0001145549-17-000298.txt : 20170106 0001145549-17-000298.hdr.sgml : 20170106 20170106161748 ACCESSION NUMBER: 0001145549-17-000298 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170106 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND CENTRAL INDEX KEY: 0000777535 IRS NUMBER: 136022042 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-04415 FILM NUMBER: 17514498 BUSINESS ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2129164905 MAIL ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 0000777535 S000005087 Money Market Account C000154494 Class R1 QCMMRX C000154495 Class R2 QCMMPX C000154496 Class R3 QCMMIX N-MFP2 1 primary_doc.xml N-MFP2 0000777535 XXXXXXXX 2016-12-31 0000777535 S000005087 3 N N 033-00480 TIAA-CREF Investment Management, LLC 801-38029 PricewaterhouseCoopers LLP Baltimore MD Teachers Insurance and Annuity Association None N N Y Exempt Government N 47 88 2440804002.41 2504553593.42 2499184542.38 2426056775.06 2419005117.97 6386668839.62 6455811256.37 6482998202.18 6452071928.22 6710733104.68 0.2202 0.2267 0.2282 0.2229 0.2229 0.5761 0.5844 0.5919 0.5928 0.6184 22881.90 10848187764.22 10846757156.39 4543553.43 1834828.51 10849488763.21 424552739.8550 1.0000 0.0052 25.5546 25.5536 25.5556 25.5574 25.5585 C000154494 1.00 2142335133.26 83902014.6160 25.5368 25.5352 25.5366 25.5369 25.5371 31470947.63 34885534.59 27643838.64 37420629.33 34622411.41 34480050.27 20374989.80 35678246.62 22653415.09 23176677.84 121621426.55 149081987.56 0.0000 Y For Class R1 during the period, CREF Money Market Fund Distributor waived: $168,170 12b-1 fees and no admin fees. C000154495 1.00 3307023274.81 129439263.8220 25.5482 25.5472 25.5492 25.5511 25.5522 42629781.95 41774106.66 35166394.13 50807297.06 26155269.83 53116624.73 18046306.19 52188450.11 18889122.62 24922310.44 125922683.95 202235453.57 0.0017 N C000154496 1.00 5400130355.14 211211461.4170 25.5655 25.5648 25.5671 25.5693 25.5708 68867387.49 82607956.48 39324722.83 91782641.82 50835401.32 92754985.91 51756787.18 68844853.31 36656171.08 52541915.02 223836520.74 352004085.61 0.0023 N Federal Home Loan Bank Federal Home Loan Bank 0.752000% 3130A5WQ8 US3130A5WQ89 U.S. Government Agency Debt Y 2017-01-30 2017-01-30 2017-01-30 N N N 0.0055 16503894.00 16503894.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.771000% 3130A6BA4 US3130A6BA40 U.S. Government Agency Debt Y 2017-02-17 2017-02-17 2017-02-17 N N N 0.0073 60010080.00 60010080.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.839000% 3130A7BS3 US3130A7BS31 U.S. Government Agency Debt Y 2017-01-22 2017-02-22 2017-02-22 N N N 0.0054 50022350.00 50022350.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.770000% 3130A96L0 US3130A96L07 U.S. Government Agency Debt Y 2017-02-23 2018-02-23 2018-02-23 N N N 0.0073 75102375.00 75102375.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.616000% 3130A9TA9 US3130A9TA96 U.S. Government Agency Debt Y 2017-01-20 2018-04-20 2018-04-20 N N N 0.0077 49978200.00 49978200.00 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 31315LAS7 US31315LAS79 U.S. Government Agency Debt Y 2017-01-17 2017-01-17 2017-01-17 N N N 0.0039 12698120.40 12698120.40 0.0012 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LBS6 US31315LBS60 U.S. Government Agency Debt Y 2017-02-10 2017-02-10 2017-02-10 N N N 0.0051 30983632.00 30983632.00 0.0029 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 31315LBY3 US31315LBY39 U.S. Government Agency Debt Y 2017-02-16 2017-02-16 2017-02-16 N N N 0.0051 24984725.00 24984725.00 0.0023 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 31315LCG1 US31315LCG14 U.S. Government Agency Debt Y 2017-02-24 2017-02-24 2017-02-24 N N N 0.0051 51962456.00 51962456.00 0.0048 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 31315LCS5 US31315LCS51 U.S. Government Agency Debt Y 2017-03-06 2017-03-06 2017-03-06 N N N 0.0053 9991040.00 9991040.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 31315LDB1 US31315LDB18 U.S. Government Agency Debt Y 2017-03-15 2017-03-15 2017-03-15 N N N 0.0053 13486149.00 13486149.00 0.0012 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LDK1 U.S. Government Agency Debt Y 2017-03-23 2017-03-23 2017-03-23 N N N 0.0053 3744722.39 3744722.39 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 31315LDL9 US31315LDL99 U.S. Government Agency Debt Y 2017-03-24 2017-03-24 2017-03-24 N N N 0.0053 3550890.42 3550890.42 0.0003 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LDZ8 US31315LDZ85 U.S. Government Agency Debt Y 2017-04-06 2017-04-06 2017-04-06 N N N 0.0056 24964475.00 24964475.00 0.0023 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LEL8 US31315LEL80 U.S. Government Agency Debt Y 2017-04-17 2017-04-17 2017-04-17 N N N 0.0056 29952330.00 29952330.00 0.0028 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LEN4 US31315LEN47 U.S. Government Agency Debt Y 2017-04-19 2017-04-19 2017-04-19 N N N 0.0056 14975715.00 14975715.00 0.0014 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LFB9 US31315LFB99 U.S. Government Agency Debt Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0056 9981820.00 9981820.00 0.0009 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LFR4 US31315LFR42 U.S. Government Agency Debt Y 2017-05-16 2017-05-16 2017-05-16 N N N 0.0056 9979680.00 9979680.00 0.0009 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LGH5 US31315LGH50 U.S. Government Agency Debt Y 2017-06-01 2017-06-01 2017-06-01 N N N 0.0057 26937414.00 26937414.00 0.0025 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LJK5 US31315LJK52 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0059 7974352.00 7974352.00 0.0007 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LJR0 US31315LJR06 U.S. Government Agency Debt Y 2017-07-27 2017-07-27 2017-07-27 N N N 0.0059 1993394.00 1993394.00 0.0002 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.100000% 31315PN88 US31315PN881 U.S. Government Agency Debt Y 2017-01-26 2017-01-26 2017-01-26 N N N 0.0027 21011151.00 21011151.