0001752724-19-150743.txt : 20191025 0001752724-19-150743.hdr.sgml : 20191025 20191025142440 ACCESSION NUMBER: 0001752724-19-150743 CONFORMED SUBMISSION TYPE: NPORT-EX PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190831 FILED AS OF DATE: 20191025 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TIAA-CREF FUNDS CENTRAL INDEX KEY: 0001084380 IRS NUMBER: 134055167 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-EX SEC ACT: 1940 Act SEC FILE NUMBER: 811-09301 FILM NUMBER: 191169332 BUSINESS ADDRESS: STREET 1: 730 THIRD AVE. CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2129166746 MAIL ADDRESS: STREET 1: 730 THIRD AVE. CITY: NEW YORK STATE: NY ZIP: 10017 FORMER COMPANY: FORMER CONFORMED NAME: TIAA CREF INSTITUTIONAL MUTUAL FUNDS DATE OF NAME CHANGE: 19990415 0001084380 S000031926 TIAA-CREF Lifecycle Index 2055 Fund C000099413 Retirement Class TTIRX C000099414 Institutional Class TTIIX C000099415 Premier Class TTIPX C000162590 Advisor Class TTIHX ACCESSION NUMBER: 0001752724-19-148993 NPORT-EX 1 c94293_nportex_xwnkn4am.htm

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index Retirement Income Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX RETIREMENT INCOME FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
         
AFFILIATED INVESTMENT COMPANIES - 99.7%a
         
FIXED INCOME - 40.1%
 14,507,438   TIAA-CREF Bond Index Fund  $163,498,827 
     TOTAL FIXED INCOME   163,498,827 
           
INFLATION-PROTECTED ASSETS - 10.0%
 3,484,620   TIAA-CREF Inflation-Linked Bond Fund   40,595,828 
     TOTAL INFLATION-PROTECTED ASSETS   40,595,828 
           
INTERNATIONAL EQUITY - 11.9%
 1,315,459   TIAA-CREF Emerging Markets Equity Index Fund   13,720,237 
 1,876,080   TIAA-CREF International Equity Index Fund   34,838,802 
     TOTAL INTERNATIONAL EQUITY   48,559,039 
           
SHORT-TERM FIXED INCOME - 10.0%
 4,044,291   TIAA-CREF Short-Term Bond Index Fund   40,523,791 
     TOTAL SHORT-TERM FIXED INCOME   40,523,791 
           
U.S. EQUITY - 27.7%
 5,256,655   TIAA-CREF Equity Index Fund   112,860,382 
     TOTAL U.S. EQUITY   112,860,382 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   406,037,867 
     (Cost $371,724,003)     
           
     TOTAL INVESTMENTS - 99.7%   406,037,867 
     (Cost $371,724,003)     
     OTHER ASSETS & LIABILITIES, NET - 0.3%   1,304,710 
     NET ASSETS - 100.0%  $407,342,577 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
1

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2010 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2010 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
 
AFFILIATED INVESTMENT COMPANIES - 99.9%a
         
FIXED INCOME - 40.2%
 16,860,081   TIAA-CREF Bond Index Fund  $190,013,114 
     TOTAL FIXED INCOME   190,013,114 
           
INFLATION-PROTECTED ASSETS - 9.7%
 3,925,155   TIAA-CREF Inflation-Linked Bond Fund   45,728,061 
     TOTAL INFLATION-PROTECTED ASSETS   45,728,061 
           
INTERNATIONAL EQUITY - 12.1%
 1,544,012   TIAA-CREF Emerging Markets Equity Index Fund   16,104,044 
 2,218,271   TIAA-CREF International Equity Index Fund   41,193,290 
     TOTAL INTERNATIONAL EQUITY   57,297,334 
           
SHORT-TERM FIXED INCOME - 9.6%
 4,547,944   TIAA-CREF Short-Term Bond Index Fund   45,570,402 
     TOTAL SHORT-TERM FIXED INCOME   45,570,402 
           
U.S. EQUITY - 28.3%
 6,221,105   TIAA-CREF Equity Index Fund   133,567,122 
     TOTAL U.S. EQUITY   133,567,122 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   472,176,033 
     (Cost $401,045,192)     
           
     TOTAL INVESTMENTS - 99.9%   472,176,033 
     (Cost $401,045,192)     
     OTHER ASSETS & LIABILITIES, NET - 0.1%   352,770 
     NET ASSETS - 100.0%  $472,528,803 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
2

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2015 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2015 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
 
AFFILIATED INVESTMENT COMPANIES - 99.9%a
         
FIXED INCOME - 39.3%
 32,308,297   TIAA-CREF Bond Index Fund  $364,114,503 
     TOTAL FIXED INCOME   364,114,503 
           
