,700 | e | Franco-Nevada Corp | 1,369 | |||||||
3,671 | Givaudan S.A. | 6,356 | ||||||||
2,623 | Globe Specialty Metals, Inc | 46 | ||||||||
65,302 | H.B. Fuller Co | 2,653 | ||||||||
48,214 | HeidelbergCement AG. | 3,821 | ||||||||
79,768 | Holcim Ltd | 5,886 | ||||||||
4,713 | *,e | Horsehead Holding Corp | 55 | |||||||
23,190 | Innophos Holdings, Inc | 1,221 | ||||||||
9,797 | International Flavors & Fragrances, Inc | 1,071 | ||||||||
227,283 | International Paper Co | 10,816 | ||||||||
148,000 | JFE Holdings, Inc | 3,279 | ||||||||
21,680 | Johnson Matthey plc | 1,034 | ||||||||
88,214 | K&S AG. | 3,720 | ||||||||
659,538 | * | Kinross Gold Corp | 1,537 | |||||||
643,000 | Kobe Steel Ltd | 1,082 | ||||||||
7,764 | * | Kraton Polymers LLC | 185 | |||||||
58,000 | Kuraray Co Ltd | 708 | ||||||||
15,164 | Lafarge S.A. | 1,003 |
392 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
80,490 | Linde AG. | $ | 15,254 | |||||||
173,029 | * | Louisiana-Pacific Corp | 2,947 | |||||||
355,226 | LyondellBasell Industries AF S.C.A | 36,773 | ||||||||
212,757 | MeadWestvaco Corp | 10,040 | ||||||||
38,519 | Minerals Technologies, Inc | 2,624 | ||||||||
1,828,000 | Mitsubishi Materials Corp | 7,019 | ||||||||
120,960 | Mitsui Chemicals, Inc | 449 | ||||||||
113,537 | Mosaic Co | 5,319 | ||||||||
9,891 | Myers Industries, Inc | 188 | ||||||||
2,220 | Neenah Paper, Inc | 131 | ||||||||
542,915 | * | Newcrest Mining Ltd | 5,467 | |||||||
4,613,000 | Nippon Steel Corp | 11,961 | ||||||||
20,600 | Nitto Denko Corp | 1,692 | ||||||||
1,086,086 | Norsk Hydro ASA | 4,558 | ||||||||
547,130 | Nucor Corp | 24,112 | ||||||||
11,843 | PolyOne Corp | 464 | ||||||||
232,106 | Potash Corp of Saskatchewan | 7,188 | ||||||||
291,051 | Praxair, Inc | 34,795 | ||||||||
1,380 | Quaker Chemical Corp | 123 | ||||||||
8,303 | Reliance Steel & Aluminum Co | 502 | ||||||||
26,269 | * | Resolute Forest Products | 296 | |||||||
18,745 | Rexam plc | 163 | ||||||||
13,246 | Rock-Tenn Co (Class A) | 797 | ||||||||
96,898 | Royal Gold, Inc | 5,968 | ||||||||
6,424 | * | RTI International Metals, Inc | 202 | |||||||
19,955 | Schnitzer Steel Industries, Inc (Class A) | 349 | ||||||||
18,931 | Sealed Air Corp | 973 | ||||||||
52,038 | Sherwin-Williams Co | 14,311 | ||||||||
82,300 | Shin-Etsu Chemical Co Ltd | 5,103 | ||||||||
167,915 | Sigma-Aldrich Corp | 23,399 | ||||||||
240,448 | Silver Wheaton Corp | 4,168 | ||||||||
1,200 | Stepan Co | 65 | ||||||||
74,982 | * | Stillwater Mining Co | 869 | |||||||
334,517 | Stora Enso Oyj (R Shares) | 3,447 | ||||||||
360,000 | Sumitomo Chemical Co Ltd | 2,163 | ||||||||
642,000 | Sumitomo Metal Mining Co Ltd | 9,764 | ||||||||
494,318 | Teck Cominco Ltd | 4,900 | ||||||||
305,000 | Toray Industries, Inc | 2,578 | ||||||||
117,300 | Toyo Seikan Kaisha Ltd | 1,882 | ||||||||
18,379 | Umicore | 873 | ||||||||
315,601 | UPM-Kymmene Oyj | 5,585 | ||||||||
60,125 | Valspar Corp | 4,919 | ||||||||
4,790 | Wausau Paper Corp | 44 | ||||||||
90,733 | * | Worthington Industries, Inc | 2,727 | |||||||
TOTAL MATERIALS | 462,195 | |||||||||
MEDIA - 1.9% | ||||||||||
12,985 | Axel Springer AG. | 682 | ||||||||
11,440 | *,e | Charter Communications, Inc | 1,959 | |||||||
19,805 | Cinemark Holdings, Inc | 796 | ||||||||
103,369 | Clear Channel Outdoor Holdings, Inc (Class A) | 1,047 | ||||||||
317,815 | * | DIRECTV | 29,490 |
393 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
201,533 | *,e | Discovery Communications, Inc (Class A) | $ | 6,703 | ||||||
428,278 | * | Discovery Communications, Inc (Class C) | 13,311 | |||||||
52,293 | *,e | DreamWorks Animation SKG, Inc (Class A) | 1,379 | |||||||
11,620 | * | Entercom Communications Corp (Class A) | 133 | |||||||
60,431 | Entravision Communications Corp (Class A) | 497 | ||||||||
54,829 | * | Gray Television, Inc | 860 | |||||||
337,940 | ITV plc | 1,398 | ||||||||
1,900 | e | JC Decaux S.A. | 79 | |||||||
10,069 | John Wiley & Sons, Inc (Class A) | 547 | ||||||||
1,742 | * | Kabel Deutschland Holding AG. | 233 | |||||||
15,813 | Lagardere S.C.A. | 463 | ||||||||
3,918 | * | Liberty Broadband Corp (Class A) | 200 | |||||||
346,663 | * | Liberty Global plc | 17,552 | |||||||
119,297 | * | Liberty Global plc (Class A) | 6,450 | |||||||
87,883 | *,e | Media General, Inc | 1,452 | |||||||
177,989 | e | New York Times Co (Class A) | 2,430 | |||||||
642,406 | Pearson plc | 12,164 | ||||||||
41,594 | ProSiebenSat. Media AG. | 2,054 | ||||||||
246,842 | Reed Elsevier plc | 4,011 | ||||||||
1,550 | Scholastic Corp | 68 | ||||||||
70,790 | * | Shaw Communications, Inc (B Shares) | 1,542 | |||||||
60,413 | e | Sinclair Broadcast Group, Inc (Class A) | 1,686 | |||||||
1,067,000 | e | Singapore Press Holdings Ltd | 3,231 | |||||||
223,838 | Time Warner Cable, Inc | 39,881 | ||||||||
563,751 | Time Warner, Inc | 49,278 | ||||||||
143,376 | e | Vivendi Universal S.A. | 3,636 | |||||||
438,953 | Walt Disney Co | 50,102 | ||||||||
37,566 | Wolters Kluwer NV | 1,118 | ||||||||
697,946 | WPP plc | 15,666 | ||||||||
TOTAL MEDIA | 272,098 | |||||||||
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 5.8% | ||||||||||
72,318 | * | Acadia Pharmaceuticals, Inc | 3,029 | |||||||
1,969 | * | Acorda Therapeutics, Inc | 66 | |||||||
61,588 | Actelion Ltd | 9,020 | ||||||||
68,836 | *,e | Affymetrix, Inc | 752 | |||||||
375,014 | Agilent Technologies, Inc | 14,468 | ||||||||
101,464 | *,e | Akorn, Inc | 4,430 | |||||||
167,083 | * | Alexion Pharmaceuticals, Inc | 30,204 | |||||||
364,083 | Amgen, Inc | 55,894 | ||||||||
58,629 | * | Aratana Therapeutics, Inc | 886 | |||||||
921,300 | Astellas Pharma, Inc | 13,125 | ||||||||
127,590 | * | Biogen Idec, Inc | 51,539 | |||||||
41,042 | * | BioMarin Pharmaceuticals, Inc | 5,614 | |||||||
42,487 | *,e | Bluebird Bio, Inc | 7,154 | |||||||
833,571 | Bristol-Myers Squibb Co | 55,466 | ||||||||
40,459 | * | Cambrex Corp | 1,778 | |||||||
41,226 | * | Cempra, Inc | 1,417 | |||||||
57,720 | * | Cepheid, Inc | 3,530 | |||||||
83,700 | Chugai Pharmaceutical Co Ltd | 2,887 | ||||||||
119,600 | e | Dainippon Sumitomo Pharma Co Ltd | 1,318 | |||||||
77,465 | *,e | Depomed, Inc | 1,662 |
394 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
49,400 | Eisai Co Ltd | $ | 3,312 | |||||||
19,212 | *,e | Endocyte, Inc | 100 | |||||||
15,784 | *,e | Fluidigm Corp | 382 | |||||||
601,374 | Gilead Sciences, Inc | 70,409 | ||||||||
1,330,835 | GlaxoSmithKline plc | 27,671 | ||||||||
4,270 | * | Immunogen, Inc | 61 | |||||||
121,343 | *,e | Immunomedics, Inc | 493 | |||||||
43,151 | *,e | Inovio Pharmaceuticals, Inc | 352 | |||||||
20,501 | *,e | Intra-Cellular Therapies, Inc | 655 | |||||||
13,244 | * | Ironwood Pharmaceuticals, Inc | 160 | |||||||
984,593 | Johnson & Johnson | 95,958 | ||||||||
26,067 | Lonza Group AG. | 3,484 | ||||||||
318,758 | *,e | MannKind Corp | 1,814 | |||||||
1,188,407 | Merck & Co, Inc | 67,656 | ||||||||
105,482 | Merck KGaA | 10,515 | ||||||||
2,234 | * | Mettler-Toledo International, Inc | 763 | |||||||
55,593 | *,e | MiMedx Group, Inc | 644 | |||||||
37,564 | * | Momenta Pharmaceuticals, Inc | 857 | |||||||
170,288 | *,e | Nektar Therapeutics | 2,130 | |||||||
495,737 | Novartis AG. | 48,761 | ||||||||
519,062 | Novo Nordisk AS | 28,483 | ||||||||
200,087 | *,e | Opko Health, Inc | 3,217 | |||||||
132,711 | *,e | Orexigen Therapeutics, Inc | 657 | |||||||
33,056 | Orion Oyj (Class B) | 1,158 | ||||||||
12,565 | * | PerkinElmer, Inc | 661 | |||||||
48,719 | * | Prestige Brands Holdings, Inc | 2,253 | |||||||
13,680 | *,e | Prothena Corp plc | 721 | |||||||
32,921 | * | Qiagen NV | 809 | |||||||
24,220 | * | Relypsa, Inc | 801 | |||||||
18,718 | * | Repligen Corp | 772 | |||||||
