0001145549-17-002312.txt : 20170406 0001145549-17-002312.hdr.sgml : 20170406 20170406161427 ACCESSION NUMBER: 0001145549-17-002312 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170406 DATE AS OF CHANGE: 20170406 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: 17746120 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 2017-03-31 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 50 95 2468330731.49 2468736741.16 2367989711.91 2387613960.61 2292875167.98 7112089733.67 6972475919.89 6734751323.14 6797476977.07 6687273228.72 0.2359 0.2363 0.2281 0.2316 0.2249 0.6797 0.6674 0.6488 0.6593 0.6560 0.00 10190212597.74 10189340408.33 4200584.54 21804881.61 10171736111.26 397848392.7270 1.0000 0.0069 25.5650 25.5633 25.5647 25.5666 25.5691 C000154494 1.00 2000202460.00 78333938.6670 25.5365 25.5337 25.5342 25.5350 25.5365 32492267.44 33836734.78 26692830.39 35339469.14 23101048.84 30844790.08 19329971.73 38182373.58 24430213.70 48375459.36 119375725.85 174327208.13 0.0006 Y Although R1 waived $3,700 at the beginning of the period, the class also recouped this amount and began clawback about halfway through the month. 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Federal Agricultural Mortgage Corp. 0.754400% 3132X0PB1 US3132X0PB13 U.S. Government Agency Debt Y 2017-04-01 2018-11-01 2018-11-01 N N N 0.0085 25038475.00 25038475.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313DX3 US313313DX31 U.S. Government Agency Debt Y 2017-04-04 2017-04-04 2017-04-04 N N N 0.0070 12609760.41 12609760.41 0.0012 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313EU8 US313313EU82 U.S. Government Agency Debt Y 2017-04-25 2017-04-25 2017-04-25 N N N 0.0070 27488395.00 27488395.00 0.0027 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313FA1 U.S. Government Agency Debt Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0074 49971600.00 49971600.00 0.0049 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313FJ2 U.S. Government Agency Debt Y 2017-05-09 2017-05-09 2017-05-09 N N N 0.0074 25361472.60 25361472.60 0.0025 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313FK9 U.S. Government Agency Debt Y 2017-05-10 2017-05-10 2017-05-10 N N N 0.0074 14988750.00 14988750.00 0.0015 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313FU7 US313313FU73 U.S. Government Agency Debt Y 2017-05-19 2017-05-19 2017-05-19 N N N 0.0074 39962680.00 39962680.00 0.0039 N N Y 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 0.0074 39957840.00 39957840.00 0.0039 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313HU5 US313313HU55 U.S. Government Agency Debt Y 2017-07-06 2017-07-06 2017-07-06 N N N 0.0079 43910372.00 43910372.00 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313JP4 U.S. Government Agency Debt Y 2017-07-25 2017-07-25 2017-07-25 N N N 0.0079 13367196.80 13367196.80 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313JY5 US313313JY59 U.S. Government Agency Debt Y 2017-08-03 2017-08-03 2017-08-03 N N N 0.0080 9973230.00 9973230.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313LZ9 US313313LZ96 U.S. Government Agency Debt Y 2017-09-21 2017-09-21 2017-09-21 N N N 0.0087 2987886.00 2987886.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313NA2 U.S. Government Agency Debt Y 2017-10-16 2017-10-16 2017-10-16 N N N 0.0089 7713288.25 7713288.25 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DW3 US313385DW35 U.S. Government Agency Debt Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0052 46552000.00 46552000.00 0.0046 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 313385DX1 US313385DX18 U.S. Government Agency Debt Y 2017-04-04 2017-04-04 2017-04-04 N N N 0.0070 88703314.61 88703314.61 0.0087 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385DY9 US313385DY90 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+ 2017-04-05 2017-04-05 2017-04-05 N N N 0.0070 65337517.08 65337517.08 0.0064 N N Y 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 0.0070 37497825.00 37497825.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385EA0 US313385EA06 U.S. Government Agency Debt Y 2017-04-07 2017-04-07 2017-04-07 N N N 0.0070 156137976.45 156137976.45 0.0154 N N Y 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 0.0070 77014678.65 77014678.65 0.0076 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 0.0070 109523240.38 109523240.38 0.0108 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. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-12 2017-04-12 2017-04-12 N N N 0.0070 42492647.50 42492647.50 0.0042 N N Y 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 0.0070 78484928.00 78484928.00 0.0077 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385EL6 US313385EL60 U.S. Government Agency Debt Y 2017-04-17 2017-04-17 2017-04-17 N N N 0.0070 66482178.00 66482178.00 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385EM4 US313385EM44 U.S. Government Agency Debt Y 2017-04-18 2017-04-18 2017-04-18 N N N 0.0070 76367999.68 76367999.68 0.0075 N N Y 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 0.0070 93038428.44 93038428.44 0.0091 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385EP7 US313385EP74 U.S. Government Agency Debt Y 2017-04-20 2017-04-20 2017-04-20 N N N 0.0070 30390089.60 30390089.60 0.0030 N N Y 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 0.0070 30289546.50 30289546.50 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385ET9 U.S. Government Agency Debt Y 2017-04-24 2017-04-24 2017-04-24 N N N 0.0070 127848456.30 127848456.30 0.0126 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385EU6 U.S. Government Agency Debt Y 2017-04-25 2017-04-25 2017-04-25 N N N 0.0070 119949360.00 119949360.00 0.0118 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385EV4 US313385EV43 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+ 2017-04-26 2017-04-26 2017-04-26 N N N 0.0070 146365424.37 146365424.37 0.0144 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 0.0070 31385556.00 31385556.00 0.0031 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 0.0070 190333786.43 190333786.43 0.0187 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FA9 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 0.0074 74957400.00 74957400.00 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FB7 U.S. Government Agency Debt Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0074 47422099.40 47422099.40 0.0047 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 0.0074 72113128.54 72113128.54 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FD3 US313385FD36 U.S. Government Agency Debt Y 2017-05-04 2017-05-04 2017-05-04 N N N 0.0074 29981130.00 29981130.00 0.0029 N N Y 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 0.0074 92904665.72 92904665.72 0.0091 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FH4 US313385FH40 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 0.0074 29978700.00 29978700.00 0.0029 N N Y 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 0.0074 73376396.10 73376396.10 0.0072 N N Y 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 0.0074 91516311.25 91516311.25 0.0090 N N Y 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 0.0074 2048419.45 2048419.45 0.0002 N N Y 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 0.0074 153781262.74 153781262.74 0.0151 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FR2 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+ 2017-05-16 2017-05-16 2017-05-16 N N N 0.0074 49956400.00 49956400.00 0.0049 N N Y 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 0.0074 88241218.56 88241218.56 0.0087 N N Y 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 0.0074 99474103.99 99474103.99 0.0098 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FX9 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 0.0074 29470677.00 29470677.00 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FZ4 US313385FZ48 U.S. Government Agency Debt Y 2017-05-24 2017-05-24 2017-05-24 N N N 0.0074 84340701.45 84340701.45 0.0083 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385GB6 US313385GB60 U.S. Government Agency Debt Y 2017-05-26 2017-05-26 2017-05-26 N N N 0.0074 133763049.98 133763049.98 0.0132 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385GF7 US313385GF74 U.S. Government Agency Debt Y 2017-05-30 2017-05-30 2017-05-30 N N N 0.0074 7321526.52 7321526.52 0.0007 N N Y 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 0.0076 32259625.00 32259625.00 0.0032 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 0.0076 32955318.00 32955318.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GR1 US313385GR13 U.S. Government Agency Debt Y 2017-06-09 2017-06-09 2017-06-09 N N N 0.0076 1997208.00 1997208.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GW0 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+ 2017-06-14 2017-06-14 2017-06-14 N N N 0.0076 49925000.00 49925000.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GY6 US313385GY63 U.S. Government Agency Debt Y 2017-06-16 2017-06-16 2017-06-16 N N N 0.0076 79277565.20 79277565.20 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HD1 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+ 2017-06-21 2017-06-21 2017-06-21 N N N 0.0076 17431260.84 17431260.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HE9 US313385HE90 U.S. Government Agency Debt Y 2017-06-22 2017-06-22 2017-06-22 N N N 0.0076 5790331.40 5790331.40 0.0006 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 0.0076 41879188.40 41879188.40 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HJ8 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+ 2017-06-26 2017-06-26 2017-06-26 N N N 0.0076 19965000.00 19965000.00 0.0020 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 0.0076 25548135.55 25548135.55 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HN9 US313385HN99 U.S. Government Agency Debt Y 2017-06-30 2017-06-30 2017-06-30 N N N 0.0076 33638227.90 33638227.90 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HT6 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+ 2017-07-05 2017-07-05 2017-07-05 N N N 0.0079 19959700.00 19959700.