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.838100% 3132X0GT2 US3132X0GT22 U.S. Government Agency Debt Y 2017-03-07 2017-06-07 2017-06-07 N N N 0.0060 45054270.00 45054270.00 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.706700% 3132X0HC8 US3132X0HC87 U.S. Government Agency Debt Y 2017-01-06 2017-09-06 2017-09-06 N N N 0.0070 45039375.00 45039375.00 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.715600% 3132X0HG9 US3132X0HG91 U.S. Government Agency Debt Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0072 30000000.00 30000000.00 0.0028 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.666700% 3132X0JA0 US3132X0JA04 U.S. Government Agency Debt Y 2017-01-01 2017-08-01 2017-08-01 N N N 0.0072 45026055.00 45026055.00 0.0042 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.590000% 3132X0JV4 US3132X0JV41 U.S. Government Agency Debt Y 2017-06-15 2017-06-15 2017-06-15 N N N 0.0080 14486254.00 14486254.00 0.0013 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.784300% 3132X0KA8 US3132X0KA84 U.S. Government Agency Debt Y 2017-03-21 2017-09-21 2017-09-21 N N N 0.0074 14705218.50 14705218.50 0.0014 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.633700% 3132X0KM2 US3132X0KM23 U.S. Government Agency Debt Y 2017-01-26 2018-01-26 2018-01-26 N N N 0.0070 15007020.00 15007020.00 0.0014 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.720000% 3132X0KY6 US3132X0KY60 U.S. Government Agency Debt Y 2017-01-03 2017-10-27 2017-10-27 N N N 0.0074 49991850.00 49991850.00 0.0046 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.780000% 3132X0LN9 US3132X0LN96 U.S. Government Agency Debt Y 2017-01-03 2018-03-23 2018-03-23 N N N 0.0079 44994555.00 44994555.00 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313AU2 US313313AU29 U.S. Government Agency Debt Y 2017-01-19 2017-01-19 2017-01-19 N N N 0.0039 39993240.00 39993240.00 0.0037 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313AV0 US313313AV02 U.S. Government Agency Debt Y 2017-01-20 2017-01-20 2017-01-20 N N N 0.0039 8998389.00 8998389.00 0.0008 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313AY4 U.S. Government Agency Debt Y 2017-01-23 2017-01-23 2017-01-23 N N N 0.0039 14996835.00 14996835.00 0.0014 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313AZ1 U.S. Government Agency Debt Y 2017-01-24 2017-01-24 2017-01-24 N N N 0.0039 19995560.00 19995560.00 0.0018 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313BH0 US313313BH09 U.S. Government Agency Debt Y 2017-02-01 2017-02-01 2017-02-01 N N N 0.0051 7996776.00 7996776.00 0.0007 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313BJ6 US313313BJ64 U.S. Government Agency Debt Y 2017-02-02 2017-02-02 2017-02-02 N N N 0.0051 44981235.00 44981235.00 0.0041 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313BK3 US313313BK38 U.S. Government Agency Debt Y 2017-02-03 2017-02-03 2017-02-03 N N N 0.0051 4997845.00 4997845.00 0.0005 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313BP2 U.S. Government Agency Debt Y 2017-02-07 2017-02-07 2017-02-07 N N N 0.0051 23238700.50 23238700.50 0.0021 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313BV9 U.S. Government Agency Debt Y 2017-02-13 2017-02-13 2017-02-13 N N N 0.0051 4442470.80 4442470.80 0.0004 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313CE6 US313313CE68 U.S. Government Agency Debt Y 2017-02-22 2017-02-22 2017-02-22 N N N 0.0051 2997918.00 2997918.00 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313DL9 US313313DL92 U.S. Government Agency Debt Y 2017-03-24 2017-03-24 2017-03-24 N N N 0.0053 9988440.00 9988440.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313GA0 US313313GA01 U.S. Government Agency Debt Y 2017-05-25 2017-05-25 2017-05-25 N N N 0.0056 39913240.00 39913240.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AC0 US313385AC08 U.S. Government Agency Debt Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0033 46100000.00 46100000.00 0.0042 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 313385AD8 US313385AD80 U.S. Government Agency Debt Y 2017-01-04 2017-01-04 2017-01-04 N N N 0.0039 29514675.34 29514675.34 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AF3 US313385AF39 U.S. Government Agency Debt Y 2017-01-06 2017-01-06 2017-01-06 N N N 0.0039 134053710.14 134053710.14 0.0124 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AJ5 US313385AJ50 U.S. Government Agency Debt Y 2017-01-09 2017-01-09 2017-01-09 N N N 0.0039 115407728.86 115407728.86 0.0106 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AK2 U.S. Government Agency Debt Y 2017-01-10 2017-01-10 2017-01-10 N N N 0.0039 49996300.00 49996300.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AL0 US313385AL07 U.S. Government Agency Debt Y 2017-01-11 2017-01-11 2017-01-11 N N N 0.0039 62594741.60 62594741.60 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AN6 US313385AN62 U.S. Government Agency Debt Y 2017-01-13 2017-01-13 2017-01-13 N N N 0.0039 49994700.00 49994700.