0001752724-20-080306.txt : 20200427 0001752724-20-080306.hdr.sgml : 20200427 20200427143047 ACCESSION NUMBER: 0001752724-20-080306 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200229 FILED AS OF DATE: 20200427 PERIOD START: 20200531 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-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-09301 FILM NUMBER: 20819336 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 S000026504 TIAA-CREF Lifecycle Index 2030 Fund C000079536 Institutional Class TLHIX C000079537 Premier Class TLHPX C000079538 Retirement Class TLHRX C000162583 Advisor Class TLHHX NPORT-P 1 primary_doc.xml NPORT-P false 0001084380 XXXXXXXX S000026504 C000079536 C000079538 C000079537 C000162583 TIAA-CREF Funds 811-09301 0001084380 549300L8R42TEBN5NG46 730 Third Avenue New York 10017 800-842-2733 TIAA-CREF Lifecycle Index 2030 Fund S000026504 549300YJYOMZP2VKUM24 2020-05-31 2020-02-29 N 3982919788.00 696665.00 3982223123.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2624097.00000000 N TIAA-CREF Inflation Linked Bond Fund 549300IMCW5W9RAP7S77 TIAA-CREF Inflation-Linked Bond Fund 87245P379 6542001.74700000 NS USD 76868520.53000000 1.930291652570 Long EC RF US N 1 N N N TIAA-CREF International Equity Index Fund 5493007QRNHFHVDGR653 TIAA-CREF International Equity Index Fund 87245P239 30385575.75600000 NS USD 547244219.37000000 13.74217873954 Long EC RF US N 1 N N N TIAA-CREF Short-Term Bond Index Fund 549300E0IN3FTX4VOO07 TIAA-CREF Short-Term Bond Index Fund 87245P353 7615662.70100000 NS USD 76918193.28000000 1.931539014872 Long EC RF US N 1 N N N TIAA-CREF Emerging Markets Equity Index Fund 5493004RD24327BLFY59 TIAA-CREF Emerging Markets Equity Index Fund 87245P247 22077314.67500000 NS USD 231811804.09000000 5.821165638638 Long EC RF US N 1 N N N TIAA-CREF Equity Index Fund 5493008XKF5QLPMT8X42 TIAA-CREF Equity Index Fund 87245P296 83425317.04900000 NS USD 1786136038.02000000 44.85273634477 Long EC RF US N 1 N N N TIAA-Cref Bond Index Fund NCAWRAP0DM0YEWRNTR48 TIAA-CREF Bond Index Fund 87245P411 109522732.96900000 NS USD 1258416201.81000000 31.60084613395 Long EC RF US N 1 N N N 2020-02-29 TIAA-CREF Funds E. Scott Wickerham E. Scott Wickerham Funds Treasurer XXXX NPORT-EX 2 c95491_nportex.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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—99.6%a
       
FIXED INCOME—40.7%     
 17,226,337   TIAA-CREF Bond Index Fund  $197,930,615 
     TOTAL FIXED INCOME   197,930,615 
           
INFLATION-PROTECTED ASSETS—10.1%     
 4,172,289   TIAA-CREF Inflation-Linked Bond Fund   49,024,398 
     TOTAL INFLATION-PROTECTED ASSETS   49,024,398 
           
INTERNATIONAL EQUITY—11.7%     
 1,612,436   TIAA-CREF Emerging Markets Equity Index Fund   16,930,577 
 2,213,994   TIAA-CREF International Equity Index Fund   39,874,038 
     TOTAL INTERNATIONAL EQUITY   56,804,615 
           
SHORT-TERM FIXED INCOME—10.1%     
 4,859,048   TIAA-CREF Short-Term Bond Index Fund   49,076,388 
     TOTAL SHORT-TERM FIXED INCOME   49,076,388 
           
U.S. EQUITY—27.0%     
 6,138,525   TIAA-CREF Equity Index Fund   131,425,820 
     TOTAL U.S. EQUITY   131,425,820 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   484,261,836 
     (Cost $447,624,684)     
           
     TOTAL INVESTMENTS—99.6%   484,261,836 
     (Cost $447,624,684)     
     OTHER ASSETS & LIABILITIES, NET—0.4%   1,723,244 
     NET ASSETS—100.0%  $485,985,080 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—100.1%a
       
FIXED INCOME—40.7%     
 18,613,851   TIAA-CREF Bond Index Fund  $213,873,152 
     TOTAL FIXED INCOME   213,873,152 
           