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HU3 US313385HU33 U.S. Government Agency Debt Y 2017-07-06 2017-07-06 2017-07-06 N N N 0.0079 21755593.40 21755593.40 0.0021 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 0.0079 68738244.96 68738244.96 0.0068 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 0.0079 19957100.00 19957100.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JA5 US313385JA50 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+ 2017-07-12 2017-07-12 2017-07-12 N N N 0.0079 19956660.00 19956660.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JF4 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+ 2017-07-17 2017-07-17 2017-07-17 N N N 0.0079 5986350.00 5986350.00 0.0006 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 0.0079 39682801.55 39682801.55 0.0039 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 0.0079 2623787.94 2623787.94 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 0.0079 41397495.00 41397495.00 0.0041 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 0.0079 72218058.80 72218058.80 0.0071 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 0.0080 41454644.93 41454644.93 0.0041 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 0.0080 9973230.00 9973230.00 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 0.0080 72007162.11 72007162.11 0.0071 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 0.0080 19942940.00 19942940.00 0.0020 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 0.0080 6231212.50 6231212.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385KW5 US313385KW51 U.S. Government Agency Debt Y 2017-08-25 2017-08-25 2017-08-25 N N N 0.0080 6977880.00 6977880.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385LL8 US313385LL87 U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0087 4981345.00 4981345.00 0.0005 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 0.0087 2246054.42 2246054.42 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385NS1 U.S. Government Agency Debt Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0093 2322486.74 2322486.74 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385PU4 313385PU4 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+ 2017-11-27 2017-11-27 2017-11-27 N N N 0.0093 6361497.60 6361497.60 0.0006 N N N 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 0.0070 33698719.40 33698719.40 0.0033 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 0.0070 59596543.20 59596543.20 0.0059 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 0.0070 42988476.00 42988476.00 0.0042 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 0.0070 128840534.68 128840534.68 0.0127 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 0.0070 26024518.12 26024518.12 0.0026 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397FC0 S6XOOCT0IEG5ABCC6L87 US313397FC09 U.S. Government Agency Debt Y 2017-05-03 2017-05-03 2017-05-03 N N N 0.0074 67529916.83 67529916.83 0.0066 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 0.0074 24984275.00 24984275.00 0.0025 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397FL0 S6XOOCT0IEG5ABCC6L87 US313397FL08 U.S. Government Agency Debt Y 2017-05-11 2017-05-11 2017-05-11 N N N 0.0074 41767772.20 41767772.20 0.0041 N N Y 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 0.0074 6993756.00 6993756.00 0.0007 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397FT3 S6XOOCT0IEG5ABCC6L87 US313397FT34 U.S. Government Agency Debt Y 2017-05-18 2017-05-18 2017-05-18 N N N 0.0074 15485848.50 15485848.50 0.0015 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397FU0 S6XOOCT0IEG5ABCC6L87 US313397FU07 U.S. Government Agency Debt Y 2017-05-19 2017-05-19 2017-05-19 N N N 0.0074 22488998.17 22488998.17 0.0022 N N Y 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 0.0074 98154337.52 98154337.52 0.0096 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GB1 S6XOOCT0IEG5ABCC6L87 US313397GB17 U.S. Government Agency Debt Y 2017-05-26 2017-05-26 2017-05-26 N N N 0.0074 11987100.00 11987100.00 0.0012 N N Y 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 0.0074 1323468.30 1323468.30 0.0001 N N Y 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 0.0076 38839207.88 38839207.88 0.0038 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GM7 S6XOOCT0IEG5ABCC6L87 U.S. Government Agency Debt Y 2017-06-05 2017-06-05 2017-06-05 N N N 0.0076 29960610.00 29960610.00 0.0029 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GN5 S6XOOCT0IEG5ABCC6L87 US313397GN54 U.S. Government Agency Debt Y 2017-06-06 