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AS5 US313385AS59 U.S. Government Agency Debt Y 2017-01-17 2017-01-17 2017-01-17 N N N 0.0039 71966347.40 71966347.40 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AT3 US313385AT33 U.S. Government Agency Debt Y 2017-01-18 2017-01-18 2017-01-18 N N N 0.0039 59740559.50 59740559.50 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AU0 US313385AU06 U.S. Government Agency Debt Y 2017-01-19 2017-01-19 2017-01-19 N N N 0.0039 19996620.00 19996620.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AV8 US313385AV88 U.S. Government Agency Debt Y 2017-01-20 2017-01-20 2017-01-20 N N N 0.0039 162970823.00 162970823.00 0.0150 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AY2 US313385AY28 U.S. Government Agency Debt Y 2017-01-23 2017-01-23 2017-01-23 N N N 0.0039 39991560.00 39991560.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AZ9 US313385AZ92 U.S. Government Agency Debt Y 2017-01-24 2017-01-24 2017-01-24 N N N 0.0039 24994450.00 24994450.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BA3 US313385BA33 U.S. Government Agency Debt Y 2017-01-25 2017-01-25 2017-01-25 N N N 0.0039 171531195.53 171531195.53 0.0158 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BB1 US313385BB16 U.S. Government Agency Debt Y 2017-01-26 2017-01-26 2017-01-26 N N N 0.0039 6498420.50 6498420.50 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BC9 US313385BC98 U.S. Government Agency Debt Y 2017-01-27 2017-01-27 2017-01-27 N N N 0.0039 172571328.41 172571328.41 0.0159 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BF2 U.S. Government Agency Debt Y 2017-01-30 2017-01-30 2017-01-30 N N N 0.0039 73409072.46 73409072.46 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BG0 US313385BG03 U.S. Government Agency Debt Y 2017-01-31 2017-01-31 2017-01-31 N N N 0.0039 39988160.00 39988160.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BH8 US313385BH85 U.S. Government Agency Debt Y 2017-02-01 2017-02-01 2017-02-01 N N N 0.0051 113354299.80 113354299.80 0.0104 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BJ4 US313385BJ42 U.S. Government Agency Debt Y 2017-02-02 2017-02-02 2017-02-02 N N N 0.0051 9995830.00 9995830.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BK1 US313385BK15 U.S. Government Agency Debt Y 2017-02-03 2017-02-03 2017-02-03 N N N 0.0051 150435134.50 150435134.50 0.0139 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BN5 US313385BN53 U.S. Government Agency Debt Y 2017-02-06 2017-02-06 2017-02-06 N N N 0.0051 61031179.68 61031179.68 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BQ8 US313385BQ84 U.S. Government Agency Debt Y 2017-02-08 2017-02-08 2017-02-08 N N N 0.0051 109745100.00 109745100.00 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BS4 US313385BS41 U.S. Government Agency Debt Y 2017-02-10 2017-02-10 2017-02-10 N N N 0.0051 95151733.34 95151733.34 0.0088 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BV7 U.S. Government Agency Debt Y 2017-02-13 2017-02-13 2017-02-13 N N N 0.0051 88339706.09 88339706.09 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BW5 U.S. Government Agency Debt Y 2017-02-14 2017-02-14 2017-02-14 N N N 0.0051 50710418.58 50710418.58 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BY1 US313385BY19 U.S. Government Agency Debt Y 2017-02-16 2017-02-16 2017-02-16 N N N 0.0051 33244675.09 33244675.09 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BZ8 US313385BZ83 U.S. Government Agency Debt Y 2017-02-17 2017-02-17 2017-02-17 N N N 0.0051 116926875.00 116926875.00 0.0108 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385CD6 US313385CD62 U.S. Government Agency Debt Y 2017-02-21 2017-02-21 2017-02-21 N N N 0.0051 106727269.20 106727269.20 0.0098 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385CE4 US313385CE46 U.S. Government Agency Debt Y 2017-02-22 2017-02-22 2017-02-22 N N N 0.0051 61200497.36 61200497.36 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385CF1 US313385CF11 U.S. Government Agency Debt Y 2017-02-23 2017-02-23 2017-02-23 N N N 0.0051 97974584.85 97974584.85 0.0090 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385CG9 US313385CG93 U.S. Government Agency Debt Y 2017-02-24 2017-02-24 2017-02-24 N N N 0.0051 109784678.19 109784678.19 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385CK0 U.S. Government Agency Debt Y 2017-02-27 2017-02-27 2017-02-27 N N N 0.0051 78864701.30 78864701.30 0.0073 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385CL8 US313385CL88 U.S. Government Agency Debt Y 2017-02-28 2017-02-28 2017-02-28 N N N 0.0051 11943700.57 11943700.57 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385CM6 US313385CM61 U.S. Government Agency Debt Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 39967080.00 39967080.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385CS3 U.S. Government Agency Debt Y 2017-03-06 2017-03-06 2017-03-06 N N N 0.0053 99910400.00 99910400.00 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385CT1 US313385CT15 U.S. Government Agency Debt Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0053 37965420.00 37965420.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385CU8 US313385CU87 U.S. Government Agency Debt Y 2017-03-08 2017-03-08 2017-03-08 N N N 0.0053 123860447.10 123860447.10 0.0114 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385CW4 US313385CW44 U.S. Government Agency Debt Y 2017-03-10 2017-03-10 2017-03-10 N N N 0.0053 75078382.05 75078382.05 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385CZ7 US313385CZ74 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-13 2017-03-13 2017-03-13 N N N 0.0053 39960120.00 39960120.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DC7 US313385DC70 U.S. Government Agency Debt Y 2017-03-16 2017-03-16 2017-03-16 N N N 0.0053 35962560.00 35962560.