0001145549-17-003042.txt : 20170505 0001145549-17-003042.hdr.sgml : 20170505 20170505092209 ACCESSION NUMBER: 0001145549-17-003042 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170430 FILED AS OF DATE: 20170505 DATE AS OF CHANGE: 20170505 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: 17816372 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 2017-04-30 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 94 2265360193.69 2302071015.11 2298708962.12 2291218168.82 6525410883.97 6151334490.95 6082363680.30 5835183475.04 0.00 0.2246 0.2309 0.2325 0.2330 0.6470 0.6170 0.6152 0.5935 0.0000 10860.53 9827718807.58 9827389678.16 5056224.14 46578557.46 9785878205.37 382664824.8900 1.0000 0.0077 25.5701 25.5716 25.5729 25.5738 0.0000 C000154494 1.00 1946163623.32 76210329.5600 25.5367 25.5374 25.5378 25.5376 0.0000 27286598.63 43789922.42 16627372.25 40491576.59 30414084.52 41021502.92 23697418.23 26948624.97 0.00 0.00 98025473.63 152251626.90 0.0016 N C000154495 1.00 2956755717.61 115649506.1690 25.5636 25.5650 25.5663 25.5674 0.0000 31038508.53 58056005.00 9198542.51 54315115.24 15920946.93 61794647.36 15485659.89 31293867.49 0.00 0.00 71643657.86 205459635.09 0.0035 N C000154496 1.00 4882958864.44 190804989.1610 25.5873 25.5891 25.5908 25.5922 0.0000 46231413.57 110449930.70 20855391.62 73980885.74 30889917.00 95111161.17 32931932.28 51583491.43 0.00 0.00 130908654.47 331125469.04 0.0040 N Federal Home Loan Bank Federal Home Loan Bank 0.903000% 3130A96L0 US3130A96L07 U.S. Government Agency Debt Y 2017-05-23 2018-02-23 2018-02-23 N N N 0.0090 75076950.00 75076950.00 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.891000% 3130A9TA9 US3130A9TA96 U.S. Government Agency Debt Y 2017-07-20 2018-04-20 2018-04-20 N N N 0.0090 50002600.00 50002600.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.958000% 3130AANZ7 US3130AANZ72 U.S. Government Agency Debt Y 2017-07-18 2019-01-18 2019-01-18 N N N 0.0097 72500000.00 72500000.00 0.0074 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.804000% 3130AATB4 US3130AATB41 U.S. Government Agency Debt Y 2017-05-13 2019-02-13 2019-02-13 N N N 0.0099 19984620.00 19984620.00 0.0020 N N N N Federal Agricultural Mortgage Corp. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-05-15 2017-05-15 2017-05-15 N N N 0.0075 79976960.00 79976960.00 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FR2 US313385FR22 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 0.0075 69978440.00 69978440.00 0.0072 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 0.0075 88290942.72 88290942.72 0.0090 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 0.0075 99530160.21 99530160.21 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FX9 US313385FX99 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 0.0075 29487256.00 29487256.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FY7 US313385FY72 U.S. Government Agency Debt Y 2017-05-23 2017-05-23 2017-05-23 N N N 0.0075 104887569.38 104887569.38 0.0107 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 0.0075 84388065.56 84388065.56 0.0086 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 0.0075 133838171.80 133838171.80 0.0137 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 0.0075 43868838.58 43868838.58 0.0045 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 0.0080 57259775.40 57259775.40 0.0059 N N Y 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 0.0080 52956964.00 52956964.00 0.0054 N N Y 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 0.0080 1998288.00 1998288.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385GW0 US313385GW08 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 0.0080 49951700.00 49951700.00 0.0051 N N Y 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 0.0080 99299705.40 99299705.40 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385HD1 US313385HD18 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 0.0080 102245459.16 102245459.16 0.0104 N N Y 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 0.0080 5793382.20 5793382.20 0.0006 N N Y 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 0.0080 81854692.15 81854692.15 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385HJ8 US313385HJ87 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 0.0080 59926260.00 59926260.00 0.0061 N N Y 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 0.0080 61215972.74 61215972.74 0.0063 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 0.0080 33655617.10 33655617.10 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HR0 US313385HR04 313385HR0 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+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0085 19970600.00 19970600.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HT6 US313385HT69 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 0.0085 69893810.00 69893810.00 0.0071 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 0.0085 21766428.00 21766428.00 0.0022 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 0.0085 138662930.56 138662930.56 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HY5 US313385HY54 313385HY5 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+ 2017-07-10 2017-07-10 2017-07-10 N N N 0.0085 64893855.00 64893855.00 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385HZ2 US313385HZ20 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 0.0085 84559652.10 84559652.10 0.0086 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 0.0085 40581708.00 40581708.