0001145549-17-001978.txt : 20170307 0001145549-17-001978.hdr.sgml : 20170307 20170307150218 ACCESSION NUMBER: 0001145549-17-001978 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170228 FILED AS OF DATE: 20170307 DATE AS OF CHANGE: 20170307 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: 17671643 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 2017-02-28 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 50 97 2513188728.15 2464730188.43 2465487382.96 2497246211.53 6833394384.94 7057575304.10 7394550514.30 7233631684.76 0.00 0.2348 0.2321 0.2332 0.2382 0.6383 0.6647 0.6993 0.6901 0.0000 20438.12 10444869552.92 10442457953.82 4280891.93 21699697.69 10425059586.18 407834802.8520 1.0000 0.0060 25.5652 25.5657 25.5670 25.5680 0.0000 C000154494 1.00 2055112176.24 80486030.0200 25.5402 25.5399 25.5402 25.5404 0.0000 38628969.00 47656055.83 17307178.26 36320979.16 24741251.65 35838398.77 14928516.01 28472595.07 0.00 0.00 87570694.53 131698440.79 0.0000 Y For Class R1 during the period, CREF Money Market Fund Distributor waived: $39,269 12b-1 fees and no admin fees. 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P-1 Standard and Poor's Ratings Services A-1+ 2017-04-10 2017-04-10 2017-04-10 N N N 0.0049 76983945.68 76983945.68 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385EE2 US313385EE28 U.S. Government Agency Debt Y 2017-04-11 2017-04-11 2017-04-11 N N N 0.0049 109480081.62 109480081.62 0.0105 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385EF9 US313385EF92 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. 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R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-26 2017-04-26 2017-04-26 N N N 0.0049 66380376.79 66380376.79 0.0064 N N Y 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 0.0049 31376136.00 31376136.00 0.0030 N N Y 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 0.0049 35072867.70 35072867.70 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FC5 US313385FC52 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+ 2017-05-03 2017-05-03 2017-05-03 N N N 0.0055 2154961.64 2154961.64 0.0002 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 0.0055 14271072.13 14271072.13 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FJ0 US313385FJ06 U.S. Government Agency Debt Y 2017-05-09 2017-05-09 2017-05-09 N N N 0.0055 49948250.00 49948250.00 0.0048 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 0.0055 78991971.25 78991971.25 0.0076 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 0.0055 2047816.75 2047816.75 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 0.0055 26940872.40 26940872.40 0.0026 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 0.0055 6312700.40 6312700.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FU5 US313385FU50 U.S. Government Agency Debt Y 2017-05-19 2017-05-19 2017-05-19 N N N 0.0055 60927715.00 60927715.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FX9 U.S. Government Agency Debt Y DBRS Ltd. 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P-1 Standard and Poor's Ratings Services A-1+ 2017-06-07 2017-06-07 2017-06-07 N N N 0.0056 2995509.00 2995509.00 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 0.0056 9982580.00 9982580.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HL3 US313385HL34 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+ 2017-06-28 2017-06-28 2017-06-28 N N N 0.0056 25547470.11 25547470.11 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HV1 US313385HV16 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2017-07-07 N N N 0.0058 48780920.24 48780920.24 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HZ2 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+ 2017-07-11 2017-07-11 2017-07-11 N N N 0.0058 19958200.00 19958200.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JH0 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+ 2017-07-19 2017-07-19 2017-07-19 N N N 0.0058 39686818.83 39686818.83 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JK3 US313385JK33 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0058 2624087.76 2624087.