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DD5 US313385DD53 U.S. Government Agency Debt Y 2017-03-17 2017-03-17 2017-03-17 N N N 0.0053 28519908.30 28519908.30 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DJ2 US313385DJ24 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-22 2017-03-22 2017-03-22 N N N 0.0053 39954920.00 39954920.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DL7 US313385DL79 U.S. Government Agency Debt Y 2017-03-24 2017-03-24 2017-03-24 N N N 0.0053 78908676.00 78908676.00 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DQ6 US313385DQ66 U.S. Government Agency Debt Y 2017-03-28 2017-03-28 2017-03-28 N N N 0.0053 63647701.58 63647701.58 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DR4 US313385DR40 U.S. Government Agency Debt Y 2017-03-29 2017-03-29 2017-03-29 N N N 0.0053 170883896.56 170883896.56 0.0158 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DZ6 US313385DZ65 U.S. Government Agency Debt Y 2017-04-06 2017-04-06 2017-04-06 N N N 0.0056 37446712.50 37446712.50 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ED4 US313385ED45 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-10 2017-04-10 2017-04-10 N N N 0.0056 34948130.00 34948130.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385EG7 US313385EG75 U.S. Government Agency Debt Y 2017-04-13 2017-04-13 2017-04-13 N N N 0.0056 43433532.00 43433532.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385EL6 U.S. Government Agency Debt Y 2017-04-17 2017-04-17 2017-04-17 N N N 0.0056 26457891.50 26457891.50 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385EN2 US313385EN27 U.S. Government Agency Debt Y 2017-04-19 2017-04-19 2017-04-19 N N N 0.0056 12729357.75 12729357.75 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385EQ5 US313385EQ57 U.S. Government Agency Debt Y 2017-04-21 2017-04-21 2017-04-21 N N N 0.0056 14975250.00 14975250.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385EW2 US313385EW26 U.S. Government Agency Debt Y 2017-04-27 2017-04-27 2017-04-27 N N N 0.0058 18916989.10 18916989.10 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385EX0 US313385EX09 U.S. Government Agency Debt Y 2017-04-28 2017-04-28 2017-04-28 N N N 0.0056 10082254.30 10082254.30 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FE1 US313385FE19 U.S. Government Agency Debt Y 2017-05-05 2017-05-05 2017-05-05 N N N 0.0056 12262100.76 12262100.76 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FK7 U.S. Government Agency Debt Y 2017-05-10 2017-05-10 2017-05-10 N N N 0.0056 14970900.00 14970900.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FL5 US313385FL51 U.S. Government Agency Debt Y 2017-05-11 2017-05-11 2017-05-11 N N N 0.0056 2045990.20 2045990.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FM3 US313385FM35 U.S. Government Agency Debt Y 2017-05-12 2017-05-12 2017-05-12 N N N 0.0056 11622047.71 11622047.71 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FS0 US313385FS05 U.S. Government Agency Debt Y 2017-05-17 2017-05-17 2017-05-17 N N N 0.0056 6307062.96 6307062.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FZ4 U.S. Government Agency Debt Y 2017-05-24 2017-05-24 2017-05-24 N N N 0.0056 4418462.09 4418462.09 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GJ9 US313385GJ96 U.S. Government Agency Debt Y 2017-06-02 2017-06-02 2017-06-02 N N N 0.0057 2294634.10 2294634.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GP5 US313385GP56 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-06-07 2017-06-07 2017-06-07 N N N 0.0057 2992767.00 2992767.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HF6 US313385HF65 U.S. Government Agency Debt Y 2017-06-23 2017-06-23 2017-06-23 N N N 0.0057 9973400.00 9973400.00 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397AC5 S6XOOCT0IEG5ABCC6L87 US313397AC53 U.S. Government Agency Debt Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0027 34080000.00 34080000.00 0.0031 N Y Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397AD3 S6XOOCT0IEG5ABCC6L87 US313397AD37 U.S. Government Agency Debt Y 2017-01-04 2017-01-04 2017-01-04 N N N 0.0039 77499147.50 77499147.50 0.0071 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397AE1 S6XOOCT0IEG5ABCC6L87 US313397AE10 U.S. Government Agency Debt Y 2017-01-05 2017-01-05 2017-01-05 N N N 0.0039 44999055.00 44999055.00 0.0041 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397AJ0 S6XOOCT0IEG5ABCC6L87 US313397AJ07 U.S. Government Agency Debt Y 2017-01-09 2017-01-09 2017-01-09 N N N 0.0039 39997480.00 39997480.00 0.0037 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397AK7 S6XOOCT0IEG5ABCC6L87 US313397AK79 U.S. Government Agency Debt Y 2017-01-10 2017-01-10 2017-01-10 N N N 0.0039 106492119.00 106492119.00 0.0098 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397AS0 S6XOOCT0IEG5ABCC6L87 US313397AS06 U.S. Government Agency Debt Y 2017-01-17 2017-01-17 2017-01-17 N N N 0.0039 1479780.96 1479780.96 0.0001 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397AT8 S6XOOCT0IEG5ABCC6L87 US313397AT80 U.S. Government Agency Debt Y 2017-01-18 2017-01-18 2017-01-18 N N N 0.0039 104423498.48 104423498.48 0.0096 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397AU5 S6XOOCT0IEG5ABCC6L87 US313397AU51 U.S. Government Agency Debt Y 2017-01-19 2017-01-19 2017-01-19 N N N 0.0039 3099476.10 3099476.10 0.0003 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397AY7 S6XOOCT0IEG5ABCC6L87 US313397AY73 U.S. Government Agency Debt Y 2017-01-23 2017-01-23 2017-01-23 N N N 0.0039 119563766.72 119563766.72 0.0110 