156,521 | Roche Holding AG. | 43,887 | ||||||||
90,249 | *,e | Sangamo Biosciences, Inc | 1,001 | |||||||
53,643 | *,e | Sarepta Therapeutics, Inc | 1,632 | |||||||
23,626 | *,e | Sucampo Pharmaceuticals, Inc (Class A) | 388 | |||||||
262,600 | Takeda Pharmaceutical Co Ltd | 12,675 | ||||||||
24,822 | * | Tetraphase Pharmaceuticals, Inc | 1,178 | |||||||
309,620 | Thermo Electron Corp | 40,176 | ||||||||
89,840 | * | Valeant Pharmaceuticals International, Inc | 19,929 | |||||||
167,998 | * | Vertex Pharmaceuticals, Inc | 20,744 | |||||||
226,496 | *,e | Vivus, Inc | 535 | |||||||
23,146 | * | Waters Corp | 2,971 | |||||||
161,895 | * | Xenoport, Inc | 992 | |||||||
8,246 | *,e | Zafgen, Inc | 286 | |||||||
646,891 | Zoetis Inc | 31,193 | ||||||||
TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES | 817,535 | |||||||||
REAL ESTATE - 2.5% | ||||||||||
92,800 | Aeon Mall Co Ltd | 1,738 | ||||||||
18,316 | *,e | Altisource Portfolio Solutions S.A. | 564 | |||||||
19,852 | American Campus Communities, Inc | 748 | ||||||||
388,023 | American Tower Corp | 36,199 | ||||||||
1,276,359 | Annaly Capital Management, Inc | 11,730 |
395 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,000 | AvalonBay Communities, Inc | $ | 160 | |||||||
120,047 | Boston Properties, Inc | 14,531 | ||||||||
248,240 | British Land Co plc | 3,092 | ||||||||
2,183,300 | CapitaLand Ltd | 5,670 | ||||||||
3,498,000 | CapitaMall Trust | 5,580 | ||||||||
180,729 | * | CBRE Group, Inc | 6,687 | |||||||
256,100 | City Developments Ltd | 1,858 | ||||||||
16,426 | e | Coresite Realty | 746 | |||||||
357,255 | Crown Castle International Corp | 28,688 | ||||||||
207,000 | Daiwa House Industry Co Ltd | 4,823 | ||||||||
366,699 | Dexus Property Group | 2,063 | ||||||||
5,728 | Digital Realty Trust, Inc | 382 | ||||||||
22,121 | Douglas Emmett, Inc | 596 | ||||||||
165,551 | Duke Realty Corp | 3,074 | ||||||||
218,281 | Equity Residential | 15,317 | ||||||||
258,448 | First Industrial Realty Trust, Inc | 4,841 | ||||||||
2,732 | * | Forest City Enterprises, Inc (Class A) | 60 | |||||||
19,236 | Gecina S.A. | 2,371 | ||||||||
375,888 | e | GPT Group (ASE) | 1,239 | |||||||
125,316 | Hammerson plc | 1,211 | ||||||||
533,654 | HCP, Inc | 19,462 | ||||||||
215,918 | Health Care REIT, Inc | 14,171 | ||||||||
12,227 | Healthcare Realty Trust, Inc | 284 | ||||||||
736,502 | Host Marriott Corp | 14,605 | ||||||||
121,000 | Hysan Development Co Ltd | 524 | ||||||||
8,195 | Icade | 586 | ||||||||
16,556 | Invesco Mortgage Capital, Inc | 237 | ||||||||
131,455 | Iron Mountain, Inc | 4,075 | ||||||||
291,636 | Land Securities Group plc | 5,515 | ||||||||
135,988 | Lend Lease Corp Ltd | 1,572 | ||||||||
604,392 | Liberty International plc | 2,920 | ||||||||
30,182 | Liberty Property Trust | 973 | ||||||||
54,403 | Macerich Co | 4,058 | ||||||||
164,281 | e | Macquarie Goodman Group | 793 | |||||||
24,518 | Mid-America Apartment Communities, Inc | 1,785 | ||||||||
727,767 | Mirvac Group | 1,037 | ||||||||
520,810 | Mitsui Fudosan Co Ltd | 14,574 | ||||||||
82,100 | Nomura Real Estate Holdings, Inc | 1,723 | ||||||||
514,236 | Prologis, Inc | 19,078 | ||||||||
56,247 | Ryman Hospitality Properties | 2,987 | ||||||||
569,312 | Segro plc | 3,627 | ||||||||
149,100 | Shoei Co Ltd | 1,321 | ||||||||
227,843 | Simon Property Group, Inc | 39,421 | ||||||||
1,106,767 | e | Stockland Trust Group | 3,495 | |||||||
426,000 | Swire Pacific Ltd (Class A) | 5,349 | ||||||||
738,600 | Swire Properties Ltd | 2,356 | ||||||||
59,122 | Unibail-Rodamco | 15,017 | ||||||||
96,747 | Ventas, Inc | 6,007 | ||||||||
142,947 | Vornado Realty Trust | 13,570 | ||||||||
TOTAL REAL ESTATE | 355,090 |
396 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
RETAILING - 1.9% | ||||||||||
32,407 | * | 1-800-FLOWERS.COM, Inc (Class A) | $ | 339 | ||||||
252,808 | e | American Eagle Outfitters, Inc | 4,353 | |||||||
32,439 | * | Ann Taylor Stores Corp | 1,566 | |||||||
39,356 | * | AutoZone, Inc | 26,246 | |||||||
200,028 | * | Bed Bath & Beyond, Inc | 13,798 | |||||||
132,772 | Best Buy Co, Inc | 4,330 | ||||||||
15,842 | Big 5 Sporting Goods Corp | 225 | ||||||||
6,344 | * | Blue Nile, Inc | 193 | |||||||
7,961 | *,e | Cabela’s, Inc | 398 | |||||||
7,000 | Canadian Tire Corp Ltd | 749 | ||||||||
81,708 | * | Carmax, Inc | 5,410 | |||||||
38,019 | DSW, Inc (Class A) | 1,269 | ||||||||
12,500 | Fast Retailing Co Ltd | 5,668 | ||||||||
36,865 | Finish Line, Inc (Class A) | 1,026 | ||||||||
25,233 | * | Francesca’s Holdings Corp | 340 | |||||||
308,360 | Gap, Inc | 11,770 | ||||||||
23,293 | GNC Holdings, Inc | 1,036 | ||||||||
444,913 | *,e | Groupon, Inc | 2,238 | |||||||
8,583 | Haverty Furniture Cos, Inc | 186 | ||||||||
177,160 | Hennes & Mauritz AB (B Shares) | 6,819 | ||||||||
26,410 | HSN, Inc | 1,854 | ||||||||
500,879 | Inditex S.A. | 16,337 | ||||||||
71,700 | e | Jardine Cycle & Carriage Ltd | 1,760 | |||||||
1,045,865 | Kingfisher plc | 5,705 | ||||||||
6,985 | Kirkland’s, Inc | 195 | ||||||||
234,875 | Kohl’s Corp | 14,705 | ||||||||
11,065 | *,e | Lands’ End, Inc | 275 | |||||||
4,707,620 | Li & Fung Ltd | 3,732 | ||||||||
687,555 | Lowe’s Companies, Inc | 46,046 | ||||||||
32,219 | * | MarineMax, Inc | 757 | |||||||
326,489 | Marks & Spencer Group plc | 2,754 | ||||||||
56,089 | * | NetFlix, Inc | 36,847 | |||||||
6,625 | Next plc | 775 | ||||||||
66,728 | Nordstrom, Inc | 4,971 | ||||||||
16,551 | Nutri/System, Inc | 412 | ||||||||
484,272 | * | Office Depot, Inc | 4,194 | |||||||
144,728 | *,e | Orbitz Worldwide, Inc | 1,653 | |||||||
8,683 | e | Outerwall, Inc | 661 | |||||||
5,676 | * | Overstock.com, Inc | 128 | |||||||
8,590 | e | PetMed Express, Inc | 148 | |||||||
35,119 | e | Pier 1 Imports, Inc | 444 | |||||||
62,462 | PPR | 11,167 | ||||||||
201,158 | Ross Stores, Inc | 9,778 | ||||||||
48,657 | * | Shutterfly, Inc | 2,326 | |||||||
107,654 | * | Sports Direct International plc | 1,214 | |||||||
32,052 | e | Stage Stores, Inc | 562 | |||||||
567,973 | Staples, Inc | 8,696 | ||||||||
3,300 | Stein Mart, Inc | 35 | ||||||||
16,714 | Tiffany & Co | 1,534 | ||||||||
16,438 | * | Tile Shop Holdings, Inc | 233 | |||||||
90,600 | e | Yamada Denki Co Ltd | 362 | |||||||
TOTAL RETAILING | 268,219 |
397 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 1.2% | ||||||||||
66,931 | *,e | Advanced Micro Devices, Inc | $ | 161 | ||||||
1,562,488 | Applied Materials, Inc | 30,031 | ||||||||
100,133 | ASML Holding NV | 10,416 | ||||||||
15,582 | * | Cirrus Logic, Inc | 530 | |||||||
2,055,022 | Intel Corp | 62,503 | ||||||||
21,682 | Lam Research Corp | 1,764 | ||||||||
541,931 | * | ON Semiconductor Corp | 6,335 | |||||||
140,949 | Skyworks Solutions, Inc | 14,673 | ||||||||
70,690 | *,e | SunPower Corp | 2,008 | |||||||
40,230 | Teradyne, Inc | 776 | ||||||||
763,326 | Texas Instruments, Inc | 39,319 | ||||||||
100,700 | Tokyo Electron Ltd | 6,400 | ||||||||
TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT | 174,916 | |||||||||
SOFTWARE & SERVICES - 5.0% | ||||||||||
437,894 | Accenture plc | 42,379 | ||||||||
14,474 | * | Actua Corp | 206 | |||||||
466,940 | * | Adobe Systems, Inc | 37,827 | |||||||
24,648 | Amadeus IT Holding S.A. | 984 | ||||||||
93,465 | *,e | Angie’s List, Inc | 576 | |||||||
1,856 | * | Aspen Technology, Inc | 85 | |||||||
48,677 | Atos Origin S.A. | 3,637 | ||||||||
201,046 | * | Autodesk, Inc | 10,067 | |||||||
17,477 | Automatic Data Processing, Inc | 1,402 | ||||||||
128,405 | Broadridge Financial Solutions, Inc | 6,422 | ||||||||
408,602 | CA, Inc | 11,968 | ||||||||
24,502 | *,e | Cadence Design Systems, Inc | 482 | |||||||
37,120 | Cap Gemini S.A. | 3,293 | ||||||||