2017-06-06 2017-06-06 N N N 0.0076 32656410.90 32656410.90 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GR6 S6XOOCT0IEG5ABCC6L87 US313397GR68 U.S. Government Agency Debt Y 2017-06-09 2017-06-09 2017-06-09 N N N 0.0076 49930200.00 49930200.00 0.0049 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GX3 S6XOOCT0IEG5ABCC6L87 US313397GX37 U.S. Government Agency Debt Y 2017-06-15 2017-06-15 2017-06-15 N N N 0.0078 2715862.88 2715862.88 0.0003 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397HB0 S6XOOCT0IEG5ABCC6L87 US313397HB08 U.S. Government Agency Debt Y 2017-06-19 2017-06-19 2017-06-19 N N N 0.0076 31898752.20 31898752.20 0.0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397HC8 S6XOOCT0IEG5ABCC6L87 US313397HC80 U.S. Government Agency Debt Y 2017-06-20 2017-06-20 2017-06-20 N N N 0.0076 71927926.88 71927926.88 0.0071 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397HD6 S6XOOCT0IEG5ABCC6L87 US313397HD63 U.S. Government Agency Debt Y 2017-06-21 2017-06-21 2017-06-21 N N N 0.0076 26431422.15 26431422.15 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397HJ3 S6XOOCT0IEG5ABCC6L87 US313397HJ34 U.S. Government Agency Debt Y 2017-06-26 2017-06-26 2017-06-26 N N N 0.0076 6987750.00 6987750.00 0.0007 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 0.0079 15968448.00 15968448.00 0.0016 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 0.0079 9264874.35 9264874.35 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397JY8 S6XOOCT0IEG5ABCC6L87 US313397JY82 U.S. Government Agency Debt Y 2017-08-03 2017-08-03 2017-08-03 N N N 0.0080 9973230.00 9973230.00 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397KD2 S6XOOCT0IEG5ABCC6L87 US313397KD27 U.S. Government Agency Debt Y 2017-08-08 2017-08-08 2017-08-08 N N N 0.0080 19944260.00 19944260.00 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LH2 S6XOOCT0IEG5ABCC6L87 U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0086 32889183.40 32889183.40 0.0032 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 0.0089 11947224.00 11947224.00 0.0012 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 0.0093 2919197.96 2919197.96 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.000000% 3133EDX64 US3133EDX645 U.S. Government Agency Debt Y 2017-04-03 2017-04-10 2017-04-10 N N N 0.0093 28900375.70 28900375.70 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.020000% 3133EE4P2 US3133EE4P29 U.S. Government Agency Debt Y 2017-04-03 2018-01-22 2018-01-22 N N N 0.0084 46565704.50 46565704.50 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.922800% 3133EE4Y3 US3133EE4Y36 U.S. Government Agency Debt Y 2017-04-17 2017-07-17 2017-07-17 N N N 0.0075 72044424.00 72044424.00 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.970000% 3133EE5W6 US3133EE5W60 U.S. Government Agency Debt Y 2017-04-03 2017-08-04 2017-08-04 N N N 0.0094 50005000.00 50005000.00 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.006500% 3133EEJ76 US3133EEJ766 U.S. Government Agency Debt Y 2017-04-04 2017-11-13 2017-11-13 N N N 0.0088 12007728.00 12007728.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.838900% 3133EEMH0 US3133EEMH09 U.S. Government Agency Debt Y 2017-04-02 2018-02-02 2018-02-02 N N N 0.0080 37070300.00 37070300.00 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 0.0083 3759168.75 3759168.75 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.012200% 3133EEN71 US3133EEN719 U.S. Government Agency Debt Y 2017-04-22 2018-03-22 2018-03-22 N N N 0.0081 50100300.00 50100300.00 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.972800% 3133EEZM5 US3133EEZM56 U.S. Government Agency Debt Y 2017-04-17 2018-01-17 2018-01-17 N N N 0.0080 40066920.00 40066920.00 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.907200% 3133EFDD6 US3133EFDD60 U.S. Government Agency Debt Y 2017-04-15 2017-06-15 2017-06-15 N N N 0.0074 105051030.00 105051030.00 0.0103 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.127200% 3133EFE29 US3133EFE293 U.S. Government Agency Debt Y 2017-04-23 2018-02-23 2018-02-23 N N N 0.0081 25072650.00 25072650.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.121800% 3133EFEC7 US3133EFEC78 U.S. Government Agency Debt Y 2017-06-18 2018-09-18 2018-09-18 N N N 0.0090 10031700.00 10031700.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.150000% 3133EFFV4 US3133EFFV41 U.S. Government Agency Debt Y 2017-04-03 2017-05-30 2017-05-30 N N N 0.0078 58332822.90 58332822.90 0.0057 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.100000% 3133EFQF7 US3133EFQF71 U.S. Government Agency Debt Y 2017-04-03 2017-05-23 2017-05-23 N N N 0.0078 14756490.00 14756490.