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397BF7 S6XOOCT0IEG5ABCC6L87 US313397BF75 U.S. Government Agency Debt Y 2017-01-30 2017-01-30 2017-01-30 N N N 0.0039 34221244.17 34221244.17 0.0032 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397BN0 S6XOOCT0IEG5ABCC6L87 US313397BN00 U.S. Government Agency Debt Y 2017-02-06 2017-02-06 2017-02-06 N N N 0.0051 44179137.60 44179137.60 0.0041 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397BP5 S6XOOCT0IEG5ABCC6L87 US313397BP57 U.S. Government Agency Debt Y 2017-02-07 2017-02-07 2017-02-07 N N N 0.0051 112802151.50 112802151.50 0.0104 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397BS9 S6XOOCT0IEG5ABCC6L87 US313397BS96 U.S. Government Agency Debt Y 2017-02-10 2017-02-10 2017-02-10 N N N 0.0051 44976240.00 44976240.00 0.0041 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397BV2 S6XOOCT0IEG5ABCC6L87 U.S. Government Agency Debt Y 2017-02-13 2017-02-13 2017-02-13 N N N 0.0051 19988620.00 19988620.00 0.0018 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397BW0 S6XOOCT0IEG5ABCC6L87 US313397BW09 U.S. Government Agency Debt Y 2017-02-14 2017-02-14 2017-02-14 N N N 0.0051 74956275.00 74956275.00 0.0069 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397BX8 S6XOOCT0IEG5ABCC6L87 US313397BX81 U.S. Government Agency Debt Y 2017-02-15 2017-02-15 2017-02-15 N N N 0.0051 24985075.00 24985075.00 0.0023 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397BZ3 S6XOOCT0IEG5ABCC6L87 US313397BZ30 U.S. Government Agency Debt Y 2017-02-17 2017-02-17 2017-02-17 N N N 0.0051 2998125.00 2998125.00 0.0003 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397CD1 S6XOOCT0IEG5ABCC6L87 US313397CD19 U.S. Government Agency Debt Y 2017-02-21 2017-02-21 2017-02-21 N N N 0.0051 33573121.12 33573121.12 0.0031 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397CF6 S6XOOCT0IEG5ABCC6L87 US313397CF66 U.S. Government Agency Debt Y 2017-02-23 2017-02-23 2017-02-23 N N N 0.0051 59957520.00 59957520.00 0.0055 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397CL3 S6XOOCT0IEG5ABCC6L87 US313397CL35 U.S. Government Agency Debt Y 2017-02-28 2017-02-28 2017-02-28 N N N 0.0051 5303870.38 5303870.38 0.0005 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397CP4 S6XOOCT0IEG5ABCC6L87 US313397CP49 U.S. Government Agency Debt Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0053 3996592.00 3996592.00 0.0004 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397CT6 S6XOOCT0IEG5ABCC6L87 US313397CT60 U.S. Government Agency Debt Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0053 4995450.00 4995450.00 0.0005 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397CW9 S6XOOCT0IEG5ABCC6L87 US313397CW99 U.S. Government Agency Debt Y 2017-03-10 2017-03-10 2017-03-10 N N N 0.0053 26564659.73 26564659.73 0.0024 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DA6 S6XOOCT0IEG5ABCC6L87 US313397DA60 U.S. Government Agency Debt Y 2017-03-14 2017-03-14 2017-03-14 N N N 0.0053 24974725.00 24974725.00 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DH1 S6XOOCT0IEG5ABCC6L87 US313397DH14 U.S. Government Agency Debt Y 2017-03-21 2017-03-21 2017-03-21 N N N 0.0053 21975536.00 21975536.00 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DP3 S6XOOCT0IEG5ABCC6L87 US313397DP30 U.S. Government Agency Debt Y 2017-03-27 2017-03-27 2017-03-27 N N N 0.0053 36561110.61 36561110.61 0.0034 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DZ1 S6XOOCT0IEG5ABCC6L87 US313397DZ12 U.S. Government Agency Debt Y 2017-04-06 2017-04-06 2017-04-06 N N N 0.0056 8587779.40 8587779.40 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397EQ0 S6XOOCT0IEG5ABCC6L87 US313397EQ04 U.S. Government Agency Debt Y 2017-04-21 2017-04-21 2017-04-21 N N N 0.0056 17725704.25 17725704.25 0.0016 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GF2 S6XOOCT0IEG5ABCC6L87 U.S. Government Agency Debt Y 2017-05-30 2017-05-30 2017-05-30 N N N 0.0056 1322024.05 1322024.05 0.0001 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GH8 S6XOOCT0IEG5ABCC6L87 US313397GH86 U.S. Government Agency Debt Y 2017-06-01 2017-06-01 2017-06-01 N N N 0.0063 1795827.60 1795827.60 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.720000% 3133EDFB3 US3133EDFB39 U.S. Government Agency Debt Y 2017-01-13 2017-02-13 2017-02-13 N N N 0.0056 6001698.00 6001698.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.704000% 3133EDRD6 US3133EDRD66 U.S. Government Agency Debt Y 2017-01-04 2017-01-30 2017-01-30 N N N 0.0059 10275452.10 10275452.10 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.750000% 3133EDX64 US3133EDX645 U.S. Government Agency Debt Y 2017-01-03 2017-04-10 2017-04-10 N N N 0.0068 28905433.20 28905433.20 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.700000% 3133EE3N8 US3133EE3N89 U.S. Government Agency Debt Y 2017-01-03 2017-01-13 2017-01-13 N N N 0.0070 22000000.00 22000000.