INFLATION-PROTECTED ASSETS—10.0%     
 4,452,034   TIAA-CREF Inflation-Linked Bond Fund   52,311,395 
     TOTAL INFLATION-PROTECTED ASSETS   52,311,395 
           
INTERNATIONAL EQUITY—11.9%     
 1,768,967   TIAA-CREF Emerging Markets Equity Index Fund   18,574,154 
 2,427,220   TIAA-CREF International Equity Index Fund   43,714,239 
     TOTAL INTERNATIONAL EQUITY   62,288,393 
           
SHORT-TERM FIXED INCOME—10.0%     
 5,184,834   TIAA-CREF Short-Term Bond Index Fund   52,366,821 
     TOTAL SHORT-TERM FIXED INCOME   52,366,821 
           
U.S. EQUITY—27.5%     
 6,737,164   TIAA-CREF Equity Index Fund   144,242,679 
     TOTAL U.S. EQUITY   144,242,679 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   525,082,440 
     (Cost $450,736,798)     
           
     TOTAL INVESTMENTS—100.1%   525,082,440 
     (Cost $450,736,798)     
     OTHER ASSETS & LIABILITIES, NET—(0.1)%   (364,405)
     NET ASSETS—100.0%  $524,718,035 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—99.9%a
       
FIXED INCOME—39.9%
 35,565,914   TIAA-CREF Bond Index Fund  $408,652,356 
     TOTAL FIXED INCOME   408,652,356 
           
INFLATION-PROTECTED ASSETS—8.0%     
 6,950,840   TIAA-CREF Inflation-Linked Bond Fund   81,672,369 
     TOTAL INFLATION-PROTECTED ASSETS   81,672,369 
           
INTERNATIONAL EQUITY—13.3%     
 3,860,948   TIAA-CREF Emerging Markets Equity Index Fund   40,539,950 
 5,309,288   TIAA-CREF International Equity Index Fund   95,620,273 
     TOTAL INTERNATIONAL EQUITY   136,160,223 
           
SHORT-TERM FIXED INCOME—8.0%     
 8,096,515   TIAA-CREF Short-Term Bond Index Fund   81,774,797 
     TOTAL SHORT-TERM FIXED INCOME   81,774,797 
           
U.S. EQUITY—30.7%     
 14,685,474   TIAA-CREF Equity Index Fund   314,415,992 
     TOTAL U.S. EQUITY   314,415,992 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   1,022,675,737 
     (Cost $875,783,777)     
           
     TOTAL INVESTMENTS—99.9%   1,022,675,737 
     (Cost $875,783,777)     
     OTHER ASSETS & LIABILITIES, NET—0.1%   591,241 
     NET ASSETS—100.0%  $1,023,266,978 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—99.9%a
       
FIXED INCOME—38.6%
 91,950,592   TIAA-CREF Bond Index Fund  $1,056,512,305 
     TOTAL FIXED INCOME   1,056,512,305 
           
INFLATION-PROTECTED ASSETS—6.0%     
 13,825,440   TIAA-CREF Inflation-Linked Bond Fund   162,448,924 
     TOTAL INFLATION-PROTECTED ASSETS   162,448,924 
           
INTERNATIONAL EQUITY—14.9%     
 11,511,139   TIAA-CREF Emerging Markets Equity Index Fund   120,866,955 
 15,812,906   TIAA-CREF International Equity Index Fund   284,790,436 
     TOTAL INTERNATIONAL EQUITY   405,657,391 
           
SHORT-TERM FIXED INCOME—6.0%     
 16,102,343   TIAA-CREF Short-Term Bond Index Fund   162,633,667 
     TOTAL SHORT-TERM FIXED INCOME   162,633,667 
           
U.S. EQUITY—34.4%     
 43,794,293   TIAA-CREF Equity Index Fund   937,635,803 
     TOTAL U.S. EQUITY   937,635,803 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   2,724,888,090 
     (Cost $2,408,800,902)     
           
     TOTAL INVESTMENTS—99.9%   2,724,888,090 
     (Cost $2,408,800,902)     
     OTHER ASSETS & LIABILITIES, NET—0.1%   3,111,262 
     NET ASSETS—100.0%  $2,727,999,352 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—100.3%a
       
FIXED INCOME—34.9%
 113,294,678   TIAA-CREF Bond Index Fund  $1,301,755,851 
     TOTAL FIXED INCOME   1,301,755,851 
           