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.040000% 3133EFQR1 US3133EFQR10 U.S. Government Agency Debt Y 2017-04-03 2017-06-27 2017-06-27 N N N 0.0100 50005000.00 50005000.00 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.892800% 3133EG4B8 US3133EG4B87 U.S. Government Agency Debt Y 2017-04-17 2018-09-17 2018-09-17 N N N 0.0085 95115615.00 95115615.00 0.0094 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.746700% 3133EG6G5 US3133EG6G56 U.S. Government Agency Debt Y 2017-04-08 2018-08-08 2018-08-08 N N N 0.0084 40020760.00 40020760.00 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.130000% 3133EGAL9 US3133EGAL96 U.S. Government Agency Debt Y 2017-04-03 2018-05-17 2018-05-17 N N N 0.0092 16037456.00 16037456.00 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.120000% 3133EGER2 US3133EGER21 U.S. Government Agency Debt Y 2017-04-03 2018-06-13 2018-06-13 N N N 0.0107 25014350.00 25014350.00 0.0025 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 0.0087 50101450.00 50101450.00 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.100000% 3133EGH73 US3133EGH732 U.S. Government Agency Debt Y 2017-04-03 2018-05-14 2018-05-14 N N N 0.0092 10019870.00 10019870.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.150000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2017-04-03 2018-08-10 2018-08-10 N N N 0.0110 20013480.00 20013480.00 0.0020 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 0.0079 69733804.50 69733804.50 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.011700% 3133EGZZ1 US3133EGZZ18 U.S. Government Agency Debt Y 2017-04-27 2018-08-27 2018-08-27 N N N 0.0085 46808203.90 46808203.90 0.0046 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 0.0084 20005920.00 20005920.00 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.983300% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt Y 2017-04-20 2017-04-20 2017-04-20 N N N 0.0077 11301141.30 11301141.30 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.021700% 3134G75N7 S6XOOCT0IEG5ABCC6L87 US3134G75N75 U.S. Government Agency Debt Y 2017-04-27 2017-04-27 2017-04-27 N N N 0.0078 30004800.00 30004800.00 0.0029 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.106100% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt Y 2017-04-21 2017-07-21 2017-07-21 N N N 0.0074 50055400.00 50055400.00 0.0049 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 0.0079 25038400.00 25038400.00 0.0025 N N N 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 0.0059 67500000.00 67500000.00 0.0066 N Y 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 0.0070 49999050.00 49999050.00 0.0049 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 0.0070 53937950.28 53937950.28 0.0053 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 0.0070 49992350.00 49992350.00 0.0049 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 0.0070 141325546.45 141325546.45 0.0139 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 0.0070 29991360.00 29991360.00 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 0.0070 63305559.23 63305559.23 0.0062 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589EU3 US313589EU30 U.S. Government Agency Debt Y 2017-04-25 2017-04-25 2017-04-25 N N N 0.0070 29987340.00 29987340.00 0.0029 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 0.0074 30982392.00 30982392.00 0.0030 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FB4 B1V7KEBTPIMZEU4LTD58 U.S. Government Agency Debt Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0074 39976480.00 39976480.00 0.0039 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FC2 B1V7KEBTPIMZEU4LTD58 US313589FC23 U.S. Government Agency Debt Y 2017-05-03 2017-05-03 2017-05-03 N N N 0.0074 9993920.00 9993920.00 0.0010 N N Y 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 0.0074 49967550.00 49967550.00 0.0049 N N Y 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 0.0074 24982250.00 24982250.00 0.0025 N N Y 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 0.0074 16486948.50 16486948.50 0.0016 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FR9 B1V7KEBTPIMZEU4LTD58 U.S. Government Agency Debt Y 2017-05-16 2017-05-16 2017-05-16 N N N 0.0074 19982560.00 19982560.00 0.0020 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FS7 B1V7KEBTPIMZEU4LTD58 US313589FS74 U.S. Government Agency Debt Y 2017-05-17 2017-05-17 2017-05-17 N N N 0.0074 69937560.00 69937560.00 0.0069 N N Y 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 0.0074 19980120.00 19980120.00 0.0020 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FZ1 B1V7KEBTPIMZEU4LTD58 US313589FZ18 U.S. Government Agency Debt Y 2017-05-24 2017-05-24 2017-05-24 N N N 0.0074 46082301.58 46082301.58 0.0045 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589GH0 B1V7KEBTPIMZEU4LTD58 US313589GH01 U.S. Government Agency Debt Y 2017-06-01 2017-06-01 2017-06-01 N N N 0.0076 5193609.20 5193609.20 0.0005 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 0.0076 74887500.00 74887500.00 0.0074 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589HD8 B1V7KEBTPIMZEU4LTD58 US313589HD87 U.S. Government Agency Debt Y 2017-06-21 2017-06-21 2017-06-21 