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.716200% 3133EE4Y3 US3133EE4Y36 U.S. Government Agency Debt Y 2017-01-17 2017-07-17 2017-07-17 N N N 0.0059 72062208.00 72062208.00 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.720000% 3133EE5W6 US3133EE5W60 U.S. Government Agency Debt Y 2017-01-03 2017-08-04 2017-08-04 N N N 0.0072 49999650.00 49999650.00 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.736100% 3133EEC65 US3133EEC654 U.S. Government Agency Debt Y 2017-01-24 2017-01-24 2017-01-24 N N N 0.0057 120012720.00 120012720.00 0.0111 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.780800% 3133EEJ76 US3133EEJ766 U.S. Government Agency Debt Y 2017-01-04 2017-11-13 2017-11-13 N N N 0.0063 12010848.00 12010848.00 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.760000% 3133EELD0 US3133EELD04 U.S. Government Agency Debt Y 2017-01-23 2017-02-23 2017-02-23 N N N 0.0055 64020416.00 64020416.00 0.0059 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.673700% 3133EEMH0 US3133EEMH09 U.S. Government Agency Debt Y 2017-01-02 2018-02-02 2018-02-02 N N N 0.0074 37031413.00 37031413.00 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.850900% 3133EEMX5 US3133EEMX58 U.S. Government Agency Debt Y 2017-02-06 2018-02-06 2018-02-06 N N N 0.0071 3760533.75 3760533.75 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.784000% 3133EEN71 US3133EEN719 U.S. Government Agency Debt Y 2017-01-22 2018-03-22 2018-03-22 N N N 0.0070 50064800.00 50064800.00 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.623700% 3133EERJ1 US3133EERJ10 U.S. Government Agency Debt Y 2017-01-02 2017-03-02 2017-03-02 N N N 0.0054 76029032.00 76029032.00 0.0070 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.766200% 3133EEZM5 US3133EEZM56 U.S. Government Agency Debt Y 2017-01-17 2018-01-17 2018-01-17 N N N 0.0073 40028960.00 40028960.00 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.750000% 3133EFCU9 US3133EFCU94 U.S. Government Agency Debt Y 2017-01-03 2017-03-09 2017-03-09 N N N 0.0078 49997250.00 49997250.00 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.698900% 3133EFDD6 US3133EFDD60 U.S. Government Agency Debt Y 2017-01-15 2017-06-15 2017-06-15 N N N 0.0058 105090090.00 105090090.00 0.0097 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.905000% 3133EFE29 US3133EFE293 U.S. Government Agency Debt Y 2017-01-23 2018-02-23 2018-02-23 N N N 0.0068 25067325.00 25067325.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.963200% 3133EFEC7 US3133EFEC78 U.S. Government Agency Debt Y 2017-03-18 2018-09-18 2018-09-18 N N N 0.0086 10017460.00 10017460.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.900000% 3133EFFV4 US3133EFFV41 U.S. Government Agency Debt Y 2017-01-03 2017-05-30 2017-05-30 N N N 0.0064 58362730.80 58362730.80 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.850000% 3133EFQF7 US3133EFQF71 U.S. Government Agency Debt Y 2017-01-03 2017-05-23 2017-05-23 N N N 0.0068 14759558.00 14759558.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.790000% 3133EFQR1 US3133EFQR10 U.S. Government Agency Debt Y 2017-01-03 2017-06-27 2017-06-27 N N N 0.0076 50007850.00 50007850.00 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.880000% 3133EGAL9 US3133EGAL96 U.S. Government Agency Debt Y 2017-01-03 2018-05-17 2018-05-17 N N N 0.0087 16002176.00 16002176.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.870000% 3133EGER2 US3133EGER21 U.S. Government Agency Debt Y 2017-01-03 2018-06-13 2018-06-13 N N N 0.0086 25005200.00 25005200.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.752100% 3133EGH57 US3133EGH575 U.S. Government Agency Debt Y 2017-02-14 2018-11-14 2018-11-14 N N N 0.0084 50010700.00 50010700.00 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.900000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2017-01-03 2018-08-10 2018-08-10 N N N 0.0088 20004780.00 20004780.00 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.675700% 3133EGRH0 US3133EGRH02 U.S. Government Agency Debt Y 2017-02-15 2017-08-15 2017-08-15 N N N 0.0064 69755829.70 69755829.70 0.0064 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.786100% 3133EGZZ1 US3133EGZZ18 U.S. Government Agency Debt Y 2017-01-27 2018-08-27 2018-08-27 N N N 0.0078 46715317.60 46715317.60 0.0043 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.668900% 3134G5Z24 S6XOOCT0IEG5ABCC6L87 US3134G5Z242 U.S. Government Agency Debt Y 2017-01-12 2017-01-12 2017-01-12 N N N 0.0057 9500484.50 9500484.50 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.685000% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 U.S. Government Agency Debt Y 2017-01-13 2017-01-13 2017-01-13 N N N 0.0057 97005529.00 97005529.00 0.0089 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.744000% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt Y 2017-01-20 2017-04-20 2017-04-20 N N N 0.0062 11305186.70 11305186.70 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.796100% 3134G75N7 S6XOOCT0IEG5ABCC6L87 US3134G75N75 U.S. Government Agency Debt Y 2017-01-27 2017-04-27 2017-04-27 N N N 0.0063 30017070.00 30017070.00 0.0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.874000% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt Y 2017-01-21 2017-07-21 2017-07-21 N N N 0.0059 50085100.00 50085100.00 0.0046 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.792100% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 U.S. Government Agency Debt Y 2017-02-13 2017-11-13 2017-11-13 N N N 0.0068 25045175.00 25045175.00 0.0023 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589AC7 B1V7KEBTPIMZEU4LTD58 US313589AC77 U.S. Government Agency Debt Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0038 14929000.00 14929000.00 0.0014 N Y Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589AD5 B1V7KEBTPIMZEU4LTD58 U.S. Government Agency Debt Y 2017-01-04 2017-01-04 2017-01-04 N N N 0.0039 24999725.00 24999725.00 0.0023 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589AE3 B1V7KEBTPIMZEU4LTD58 US313589AE34 U.S. Government Agency Debt Y 2017-01-05 2017-01-05 2017-01-05 N N N 0.0039 3526925.93 3526925.93 0.0003 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589AL7 B1V7KEBTPIMZEU4LTD58 US313589AL76 U.S. Government Agency Debt Y 2017-01-11 2017-01-11 2017-01-11 N N N 0.0039 94992020.00 94992020.00 0.0088 