24,400 | * | CGI Group, Inc | 954 | |||||||
10,643 | *,e | Cimpress NV | 896 | |||||||
581,569 | * | Cognizant Technology Solutions Corp (Class A) | 35,528 | |||||||
25,827 | * | comScore, Inc | 1,376 | |||||||
20,058 | Convergys Corp | 511 | ||||||||
29,547 | * | DHI Group, Inc | 263 | |||||||
12,548 | * | Ellie Mae, Inc | 876 | |||||||
19,931 | * | EnerNOC, Inc | 193 | |||||||
33,100 | Equinix, Inc | 8,407 | ||||||||
6,214 | Factset Research Systems, Inc | 1,010 | ||||||||
5,718 | Fair Isaac Corp | 519 | ||||||||
9,572 | * | FleetCor Technologies, Inc | 1,494 | |||||||
30,365 | * | Fortinet, Inc | 1,255 | |||||||
1,236,000 | Fujitsu Ltd | 6,906 | ||||||||
156,154 | *,e | Glu Mobile, Inc | 970 | |||||||
131,737 | * | Google, Inc | 68,570 | |||||||
122,772 | * | Google, Inc (Class A) | 66,302 | |||||||
50,701 | * | HomeAway, Inc | 1,578 | |||||||
8,867 | * | Infoblox, Inc | 232 | |||||||
91,530 | * | Informatica Corp | 4,436 | |||||||
4,096 | * | Internap Network Services Corp | 38 | |||||||
394,226 | International Business Machines Corp | 64,125 |
398 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
327,991 | Intuit, Inc | $ | 33,052 | |||||||
16,036 | j2 Global, Inc | 1,090 | ||||||||
63,892 | *,e | Liquidity Services, Inc | 615 | |||||||
35,444 | *,e | Marketo, Inc | 995 | |||||||
489,160 | Mastercard, Inc (Class A) | 45,727 | ||||||||
1,000 | MAXIMUS, Inc | 66 | ||||||||
22,887 | e | Mercadolibre, Inc | 3,243 | |||||||
204,058 | *,e | Monster Worldwide, Inc | 1,335 | |||||||
3,035 | *,e | NetSuite, Inc | 278 | |||||||
19,743 | *,e | NeuStar, Inc (Class A) | 577 | |||||||
20,400 | NTT Data Corp | 891 | ||||||||
29,948 | Open Text Corp | 1,216 | ||||||||
1,446,765 | Oracle Corp | 58,304 | ||||||||
3,241 | * | Perficient, Inc | 62 | |||||||
18,092 | * | PROS Holdings, Inc | 382 | |||||||
22,828 | *,e | Qualys, Inc | 921 | |||||||
159,339 | * | Rackspace Hosting, Inc | 5,926 | |||||||
53,489 | * | Rally Software Development Corp | 1,040 | |||||||
7,887 | *,e | Rovi Corp | 126 | |||||||
523,657 | * | Salesforce.com, Inc | 36,462 | |||||||
317,184 | SAP AG. | 22,227 | ||||||||
215,673 | * | ServiceSource International LLC | 1,180 | |||||||
5,854 | * | SolarWinds, Inc | 270 | |||||||
5,855 | * | SPS Commerce, Inc | 385 | |||||||
18,424 | * | Stamps.com, Inc | 1,355 | |||||||
880,753 | Symantec Corp | 20,478 | ||||||||
12,936 | * | Syntel, Inc | 614 | |||||||
4,529 | * | Tangoe, Inc | 57 | |||||||
20,999 | *,e | Teradata Corp | 777 | |||||||
6,527 | * | Ultimate Software Group, Inc | 1,073 | |||||||
45,368 | * | Unisys Corp | 907 | |||||||
37,999 | *,e | Vasco Data Security International | 1,147 | |||||||
16,845 | * | Website Pros, Inc | 408 | |||||||
56,575 | * | Workday, Inc | 4,322 | |||||||
2,221,643 | Xerox Corp | 23,638 | ||||||||
15,775 | *,e | Xoom Corp | 332 | |||||||
937,574 | * | Yahoo!, Inc | 36,837 | |||||||
TOTAL SOFTWARE & SERVICES | 694,082 | |||||||||
TECHNOLOGY HARDWARE & EQUIPMENT - 2.3% | ||||||||||
8,103 | Adtran, Inc | 132 | ||||||||
4,234 | Belden CDT, Inc | 344 | ||||||||
2,571 | * | Benchmark Electronics, Inc | 56 | |||||||
11,711 | Black Box Corp | 234 | ||||||||
24,131 | * | Calix Networks, Inc | 184 | |||||||
2,233,432 | Cisco Systems, Inc | 61,330 | ||||||||
53,700 | Citizen Watch Co Ltd | 375 | ||||||||
9,600 | Cognex Corp | 462 | ||||||||
909 | * | Coherent, Inc | 58 | |||||||
4,145 | Comtech Telecommunications Corp | 120 | ||||||||
797,190 | Corning, Inc | 15,729 | ||||||||
80,260 | * | Cray, Inc | 2,368 |
399 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
1,318 | * | Electronics for Imaging, Inc | $ | 57 | ||||||
1,480,494 | EMC Corp | 39,070 | ||||||||
7,100 | * | FARO Technologies, Inc | 332 | |||||||
1,358 | FEI Co | 113 | ||||||||
103,068 | *,e | Finisar Corp | 1,842 | |||||||
1,305,510 | Hewlett-Packard Co | 39,178 | ||||||||
59,600 | * | Ibiden Co Ltd | 1,008 | |||||||
218,893 | * | Ingram Micro, Inc (Class A) | 5,479 | |||||||
11,659 | * | Insight Enterprises, Inc | 349 | |||||||
7,090 | InterDigital, Inc | 403 | ||||||||
30,066 | * | IPG Photonics Corp | 2,561 | |||||||
1,920 | * | Itron, Inc | 66 | |||||||
41,052 | Jabil Circuit, Inc | 874 | ||||||||
13,400 | Keyence Corp | 7,222 | ||||||||
242,000 | Konica Minolta Holdings, Inc | 2,820 | ||||||||
244,700 | Kyocera Corp | 12,723 | ||||||||
79,342 | Lexmark International, Inc (Class A) | 3,507 | ||||||||
195,721 | Motorola, Inc | 11,223 | ||||||||
60,500 | Murata Manufacturing Co Ltd | 10,558 | ||||||||
2,100 | National Instruments Corp | 62 | ||||||||
908,000 | NEC Corp | 2,748 | ||||||||
21,264 | * | Netgear, Inc | 638 | |||||||
78,200 | Omron Corp | 3,397 | ||||||||
500 | * | OSI Systems, Inc | 35 | |||||||
1,774 | Plantronics, Inc | 100 | ||||||||
1,420 | * | Plexus Corp | 62 | |||||||
91,379 | * | QLogic Corp | 1,297 | |||||||
839,623 | Qualcomm, Inc | 52,585 | ||||||||
224,801 | * | Quantum Corp | 378 | |||||||
23,440 | * | RealD, Inc | 289 | |||||||
583,400 | Ricoh Co Ltd | 6,043 | ||||||||
2,500 | * | Rofin-Sinar Technologies, Inc | 69 | |||||||
177,921 | SanDisk Corp | 10,359 | ||||||||
5,855 | * | Scansource, Inc | 223 | |||||||
191,106 | e | Seagate Technology, Inc | 9,077 | |||||||
52,775 | *,e | Silicon Graphics International Corp | 341 | |||||||
55,993 | * | Sonus Networks, Inc | 387 | |||||||
67,932 | * | Super Micro Computer, Inc | 2,009 | |||||||
1,417 | SYNNEX Corp | 104 | ||||||||
16,200 | TDK Corp | 1,240 | ||||||||
21,664 | * | Tech Data Corp | 1,247 | |||||||
13,773 | * | TTM Technologies, Inc | 138 | |||||||
10,708 | *,e | Universal Display Corp | 554 | |||||||
132,900 | Yokogawa Electric Corp | 1,712 | ||||||||
TOTAL TECHNOLOGY HARDWARE & EQUIPMENT | 315,871 | |||||||||
TELECOMMUNICATION SERVICES - 1.6% | ||||||||||
49,569 | * | Boingo Wireless, Inc | 409 | |||||||
2,781,031 | BT Group plc | 19,693 | ||||||||
729,524 | CenturyTel, Inc | 21,433 | ||||||||
252,930 | * | Cincinnati Bell, Inc | 966 | |||||||
2,650 | Consolidated Communications Holdings, Inc | 56 |
400 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
7,683 | * | General Communication, Inc (Class A) | $ | 131 | ||||||
11,301 | IDT Corp (Class B) | 204 | ||||||||
106,269 | *,e | Iridium Communications, Inc | 966 | |||||||
533,100 | KDDI Corp | 12,865 | ||||||||
56,905 | * | Level 3 Communications, Inc | 2,997 | |||||||
344,400 | Nippon Telegraph & Telephone Corp | 12,473 | ||||||||
591,100 | NTT DoCoMo, Inc | 11,348 | ||||||||
9,470 | * | Premiere Global Services, Inc | 97 | |||||||
117,820 | e | Rogers Communications, Inc (Class B) | 4,179 | |||||||
2,547,000 | Singapore Telecommunications Ltd | 7,949 | ||||||||
1,729,310 | *,e | Sprint Corp | 7,886 | |||||||
21,558 | Swisscom AG. | 12,082 | ||||||||
1,462,398 | TeliaSonera AB | 8,619 | ||||||||
20,600 | TELUS Corp | 710 | ||||||||
1,616,280 | Verizon Communications, Inc | 75,335 | ||||||||
7,445,622 | Vodafone Group plc | 27,161 | ||||||||
240,525 | * | Vonage Holdings Corp | 1,181 | |||||||
TOTAL TELECOMMUNICATION SERVICES | 228,740 | |||||||||
TRANSPORTATION - 1.6% | ||||||||||
231,777 | Abertis Infraestructuras S.A. (Continuous) | 3,806 | ||||||||
773 | Allegiant Travel Co | 137 | ||||||||
4,146 | Arkansas Best Corp | 132 | ||||||||
485,202 | Auckland International Airport Ltd | 1,624 | ||||||||
104,766 | Autostrade S.p.A. | 2,589 | ||||||||
112,409 | * | Avis Budget Group, Inc | 4,955 | |||||||
300,633 | Canadian National Railway Co | 17,345 | ||||||||
44,500 | Central Japan Railway Co | 8,030 | ||||||||
1,009,480 | CSX Corp | 32,960 | ||||||||
89,280 | Delta Air Lines, Inc | 3,668 | ||||||||
190,773 | Deutsche Lufthansa AG. | 2,461 | ||||||||
469,533 | Deutsche Post AG. | 13,719 | ||||||||
82,600 | East Japan Railway Co | 7,426 | ||||||||