N N N 0.0076 29950620.00 29950620.00 0.0029 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589HL0 B1V7KEBTPIMZEU4LTD58 313589HL0 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 0.0076 34937280.00 34937280.00 0.0034 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 0.0079 28238673.90 28238673.90 0.0028 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589JW4 B1V7KEBTPIMZEU4LTD58 313589JW4 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+ 2017-08-01 2017-08-01 2017-08-01 N N N 0.0079 9973670.00 9973670.00 0.0010 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.938300% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt Y 2017-04-16 2017-08-16 2017-08-16 N N N 0.0076 94580797.50 94580797.50 0.0093 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.840000% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y 2017-04-05 2017-10-05 2017-10-05 N N N 0.0082 66197607.94 66197607.94 0.0065 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.998300% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 U.S. Government Agency Debt Y 2017-04-20 2017-07-20 2017-07-20 N N N 0.0075 78057876.00 78057876.00 0.0077 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.101800% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y 2017-06-21 2018-03-21 2018-03-21 N N N 0.0089 20040340.00 20040340.00 0.0020 N N N 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 0.0073 100621678.40 100621678.40 0.0099 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 0.0072 109887580.00 109887580.00 0.0108 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 0.0076 103553023.95 103553023.95 0.0102 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 0.0079 77088621.68 77088621.68 0.0076 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 61627288.28 61627288.28 0.0061 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 0.0091 368238.80 368238.80 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 0.0073 99980000.00 99980000.00 0.0098 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 0.0074 108757574.52 108757574.52 0.0107 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 0.0069 93524881.38 93524881.38 0.0092 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 0.0074 99923300.00 99923300.00 0.0098 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 0.0073 104815581.00 104815581.00 0.0103 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 0.0070 19977260.00 19977260.00 0.0020 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 0.0072 97423867.85 97423867.85 0.0096 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LE7 US912796LE70 U.S. Treasury Debt Y 2017-06-15 2017-06-15 2017-06-15 N N N 0.0073 39941280.00 39941280.00 0.0039 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LF4 US912796LF46 U.S. Treasury Debt Y 2017-06-29 2017-06-29 2017-06-29 N N N 0.0076 63535239.05 63535239.05 0.0062 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LK3 N.A. US912796LK31 U.S. Treasury Debt Y 2017-07-13 2017-07-13 2017-07-13 N N N 0.0077 19957420.00 19957420.00 0.0020 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 0.0079 39895120.00 39895120.00 0.0039 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LP2 N.A. US912796LP28 U.S. Treasury Debt Y 2017-08-10 2017-08-10 2017-08-10 N N N 0.0081 49858000.00 49858000.00 0.0049 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 0.0082 53263580.52 53263580.52 0.0052 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LR8 US912796LR83 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0084 9965420.00 9965420.00 0.0010 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 0.0085 90207035.60 90207035.60 0.0089 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 0.0089 102568081.88 102568081.88 0.0101 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 0.0096 20963526.68 20963526.68 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828G79 U.S. Treasury Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0101 40698412.70 40698412.70 0.0040 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 0.0098 15983755.52 15983755.52 0.0016 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 0.0069 99989500.00 99989500.00 0.0098 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 0.0084 49988300.00 49988300.00 0.0049 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 0.0079 69934200.00 69934200.00 0.0069 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 0.0087 109888240.00 109888240.00 0.0108 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 0.0095 80405654.00 80405654.00 0.0079 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 0.0067 40889606.80 40889606.80 0.0040 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 0.0082 39981240.00 39981240.00 0.0039 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 0.0084 29978880.00 29978880.00 0.0029 N Y Y N CREF 2017-04-06 Jon Scott Meissner Jon Scott Meissner Managing Director, Nuveen