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589AS2 B1V7KEBTPIMZEU4LTD58 US313589AS20 U.S. Government Agency Debt Y 2017-01-17 2017-01-17 2017-01-17 N N N 0.0039 80988012.00 80988012.00 0.0075 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589AV5 B1V7KEBTPIMZEU4LTD58 US313589AV58 U.S. Government Agency Debt Y 2017-01-20 2017-01-20 2017-01-20 N N N 0.0039 3927296.89 3927296.89 0.0004 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589BH5 B1V7KEBTPIMZEU4LTD58 US313589BH55 U.S. Government Agency Debt Y 2017-02-01 2017-02-01 2017-02-01 N N N 0.0051 51979044.00 51979044.00 0.0048 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589BP7 B1V7KEBTPIMZEU4LTD58 US313589BP71 U.S. Government Agency Debt Y 2017-02-07 2017-02-07 2017-02-07 N N N 0.0051 37673681.69 37673681.69 0.0035 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589BQ5 B1V7KEBTPIMZEU4LTD58 US313589BQ54 U.S. Government Agency Debt Y 2017-02-08 2017-02-08 2017-02-08 N N N 0.0051 129535200.00 129535200.00 0.0119 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589BX0 B1V7KEBTPIMZEU4LTD58 US313589BX06 U.S. Government Agency Debt Y 2017-02-15 2017-02-15 2017-02-15 N N N 0.0051 24985075.00 24985075.00 0.0023 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589CE1 B1V7KEBTPIMZEU4LTD58 US313589CE16 U.S. Government Agency Debt Y 2017-02-22 2017-02-22 2017-02-22 N N N 0.0051 6745315.50 6745315.50 0.0006 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589CM3 B1V7KEBTPIMZEU4LTD58 US313589CM32 U.S. Government Agency Debt Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 86328892.80 86328892.80 0.0080 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589CP6 B1V7KEBTPIMZEU4LTD58 US313589CP62 U.S. Government Agency Debt Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0053 23150259.16 23150259.16 0.0021 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589CU5 B1V7KEBTPIMZEU4LTD58 US313589CU57 U.S. Government Agency Debt Y 2017-03-08 2017-03-08 2017-03-08 N N N 0.0053 58136232.44 58136232.44 0.0054 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589CZ4 B1V7KEBTPIMZEU4LTD58 U.S. Government Agency Debt Y 2017-03-13 2017-03-13 2017-03-13 N N N 0.0053 55484626.62 55484626.62 0.0051 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DB6 B1V7KEBTPIMZEU4LTD58 US313589DB67 U.S. Government Agency Debt Y 2017-03-15 2017-03-15 2017-03-15 N N N 0.0053 49948700.00 49948700.00 0.0046 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DG5 B1V7KEBTPIMZEU4LTD58 U.S. Government Agency Debt Y 2017-03-20 2017-03-20 2017-03-20 N N N 0.0053 3695937.40 3695937.40 0.0003 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DJ9 US313589DJ93 U.S. Government Agency Debt Y 2017-03-22 2017-03-22 2017-03-22 N N N 0.0053 27968444.00 27968444.00 0.0026 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DP5 B1V7KEBTPIMZEU4LTD58 U.S. Government Agency Debt Y 2017-03-27 2017-03-27 2017-03-27 N N N 0.0053 10477422.49 10477422.49 0.0010 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DW0 B1V7KEBTPIMZEU4LTD58 U.S. Government Agency Debt Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0056 17475937.50 17475937.50 0.0016 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589EM1 US313589EM14 U.S. Government Agency Debt Y 2017-04-18 2017-04-18 2017-04-18 N N N 0.0056 29951880.00 29951880.00 0.0028 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589EN9 B1V7KEBTPIMZEU4LTD58 US313589EN96 U.S. Government Agency Debt Y 2017-04-19 2017-04-19 2017-04-19 N N N 0.0056 20292093.83 20292093.83 0.0019 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FM0 B1V7KEBTPIMZEU4LTD58 US313589FM05 U.S. Government Agency Debt Y 2017-05-12 2017-05-12 2017-05-12 N N N 0.0056 1497043.50 1497043.50 0.0001 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.771100% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 U.S. Government Agency Debt Y 2017-01-26 2017-01-26 2017-01-26 N N N 0.0065 45053829.25 45053829.25 0.0042 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.717300% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt Y 2017-01-16 2017-08-16 2017-08-16 N N N 0.0065 94576261.50 94576261.50 0.0087 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.644500% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y 2017-01-05 2017-10-05 2017-10-05 N N N 0.0076 66149788.72 66149788.72 0.0061 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.759000% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 U.S. Government Agency Debt Y 2017-01-20 2017-07-20 2017-07-20 N N N 0.0070 78037674.00 78037674.00 0.0072 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.250000% 3135G0GY3 B1V7KEBTPIMZEU4LTD58 US3135G0GY31 U.S. Government Agency Debt Y 2017-01-30 2017-01-30 2017-01-30 N N N 0.0062 27675084.13 27675084.13 0.0026 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.944300% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y 2017-03-21 2018-03-21 2018-03-21 N N N 0.0077 20041920.00 20041920.00 0.0018 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875000% 3137EADT3 S6XOOCT0IEG5ABCC6L87 US3137EADT30 U.S. Government Agency Debt Y 2017-02-22 2017-02-22 2017-02-22 N N N 0.0054 37016576.00 37016576.00 0.0034 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.500000% 3137EADU0 S6XOOCT0IEG5ABCC6L87 US3137EADU03 U.S. Government Agency Debt Y 2017-01-27 2017-01-27 2017-01-27 N N N 0.0052 25162698.04 25162698.04 0.0023 N N N N Tennessee Valley Authority Tennessee Valley Authority 880590AC8 U.S. Government Agency Debt Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0047 10000000.00 10000000.00 0.0009 N Y Y N Tennessee Valley Authority Tennessee Valley Authority 880590AK0 U.S. Government Agency Debt Y 2017-01-10 2017-01-10 2017-01-10 N N N 0.0039 2999778.00 2999778.00 0.0003 N N Y N U.S. Treasury Bill U.S. Treasury Bill 912796HV4 US912796HV42 U.S. Treasury Debt Y 2017-01-05 2017-01-05 2017-01-05 N N N 0.0037 99998000.00 99998000.