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JC1 US313385JC17 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0085 77750492.61 77750492.61 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JF4 US313385JF48 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 0.0085 41225783.90 41225783.90 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JH0 US313385JH04 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 0.0085 115157373.10 115157373.10 0.0118 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 0.0085 62511629.30 62511629.30 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JN7 US313385JN71 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+ 2017-07-24 2017-07-24 2017-07-24 N N N 0.0085 41917680.00 41917680.00 0.0043 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 0.0085 61376569.50 61376569.50 0.0063 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 0.0085 72251362.80 72251362.80 0.0074 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JW7 US313385JW70 U.S. Government Agency Debt Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0087 9978020.00 9978020.00 0.0010 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 0.0087 41472642.57 41472642.57 0.0042 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 0.0087 12721363.50 12721363.50 0.0013 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 0.0087 72037490.31 72037490.31 0.0074 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 0.0087 44690822.40 44690822.40 0.0046 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 0.0087 6233725.00 6233725.00 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 0.0087 6980603.00 6980603.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385KZ8 US313385KZ82 313385KZ8 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+ 2017-08-28 2017-08-28 2017-08-28 N N N 0.0087 19943140.00 19943140.00 0.0020 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 0.0092 4983750.00 4983750.00 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 0.0092 55250942.50 55250942.50 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385NS1 US313385NS13 U.S. Government Agency Debt Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0095 2323901.75 2323901.75 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385NT9 US313385NT95 U.S. Government Agency Debt Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0095 4329211.35 4329211.35 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385PU4 US313385PU41 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 0.0095 6365280.00 6365280.00 0.0007 N N N 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 0.0075 67568229.59 67568229.59 0.0069 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 0.0075 24998450.00 24998450.00 0.0026 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 0.0075 41791389.20 41791389.20 0.0043 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 0.0075 6997697.00 6997697.00 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 0.0075 15494590.50 15494590.50 0.0016 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 0.0075 22501671.30 22501671.30 0.0023 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 0.0075 98209555.14 98209555.14 0.0100 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397FZ9 S6XOOCT0IEG5ABCC6L87 US313397FZ93 U.S. Government Agency Debt Y 2017-05-24 2017-05-24 2017-05-24 N N N 0.0075 9145672.05 9145672.05 0.0009 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 0.0075 11993832.00 11993832.00 0.0012 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GF2 S6XOOCT0IEG5ABCC6L87 US313397GF21 U.S. Government Agency Debt Y 2017-05-30 2017-05-30 2017-05-30 N N N 0.0075 1324210.30 1324210.30 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 0.0080 38860556.84 38860556.84 0.0040 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GJ4 S6XOOCT0IEG5ABCC6L87 US313397GJ43 U.S. Government Agency Debt Y 2017-06-02 2017-06-02 2017-06-02 N N N 0.0080 45589973.36 45589973.36 0.0047 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GM7 S6XOOCT0IEG5ABCC6L87 US313397GM71 U.S. Government Agency Debt Y 2017-06-05 2017-06-05 2017-06-05 N N N 0.0080 29976960.00 29976960.00 0.0031 N N Y 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 0.0080 32674167.00 32674167.00 0.0033 N N Y 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 0.0080 49957200.00 49957200.00 0.0051 N N Y 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 0.0080 2717312.64 2717312.64 0.0003 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397GY1 S6XOOCT0IEG5ABCC6L87 US313397GY10 U.S. Government Agency Debt Y 2017-06-16 2017-06-16 2017-06-16 N N N 0.0080 19979820.00 19979820.00 0.0020 N N Y 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 0.0080 44901678.75 44901678.75 0.0046 N N Y 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 0.0080 71965966.64 71965966.64 0.0074 N N Y 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 0.0080 26445374.48 26445374.48 0.0027 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397HF1 S6XOOCT0IEG5ABCC6L87 US313397HF12 U.S. Government Agency Debt Y 2017-06-23 2017-06-23 2017-06-23 N N N 0.0080 49941850.00 49941850.00 0.0051 N N Y 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 0.0080 6991397.00 6991397.00 0.0007 N N Y 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 0.0085 15976480.00 15976480.00 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 0.0085 9269313.06 9269313.06 