INFLATION-PROTECTED ASSETS - 7.7%
 6,117,568   TIAA-CREF Inflation-Linked Bond Fund   71,269,670 
     TOTAL INFLATION-PROTECTED ASSETS   71,269,670 
           
INTERNATIONAL EQUITY - 13.6%
 3,421,913   TIAA-CREF Emerging Markets Equity Index Fund   35,690,554 
 4,903,033   TIAA-CREF International Equity Index Fund   91,049,327 
     TOTAL INTERNATIONAL EQUITY   126,739,881 
           
SHORT-TERM FIXED INCOME - 7.6%
 7,089,350   TIAA-CREF Short-Term Bond Index Fund   71,035,283 
     TOTAL SHORT-TERM FIXED INCOME   71,035,283 
           
U.S. EQUITY - 31.7%
 13,741,628   TIAA-CREF Equity Index Fund   295,032,747 
     TOTAL U.S. EQUITY   295,032,747 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   928,192,084 
     (Cost $786,418,842)     
           
     TOTAL INVESTMENTS - 99.9%   928,192,084 
     (Cost $786,418,842)     
     OTHER ASSETS & LIABILITIES, NET - 0.1%   1,379,828 
     NET ASSETS - 100.0%  $929,571,912 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
3

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2020 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2020 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
 
AFFILIATED INVESTMENT COMPANIES - 99.7%a
         
FIXED INCOME - 37.7%
 79,570,286   TIAA-CREF Bond Index Fund  $896,757,122 
     TOTAL FIXED INCOME   896,757,122 
           
INFLATION-PROTECTED ASSETS - 5.7%
 11,579,527   TIAA-CREF Inflation-Linked Bond Fund   134,901,488 
     TOTAL INFLATION-PROTECTED ASSETS   134,901,488 
           
INTERNATIONAL EQUITY - 15.2%
 9,837,361   TIAA-CREF Emerging Markets Equity Index Fund   102,603,670 
 14,035,372   TIAA-CREF International Equity Index Fund   260,636,858 
     TOTAL INTERNATIONAL EQUITY   363,240,528 
           
SHORT-TERM FIXED INCOME - 5.6%
 13,416,463   TIAA-CREF Short-Term Bond Index Fund   134,432,963 
     TOTAL SHORT-TERM FIXED INCOME   134,432,963 
           
U.S. EQUITY - 35.5%
 39,402,400   TIAA-CREF Equity Index Fund   845,969,519 
     TOTAL U.S. EQUITY   845,969,519 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   2,375,301,620 
     (Cost $2,068,711,952)     
           
     TOTAL INVESTMENTS - 99.7%   2,375,301,620 
     (Cost $2,068,711,952)     
     OTHER ASSETS & LIABILITIES, NET - 0.3%   8,171,449 
     NET ASSETS - 100.0%  $2,383,473,069 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
4

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2025 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2025 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
     
AFFILIATED INVESTMENT COMPANIES - 99.8%a    
         
FIXED INCOME - 33.7%
 93,476,237   TIAA-CREF Bond Index Fund  $1,053,477,186 
     TOTAL FIXED INCOME   1,053,477,186 
           
INFLATION-PROTECTED ASSETS - 3.7%
 9,843,560   TIAA-CREF Inflation-Linked Bond Fund   114,677,478 
     TOTAL INFLATION-PROTECTED ASSETS   114,677,478 
           
INTERNATIONAL EQUITY - 17.7%
 14,977,147   TIAA-CREF Emerging Markets Equity Index Fund   156,211,646 
 21,317,211   TIAA-CREF International Equity Index Fund   395,860,615 
     TOTAL INTERNATIONAL EQUITY   552,072,261 
           
SHORT-TERM FIXED INCOME - 3.6%
 11,404,704   TIAA-CREF Short-Term Bond Index Fund   114,275,131 
     TOTAL SHORT-TERM FIXED INCOME   114,275,131 
           
U.S. EQUITY - 41.1%
 59,929,498   TIAA-CREF Equity Index Fund   1,286,686,329 
     TOTAL U.S. EQUITY   1,286,686,329 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   3,121,188,385 
     (Cost $2,740,979,666)     
           
     TOTAL INVESTMENTS - 99.8%   3,121,188,385 
     (Cost $2,740,979,666)     
     OTHER ASSETS & LIABILITIES, NET - 0.2%   5,280,443 
     NET ASSETS - 100.0%  $3,126,468,828 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
5

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2030 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2030 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
 