25,662 | *,e | Echo Global Logistics, Inc | 838 | |||||||
5 | Expeditors International of Washington, Inc | 0 | ^ | |||||||
5,413 | Fraport AG. Frankfurt Airport Services Worldwide | 340 | ||||||||
11,986 | Kuehne & Nagel International AG. | 1,592 | ||||||||
103,000 | Mitsui OSK Lines Ltd | 330 | ||||||||
1,984,425 | MTR Corp | 9,233 | ||||||||
276,500 | Singapore Airlines Ltd | 2,201 | ||||||||
879,604 | Southwest Airlines Co | 29,106 | ||||||||
228,000 | Tokyu Corp | 1,526 | ||||||||
421,436 | Union Pacific Corp | 40,192 | ||||||||
445,753 | United Parcel Service, Inc (Class B) | 43,198 | ||||||||
TOTAL TRANSPORTATION | 227,408 | |||||||||
UTILITIES - 2.1% | ||||||||||
35,914 | AGL Energy Ltd | 430 | ||||||||
13,544 | American Water Works Co, Inc | 659 | ||||||||
9,215 | Atco Ltd | 291 | ||||||||
19,285 | Canadian Utilities Ltd | 555 | ||||||||
223,054 | Centerpoint Energy, Inc | 4,245 |
401 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE | ||||||||||
SHARES | COMPANY | (000) | ||||||||
861 | Chesapeake Utilities Corp | $ | 46 | |||||||
1,307,000 | CLP Holdings Ltd | 11,108 | ||||||||
378,923 | Consolidated Edison, Inc | 21,932 | ||||||||
538,412 | Duke Energy Corp | 38,023 | ||||||||
1,309,965 | e | Enel Green Power S.p.A | 2,561 | |||||||
685,309 | Energias de Portugal S.A. | 2,611 | ||||||||
334,247 | Eversource Energy | 15,178 | ||||||||
4,444,579 | Hong Kong & China Gas Ltd | 9,313 | ||||||||
2,507,885 | Iberdrola S.A. | 16,932 | ||||||||
91,144 | MGE Energy, Inc | 3,530 | ||||||||
1,439,873 | National Grid plc | 18,532 | ||||||||
22,560 | New Jersey Resources Corp | 622 | ||||||||
376,921 | NextEra Energy, Inc | 36,950 | ||||||||
420,114 | NiSource, Inc | 19,153 | ||||||||
1,420 | e | Ormat Technologies, Inc | 54 | |||||||
51,000 | Osaka Gas Co Ltd | 201 | ||||||||
642,731 | Pepco Holdings, Inc | 17,315 | ||||||||
186,727 | Piedmont Natural Gas Co, Inc | 6,593 | ||||||||
31,789 | Public Service Enterprise Group, Inc | 1,249 | ||||||||
557,547 | Scottish & Southern Energy plc | 13,456 | ||||||||
253,916 | Sempra Energy | 25,122 | ||||||||
1,594,168 | Snam Rete Gas S.p.A. | 7,587 | ||||||||
88,556 | South Jersey Industries, Inc | 2,190 | ||||||||
50,626 | Suez Environnement S.A. | 945 | ||||||||
90,839 | TECO Energy, Inc | 1,604 | ||||||||
458,790 | Tokyo Gas Co Ltd | 2,436 | ||||||||
1,494 | Unitil Corp | 49 | ||||||||
55,518 | *,e | WEC Energy Group, Inc | 2,497 | |||||||
27,296 | WGL Holdings, Inc | 1,482 | ||||||||
107,597 | Xcel Energy, Inc | 3,462 | ||||||||
TOTAL UTILITIES | 288,913 | |||||||||
TOTAL COMMON STOCKS | 8,379,177 | |||||||||
(Cost $6,065,831) | ||||||||||
PREFERRED STOCKS - 0.1% | ||||||||||
BANKS - 0.1% | ||||||||||
233,115 | *,e | Federal Home Loan Mortgage Corp | 874 | |||||||
740,991 | * | Federal National Mortgage Association | 2,779 | |||||||
14,500 | *,e | M&T Bank Corp | 14,645 | |||||||
TOTAL BANKS | 18,298 | |||||||||
TOTAL PREFERRED STOCKS | 18,298 | |||||||||
(Cost $38,865) | ||||||||||
RIGHTS / WARRANTS - 0.0% | ||||||||||
AUTOMOBILES & COMPONENTS - 0.0% | ||||||||||
6,544 | m | Jardine Cycle & Carriage Ltd | 34 | |||||||
TOTAL AUTOMOBILES & COMPONENTS | 34 | |||||||||
ENERGY - 0.0% | ||||||||||
614,469 | Repsol S.A. | 318 | ||||||||
TOTAL ENERGY | 318 |
402 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
SHARES | COMPANY | VALUE (000) | ||||||||||||||
HEALTH CARE EQUIPMENT & SERVICES - 0.0% | ||||||||||||||||
267 | BioScrip, Inc | $ | 0 | |||||||||||||
TOTAL HEALTH CARE EQUIPMENT & SERVICES | 0 | |||||||||||||||
TOTAL RIGHTS / WARRANTS | 352 | |||||||||||||||
(Cost $337) | ||||||||||||||||
MATURITY | ||||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | |||||||||||||
SHORT-TERM INVESTMENTS - 7.7% | ||||||||||||||||
GOVERNMENT AGENCY DEBT - 2.3% | ||||||||||||||||
$ | 36,000,000 | w | Federal Home Loan Bank (FHLB) | 0.040 | % | 07/01/15 | 36,000 | |||||||||
28,200,000 | w | FHLB | 0.042 | 07/06/15 | 28,200 | |||||||||||
29,700,000 | w | FHLB | 0.070-0.090 | 07/24/15 | 29,700 | |||||||||||
18,000,000 | w | FHLB | 0.055-0.090 | 07/29/15 | 18,000 | |||||||||||
30,000,000 | w | FHLB | 0.070 | 08/12/15 | 29,998 | |||||||||||
50,000,000 | FHLB | 0.050 | 08/17/15 | 49,997 | ||||||||||||
36,000,000 | w | FHLB | 0.090 | 08/21/15 | 35,998 | |||||||||||
9,000,000 | FHLB | 0.063 | 08/26/15 | 8,999 | ||||||||||||
47,000,000 | w | FHLB | 0.085 | 09/09/15 | 46,995 | |||||||||||
20,000,000 | w | Federal National Mortgage Association (FNMA) | 0.135 | 11/25/15 | 19,991 | |||||||||||
13,470,000 | w | FNMA | 0.140 | 12/01/15 | 13,463 | |||||||||||
TOTAL GOVERNMENT AGENCY DEBT | 317,341 | |||||||||||||||
TREASURY DEBT - 2.5% | ||||||||||||||||
5,100,000 | w | United States Treasury Bill | 0.082 | 08/27/15 | 5,100 | |||||||||||
2,000,000 | w | United States Treasury Bill | 0.071 | 09/10/15 | 2,000 | |||||||||||
57,900,000 | w | United States Treasury Bill | 0.095 | 09/24/15 | 57,900 | |||||||||||
86,000,000 | w | United States Treasury Bill | 0.091-0.100 | 10/15/15 | 85,996 | |||||||||||
56,000,000 | w | United States Treasury Bill | 0.079-0.140 | 11/12/15 | 55,992 | |||||||||||
10,000,000 | w | United States Treasury Bill | 0.080 | 12/03/15 | 9,998 | |||||||||||
92,000,000 | w | United States Treasury Bill | 0.080-0.150 | 12/10/15 | 91,979 | |||||||||||
48,000,000 | w | United States Treasury Bill | 0.140 | 01/07/16 | 47,982 | |||||||||||
TOTAL TREASURY DEBT | 356,947 | |||||||||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 2.9% | ||||||||||||||||
GOVERNMENT AGENCY DEBT- 2.9% | ||||||||||||||||
74,500,000 | Federal Home Loan Bank (FHLB) | 0.070-0.075 | 07/08/15 | 74,499 | ||||||||||||
50,000,000 | FHLB | 0.080 | 07/17/15 | 49,998 | ||||||||||||
12,358,000 | FHLB | 0.050 | 07/23/15 | 12,358 | ||||||||||||
117,000,000 | FHLB | 0.050-0.075 | 07/24/15 | 116,994 | ||||||||||||
24,000,000 | FHLB | 0.060 | 08/07/15 | 23,999 | ||||||||||||
50,000,000 | FHLB | 0.070 | 08/12/15 | 49,996 | ||||||||||||
30,000,000 | FHLB | 0.060 | 08/28/15 | 29,997 | ||||||||||||
24,000,000 | FHLB | 0.080 | 09/09/15 | 23,996 | ||||||||||||
20,000,000 | FHLB | 0.105 | 10/14/15 | 19,994 | ||||||||||||
13,000,000 | FHLB | 0.145 | 11/25/15 | 12,992 | ||||||||||||
TOTAL GOVERNMENT AGENCY DEBT | 414,823 |
403 |
COLLEGE RETIREMENT EQUITIES FUND - Social Choice Account
VALUE (000) | ||||||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | $ | 414,823 | ||||||||
TOTAL SHORT-TERM INVESTMENTS | 1,089,111 | |||||||||
(Cost $1,088,999) | ||||||||||
TOTAL INVESTMENTS - 106.7% | 15,008,523 | |||||||||
(Cost $12,678,335) | ||||||||||
OTHER ASSETS & LIABILITIES, NET - (6.7)% | (945,474 | ) | ||||||||
NET ASSETS - 100.0% | $ | 14,063,049 |
Abbreviation(s): | ||
REIT | Real Estate Investment Trust | |
* | Non-income producing | |
^ | Amount represents less than $1,000. | |
e | All or a portion of these securities are out on loan. The aggregate value of securities on loan is $431,226,000. | |
g | Security is exempt from registration under Rule 144(A) of the Securities Act of 1933. Such securities are deemed liquid and may be resold in transactions exempt from registration to qualified institutional buyers. At 6/30/15, the aggregate value of these securities was $673,726,000, or 4.8% 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 rate reflects the rate at period end. | |
j | Zero coupon | |
m | Indicates a security that has been deemed illiquid. | |
w | All or a portion of these securities have been segregated by the custodian to cover collateral requirements on mortgage dollar rolls. | |
Cost amounts are in thousands. |
404 |
COLLEGE RETIREMENT EQUITIES FUND - Money Market Account
COLLEGE RETIREMENT EQUITIES FUND