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 0.0087 9977540.00 9977540.00 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 0.0087 69086223.75 69086223.75 0.0071 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397KZ3 S6XOOCT0IEG5ABCC6L87 US313397KZ39 313397KZ3 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+ 2017-08-28 2017-08-28 2017-08-28 N N N 0.0087 10345503.88 10345503.88 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LB5 S6XOOCT0IEG5ABCC6L87 US313397LB51 313397LB5 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+ 2017-08-30 2017-08-30 2017-08-30 N N N 0.0087 30112691.80 30112691.80 0.0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LH2 S6XOOCT0IEG5ABCC6L87 US313397LH22 U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0092 32905193.26 32905193.26 0.0034 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LK5 S6XOOCT0IEG5ABCC6L87 US313397LK50 U.S. Government Agency Debt Y 2017-09-07 2017-09-07 2017-09-07 N N N 0.0092 33840511.25 33840511.25 0.0035 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LL3 S6XOOCT0IEG5ABCC6L87 US313397LL34 U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0092 9827955.00 9827955.00 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LQ2 S6XOOCT0IEG5ABCC6L87 US313397LQ21 U.S. Government Agency Debt Y 2017-09-12 2017-09-12 2017-09-12 N N N 0.0092 9981449.75 9981449.75 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397ML2 S6XOOCT0IEG5ABCC6L87 US313397ML25 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 0.0093 11953284.00 11953284.00 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 0.0095 2920973.64 2920973.64 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.020000% 3133EE4P2 US3133EE4P29 U.S. Government Agency Debt Y 2017-05-01 2018-01-22 2018-01-22 N N N 0.0084 46559613.00 46559613.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.973900% 3133EE4Y3 US3133EE4Y36 U.S. Government Agency Debt Y 2017-05-17 2017-07-17 2017-07-17 N N N 0.0076 72032472.00 72032472.00 0.0074 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.970000% 3133EE5W6 US3133EE5W60 U.S. Government Agency Debt Y 2017-05-01 2017-08-04 2017-08-04 N N N 0.0088 50011600.00 50011600.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.046700% 3133EEJ76 US3133EEJ766 U.S. Government Agency Debt Y 2017-05-02 2017-11-13 2017-11-13 N N N 0.0098 12002916.00 12002916.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.032800% 3133EEMH0 US3133EEMH09 U.S. Government Agency Debt Y 2017-05-02 2018-02-02 2018-02-02 N N N 0.0085 37054390.00 37054390.00 0.0038 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 0.0089 3757143.75 3757143.75 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.023300% 3133EEN71 US3133EEN719 U.S. Government Agency Debt Y 2017-05-22 2018-03-22 2018-03-22 N N N 0.0083 50090150.00 50090150.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.023900% 3133EEZM5 US3133EEZM56 U.S. Government Agency Debt Y 2017-05-17 2018-01-17 2018-01-17 N N N 0.0081 40060320.00 40060320.00 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.988900% 3133EFDD6 US3133EFDD60 U.S. Government Agency Debt Y 2017-05-15 2017-06-15 2017-06-15 N N N 0.0075 105030765.00 105030765.00 0.0107 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.138300% 3133EFE29 US3133EFE293 U.S. Government Agency Debt Y 2017-05-23 2018-02-23 2018-02-23 N N N 0.0082 25065525.00 25065525.00 0.0026 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 0.0092 10030040.00 10030040.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.150000% 3133EFFV4 US3133EFFV41 U.S. Government Agency Debt Y 2017-05-01 2017-05-30 2017-05-30 N N N 0.0078 58316907.00 58316907.00 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.100000% 3133EFQF7 US3133EFQF71 U.S. Government Agency Debt Y 2017-05-01 2017-05-23 2017-05-23 N N N 0.0078 14752861.50 14752861.50 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.040000% 3133EFQR1 US3133EFQR10 U.S. Government Agency Debt Y 2017-05-01 2017-06-27 2017-06-27 N N N 0.0100 50003300.00 50003300.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.943900% 3133EG4B8 US3133EG4B87 U.S. Government Agency Debt Y 2017-05-17 2018-09-17 2018-09-17 N N N 0.0086 95115045.00 95115045.00 0.0097 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.889400% 3133EG6G5 US3133EG6G56 U.S. Government Agency Debt Y 2017-05-08 2018-08-08 2018-08-08 N N N 0.0087 40010600.00 40010600.00 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.130000% 3133EGAL9 US3133EGAL96 U.S. Government Agency Debt Y 2017-05-01 2018-05-17 2018-05-17 N N N 0.0090 16038208.00 16038208.00 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.120000% 3133EGER2 US3133EGER21 U.S. Government Agency Debt Y 2017-05-01 2018-06-13 2018-06-13 N N N 0.0090 25061175.00 25061175.00 0.0026 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 0.0094 50066000.00 50066000.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.100000% 3133EGH73 US3133EGH732 U.S. Government Agency Debt Y 2017-05-01 2018-05-14 2018-05-14 N N N 0.0090 10020870.00 10020870.