AFFILIATED INVESTMENT COMPANIES - 99.8%a
         
FIXED INCOME - 29.7%
 87,442,778   TIAA-CREF Bond Index Fund  $985,480,104 
     TOTAL FIXED INCOME   985,480,104 
           
INFLATION-PROTECTED ASSETS - 1.7%
 4,730,205   TIAA-CREF Inflation-Linked Bond Fund   55,106,892 
     TOTAL INFLATION-PROTECTED ASSETS   55,106,892 
           
INTERNATIONAL EQUITY - 20.1%
 18,058,245   TIAA-CREF Emerging Markets Equity Index Fund   188,347,491 
 25,730,838   TIAA-CREF International Equity Index Fund   477,821,661 
     TOTAL INTERNATIONAL EQUITY   666,169,152 
           
SHORT-TERM FIXED INCOME - 1.6%
 5,484,193   TIAA-CREF Short-Term Bond Index Fund   54,951,610 
     TOTAL SHORT-TERM FIXED INCOME   54,951,610 
           
U.S. EQUITY - 46.7%
 72,280,774   TIAA-CREF Equity Index Fund   1,551,868,210 
     TOTAL U.S. EQUITY   1,551,868,210 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   3,313,575,968 
     (Cost $2,887,343,952)     
           
     TOTAL INVESTMENTS - 99.8%   3,313,575,968 
     (Cost $2,887,343,952)     
     OTHER ASSETS & LIABILITIES, NET - 0.2%   8,306,443 
     NET ASSETS - 100.0%  $3,321,882,411 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
6

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2035 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2035 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
 
AFFILIATED INVESTMENT COMPANIES - 99.8%a
         
FIXED INCOME - 25.0%
 66,411,519   TIAA-CREF Bond Index Fund  $748,457,824 
     TOTAL FIXED INCOME   748,457,824 
           
INTERNATIONAL EQUITY - 22.5%
 18,281,963   TIAA-CREF Emerging Markets Equity Index Fund   190,680,878 
 26,023,600   TIAA-CREF International Equity Index Fund   483,258,255 
     TOTAL INTERNATIONAL EQUITY   673,939,133 
           
U.S. EQUITY - 52.3%
 73,140,013   TIAA-CREF Equity Index Fund   1,570,316,089 
     TOTAL U.S. EQUITY   1,570,316,089 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   2,992,713,046 
     (Cost $2,566,849,641)     
           
     TOTAL INVESTMENTS - 99.8%   2,992,713,046 
     (Cost $2,566,849,641)     
     OTHER ASSETS & LIABILITIES, NET - 0.2%   6,320,353 
     NET ASSETS - 100.0%  $2,999,033,399 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
7

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2040 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2040 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
         
AFFILIATED INVESTMENT COMPANIES - 99.7%a
           
FIXED INCOME - 16.8%     
 47,254,828   TIAA-CREF Bond Index Fund  $532,561,908 
     TOTAL FIXED INCOME   532,561,908 
           
INTERNATIONAL EQUITY - 24.9%     
 21,313,190   TIAA-CREF Emerging Markets Equity Index Fund   222,296,575 
 30,379,031   TIAA-CREF International Equity Index Fund   564,138,603 
     TOTAL INTERNATIONAL EQUITY   786,435,178 
           
U.S. EQUITY - 58.0%     
 85,283,260   TIAA-CREF Equity Index Fund   1,831,031,595 
     TOTAL U.S. EQUITY   1,831,031,595 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   3,150,028,681 
     (Cost $2,657,833,489)     
           
     TOTAL INVESTMENTS - 99.7%   3,150,028,681 
     (Cost $2,657,833,489)     
     OTHER ASSETS & LIABILITIES, NET - 0.3%   8,752,994 
     NET ASSETS - 100.0%  $3,158,781,675 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
8

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2045 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2045 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
         
AFFILIATED INVESTMENT COMPANIES - 99.8%a     
           
FIXED INCOME - 10.0%     
 18,576,349   TIAA-CREF Bond Index Fund  $209,355,450 
     TOTAL FIXED INCOME   209,355,450 
           
INTERNATIONAL EQUITY - 27.0%     
 15,399,076   TIAA-CREF Emerging Markets Equity Index Fund   160,612,361 
 21,923,034   TIAA-CREF International Equity Index Fund   407,110,739 
     TOTAL INTERNATIONAL EQUITY   567,723,100 
           
U.S. EQUITY - 62.8%     
 61,553,308   TIAA-CREF Equity Index Fund   1,321,549,527 
     TOTAL U.S. EQUITY   1,321,549,527 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   2,098,628,077 
     (Cost $1,822,670,838)     
           