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796JA8 US912796JA86 U.S. Treasury Debt Y 2017-02-02 2017-02-02 2017-02-02 N N N 0.0043 79971840.00 79971840.00 0.0074 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796JE0 US912796JE00 U.S. Treasury Debt Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0049 39968800.00 39968800.00 0.0037 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796JJ9 US912796JJ95 U.S. Treasury Debt Y 2017-03-30 2017-03-30 2017-03-30 N N N 0.0051 39952320.00 39952320.00 0.0037 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796JT7 US912796JT77 U.S. Treasury Debt Y 2017-05-25 2017-05-25 2017-05-25 N N N 0.0062 19952080.00 19952080.00 0.0018 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796JX8 US912796JX89 U.S. Treasury Debt Y 2017-06-22 2017-06-22 2017-06-22 N N N 0.0063 6495943.63 6495943.63 0.0006 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KC2 N.A. US912796KC24 U.S. Treasury Debt Y 2017-01-12 2017-01-12 2017-01-12 N N N 0.0040 159984000.00 159984000.00 0.0147 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KD0 US912796KD07 U.S. Treasury Debt Y 2017-01-19 2017-01-19 2017-01-19 N N N 0.0042 119977920.00 119977920.00 0.0111 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KE8 US912796KE89 U.S. Treasury Debt Y 2017-01-26 2017-01-26 2017-01-26 N N N 0.0043 99973100.00 99973100.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KG3 US912796KG38 U.S. Treasury Debt Y 2017-02-09 2017-02-09 2017-02-09 N N N 0.0045 150030954.00 150030954.00 0.0138 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KH1 N.A. US912796KH11 U.S. Treasury Debt Y 2017-02-16 2017-02-16 2017-02-16 N N N 0.0045 99946200.00 99946200.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KJ7 US912796KJ76 U.S. Treasury Debt Y 2017-02-23 2017-02-23 2017-02-23 N N N 0.0048 59959980.00 59959980.00 0.0055 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KM0 N.A. US912796KM06 U.S. Treasury Debt Y 2017-03-09 2017-03-09 2017-03-09 N N N 0.0049 99913400.00 99913400.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KN8 US912796KN88 U.S. Treasury Debt Y 2017-03-16 2017-03-16 2017-03-16 N N N 0.0051 99900000.00 99900000.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KP3 US912796KP37 U.S. Treasury Debt Y 2017-03-23 2017-03-23 2017-03-23 N N N 0.0051 52277588.51 52277588.51 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KQ1 US912796KQ10 U.S. Treasury Debt Y 2017-04-06 2017-04-06 2017-04-06 N N N 0.0053 55744028.98 55744028.98 0.0051 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KS7 US912796KS75 U.S. Treasury Debt Y 2017-04-13 2017-04-13 2017-04-13 N N N 0.0055 59909820.00 59909820.00 0.0055 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KT5 N.A. US912796KT58 U.S. Treasury Debt Y 2017-04-20 2017-04-20 2017-04-20 N N N 0.0055 69887370.00 69887370.00 0.0064 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KU2 N.A. US912796KU22 U.S. Treasury Debt Y 2017-05-04 2017-05-04 2017-05-04 N N N 0.0060 33513410.86 33513410.86 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828B74 US912828B741 U.S. Treasury Debt Y 2017-02-15 2017-02-15 2017-02-15 N N N 0.0042 120028560.00 120028560.00 0.0111 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828C32 US912828C327 U.S. Treasury Debt Y 2017-03-15 2017-03-15 2017-03-15 N N N 0.0046 115465316.40 115465316.40 0.0106 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828D98 U.S. Treasury Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0078 7531633.44 7531633.44 0.0007 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 912828H78 US912828H789 U.S. Treasury Debt Y 2017-01-31 2017-01-31 2017-01-31 N N N 0.0035 120013680.00 120013680.00 0.0111 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 912828J35 US912828J35 U.S. Treasury Debt Y 2017-02-28 2017-02-28 2017-02-28 N N N 0.0044 120011040.00 120011040.00 0.0111 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 912828J92 US912828J926 U.S. Treasury Debt Y 2017-03-31 2017-03-31 2017-03-31 N N N 0.0048 100004600.00 100004600.00 0.0092 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828SJ0 US912828SJ05 U.S. Treasury Debt Y 2017-02-28 2017-02-28 2017-02-28 N N N 0.0044 2566718.55 2566718.55 0.0002 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828SY7 US912828SY7 U.S. Treasury Debt Y 2017-05-31 2017-05-31 2017-05-31 N N N 0.0061 100007900.00 100007900.00 0.0092 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TB6 U.S. Treasury Debt Y 2017-06-30 2017-06-30 2017-06-30 N N N 0.0065 30015240.00 30015240.00 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 912828TG5 U.S. Treasury Debt Y 2017-07-31 2017-07-31 2017-07-31 N N N 0.0068 39959160.00 39959160.00 0.0037 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828WH9 US912828WH92 U.S. Treasury Debt Y 2017-05-15 2017-05-15 2017-05-15 N N N 0.0060 40921534.08 40921534.08 0.0038 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828XJ4 US912828XJ40 U.S. Treasury Debt Y 2017-06-30 2017-06-30 2017-06-30 N N N 0.0066 19996880.00 19996880.00 0.0018 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828XP0 US912828XP00 U.S. Treasury Debt Y 2017-07-31 2017-07-31 2017-07-31 N N N 0.0070 19991300.00 19991300.00 0.0018 N Y Y N CREF 2017-01-06 Gina Craig Gina Craig Director, Investment Reporting TIAA Global Asset Management