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JQ0 US313385JQ03 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+ 2017-07-26 2017-07-26 2017-07-26 N N N 0.0058 41403388.00 41403388.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JS6 US313385JS68 U.S. Government Agency Debt Y 2017-07-28 2017-07-28 2017-07-28 N N N 0.0058 72229208.40 72229208.40 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JX5 US313385JX53 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+ 2017-08-02 2017-08-02 2017-08-02 N N N 0.0065 41451195.03 41451195.03 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JY3 US313385JY37 U.S. Government Agency Debt Y 2017-08-03 2017-08-03 2017-08-03 N N N 0.0065 9972440.00 9972440.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385KE5 US313385KE53 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+ 2017-08-09 2017-08-09 2017-08-09 N N N 0.0065 72003334.98 72003334.98 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385KG0 US313385KG02 U.S. Government Agency Debt Y 2017-08-11 2017-08-11 2017-08-11 N N N 0.0065 19942040.00 19942040.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385KP0 US313385KP01 U.S. Government Agency Debt Y 2017-08-18 2017-08-18 2017-08-18 N N N 0.0065 6231112.50 6231112.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385LW4 US313385LW43 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+ 2017-09-18 2017-09-18 2017-09-18 N N N 0.0068 2246564.05 2246564.05 0.0002 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397CN9 S6XOOCT0IEG5ABCC6L87 US313397CN90 U.S. Government Agency Debt Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0041 35074614.18 35074614.18 0.0034 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 0.0041 18879584.64 18879584.64 0.0018 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397CS8 S6XOOCT0IEG5ABCC6L87 US313397CS87 U.S. Government Agency Debt Y 2017-03-06 2017-03-06 2017-03-06 N N N 0.0041 29248362.00 29248362.00 0.0028 N N Y 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 0.0041 4999665.00 4999665.00 0.0005 N N Y 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 0.0041 40685931.00 40685931.00 0.0039 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397CZ2 S6XOOCT0IEG5ABCC6L87 US313397CZ21 U.S. Government Agency Debt Y 2017-03-13 2017-03-13 2017-03-13 N N N 0.0041 22497007.50 22497007.50 0.0022 N N Y 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 0.0041 24996400.00 24996400.00 0.0024 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DG3 S6XOOCT0IEG5ABCC6L87 US313397DG31 U.S. Government Agency Debt Y 2017-03-20 2017-03-20 2017-03-20 N N N 0.0041 24994725.00 24994725.00 0.0024 N N Y 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 0.0041 21995116.00 21995116.00 0.0021 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DK4 S6XOOCT0IEG5ABCC6L87 US313397DK43 U.S. Government Agency Debt Y 2017-03-23 2017-03-23 2017-03-23 N N N 0.0041 69982920.00 69982920.00 0.0067 N N Y 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 0.0041 86579971.16 86579971.16 0.0083 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DT5 S6XOOCT0IEG5ABCC6L87 US313397DT51 U.S. Government Agency Debt Y 2017-03-31 2017-03-31 2017-03-31 N N N 0.0041 10836390.28 10836390.28 0.0010 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DY4 S6XOOCT0IEG5ABCC6L87 US313397DY47 U.S. Government Agency Debt Y 2017-04-05 2017-04-05 2017-04-05 N N N 0.0049 33684262.10 33684262.10 0.0032 N N Y 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 0.0049 38581472.00 38581472.00 0.0037 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397EL1 S6XOOCT0IEG5ABCC6L87 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+ 2017-04-17 2017-04-17 2017-04-17 N N N 0.0049 42973039.00 42973039.00 0.0041 N N Y 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 0.0049 128797358.20 128797358.20 0.0124 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397EV9 S6XOOCT0IEG5ABCC6L87 US313397EV98 U.S. Government Agency Debt Y 2017-04-26 2017-04-26 2017-04-26 N N N 0.0052 19985060.00 19985060.00 0.0019 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397FD8 S6XOOCT0IEG5ABCC6L87 US313397FD81 U.S. Government Agency Debt Y 2017-05-04 2017-05-04 2017-05-04 N N N 0.0055 24976000.00 24976000.00 0.0024 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397FS5 