MONEY MARKET ACCOUNT
SCHEDULE OF INVESTMENTS (unaudited)
June 30, 2015
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
SHORT-TERM INVESTMENTS - 99.9% | ||||||||||||||||
ASSET BACKED - 0.2% | ||||||||||||||||
$ | 20,218,491 | Honda Auto Receivables Owner Trust | 0.240 | % | 02/16/16 | $ | 20,218 | |||||||||
TOTAL ASSET BACKED | 20,218 | |||||||||||||||
CERTIFICATE OF DEPOSIT - 3.7% | ||||||||||||||||
36,000,000 | Banco Del Estado De Chile | 0.210 | 07/08/15 | 36,000 | ||||||||||||
25,000,000 | Banco Del Estado De Chile | 0.210 | 07/14/15 | 25,000 | ||||||||||||
50,000,000 | Banco Del Estado De Chile | 0.210 | 07/20/15 | 50,000 | ||||||||||||
25,000,000 | Banco Del Estado De Chile | 0.210 | 08/21/15 | 25,000 | ||||||||||||
30,000,000 | Banco Del Estado De Chile | 0.230 | 09/16/15 | 30,000 | ||||||||||||
22,000,000 | Banco Del Estado De Chile | 0.230 | 09/17/15 | 22,000 | ||||||||||||
25,000,000 | Canadian Imperial Bank of Commerce | 0.150 | 08/11/15 | 25,000 | ||||||||||||
50,000,000 | Korea Development Bank | 0.180 | 07/21/15 | 50,000 | ||||||||||||
28,630,000 | Oversea-Chinese Banking Corp Ltd | 0.200 | 08/18/15 | 28,630 | ||||||||||||
30,000,000 | Svenska Handelsbanken AB | 0.205 | 08/25/15 | 30,000 | ||||||||||||
50,000,000 | Toronto-Dominion Bank | 0.160 | 07/23/15 | 50,000 | ||||||||||||
50,000,000 | Toronto-Dominion Bank | 0.220 | 10/05/15 | 50,000 | ||||||||||||
TOTAL CERTIFICATE OF DEPOSIT | 421,630 | |||||||||||||||
COMMERCIAL PAPER - 42.3% | ||||||||||||||||
37,590,000 | American Honda Finance Corp | 0.120-0.125 | 07/07/15 | 37,589 | ||||||||||||
30,000,000 | American Honda Finance Corp | 0.150 | 07/22/15 | 29,997 | ||||||||||||
20,000,000 | y | Apple, Inc | 0.100 | 07/07/15 | 20,000 | |||||||||||
25,000,000 | y | Apple, Inc | 0.100 | 07/10/15 | 24,999 | |||||||||||
44,100,000 | y | Apple, Inc | 0.105-0.110 | 07/16/15 | 44,098 | |||||||||||
35,950,000 | y | Apple, Inc | 0.115 | 08/05/15 | 35,946 | |||||||||||
45,000,000 | y | Australia & New Zealand Banking Group Ltd | 0.150 | 07/30/15 | 44,995 | |||||||||||
13,000,000 | y | Australia & New Zealand Banking Group Ltd | 0.360 | 12/17/15 | 12,978 | |||||||||||
25,000,000 | y | Bank of Nova Scotia | 0.290 | 10/20/15 | 24,978 | |||||||||||
43,100,000 | Bank of Tokyo-Mitsubishi UFJ Ltd | 0.100-0.150 | 07/01/15 | 43,100 | ||||||||||||
25,000,000 | Bank of Tokyo-Mitsubishi UFJ Ltd | 0.100 | 07/02/15 | 25,000 | ||||||||||||
20,000,000 | Bank of Tokyo-Mitsubishi UFJ Ltd | 0.165 | 07/10/15 | 19,999 | ||||||||||||
15,000,000 | Bank of Tokyo-Mitsubishi UFJ Ltd | 0.130 | 07/16/15 | 14,999 | ||||||||||||
39,590,000 | y | Bedford Row Funding Corp | 0.140-0.260 | 08/03/15 | 39,581 | |||||||||||
12,435,000 | y | Chevron Corp | 0.090 | 07/14/15 | 12,435 | |||||||||||
20,000,000 | y | Chevron Corp | 0.100 | 08/10/15 | 19,998 | |||||||||||
26,440,000 | y | Chevron Corp | 0.100 | 09/16/15 | 26,434 | |||||||||||
4,400,000 | y | Ciesco LLC | 0.200 | 08/06/15 | 4,399 | |||||||||||
44,430,000 | y | Ciesco LLC | 0.200-0.210 | 09/14/15 | 44,411 | |||||||||||
14,390,000 | y | Ciesco LLC | 0.410 | 12/16/15 | 14,362 | |||||||||||
20,605,000 | y | Coca-Cola Co | 0.110 | 07/09/15 | 20,604 | |||||||||||
16,385,000 | y | Coca-Cola Co | 0.110 | 07/10/15 | 16,385 | |||||||||||
20,590,000 | y | Coca-Cola Co | 0.100-0.110 | 08/21/15 | 20,587 | |||||||||||
53,000,000 | y | Commonwealth Bank of Australia | 0.155-0.160 | 08/10/15 | 52,991 | |||||||||||
35,000,000 | y | Commonwealth Bank of Australia | 0.160-0.165 | 08/17/15 | 34,992 | |||||||||||
37,820,000 | y | Commonwealth Bank of Australia | 0.165 | 08/18/15 | 37,812 |
405 |
COLLEGE RETIREMENT EQUITIES FUND - Money Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 3,600,000 | y | Commonwealth Bank of Australia | 0.170 | % | 08/19/15 | $ | 3,599 | ||||||||
11,000,000 | y | Commonwealth Bank of Australia | 0.175 | 08/28/15 | 10,997 | |||||||||||
33,720,000 | y | Commonwealth Bank of Australia | 0.240-0.245 | 10/02/15 | 33,699 | |||||||||||
50,000,000 | y | DBS Bank Ltd | 0.150 | 07/13/15 | 49,997 | |||||||||||
30,000,000 | y | DBS Bank Ltd | 0.155 | 07/17/15 | 29,998 | |||||||||||
25,000,000 | y | DBS Bank Ltd | 0.170 | 08/04/15 | 24,996 | |||||||||||
20,000,000 | y | DBS Bank Ltd | 0.165 | 08/10/15 | 19,996 | |||||||||||
30,000,000 | y | DBS Bank Ltd | 0.180 | 08/19/15 | 29,993 | |||||||||||
16,220,000 | y | DBS Bank Ltd | 0.190-0.210 | 08/21/15 | 16,216 | |||||||||||
20,000,000 | y | DBS Bank Ltd | 0.190 | 08/25/15 | 19,994 | |||||||||||
11,885,000 | y | DBS Bank Ltd | 0.210 | 09/02/15 | 11,881 | |||||||||||
40,000,000 | Exxon Mobil Corp | 0.090 | 07/07/15 | 39,999 | ||||||||||||
50,000,000 | Exxon Mobil Corp | 0.100 | 07/21/15 | 49,997 | ||||||||||||
40,000,000 | Exxon Mobil Corp | 0.105 | 07/27/15 | 39,997 | ||||||||||||
55,000,000 | Exxon Mobil Corp | 0.090-0.105 | 08/17/15 | 54,993 | ||||||||||||
20,000,000 | Exxon Mobil Corp | 0.105 | 08/21/15 | 19,997 | ||||||||||||
50,000,000 | Exxon Mobil Corp | 0.100 | 08/24/15 | 49,993 | ||||||||||||
30,000,000 | Exxon Mobil Corp | 0.100 | 08/25/15 | 29,995 | ||||||||||||
15,000,000 | Exxon Mobil Corp | 0.125 | 09/22/15 | 14,996 | ||||||||||||
17,100,000 | Exxon Mobil Corp | 0.110 | 09/23/15 | 17,096 | ||||||||||||
42,836,000 | y | Fairway Finance LLC | 0.200-0.230 | 07/07/15 | 42,834 | |||||||||||
10,000,000 | y | Fairway Finance LLC | 0.240 | 08/05/15 | 9,998 | |||||||||||
30,000,000 | y | Fairway Finance LLC | 0.180 | 08/24/15 | 29,992 | |||||||||||
25,000,000 | y | Fairway Finance LLC | 0.210 | 09/10/15 | 24,990 | |||||||||||
15,000,000 | y | Fairway Finance LLC | 0.210 | 09/21/15 | 14,993 | |||||||||||
10,000,000 | y | Fairway Finance LLC | 0.270 | 11/05/15 | 9,990 | |||||||||||
50,000,000 | General Electric Capital Corp | 0.100 | 07/09/15 | 49,999 | ||||||||||||
11,800,000 | General Electric Capital Corp | 0.230-0.240 | 08/04/15 | 11,797 | ||||||||||||
50,000,000 | General Electric Capital Corp | 0.170 | 08/31/15 | 49,985 | ||||||||||||
25,000,000 | General Electric Capital Corp | 0.190 | 09/10/15 | 24,991 | ||||||||||||
25,000,000 | General Electric Capital Corp | 0.210 | 09/23/15 | 24,988 | ||||||||||||
24,000,000 | General Electric Capital Corp | 0.180 | 09/24/15 | 23,990 | ||||||||||||
20,000,000 | General Electric Capital Corp | 0.320 | 10/14/15 | 19,981 | ||||||||||||
7,250,000 | General Electric Capital Corp | 1.000 | 12/11/15 | 7,269 | ||||||||||||
2,520,000 | y | Hydro-Quebec | 0.100 | 07/06/15 | 2,520 | |||||||||||
73,435,000 | y | Hydro-Quebec | 0.130 | 08/13/15 | 73,424 | |||||||||||
50,000,000 | y | Hydro-Quebec | 0.130 | 08/26/15 | 49,990 | |||||||||||
45,000,000 | y | Hydro-Quebec | 0.140-0.150 | 09/15/15 | 44,986 | |||||||||||
30,000,000 | y | Johnson & Johnson | 0.080 | 08/06/15 | 29,998 | |||||||||||
47,000,000 | y | Johnson & Johnson | 0.100 | 08/11/15 | 46,995 | |||||||||||
50,000,000 | y | Johnson & Johnson | 0.100 | 09/14/15 | 49,989 | |||||||||||
10,100,000 | y | Jupiter Securitization Co LLC | 0.340 | 11/30/15 | 10,086 | |||||||||||
1,680,000 | y | Jupiter Securitization Co LLC | 0.370 | 12/07/15 | 1,677 | |||||||||||
9,040,000 | y | Jupiter Securitization Co LLC | 0.380 | 12/08/15 | 9,025 | |||||||||||
31,460,000 | y | Kimberly-Clark Corp | 0.100 | 07/28/15 | 31,458 | |||||||||||
10,000,000 | Korea Development Bank | 0.150 | 07/16/15 | 9,999 | ||||||||||||
20,000,000 | Korea Development Bank | 0.210 | 07/17/15 | 19,998 | ||||||||||||
3,050,000 | Korea Development Bank | 0.210 | 07/28/15 | 3,050 | ||||||||||||
30,000,000 | Korea Development Bank | 0.180 | 08/13/15 | 29,994 | ||||||||||||
30,000,000 | Korea Development Bank | 0.180 | 08/18/15 | 29,993 | ||||||||||||