INFLATION-PROTECTED ASSETS—3.9%     
 12,548,319   TIAA-CREF Inflation-Linked Bond Fund   147,442,746 
     TOTAL INFLATION-PROTECTED ASSETS   147,442,746 
           
INTERNATIONAL EQUITY—17.3%     
 18,399,639   TIAA-CREF Emerging Markets Equity Index Fund   193,196,212 
 25,256,965   TIAA-CREF International Equity Index Fund   454,877,932 
     TOTAL INTERNATIONAL EQUITY   648,074,144 
           
SHORT-TERM FIXED INCOME—4.0%     
 14,622,770   TIAA-CREF Short-Term Bond Index Fund   147,689,979 
     TOTAL SHORT-TERM FIXED INCOME   147,689,979 
           
U.S. EQUITY—40.2%     
 70,025,263   TIAA-CREF Equity Index Fund   1,499,240,884 
     TOTAL U.S. EQUITY   1,499,240,884 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   3,744,203,604 
     (Cost $3,365,705,228)     
           
     TOTAL INVESTMENTS—100.3%   3,744,203,604 
     (Cost $3,365,705,228)     
     OTHER ASSETS & LIABILITIES, NET—(0.3)%   (10,604,674)
     NET ASSETS—100.0%  $3,733,598,930 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—100.0%a
       
FIXED INCOME—30.8%
 106,899,346   TIAA-CREF Bond Index Fund  $1,228,273,489 
     TOTAL FIXED INCOME   1,228,273,489 
           
INFLATION-PROTECTED ASSETS—1.9%     
 6,454,112   TIAA-CREF Inflation-Linked Bond Fund   75,835,811 
     TOTAL INFLATION-PROTECTED ASSETS   75,835,811 
           
INTERNATIONAL EQUITY—19.7%     
 22,374,688   TIAA-CREF Emerging Markets Equity Index Fund   234,934,221 
 30,705,415   TIAA-CREF International Equity Index Fund   553,004,516 
     TOTAL INTERNATIONAL EQUITY   787,938,737 
           
SHORT-TERM FIXED INCOME—1.9%     
 7,519,027   TIAA-CREF Short-Term Bond Index Fund   75,942,169 
     TOTAL SHORT-TERM FIXED INCOME   75,942,169 
           
U.S. EQUITY—45.7%     
 85,144,878   TIAA-CREF Equity Index Fund   1,822,951,845 
     TOTAL U.S. EQUITY   1,822,951,845 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   3,990,942,051 
     (Cost $3,578,724,931)     
           
     TOTAL INVESTMENTS—100.0%   3,990,942,051 
     (Cost $3,578,724,931)     
     OTHER ASSETS & LIABILITIES, NET—0.0%   1,368,796 
     NET ASSETS—100.0%  $3,992,310,847 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—99.9%a
       
FIXED INCOME—26.4%
 82,670,570   TIAA-CREF Bond Index Fund  $949,884,844 
     TOTAL FIXED INCOME   949,884,844 
           
INTERNATIONAL EQUITY—22.2%     
 22,711,075   TIAA-CREF Emerging Markets Equity Index Fund   238,466,288 
 31,102,259   TIAA-CREF International Equity Index Fund   560,151,681 
     TOTAL INTERNATIONAL EQUITY   798,617,969 
           
U.S. EQUITY—51.3%     
 86,306,387   TIAA-CREF Equity Index Fund   1,847,819,752 
     TOTAL U.S. EQUITY   1,847,819,752 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   3,596,322,565 
     (Cost $3,192,919,265)     
           
     TOTAL INVESTMENTS—99.9%   3,596,322,565 
     (Cost $3,192,919,265)     
     OTHER ASSETS & LIABILITIES, NET—0.1%   3,752,663 
     NET ASSETS—100.0%  $3,600,075,228 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—99.9%a
       
FIXED INCOME—18.2%
 58,567,915   TIAA-CREF Bond Index Fund  $672,945,340 
     TOTAL FIXED INCOME   672,945,340 
           
INTERNATIONAL EQUITY—24.6%     
 25,930,105   TIAA-CREF Emerging Markets Equity Index Fund   272,266,101 
 35,577,617   TIAA-CREF International Equity Index Fund   640,752,881 
     TOTAL INTERNATIONAL EQUITY   913,018,982 
           
U.S. EQUITY—57.1%     
 98,716,732   TIAA-CREF Equity Index Fund   2,113,525,232 
     TOTAL U.S. EQUITY   2,113,525,232 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   3,699,489,554 
     (Cost $3,239,217,337)     
           