S6XOOCT0IEG5ABCC6L87 US313397FS50 U.S. Government Agency Debt Y 2017-05-17 2017-05-17 2017-05-17 N N N 0.0055 6991915.00 6991915.00 0.0007 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397FX4 S6XOOCT0IEG5ABCC6L87 US313397FX46 U.S. Government Agency Debt Y 2017-05-22 2017-05-22 2017-05-22 N N N 0.0055 75459071.04 75459071.04 0.0072 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 0.0055 1323211.25 1323211.25 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 0.0056 1797469.20 1797469.20 0.0002 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397HR5 S6XOOCT0IEG5ABCC6L87 US313397HR59 U.S. Government Agency Debt Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0058 9980370.00 9980370.00 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397JF9 S6XOOCT0IEG5ABCC6L87 US313397JF93 U.S. Government Agency Debt Y 2017-07-17 2017-07-17 2017-07-17 N N N 0.0058 9265710.09 9265710.09 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397ML2 S6XOOCT0IEG5ABCC6L87 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+ 2017-10-02 2017-10-02 2017-10-02 N N N 0.0072 11950548.00 11950548.00 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397NT4 S6XOOCT0IEG5ABCC6L87 US313397NT42 U.S. Government Agency Debt Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0076 2919958.13 2919958.13 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.750000% 3133EDX64 US3133EDX645 U.S. Government Agency Debt Y 2017-03-01 2017-04-10 2017-04-10 N N N 0.0066 28902861.10 28902861.10 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.752200% 3133EE4Y3 US3133EE4Y36 U.S. Government Agency Debt Y 2017-03-17 2017-07-17 2017-07-17 N N N 0.0054 72060840.00 72060840.00 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.720000% 3133EE5W6 US3133EE5W60 U.S. Government Agency Debt Y 2017-03-01 2017-08-04 2017-08-04 N N N 0.0067 50010650.00 50010650.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.760700% 3133EEJ76 US3133EEJ766 U.S. Government Agency Debt Y 2017-03-01 2017-11-13 2017-11-13 N N N 0.0076 12002112.00 12002112.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.829400% 3133EEMH0 US3133EEMH09 U.S. Government Agency Debt Y 2017-03-02 2018-02-02 2018-02-02 N N N 0.0060 37080031.00 37080031.00 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.003700% 3133EEMX5 US3133EEMX58 U.S. Government Agency Debt Y 2017-05-06 2018-02-06 2018-02-06 N N N 0.0067 3762645.00 3762645.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.812200% 3133EEN71 US3133EEN719 U.S. Government Agency Debt Y 2017-03-22 2018-03-22 2018-03-22 N N N 0.0065 50089450.00 50089450.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.779400% 3133EERJ1 US3133EERJ10 U.S. Government Agency Debt Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0049 76000608.00 76000608.00 0.0073 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.802200% 3133EEZM5 US3133EEZM56 U.S. Government Agency Debt Y 2017-03-17 2018-01-17 2018-01-17 N N N 0.0060 40076240.00 40076240.00 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.750000% 3133EFCU9 US3133EFCU94 U.S. Government Agency Debt Y 2017-03-01 2017-03-09 2017-03-09 N N N 0.0054 50002300.00 50002300.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.765000% 3133EFDD6 US3133EFDD60 U.S. Government Agency Debt Y 2017-03-15 2017-06-15 2017-06-15 N N N 0.0053 105075705.00 105075705.00 0.0101 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.929400% 3133EFE29 US3133EFE293 U.S. Government Agency Debt Y 2017-03-23 2018-02-23 2018-02-23 N N N 0.0061 25081275.00 25081275.00 0.0024 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 0.0075 10043180.00 10043180.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.900000% 3133EFFV4 US3133EFFV41 U.S. Government Agency Debt Y 2017-03-01 2017-05-30 2017-05-30 N N N 0.0061 58340576.80 58340576.80 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.850000% 3133EFQF7 US3133EFQF71 U.S. Government Agency Debt Y 2017-03-01 2017-05-23 2017-05-23 N N N 0.0061 14758083.00 14758083.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.790000% 3133EFQR1 US3133EFQR10 U.S. Government Agency Debt Y 2017-03-01 2017-06-27 2017-06-27 N N N 0.0076 50005250.00 50005250.