25,000,000 | y | Liberty Street Funding LLC | 0.165 | 07/09/15 | 24,999 | |||||||||||
30,000,000 | y | Liberty Street Funding LLC | 0.190 | 07/21/15 | 29,997 |
406 |
COLLEGE RETIREMENT EQUITIES FUND - Money Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 31,473,000 | y | Liberty Street Funding LLC | 0.150 | % | 07/27/15 | $ | 31,470 | ||||||||
26,000,000 | y | Liberty Street Funding LLC | 0.200 | 09/21/15 | 25,988 | |||||||||||
14,045,000 | y | Mitsubishi UFJ Trust & Banking Corp | 0.160 | 07/09/15 | 14,044 | |||||||||||
25,000,000 | y | Mitsubishi UFJ Trust & Banking Corp | 0.165 | 07/28/15 | 24,997 | |||||||||||
40,000,000 | y | National Australia Bank Ltd | 0.140 | 07/13/15 | 39,998 | |||||||||||
23,000,000 | y | National Australia Bank Ltd | 0.140 | 07/14/15 | 22,999 | |||||||||||
55,000,000 | y | National Australia Bank Ltd | 0.140 | 07/28/15 | 54,994 | |||||||||||
25,000,000 | y | National Australia Bank Ltd | 0.160 | 08/03/15 | 24,996 | |||||||||||
27,000,000 | y | National Australia Bank Ltd | 0.160 | 08/12/15 | 26,995 | |||||||||||
20,000,000 | y | National Australia Bank Ltd | 0.170 | 08/25/15 | 19,995 | |||||||||||
50,000,000 | y | National Australia Bank Ltd | 0.190 | 09/01/15 | 49,984 | |||||||||||
16,700,000 | National Rural Utilities Cooperative Finance Corp | 0.110 | 07/09/15 | 16,700 | ||||||||||||
44,900,000 | y | Nestle Capital Corp | 0.110-0.140 | 07/08/15 | 44,899 | |||||||||||
20,000,000 | y | Nestle Capital Corp | 0.130 | 08/10/15 | 19,997 | |||||||||||
31,750,000 | y | Nestle Capital Corp | 0.100-0.135 | 08/11/15 | 31,746 | |||||||||||
36,350,000 | y | Nestle Capital Corp | 0.130 | 08/19/15 | 36,344 | |||||||||||
27,000,000 | y | Nestle Capital Corp | 0.095 | 09/03/15 | 26,995 | |||||||||||
16,600,000 | y | Nestle Capital Corp | 0.130 | 09/14/15 | 16,596 | |||||||||||
20,000,000 | y | Nestle Capital Corp | 0.120 | 09/23/15 | 19,994 | |||||||||||
12,520,000 | y | Nordea Bank AB | 0.210 | 09/02/15 | 12,515 | |||||||||||
34,000,000 | y | Novartis Finance Corp | 0.110-0.130 | 07/10/15 | 33,999 | |||||||||||
14,500,000 | y | Novartis Finance Corp | 0.110 | 07/13/15 | 14,499 | |||||||||||
43,000,000 | y | Novartis Finance Corp | 0.130 | 07/14/15 | 42,998 | |||||||||||
5,000,000 | y | Novartis Finance Corp | 0.150 | 08/11/15 | 4,999 | |||||||||||
8,500,000 | y | Novartis Finance Corp | 0.130 | 08/12/15 | 8,499 | |||||||||||
7,500,000 | y | Novartis Finance Corp | 0.210 | 11/04/15 | 7,495 | |||||||||||
17,500,000 | y | Old Line Funding LLC | 0.200 | 07/15/15 | 17,499 | |||||||||||
31,465,000 | y | Old Line Funding LLC | 0.200 | 07/16/15 | 31,462 | |||||||||||
30,000,000 | y | Old Line Funding LLC | 0.150 | 07/20/15 | 29,998 | |||||||||||
9,249,000 | y | Old Line Funding LLC | 0.200 | 07/27/15 | 9,248 | |||||||||||
3,200,000 | y | Old Line Funding LLC | 0.200 | 07/28/15 | 3,199 | |||||||||||
10,857,000 | y | Old Line Funding LLC | 0.280 | 08/03/15 | 10,854 | |||||||||||
3,500,000 | y | Old Line Funding LLC | 0.280 | 09/02/15 | 3,498 | |||||||||||
25,000,000 | y | Old Line Funding LLC | 0.180 | 09/03/15 | 24,992 | |||||||||||
20,000,000 | y | Old Line Funding LLC | 0.280 | 09/10/15 | 19,989 | |||||||||||
17,156,000 | y | Old Line Funding LLC | 0.200 | 09/16/15 | 17,149 | |||||||||||
15,000,000 | y | Old Line Funding LLC | 0.210 | 09/18/15 | 14,993 | |||||||||||
18,000,000 | y | Old Line Funding LLC | 0.210 | 09/25/15 | 17,991 | |||||||||||
3,000,000 | y | Old Line Funding LLC | 0.300 | 10/08/15 | 2,997 | |||||||||||
26,170,000 | Oversea-Chinese Banking Corp Ltd | 0.200 | 07/23/15 | 26,167 | ||||||||||||
40,200,000 | Oversea-Chinese Banking Corp Ltd | 0.205 | 08/03/15 | 40,192 | ||||||||||||
5,000,000 | Oversea-Chinese Banking Corp Ltd | 0.200 | 08/07/15 | 4,999 | ||||||||||||
30,000,000 | Oversea-Chinese Banking Corp Ltd | 0.195 | 08/19/15 | 29,992 | ||||||||||||
30,000,000 | Oversea-Chinese Banking Corp Ltd | 0.215 | 09/09/15 | 29,988 | ||||||||||||
8,000,000 | PACCAR Financial Corp | 0.110 | 07/09/15 | 8,000 | ||||||||||||
19,000,000 | PACCAR Financial Corp | 0.140 | 07/13/15 | 18,999 | ||||||||||||
15,000,000 | PACCAR Financial Corp | 0.120 | 07/14/15 | 14,999 | ||||||||||||
13,700,000 | PACCAR Financial Corp | 0.110 | 07/16/15 | 13,699 | ||||||||||||
27,300,000 | PACCAR Financial Corp | 0.100-0.115 | 07/17/15 | 27,299 | ||||||||||||
9,700,000 | PACCAR Financial Corp | 0.140 | 07/27/15 | 9,699 | ||||||||||||
4,315,000 | PACCAR Financial Corp | 0.150 | 08/17/15 | 4,314 | ||||||||||||
8,072,000 | PACCAR Financial Corp | 0.150 | 09/16/15 | 8,069 | ||||||||||||
9,115,000 | Province of British Columbia Canada | 0.100 | 07/16/15 | 9,115 |
407 |
COLLEGE RETIREMENT EQUITIES FUND - Money Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 8,480,000 | Province of British Columbia Canada | 0.150 | % | 08/17/15 | $ | 8,478 | |||||||||
41,000,000 | Province of British Columbia Canada | 0.103-0.105 | 08/20/15 | 40,994 | ||||||||||||
20,000,000 | Province of British Columbia Canada | 0.150 | 10/23/15 | 19,990 | ||||||||||||
50,000,000 | Province of Ontario Canada | 0.100 | 07/02/15 | 50,000 | ||||||||||||
48,550,000 | Province of Ontario Canada | 0.100 | 07/30/15 | 48,546 | ||||||||||||
32,350,000 | Province of Ontario Canada | 0.100 | 07/31/15 | 32,347 | ||||||||||||
79,585,000 | Province of Ontario Canada | 0.100-0.110 | 08/04/15 | 79,577 | ||||||||||||
27,240,000 | Province of Ontario Canada | 0.130 | 08/11/15 | 27,236 | ||||||||||||
19,551,000 | Province of Ontario Canada | 0.140 | 08/27/15 | 19,547 | ||||||||||||
16,996,000 | Province of Ontario Canada | 0.140 | 09/29/15 | 16,990 | ||||||||||||
25,000,000 | y | Province of Quebec Canada | 0.120 | 07/21/15 | 24,998 | |||||||||||
50,000,000 | y | Province of Quebec Canada | 0.130 | 08/27/15 | 49,990 | |||||||||||
30,000,000 | y | Province of Quebec Canada | 0.130 | 09/08/15 | 29,993 | |||||||||||
24,000,000 | y | Province of Quebec Canada | 0.130 | 09/17/15 | 23,993 | |||||||||||
38,000,000 | y | PSP Capital, Inc | 0.140-0.180 | 07/06/15 | 37,999 | |||||||||||
16,000,000 | y | PSP Capital, Inc | 0.150 | 07/07/15 | 15,999 | |||||||||||
20,000,000 | y | PSP Capital, Inc | 0.160 | 07/13/15 | 19,999 | |||||||||||
35,000,000 | y | PSP Capital, Inc | 0.160 | 07/16/15 | 34,998 | |||||||||||
21,000,000 | y | PSP Capital, Inc | 0.165 | 07/23/15 | 20,998 | |||||||||||
40,000,000 | y | PSP Capital, Inc | 0.155 | 07/30/15 | 39,995 | |||||||||||
19,700,000 | y | PSP Capital, Inc | 0.190 | 09/10/15 | 19,693 | |||||||||||
20,000,000 | y | PSP Capital, Inc | 0.160 | 09/17/15 | 19,993 | |||||||||||
25,000,000 | y | Roche Holdings, Inc | 0.085 | 07/27/15 | 24,999 | |||||||||||
70,000,000 | y | Roche Holdings, Inc | 0.100 | 07/28/15 | 69,995 | |||||||||||
25,000,000 | y | Roche Holdings, Inc | 0.100 | 08/07/15 | 24,997 | |||||||||||
25,000,000 | y | Roche Holdings, Inc | 0.090 | 08/13/15 | 24,997 | |||||||||||
25,000,000 | y | Roche Holdings, Inc | 0.100 | 08/18/15 | 24,997 | |||||||||||
31,860,000 | y | Roche Holdings, Inc | 0.110 | 08/20/15 | 31,855 | |||||||||||
20,000,000 | Royal Bank of Canada | 0.140 | 09/22/15 | 19,994 | ||||||||||||
20,000,000 | Royal Bank of Canada | 0.140 | 09/25/15 | 19,993 | ||||||||||||
30,000,000 | y | Svenska Handelsbanken AB | 0.195 | 08/17/15 | 29,992 | |||||||||||
30,000,000 | y | Svenska Handelsbanken AB | 0.190 | 08/18/15 | 29,992 | |||||||||||
30,000,000 | y | Svenska Handelsbanken AB | 0.200 | 08/27/15 | 29,991 | |||||||||||
47,210,000 | y | Svenska Handelsbanken AB | 0.220 | 09/18/15 | 47,187 | |||||||||||
8,000,000 | y | Thunder Bay Funding LLC | 0.290 | 09/04/15 | 7,996 | |||||||||||
50,000,000 | y | Toronto-Dominion Holdings USA, Inc | 0.175 | 07/02/15 | 50,000 | |||||||||||
