NPORT-EX 2 c100509_LS_nport-ex.htm

TIAA-CREF LIFESTYLE FUNDS – Lifestyle Income Fund

 

TIAA-CREF LIFESTYLE FUNDS

LIFESTYLE INCOME FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2020

 

SHARES   SECURITY  VALUE 
         
AFFILIATED INVESTMENT COMPANIES—100.1%a     
           
FIXED INCOME—39.8%     
 1,519,477   TIAA-CREF Core Bond Fund  $16,881,394 
 1,522,818   TIAA-CREF Core Plus Bond Fund   16,888,049 
     TOTAL FIXED INCOME   33,769,443 
           
INTERNATIONAL EQUITY—6.1%     
 83,079   TIAA-CREF Emerging Markets Equity Fund   1,032,678 
 120,967   TIAA-CREF International Equity Fund   1,395,962 
 60,651   TIAA-CREF International Opportunities Fund   985,583 
 151,885   TIAA-CREF Quant International Equity Fund   1,087,496 
 69,026   TIAA-CREF Quant International Small-Cap Equity Fund   674,387 
     TOTAL INTERNATIONAL EQUITY   5,176,106 
           
SHORT-TERM FIXED INCOME—39.8%     
 3,225,683   TIAA-CREF Short-Term Bond Fund   33,869,674 
     TOTAL SHORT-TERM FIXED INCOME   33,869,674 
           
U.S. EQUITY—14.4%     
 44,528   Nuveen Dividend Value Fund   542,346 
 176,132   TIAA-CREF Growth & Income Fund   2,830,437 
 112,439   TIAA-CREF Large-Cap Growth Fund   3,297,834 
 172,856   TIAA-CREF Large-Cap Value Fund   2,883,240 
 64,930   TIAA-CREF Quant Large-Cap Growth Fund   1,231,713 
 62,479   TIAA-CREF Quant Large-Cap Value Fund   541,693 
 33,854   TIAA-CREF Quant Small-Cap Equity Fund   493,927 
 37,817   TIAA-CREF Quant Small/Mid-Cap Equity Fund   437,170 
     TOTAL U.S. EQUITY   12,258,360 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   85,073,583 
     (Cost $78,292,283)     
           
     TOTAL INVESTMENTS—100.1%   85,073,583 
     (Cost $78,292,283)     
     OTHER ASSETS & LIABILITIES, NET—(0.1)%   (52,048)
     NET ASSETS—100.0%  $85,021,535 
           
a The Fund invests its assets in Institutional Class shares of the affiliated TIAA-CREF Funds and Class R6 of the affiliated Nuveen Funds.
1

TIAA-CREF LIFESTYLE FUNDS – Lifestyle Conservative Fund

 

TIAA-CREF LIFESTYLE FUNDS

LIFESTYLE CONSERVATIVE FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2020

 

SHARES   SECURITY  VALUE 
         
AFFILIATED INVESTMENT COMPANIES—99.8%a     
           
FIXED INCOME—39.3%     
 2,817,342   TIAA-CREF Core Bond Fund  $31,300,665 
 8,470,839   TIAA-CREF Core Plus Bond Fund   93,941,609 
     TOTAL FIXED INCOME   125,242,274 
           
INTERNATIONAL EQUITY—12.1%     
 603,736   TIAA-CREF Emerging Markets Equity Fund   7,504,437 
 866,228   TIAA-CREF International Equity Fund   9,996,275 
 484,220   TIAA-CREF International Opportunities Fund   7,868,576 
 1,123,130   TIAA-CREF Quant International Equity Fund   8,041,608 
 509,398   TIAA-CREF Quant International Small-Cap Equity Fund   4,976,819 
     TOTAL INTERNATIONAL EQUITY   38,387,715 
           
SHORT-TERM FIXED INCOME—19.8%     
 5,982,603   TIAA-CREF Short-Term Bond Fund   62,817,333 
     TOTAL SHORT-TERM FIXED INCOME   62,817,333 
           