     TOTAL INVESTMENTS—99.9%   3,699,489,554 
     (Cost $3,239,217,337)     
     OTHER ASSETS & LIABILITIES, NET—0.1%   4,878,209 
     NET ASSETS—100.0%  $3,704,367,763 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—99.8%a
       
FIXED INCOME—10.3%
 22,862,708   TIAA-CREF Bond Index Fund  $262,692,517 
     TOTAL FIXED INCOME   262,692,517 
           
INTERNATIONAL EQUITY—27.0%     
 19,417,569   TIAA-CREF Emerging Markets Equity Index Fund   203,884,472 
 26,575,021   TIAA-CREF International Equity Index Fund   478,616,136 
     TOTAL INTERNATIONAL EQUITY   682,500,608 
           
U.S. EQUITY—62.5%     
 73,801,129   TIAA-CREF Equity Index Fund   1,580,082,169 
     TOTAL U.S. EQUITY   1,580,082,169 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   2,525,275,294 
     (Cost $2,283,615,875)     
           
     TOTAL INVESTMENTS—99.8%   2,525,275,294 
     (Cost $2,283,615,875)     
     OTHER ASSETS & LIABILITIES, NET—0.2%   4,267,219 
     NET ASSETS—100.0%  $2,529,542,513 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—99.9%a
       
FIXED INCOME—9.1%
 15,640,557   TIAA-CREF Bond Index Fund  $179,709,997 
     TOTAL FIXED INCOME   179,709,997 
           
INTERNATIONAL EQUITY—27.4%     
 15,396,738   TIAA-CREF Emerging Markets Equity Index Fund   161,665,748 
 21,076,706   TIAA-CREF International Equity Index Fund   379,591,480 
     TOTAL INTERNATIONAL EQUITY   541,257,228 
           
U.S. EQUITY—63.4%     
 58,506,045   TIAA-CREF Equity Index Fund   1,252,614,414 
     TOTAL U.S. EQUITY   1,252,614,414 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   1,973,581,639 
     (Cost $1,806,432,849)     
           
     TOTAL INVESTMENTS—99.9%   1,973,581,639 
     (Cost $1,806,432,849)     
     OTHER ASSETS & LIABILITIES, NET—0.1%   2,641,703 
     NET ASSETS—100.0%  $1,976,223,342 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—99.7%a
       
FIXED INCOME—7.8%
 6,129,744   TIAA-CREF Bond Index Fund  $70,430,755 
     TOTAL FIXED INCOME   70,430,755 
           
INTERNATIONAL EQUITY—27.7%     
 7,148,985   TIAA-CREF Emerging Markets Equity Index Fund   75,064,340 
 9,786,101   TIAA-CREF International Equity Index Fund   176,247,676 
     TOTAL INTERNATIONAL EQUITY   251,312,016 
           
U.S. EQUITY—64.2%     
 27,149,144   TIAA-CREF Equity Index Fund   581,263,179 
     TOTAL U.S. EQUITY   581,263,179 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   903,005,950 
     (Cost $857,447,734)     
           
     TOTAL INVESTMENTS—99.7%   903,005,950 
     (Cost $857,447,734)     
     OTHER ASSETS & LIABILITIES, NET—0.3%   3,168,856 
     NET ASSETS—100.0%  $906,174,806 
           
aThe 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)
February 29, 2020
       
SHARES  SECURITY  VALUE
       
AFFILIATED INVESTMENT COMPANIES—99.6%a
       
FIXED INCOME—6.5%
 1,508,524   TIAA-CREF Bond Index Fund  $17,332,943 
     TOTAL FIXED INCOME   17,332,943 
           
INTERNATIONAL EQUITY—28.1%     
 2,141,728   TIAA-CREF Emerging Markets Equity Index Fund   22,488,149 
 2,938,432   TIAA-CREF International Equity Index Fund   52,921,159 
     TOTAL INTERNATIONAL EQUITY   75,409,308 
           
U.S. EQUITY—65.0%     
 8,139,017   TIAA-CREF Equity Index Fund   174,256,344 
     TOTAL U.S. EQUITY   174,256,344 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   266,998,595 
     (Cost $263,213,014)     
           
     TOTAL INVESTMENTS—99.6%   266,998,595 
     (Cost $263,213,014)     
     OTHER ASSETS & LIABILITIES, NET—0.4%   1,016,880 
     NET ASSETS—100.0%  $268,015,475 
           
aThe 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 February 29, 2020, all of the investments in the Funds were valued based on Level 1 inputs.

 

 

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