25,000,000 | y | Toronto-Dominion Holdings USA, Inc | 0.200 | 07/13/15 | 24,998 | |||||||||||
22,000,000 | y | Toronto-Dominion Holdings USA, Inc | 0.180 | 09/03/15 | 21,993 | |||||||||||
22,000,000 | y | Toronto-Dominion Holdings USA, Inc | 0.200 | 09/09/15 | 21,991 | |||||||||||
20,000,000 | y | Toronto-Dominion Holdings USA, Inc | 0.170 | 09/17/15 | 19,993 | |||||||||||
30,000,000 | Toyota Motor Credit Corp | 0.130 | 07/09/15 | 29,999 | ||||||||||||
50,000,000 | Toyota Motor Credit Corp | 0.120 | 07/20/15 | 49,997 | ||||||||||||
35,000,000 | Toyota Motor Credit Corp | 0.120 | 07/21/15 | 34,998 | ||||||||||||
25,000,000 | Toyota Motor Credit Corp | 0.170 | 08/28/15 | 24,993 | ||||||||||||
15,000,000 | y | Unilever Capital Corp | 0.090 | 07/13/15 | 15,000 | |||||||||||
23,300,000 | y | United Overseas Bank Ltd | 0.245-0.250 | 08/26/15 | 23,291 | |||||||||||
32,620,000 | y | United Overseas Bank Ltd | 0.255-0.260 | 09/08/15 | 32,604 | |||||||||||
30,000,000 | y | United Overseas Bank Ltd | 0.250 | 10/09/15 | 29,979 | |||||||||||
25,000,000 | y | United Overseas Bank Ltd | 0.300 | 11/16/15 | 24,971 | |||||||||||
47,000,000 | y | Wal-Mart Stores, Inc | 0.110 | 07/31/15 | 46,996 | |||||||||||
27,000,000 | y | Westpac Banking Corp | 0.200 | 09/08/15 | 26,990 | |||||||||||
TOTAL COMMERCIAL PAPER | 4,808,339 |
408 |
COLLEGE RETIREMENT EQUITIES FUND - Money Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
CORPORATE DEBT - 0.2% | ||||||||||||||||
$ | 24,000,000 | General Electric Co | 0.850 | % | 10/09/15 | $ | 24,035 | |||||||||
TOTAL CORPORATE DEBT | 24,035 | |||||||||||||||
GOVERNMENT AGENCY DEBT - 25.7% | ||||||||||||||||
20,000,000 | Federal Farm Credit Bank (FFCB) | 0.080 | 09/16/15 | 19,997 | ||||||||||||
20,000,000 | FFCB | 0.080 | 09/28/15 | 19,996 | ||||||||||||
78,122,000 | Federal Home Loan Bank (FHLB) | 0.053-0.080 | 07/01/15 | 78,122 | ||||||||||||
106,569,000 | FHLB | 0.075-0.086 | 07/06/15 | 106,568 | ||||||||||||
92,000,000 | FHLB | 0.075-0.088 | 07/08/15 | 91,998 | ||||||||||||
55,000,000 | FHLB | 0.065-0.085 | 07/10/15 | 54,999 | ||||||||||||
50,045,000 | FHLB | 0.050-0.088 | 07/14/15 | 50,044 | ||||||||||||
23,870,000 | FHLB | 0.075 | 07/15/15 | 23,869 | ||||||||||||
18,000,000 | FHLB | 0.077 | 07/16/15 | 17,999 | ||||||||||||
79,140,000 | FHLB | 0.065-0.105 | 07/17/15 | 79,137 | ||||||||||||
4,653,000 | FHLB | 0.075 | 07/20/15 | 4,653 | ||||||||||||
139,000,000 | FHLB | 0.075-0.083 | 07/22/15 | 138,993 | ||||||||||||
148,550,000 | FHLB | 0.045-0.130 | 07/24/15 | 148,542 | ||||||||||||
165,426,000 | FHLB | 0.045-0.090 | 07/29/15 | 165,416 | ||||||||||||
2,900,000 | FHLB | 0.084 | 07/31/15 | 2,900 | ||||||||||||
102,100,000 | FHLB | 0.060-0.092 | 08/05/15 | 102,092 | ||||||||||||
157,760,000 | FHLB | 0.040-0.135 | 08/07/15 | 157,748 | ||||||||||||
30,000,000 | FHLB | 0.080 | 08/11/15 | 29,997 | ||||||||||||
112,416,000 | FHLB | 0.048-0.097 | 08/12/15 | 112,405 | ||||||||||||
2,300,000 | FHLB | 0.065 | 08/13/15 | 2,300 | ||||||||||||
155,200,000 | FHLB | 0.058-0.098 | 08/14/15 | 155,186 | ||||||||||||
27,930,000 | FHLB | 0.055-0.060 | 08/17/15 | 27,928 | ||||||||||||
4,850,000 | FHLB | 0.060 | 08/18/15 | 4,850 | ||||||||||||
38,320,000 | FHLB | 0.068-0.100 | 08/19/15 | 38,315 | ||||||||||||
98,800,000 | FHLB | 0.065-0.095 | 08/21/15 | 98,790 | ||||||||||||
3,500,000 | FHLB | 0.080 | 08/24/15 | 3,500 | ||||||||||||
83,472,000 | FHLB | 0.067-0.093 | 08/26/15 | 83,462 | ||||||||||||
25,000,000 | FHLB | 0.045 | 08/27/15 | 24,998 | ||||||||||||
132,315,000 | FHLB | 0.063-0.083 | 08/28/15 | 132,300 | ||||||||||||
58,980,000 | FHLB | 0.065-0.135 | 09/02/15 | 58,971 | ||||||||||||
103,750,000 | FHLB | 0.065-0.090 | 09/04/15 | 103,734 | ||||||||||||
13,600,000 | FHLB | 0.080-0.085 | 09/08/15 | 13,598 | ||||||||||||
18,200,000 | FHLB | 0.080-0.085 | 09/09/15 | 18,197 | ||||||||||||
21,600,000 | FHLB | 0.090-0.092 | 09/15/15 | 21,596 | ||||||||||||
8,033,000 | FHLB | 0.075-0.089 | 09/16/15 | 8,032 | ||||||||||||
13,151,000 | FHLB | 0.080-0.085 | 09/17/15 | 13,149 | ||||||||||||
96,590,000 | FHLB | 0.083-0.088 | 09/18/15 | 96,572 | ||||||||||||
59,950,000 | FHLB | 0.082-0.090 | 09/23/15 | 59,938 | ||||||||||||
18,000,000 | FHLB | 0.090 | 09/25/15 | 17,996 | ||||||||||||
1,400,000 | FHLB | 0.110 | 10/02/15 | 1,400 | ||||||||||||
1,500,000 | FHLB | 0.125 | 10/07/15 | 1,499 | ||||||||||||
19,070,000 | FHLB | 0.100 | 10/21/15 | 19,064 | ||||||||||||
1,615,000 | FHLB | 0.150 | 11/18/15 | 1,614 | ||||||||||||
15,400,000 | Federal Home Loan Mortgage Corp (FHLMC) | 0.070 | 07/06/15 | 15,400 | ||||||||||||
8,319,000 | FHLMC | 0.065-0.085 | 07/10/15 | 8,319 | ||||||||||||
3,000,000 | FHLMC | 0.070 | 07/13/15 | 3,000 | ||||||||||||
6,079,000 | FHLMC | 0.075-0.100 | 07/14/15 | 6,079 |
409 |
COLLEGE RETIREMENT EQUITIES FUND - Money Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 1,900,000 | FHLMC | 0.070 | % | 07/24/15 | $ | 1,900 | |||||||||
34,300,000 | FHLMC | 0.050-0.079 | 07/27/15 | 34,298 | ||||||||||||
15,000,000 | FHLMC | 0.060 | 08/05/15 | 14,999 | ||||||||||||
3,000,000 | FHLMC | 0.100 | 08/06/15 | 3,000 | ||||||||||||
10,000,000 | FHLMC | 0.065 | 08/07/15 | 9,999 | ||||||||||||
4,200,000 | FHLMC | 0.075 | 08/10/15 | 4,200 | ||||||||||||
425,000 | FHLMC | 0.085 | 08/14/15 | 425 | ||||||||||||
6,500,000 | FHLMC | 0.073 | 08/20/15 | 6,499 | ||||||||||||
21,783,000 | FHLMC | 0.119-0.125 | 08/21/15 | 21,779 | ||||||||||||
12,000,000 | FHLMC | 0.073 | 09/01/15 | 11,998 | ||||||||||||
8,300,000 | FHLMC | 0.080 | 09/09/15 | 8,299 | ||||||||||||
20,000,000 | FHLMC | 0.170 | 09/11/15 | 19,993 | ||||||||||||
20,453,000 | FHLMC | 0.120-0.128 | 10/20/15 | 20,445 | ||||||||||||
5,000,000 | FHLMC | 0.140 | 11/03/15 | 4,998 | ||||||||||||
20,550,000 | FHLMC | 0.240-0.260 | 11/16/15 | 20,530 | ||||||||||||
17,810,000 | FHLMC | 0.160 | 12/28/15 | 17,796 | ||||||||||||
38,173,000 | Federal National Mortgage Association (FNMA) | 0.090 | 07/01/15 | 38,173 | ||||||||||||
8,800,000 | FNMA | 0.068 | 07/08/15 | 8,800 | ||||||||||||
5,005,000 | FNMA | 0.080 | 07/17/15 | 5,005 | ||||||||||||
2,500,000 | FNMA | 0.085 | 07/22/15 | 2,500 | ||||||||||||
1,595,000 | FNMA | 0.055 | 07/30/15 | 1,595 | ||||||||||||
17,780,000 | FNMA | 0.065 | 08/03/15 | 17,779 | ||||||||||||
10,000,000 | FNMA | 0.055 | 08/04/15 | 9,999 | ||||||||||||
31,000,000 | FNMA | 0.082 | 08/12/15 | 30,997 | ||||||||||||
20,000,000 | FNMA | 0.110 | 08/17/15 | 19,997 | ||||||||||||
20,000,000 | FNMA | 0.060 | 08/26/15 | 19,998 | ||||||||||||
16,082,000 | FNMA | 0.065-0.070 | 09/02/15 | 16,080 | ||||||||||||
20,000,000 | FNMA | 0.075 | 09/11/15 | 19,997 | ||||||||||||
40,000,000 | FNMA | 0.065 | 09/14/15 | 39,994 | ||||||||||||
25,000,000 | FNMA | 0.060 | 09/18/15 | 24,997 | ||||||||||||
13,000,000 | FNMA | 0.150 | 12/30/15 | 12,990 | ||||||||||||
3,000,000 | FNMA | 0.150 | 01/05/16 | 2,998 | ||||||||||||
TOTAL GOVERNMENT AGENCY DEBT | 2,918,319 | |||||||||||||||
TREASURY DEBT - 16.1% | ||||||||||||||||
25,445,000 | United States Treasury Bill | 0.041-0.074 | 07/02/15 | 25,445 | ||||||||||||
40,400,000 | United States Treasury Bill | 0.031-0.061 | 07/23/15 | 40,399 | ||||||||||||
10,000,000 | United States Treasury Bill | 0.056 | 08/06/15 | 9,999 | ||||||||||||
20,000,000 | United States Treasury Bill | 0.071-0.081 | 08/13/15 | 19,998 | ||||||||||||
80,000,000 | United States Treasury Bill | 0.060-0.101 | 08/20/15 | 79,991 | ||||||||||||
29,005,000 | United States Treasury Bill | 0.067-0.082 | 08/27/15 | 29,002 | ||||||||||||
21,480,000 | United States Treasury Bill | 0.026-0.076 | 09/03/15 | 21,478 | ||||||||||||
30,000,000 | United States Treasury Bill | 0.071-0.072 | 09/10/15 | 29,996 | ||||||||||||