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.722200% 3133EG4B8 US3133EG4B87 U.S. Government Agency Debt Y 2017-03-17 2018-09-17 2018-09-17 N N N 0.0067 95106875.00 95106875.00 0.0091 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.675300% 3133EG6G5 US3133EG6G56 U.S. Government Agency Debt Y 2017-03-08 2018-08-08 2018-08-08 N N N 0.0065 40023800.00 40023800.00 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.880000% 3133EGAL9 US3133EGAL96 U.S. Government Agency Debt Y 2017-03-01 2018-05-17 2018-05-17 N N N 0.0072 16030912.00 16030912.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.870000% 3133EGER2 US3133EGER21 U.S. Government Agency Debt Y 2017-03-01 2018-06-13 2018-06-13 N N N 0.0080 25021800.00 25021800.00 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.886200% 3133EGH57 US3133EGH575 U.S. Government Agency Debt Y 2017-05-14 2018-11-14 2018-11-14 N N N 0.0077 50120250.00 50120250.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.850000% 3133EGH73 US3133EGH732 U.S. Government Agency Debt Y 2017-03-01 2018-05-14 2018-05-14 N N N 0.0072 10015550.00 10015550.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.900000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2017-03-01 2018-08-10 2018-08-10 N N N 0.0083 20020160.00 20020160.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.809000% 3133EGRH0 US3133EGRH02 U.S. Government Agency Debt Y 2017-05-15 2017-08-15 2017-08-15 N N N 0.0062 69767818.10 69767818.10 0.0067 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.808300% 3133EGZZ1 US3133EGZZ18 U.S. Government Agency Debt Y 2017-03-27 2018-08-27 2018-08-27 N N N 0.0066 46812687.10 46812687.10 0.0045 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.000000% 3134G3XN5 S6XOOCT0IEG5ABCC6L87 US3134G3XN58 U.S. Government Agency Debt Y 2017-06-13 2017-06-13 2017-06-13 N N N 0.0066 20019400.00 20019400.00 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.785600% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt Y 2017-03-20 2017-04-20 2017-04-20 N N N 0.0052 11304282.70 11304282.70 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.818300% 3134G75N7 S6XOOCT0IEG5ABCC6L87 US3134G75N75 U.S. Government Agency Debt Y 2017-03-27 2017-04-27 2017-04-27 N N N 0.0052 30014460.00 30014460.00 0.0029 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.909400% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt Y 2017-03-21 2017-07-21 2017-07-21 N N N 0.0056 50069100.00 50069100.00 0.0048 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.923700% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 U.S. Government Agency Debt Y 2017-05-13 2017-11-13 2017-11-13 N N N 0.0062 25058250.00 25058250.00 0.0024 N N N 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 0.0051 106188000.00 106188000.00 0.0102 N Y Y 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 0.0041 73168390.26 73168390.26 0.0070 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589CT8 B1V7KEBTPIMZEU4LTD58 U.S. Government Agency Debt Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0041 27248174.25 27248174.25 0.0026 N N Y 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 0.0041 58185461.18 58185461.18 0.0056 N N Y 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 0.0041 55532613.18 55532613.18 0.0053 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DA8 B1V7KEBTPIMZEU4LTD58 US313589DA84 U.S. Government Agency Debt Y 2017-03-14 2017-03-14 2017-03-14 N N N 0.0041 49992800.00 49992800.00 0.0048 N N Y 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 0.0041 49992200.00 49992200.00 0.0048 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DD2 B1V7KEBTPIMZEU4LTD58 US313589DD24 U.S. Government Agency Debt Y 2017-03-17 2017-03-17 2017-03-17 N N N 0.0041 29994660.00 29994660.00 0.0029 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DG5 B1V7KEBTPIMZEU4LTD58 US313589DG54 U.S. Government Agency Debt Y 2017-03-20 2017-03-20 2017-03-20 N N N 0.0041 3699219.30 3699219.30 0.0004 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DH3 B1V7KEBTPIMZEU4LTD58 US313589DH38 U.S. Government Agency Debt Y 2017-03-21 2017-03-21 2017-03-21 N N N 0.0041 19445682.10 19445682.10 0.0019 N N Y 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 0.0041 