U.S. EQUITY—28.6%     
 330,269   Nuveen Dividend Value Fund   4,022,680 
 1,302,042   TIAA-CREF Growth & Income Fund   20,923,811 
 834,432   TIAA-CREF Large-Cap Growth Fund   24,473,893 
 1,284,710   TIAA-CREF Large-Cap Value Fund   21,428,969 
 482,300   TIAA-CREF Quant Large-Cap Growth Fund   9,149,232 
 462,231   TIAA-CREF Quant Large-Cap Value Fund   4,007,540 
 250,986   TIAA-CREF Quant Small-Cap Equity Fund   3,661,892 
 279,709   TIAA-CREF Quant Small/Mid-Cap Equity Fund   3,233,437 
     TOTAL U.S. EQUITY   90,901,454 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   317,348,776 
     (Cost $282,348,911)     
           
     TOTAL INVESTMENTS—99.8%   317,348,776 
     (Cost $282,348,911)     
     OTHER ASSETS & LIABILITIES, NET—0.2%   659,605 
     NET ASSETS—100.0%  $318,008,381 
           
a The Fund invests its assets in Institutional Class shares of the affiliated TIAA-CREF Funds and Class R6 of the affiliated Nuveen Funds.
2

TIAA-CREF LIFESTYLE FUNDS – Lifestyle Moderate Fund

 

TIAA-CREF LIFESTYLE FUNDS

LIFESTYLE MODERATE FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2020

 

SHARES   SECURITY  VALUE 
         
AFFILIATED INVESTMENT COMPANIES—99.9%a     
           
FIXED INCOME—39.2%     
 19,142,880   TIAA-CREF Core Plus Bond Fund  $212,294,537 
     TOTAL FIXED INCOME   212,294,537 
           
INTERNATIONAL EQUITY—18.0%     
 1,521,520   TIAA-CREF Emerging Markets Equity Fund   18,912,490 
 2,167,775   TIAA-CREF International Equity Fund   25,016,127 
 1,257,063   TIAA-CREF International Opportunities Fund   20,427,281 
 2,854,248   TIAA-CREF Quant International Equity Fund   20,436,417 
 1,295,038   TIAA-CREF Quant International Small-Cap Equity Fund   12,652,525 
     TOTAL INTERNATIONAL EQUITY   97,444,840 
           
U.S. EQUITY—42.7%     
 835,930   Nuveen Dividend Value Fund   10,181,632 
 3,307,595   TIAA-CREF Growth & Income Fund   53,153,059 
 2,118,691   TIAA-CREF Large-Cap Growth Fund   62,141,211 
 3,267,161   TIAA-CREF Large-Cap Value Fund   54,496,240 
 1,226,121   TIAA-CREF Quant Large-Cap Growth Fund   23,259,519 
 1,176,122   TIAA-CREF Quant Large-Cap Value Fund   10,196,976 
 636,057   TIAA-CREF Quant Small-Cap Equity Fund   9,280,075 
 709,365   TIAA-CREF Quant Small/Mid-Cap Equity Fund   8,200,254 
     TOTAL U.S. EQUITY   230,908,966 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   540,648,343 
     (Cost $464,929,595)     
           
     TOTAL INVESTMENTS—99.9%   540,648,343 
     (Cost $464,929,595)     
     OTHER ASSETS & LIABILITIES, NET—0.1%   367,011 
     NET ASSETS—100.0%  $541,015,354 
           
a The Fund invests its assets in Institutional Class shares of the affiliated TIAA-CREF Funds and Class R6 of the affiliated Nuveen Funds.
3

TIAA-CREF LIFESTYLE FUNDS – Lifestyle Growth Fund

 

TIAA-CREF LIFESTYLE FUNDS

LIFESTYLE GROWTH FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2020

 

SHARES   SECURITY  VALUE 
         
AFFILIATED INVESTMENT COMPANIES—100.1%a     
           
FIXED INCOME—19.5%     
 4,820,481   TIAA-CREF Core Plus Bond Fund  $53,459,135 
     TOTAL FIXED INCOME   53,459,135 
           