10,000,000 | United States Treasury Bill | 0.028 | 09/17/15 | 9,999 | ||||||||||||
10,045,000 | United States Treasury Bill | 0.063-0.113 | 09/24/15 | 10,042 | ||||||||||||
10,000,000 | United States Treasury Bill | 0.101 | 10/01/15 | 9,997 | ||||||||||||
11,805,000 | United States Treasury Bill | 0.026-0.047 | 10/08/15 | 11,804 | ||||||||||||
45,000,000 | United States Treasury Bill | 0.087-0.090 | 10/22/15 | 44,988 | ||||||||||||
45,000,000 | United States Treasury Bill | 0.046-0.079 | 11/05/15 | 44,990 | ||||||||||||
75,000,000 | United States Treasury Bill | 0.057-0.160 | 11/12/15 | 74,977 | ||||||||||||
10,000,000 | United States Treasury Bill | 0.088 | 11/27/15 | 9,996 | ||||||||||||
10,000,000 | United States Treasury Bill | 0.041-0.076 | 12/10/15 | 9,997 | ||||||||||||
19,775,000 | United States Treasury Bill | 0.035-0.081 | 12/17/15 | 19,770 |
410 |
COLLEGE RETIREMENT EQUITIES FUND - Money Market Account
MATURITY | VALUE | |||||||||||||||
PRINCIPAL | ISSUER | RATE | DATE | (000) | ||||||||||||
$ | 20,000,000 | United States Treasury Bill | 0.061-0.071 | % | 12/24/15 | $ | 19,994 | |||||||||
30,000,000 | United States Treasury Bill | 0.108-0.150 | 01/07/16 | 29,980 | ||||||||||||
20,000,000 | United States Treasury Bill | 0.196-0.198 | 02/04/16 | 19,976 | ||||||||||||
140,000,000 | United States Treasury Note | 0.250 | 07/15/15 | 140,006 | ||||||||||||
86,420,000 | United States Treasury Note | 0.250 | 07/31/15 | 86,431 | ||||||||||||
100,000,000 | United States Treasury Note | 0.375 | 08/31/15 | 100,036 | ||||||||||||
76,995,000 | United States Treasury Note | 0.250 | 09/15/15 | 77,017 | ||||||||||||
90,300,000 | United States Treasury Note | 0.250 | 09/30/15 | 90,329 | ||||||||||||
100,000,000 | United States Treasury Note | 0.250 | 10/15/15 | 100,020 | ||||||||||||
41,305,000 | United States Treasury Note | 0.375 | 11/15/15 | 41,348 | ||||||||||||
100,000,000 | United States Treasury Note | 0.250 | 11/30/15 | 100,040 | ||||||||||||
88,295,000 | United States Treasury Note | 0.250 | 12/15/15 | 88,328 | ||||||||||||
25,000,000 | United States Treasury Note | 0.250 | 12/31/15 | 25,007 | ||||||||||||
100,000,000 | United States Treasury Note | 0.375 | 01/15/16 | 100,106 | ||||||||||||
25,000,000 | United States Treasury Note | 0.375 | 02/15/16 | 25,034 | ||||||||||||
100,000,000 | United States Treasury Note | 0.250 | 02/29/16 | 100,027 | ||||||||||||
75,000,000 | United States Treasury Note | 0.375 | 03/15/16 | 75,056 | ||||||||||||
86,030,000 | United States Treasury Note | 0.375 | 03/31/16 | 86,116 | ||||||||||||
15,000,000 | United States Treasury Note | 0.250 | 04/15/16 | 14,997 | ||||||||||||
9,990,000 | United States Treasury Note | 0.500 | 06/15/16 | 10,007 | ||||||||||||
TOTAL TREASURY DEBT | 1,832,723 | |||||||||||||||
VARIABLE RATE SECURITIES - 11.7% | ||||||||||||||||
54,500,000 | i | Federal Farm Credit Bank (FFCB) | 0.200 | 08/10/15 | 54,502 | |||||||||||
50,000,000 | i | FFCB | 0.185 | 09/09/15 | 50,000 | |||||||||||
45,000,000 | i | FFCB | 0.250 | 09/21/15 | 45,007 | |||||||||||
65,000,000 | i | FFCB | 0.140 | 10/01/15 | 64,998 | |||||||||||
50,000,000 | i | FFCB | 0.145 | 11/04/15 | 49,998 | |||||||||||
70,000,000 | i | FFCB | 0.200 | 01/13/16 | 70,000 | |||||||||||
60,100,000 | i | FFCB | 0.250 | 02/01/16 | 60,125 | |||||||||||
20,000,000 | i | FFCB | 0.140 | 03/29/16 | 19,994 | |||||||||||
50,000,000 | i | FFCB | 0.157 | 04/21/16 | 49,994 | |||||||||||
36,000,000 | i | FFCB | 0.280 | 06/09/16 | 36,033 | |||||||||||
45,000,000 | i | FFCB | 0.170 | 06/23/16 | 44,991 | |||||||||||
150,000,000 | i | FFCB | 0.155 | 08/10/16 | 149,972 | |||||||||||
50,000,000 | i | FFCB | 0.167 | 08/24/16 | 49,983 | |||||||||||
10,000,000 | i | FFCB | 0.208 | 10/11/16 | 10,002 | |||||||||||
120,000,000 | i | FFCB | 0.167 | 01/24/17 | 119,991 | |||||||||||
76,000,000 | i | FFCB | 0.184 | 03/02/17 | 76,000 | |||||||||||
20,000,000 | i | Federal Home Loan Bank (FHLB) | 0.220 | 08/14/15 | 20,001 | |||||||||||
50,000,000 | i | FHLB | 0.200 | 08/19/15 | 50,000 | |||||||||||
40,000,000 | i | FHLB | 0.149 | 11/27/15 | 39,999 | |||||||||||
50,000,000 | i | Federal Home Loan Mortgage Corp (FHLMC) | 0.182 | 07/21/16 | 49,994 | |||||||||||
50,000,000 | i | FHLMC | 0.191 | 01/13/17 | 49,992 | |||||||||||
21,497,000 | i | Federal National Mortgage Association (FNMA) | 0.206 | 08/15/16 | 21,505 | |||||||||||
50,000,000 | i | General Electric Capital Corp | 0.256 | 12/29/15 | 50,000 | |||||||||||
50,000,000 | i | Wells Fargo Bank NA | 0.320 | 10/06/15 | 50,000 | |||||||||||
50,000,000 | i | Wells Fargo Bank NA | 0.330 | 03/10/16 | 50,000 | |||||||||||
TOTAL VARIABLE RATE SECURITIES | 1,333,081 |
411 |
COLLEGE RETIREMENT EQUITIES FUND - Money Market Account
VALUE | ||||||||||||||||
(000) | ||||||||||||||||
TOTAL SHORT-TERM INVESTMENTS | $ | 11,358,345 | ||||||||||||||
(Cost $11,358,345) | ||||||||||||||||
TOTAL INVESTMENTS - 99.9% | 11,358,345 | |||||||||||||||
(Cost $11,358,345) | ||||||||||||||||
OTHER ASSETS & LIABILITIES, NET - 0.1% | 7,416 | |||||||||||||||
NET ASSETS - 100.0% | $ | 11,365,761 |
i | Floating or variable rate security. Coupon rate reflects the rate at period end. | |
y | Security exempt from registration under Section 4(2) of the Securities Act of 1933. Such securities are deemed liquid and may be resold in transactions exempt from registration only to dealers in that program or other “accredited investors.” At 6/30/2015, the aggregate value of these securities was $3,228,648,000, or 28.4% of net assets. | |
Cost amounts are in thousands. |
412 |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There were no material changes to the procedures by which shareholders may recommend nominees to the Registrant’s Board of Trustees.
Item 11. Controls and Procedures.
(a) An evaluation was performed within 90 days of the filing date of the report under the supervision of the Registrant’s management, including the principal executive officer and principal financial officer, of the effectiveness of the design and operation of the Registrant’s disclosure controls and procedures. Based on that evaluation, the Registrant’s management, including the principal executive officer and principal financial officer, concluded that the Registrant’s disclosure controls and procedures were effective for this semi-annual reporting period.
(b) There were no changes in the Registrant’s internal control over financial reporting that occurred during the Registrant’s semi-annual period covered by this report that materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.
Item 12. Exhibits.
12(a)(2)(i) Section 302 certification of the principal executive officer
12(a)(2)(ii) Section 302 certification of the principal financial officer
12(b) Section 906 certification of principal executive officer and principal financial officer
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
COLLEGE RETIREMENT EQUITIES FUND | ||||
Date: | August 6, 2015 | By: | /s/ Robert G. Leary | |
Robert G. Leary | ||||
President and Principal Executive Officer |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.
Date: | August 6, 2015 | By: | /s/ Robert G. Leary | |
Robert G. Leary | ||||
President and Principal Executive Officer (principal executive officer) |
Date: | August 6, 2015 | By: | /s/ Virginia M. Wilson | |
Virginia M. Wilson | ||||
Executive Vice President, Chief Financial Officer and Principal Accounting Officer (principal financial officer) |
EXHIBIT INDEX
Item 12. Exhibits.
12(a)(2)(i) Section 302 certification of the principal executive officer
12(a)(2)(ii) Section 302 certification of the principal financial officer
12(b) Section 906 certification of principal executive officer and principal financial officer