37991146.00 37991146.00 0.0036 N N Y 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 0.0041 23313260.52 23313260.52 0.0022 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DW0 B1V7KEBTPIMZEU4LTD58 US313589DW05 U.S. Government Agency Debt Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0049 67470300.00 67470300.00 0.0065 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DX8 B1V7KEBTPIMZEU4LTD58 US313589DX87 U.S. Government Agency Debt Y 2017-04-04 2017-04-04 2017-04-04 N N N 0.0049 49977350.00 49977350.00 0.0048 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589DY6 B1V7KEBTPIMZEU4LTD58 US313589DY60 U.S. Government Agency Debt Y 2017-04-05 2017-04-05 2017-04-05 N N N 0.0049 53914810.02 53914810.02 0.0052 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589EE9 B1V7KEBTPIMZEU4LTD58 US313589EE97 U.S. Government Agency Debt Y 2017-04-11 2017-04-11 2017-04-11 N N N 0.0049 49972650.00 49972650.00 0.0048 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589EF6 B1V7KEBTPIMZEU4LTD58 US313589EF62 U.S. Government Agency Debt Y 2017-04-12 2017-04-12 2017-04-12 N N N 0.0049 141270844.00 141270844.00 0.0136 N N Y 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 0.0049 29980800.00 29980800.00 0.0029 N N Y 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 0.0049 63283648.78 63283648.78 0.0061 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FA6 B1V7KEBTPIMZEU4LTD58 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+ 2017-05-01 2017-05-01 2017-05-01 N N N 0.0055 10989935.00 10989935.00 0.0011 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FE8 B1V7KEBTPIMZEU4LTD58 US313589FE88 U.S. Government Agency Debt Y 2017-05-05 2017-05-05 2017-05-05 N N N 0.0055 49951250.00 49951250.00 0.0048 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FH1 B1V7KEBTPIMZEU4LTD58 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+ 2017-05-08 2017-05-08 2017-05-08 N N N 0.0055 24974500.00 24974500.00 0.0024 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 0.0055 16482180.00 16482180.00 0.0016 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FX6 B1V7KEBTPIMZEU4LTD58 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+ 2017-05-22 2017-05-22 2017-05-22 N N N 0.0055 19975400.00 19975400.00 0.0019 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589GW7 B1V7KEBTPIMZEU4LTD58 US313589GW77 U.S. Government Agency Debt Y 2017-06-14 2017-06-14 2017-06-14 N N N 0.0056 49919800.00 49919800.00 0.0048 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589JA2 B1V7KEBTPIMZEU4LTD58 US313589JA21 U.S. Government Agency Debt Y 2017-07-12 2017-07-12 2017-07-12 N N N 0.0058 28240400.20 28240400.20 0.0027 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.780000% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt Y 2017-03-16 2017-08-16 2017-08-16 N N N 0.0060 94587507.00 94587507.00 0.0091 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.786700% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y 2017-03-05 2017-10-05 2017-10-05 N N N 0.0060 66216986.96 66216986.96 0.0064 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.800600% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 U.S. Government Agency Debt Y 2017-03-20 2017-07-20 2017-07-20 N N N 0.0056 78073788.00 78073788.00 0.0075 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 0.0066 20073360.00 20073360.00 0.0019 N N N N Tennessee Valley Authority Tennessee Valley Authority 880590CT9 549300HE1ISW43LNKM54 U.S. Government Agency Debt Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0041 9999330.00 9999330.00 0.0010 N N 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 0.0046 39999480.00 39999480.00 0.0038 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 0.0042 119960400.00 119960400.00 0.0115 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796JP5 US912796JP55 U.S. Treasury Debt Y 2017-04-27 2017-04-27 2017-04-27 N N N 0.0052 90596285.29 90596285.29 0.0087 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 0.0055 99871100.00 99871100.00 0.0096 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 0.0056 6503800.72 6503800.72 0.0006 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KF5 US912796KF54 U.S. Treasury Debt Y 2017-08-17 2017-08-17 