     TOTAL INVESTMENTS - 99.8%   2,098,628,077 
     (Cost $1,822,670,838)     
     OTHER ASSETS & LIABILITIES, NET - 0.2%   3,546,670 
     NET ASSETS - 100.0%  $2,102,174,747 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
9

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2050 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2050 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
           
AFFILIATED INVESTMENT COMPANIES - 99.7%a     
           
FIXED INCOME - 8.7%     
 12,504,472   TIAA-CREF Bond Index Fund  $140,925,396 
     TOTAL FIXED INCOME   140,925,396 
           
INTERNATIONAL EQUITY - 27.4%     
 12,053,609   TIAA-CREF Emerging Markets Equity Index Fund   125,719,139 
 17,163,915   TIAA-CREF International Equity Index Fund   318,733,908 
     TOTAL INTERNATIONAL EQUITY   444,453,047 
           
U.S. EQUITY - 63.6%     
 48,167,299   TIAA-CREF Equity Index Fund   1,034,151,918 
     TOTAL U.S. EQUITY   1,034,151,918 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   1,619,530,361 
     (Cost $1,423,390,278)     
           
     TOTAL INVESTMENTS - 99.7%   1,619,530,361 
     (Cost $1,423,390,278)     
     OTHER ASSETS & LIABILITIES, NET - 0.3%   4,643,474 
     NET ASSETS - 100.0%  $1,624,173,835 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
10

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2055 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2055 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
         
AFFILIATED INVESTMENT COMPANIES - 99.8%a   
         
FIXED INCOME - 7.4%     
 4,560,648   TIAA-CREF Bond Index Fund  $51,398,503 
     TOTAL FIXED INCOME   51,398,503 
           
INTERNATIONAL EQUITY - 27.8%     
 5,221,261   TIAA-CREF Emerging Markets Equity Index Fund   54,457,748 
 7,430,061   TIAA-CREF International Equity Index Fund   137,976,239 
     TOTAL INTERNATIONAL EQUITY   192,433,987 
           
U.S. EQUITY - 64.6%     
 20,860,044   TIAA-CREF Equity Index Fund   447,865,137 
     TOTAL U.S. EQUITY   447,865,137 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   691,697,627 
     (Cost $629,042,819)     
           
     TOTAL INVESTMENTS - 99.8%   691,697,627 
     (Cost $629,042,819)     
     OTHER ASSETS & LIABILITIES, NET - 0.2%   1,707,112 
     NET ASSETS - 100.0%  $693,404,739 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
11

TIAA-CREF LIFECYCLE INDEX FUNDS – Lifecycle Index 2060 Fund

 

TIAA-CREF LIFECYCLE INDEX FUNDS

LIFECYCLE INDEX 2060 FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2019

 

SHARES   SECURITY  VALUE 
         
AFFILIATED INVESTMENT COMPANIES - 99.5%a     
           
FIXED INCOME - 6.1%     
 990,667   TIAA-CREF Bond Index Fund  $11,164,821 
     TOTAL FIXED INCOME   11,164,821 
           
INTERNATIONAL EQUITY - 28.1%     
 1,393,350   TIAA-CREF Emerging Markets Equity Index Fund   14,532,642 
 1,983,561   TIAA-CREF International Equity Index Fund   36,834,726 
     TOTAL INTERNATIONAL EQUITY   51,367,368 
           
U.S. EQUITY - 65.3%     
 5,557,648   TIAA-CREF Equity Index Fund   119,322,705 
     TOTAL U.S. EQUITY   119,322,705 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   181,854,894 
     (Cost $171,299,128)     
           
     TOTAL INVESTMENTS - 99.5%   181,854,894 
     (Cost $171,299,128)     
     OTHER ASSETS & LIABILITIES, NET - 0.5%   904,077 
     NET ASSETS - 100.0%  $182,758,971 

 

 

 

a The Fund invests its assets in Class W shares of the affiliated TIAA-CREF Funds.
12

TIAA-CREF Lifecycle Index Funds – Notes to Schedules of Investments (unaudited)

 

Organization and significant accounting policies

 

Part F of Form N-PORT was prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“Commission”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report. For a full set of financial statement notes, please refer to the most recently filed annual or semiannual report.

 

Valuation of investments

 

Portfolio investments are valued at fair value utilizing various valuation methods approved by the Board of Trustees (“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 Funds’ 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 as Level 3. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

 

Investments in registered investment companies: These investments are valued at their net asset value on the valuation date. These investments are categorized as Level 1 of the fair value hierarchy.

 

As of August 31, 2019, all of the investments in the Funds were valued based on Level 1 inputs.

13