INTERNATIONAL EQUITY—23.9%     
 1,019,404   TIAA-CREF Emerging Markets Equity Fund   12,671,186 
 1,446,957   TIAA-CREF International Equity Fund   16,697,888 
 853,559   TIAA-CREF International Opportunities Fund   13,870,334 
 1,918,043   TIAA-CREF Quant International Equity Fund   13,733,188 
 870,822   TIAA-CREF Quant International Small-Cap Equity Fund   8,507,931 
     TOTAL INTERNATIONAL EQUITY   65,480,527 
           
U.S. EQUITY—56.7%     
 561,283   Nuveen Dividend Value Fund   6,836,429 
 2,224,744   TIAA-CREF Growth & Income Fund   35,751,644 
 1,423,323   TIAA-CREF Large-Cap Growth Fund   41,746,052 
 2,192,962   TIAA-CREF Large-Cap Value Fund   36,578,613 
 823,335   TIAA-CREF Quant Large-Cap Growth Fund   15,618,666 
 790,591   TIAA-CREF Quant Large-Cap Value Fund   6,854,425 
 427,567   TIAA-CREF Quant Small-Cap Equity Fund   6,238,200 
 477,201   TIAA-CREF Quant Small/Mid-Cap Equity Fund   5,516,445 
     TOTAL U.S. EQUITY   155,140,474 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   274,080,136 
     (Cost $230,717,380)     
           
     TOTAL INVESTMENTS—100.1%   274,080,136 
     (Cost $230,717,380)     
     OTHER ASSETS & LIABILITIES, NET—(0.1)%   (382,116)
     NET ASSETS—100.0%  $273,698,020 
           
a The Fund invests its assets in Institutional Class shares of the affiliated TIAA-CREF Funds and Class R6 of the affiliated Nuveen Funds.
4

TIAA-CREF LIFESTYLE FUNDS – Lifestyle Aggressive Growth Fund

 

TIAA-CREF LIFESTYLE FUNDS

LIFESTYLE AGGRESSIVE GROWTH FUND

SCHEDULE OF INVESTMENTS (unaudited)

August 31, 2020

 

SHARES   SECURITY  VALUE 
         
AFFILIATED INVESTMENT COMPANIES—99.9%a     
           
INTERNATIONAL EQUITY—29.7%     
 834,849   TIAA-CREF Emerging Markets Equity Fund  $10,377,170 
 1,181,577   TIAA-CREF International Equity Fund   13,635,398 
 703,517   TIAA-CREF International Opportunities Fund   11,432,149 
 1,573,801   TIAA-CREF Quant International Equity Fund   11,268,418 
 714,501   TIAA-CREF Quant International Small-Cap Equity Fund   6,980,678 
     TOTAL INTERNATIONAL EQUITY   53,693,813 
           
U.S. EQUITY—70.2%     
 461,018   Nuveen Dividend Value Fund   5,615,201 
 1,825,559   TIAA-CREF Growth & Income Fund   29,336,732 
 1,166,831   TIAA-CREF Large-Cap Growth Fund   34,223,141 
 1,796,177   TIAA-CREF Large-Cap Value Fund   29,960,232 
 675,188   TIAA-CREF Quant Large-Cap Growth Fund   12,808,324 
 648,373   TIAA-CREF Quant Large-Cap Value Fund   5,621,395 
 351,075   TIAA-CREF Quant Small-Cap Equity Fund   5,122,186 
 392,121   TIAA-CREF Quant Small/Mid-Cap Equity Fund   4,532,920 
     TOTAL U.S. EQUITY   127,220,131 
           
     TOTAL AFFILIATED INVESTMENT COMPANIES   180,913,944 
     (Cost $147,971,317)     
           
     TOTAL INVESTMENTS—99.9%   180,913,944 
     (Cost $147,971,317)     
     OTHER ASSETS & LIABILITIES, NET—0.1%   195,362 
     NET ASSETS—100.0%  $181,109,306 
           
a The Fund invests its assets in Institutional Class shares of the affiliated TIAA-CREF Funds and Class R6 of the affiliated Nuveen Funds.
5

TIAA-CREF Lifestyle 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, 2020, all of the investments in the Funds were valued based on Level 1 inputs.

6

A13441-D (10/20)