2017-08-17 N N N 0.0069 67101274.88 67101274.88 0.0064 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KM0 US912796KM06 U.S. Treasury Debt Y 2017-03-09 2017-03-09 2017-03-09 N N N 0.0047 109988780.00 109988780.00 0.0106 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 0.0043 99982400.00 99982400.00 0.0096 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 0.0043 87312642.24 87312642.24 0.0084 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 0.0045 75786032.64 75786032.64 0.0073 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KR9 US912796KR92 U.S. Treasury Debt Y 2017-10-12 2017-10-12 2017-10-12 N N N 0.0072 368367.93 368367.93 0.0000 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 0.0049 99942500.00 99942500.00 0.0096 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KT5 US912796KT58 U.S. Treasury Debt Y 2017-04-20 2017-04-20 2017-04-20 N N N 0.0051 90731261.91 90731261.91 0.0087 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KU2 US912796KU22 U.S. Treasury Debt Y 2017-05-04 2017-05-04 2017-05-04 N N N 0.0052 63521697.14 63521697.14 0.0061 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KY4 US912796KY44 U.S. Treasury Debt Y 2017-05-11 2017-05-11 2017-05-11 N N N 0.0054 59937600.00 59937600.00 0.0057 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KZ1 US912796KZ19 U.S. Treasury Debt Y 2017-05-18 2017-05-18 2017-05-18 N N N 0.0055 49941200.00 49941200.00 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LA5 US912796LA58 U.S. Treasury Debt Y 2017-06-01 2017-06-01 2017-06-01 N N N 0.0056 19971880.00 19971880.00 0.0019 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LD9 US912796LD97 U.S. Treasury Debt Y 2017-06-08 2017-06-08 2017-06-08 N N N 0.0054 77436544.35 77436544.35 0.0074 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LK3 US912796LK31 U.S. Treasury Debt Y 2017-07-13 2017-07-13 2017-07-13 N N N 0.0063 19954040.00 19954040.00 0.0019 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LM9 US912796LM96 U.S. Treasury Debt Y 2017-08-03 2017-08-03 2017-08-03 N N N 0.0066 19944520.00 19944520.00 0.0019 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LP2 US912796LP28 U.S. Treasury Debt Y 2017-08-10 2017-08-10 2017-08-10 N N N 0.0068 49849550.00 49849550.00 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LQ0 US912796LQ01 U.S. Treasury Debt Y 2017-08-24 2017-08-24 2017-08-24 N N N 0.0071 20724026.67 20724026.67 0.0020 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 0.0038 115416502.20 115416502.20 0.0111 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828D49 U.S. Treasury Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0074 90256375.00 90256375.00 0.0087 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 0.0075 102656146.56 102656146.56 0.0098 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828G20 US912828G203 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0081 7378458.88 7378458.88 0.0007 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 0.0040 100008200.00 100008200.00 0.0096 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828M72 US912828M722 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0082 16001254.05 16001254.05 0.0015 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 0.0051 100028200.00 100028200.00 0.0096 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TB6 US912828TB69 U.S. Treasury Debt Y 2017-06-30 2017-06-30 2017-06-30 N N N 0.0059 30016380.00 30016380.00 0.0029 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 0.0069 69945330.00 69945330.00 0.0067 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TM2 US912828TM25 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0077 109922670.00 109922670.00 0.0105 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 US912828TW07 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0080 80474884.00 80474884.00 0.0077 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 0.0049 40912458.72 40912458.72 0.0039 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 0.0064 39998440.00 39998440.00 0.0038 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 0.0069 19994540.00 19994540.00 0.0019 N Y Y N CREF 2017-03-07 Jon Scott Meissner Jon Scott Meissner Managing Director, Nuveen