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.150000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2017-05-01 2018-08-10 2018-08-10 N N N 0.0110 20012720.00 20012720.00 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 0.0083 69722094.90 69722094.90 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.022200% 3133EGZZ1 US3133EGZZ18 U.S. Government Agency Debt Y 2017-05-27 2018-08-27 2018-08-27 N N N 0.0085 46806476.00 46806476.00 0.0048 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 0.0081 20004440.00 20004440.00 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.121100% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt Y 2017-05-21 2017-07-21 2017-07-21 N N N 0.0080 50035500.00 50035500.00 0.0051 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 0.0084 25029200.00 25029200.00 0.0026 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FA6 B1V7KEBTPIMZEU4LTD58 US313589FA66 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 0.0072 31000000.00 31000000.00 0.0032 N Y Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FB4 B1V7KEBTPIMZEU4LTD58 US313589FB40 U.S. Government Agency Debt Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0075 39999160.00 39999160.00 0.0041 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 0.0075 9999590.00 9999590.00 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 0.0075 49995900.00 49995900.00 0.0051 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FH1 B1V7KEBTPIMZEU4LTD58 US313589FH10 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 0.0075 24996400.00 24996400.00 0.0026 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 0.0075 16496271.00 16496271.00 0.0017 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FR9 B1V7KEBTPIMZEU4LTD58 US313589FR91 U.S. Government Agency Debt Y 2017-05-16 2017-05-16 2017-05-16 N N N 0.0075 39987680.00 39987680.00 0.0041 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 0.0075 69976970.00 69976970.00 0.0072 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FX6 B1V7KEBTPIMZEU4LTD58 US313589FX69 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 0.0075 19991360.00 19991360.00 0.0020 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589FY4 B1V7KEBTPIMZEU4LTD58 US313589FY43 U.S. Government Agency Debt Y 2017-05-23 2017-05-23 2017-05-23 N N N 0.0075 16032749.92 16032749.92 0.0016 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 0.0075 66098720.51 66098720.51 0.0068 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589GF4 B1V7KEBTPIMZEU4LTD58 US313589GF45 U.S. Government Agency Debt Y 2017-05-30 2017-05-30 2017-05-30 N N N 0.0075 29982120.00 29982120.00 0.0031 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 0.0080 5196464.00 5196464.00 0.0005 N N Y 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 0.0080 99903400.00 99903400.00 0.0102 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589HB2 B1V7KEBTPIMZEU4LTD58 US313589HB22 U.S. Government Agency Debt Y 2017-06-19 2017-06-19 2017-06-19 N N N 0.0080 19978500.00 19978500.00 0.0020 N N Y 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 0.0080 29966430.00 29966430.00 0.0031 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589HL0 B1V7KEBTPIMZEU4LTD58 US313589HL04 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 0.0080 34955445.00 34955445.00 0.0036 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589HT3 B1V7KEBTPIMZEU4LTD58 US313589HT30 U.S. Government Agency Debt Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0085 22705503.42 22705503.42 0.0023 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589HY2 B1V7KEBTPIMZEU4LTD58 US313589HY25 313589HY2 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+ 2017-07-10 2017-07-10 2017-07-10 N N N 0.0085 49918350.00 49918350.00 0.0051 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589HZ9 B1V7KEBTPIMZEU4LTD58 US313589HZ99 U.S. Government Agency Debt Y 2017-07-11 2017-07-11 2017-07-11 N N N 0.0085 48918807.00 48918807.00 0.0050 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 0.0085 107119736.00 107119736.00 0.0109 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589JR5 B1V7KEBTPIMZEU4LTD58 US313589JR55 U.S. Government Agency Debt Y 2017-07-27 2017-07-27 2017-07-27 N N N 0.0085 29939100.00 29939100.00 0.0031 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589JW4 B1V7KEBTPIMZEU4LTD58 US313589JW41 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 0.0087 22769841.64 22769841.64 0.0023 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589JX2 B1V7KEBTPIMZEU4LTD58 US313589JX24 U.S. Government Agency Debt Y 2017-08-02 2017-08-02 2017-08-02 N N N 0.0087 10102502.25 10102502.25 0.0010 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.003900% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt Y 2017-05-16 2017-08-16 2017-08-16 N N N 0.0082 94550463.00 94550463.00 0.0097 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.993300% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y 2017-05-05 2017-10-05 2017-10-05 N N N 0.0085 66183123.28 66183123.28 0.0068 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.012800% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 U.S. Government Agency Debt Y 2017-05-20 2017-07-20 2017-07-20 N N N 0.0080 78036972.00 78036972.00 0.0080 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 0.0094 20032380.00 20032380.00 0.0020 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.875000% 3135G0MZ3 B1V7KEBTPIMZEU4LTD58 US3135G0MZ32 U.S. Government Agency Debt Y 2017-08-28 2017-08-28 2017-08-28 N N N 0.0097 24992350.00 24992350.00 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.750000% 3137EADV8 S6XOOCT0IEG5ABCC6L87 US3137EADV85 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0084 9998120.00 9998120.00 0.0010 N N N N Tennessee Valley Authority Tennessee Valley Authority 880590FC3 US880590FC36 U.S. Government Agency Debt Y 2017-05-03 2017-05-03 2017-05-03 N N N 0.0075 28783819.82 28783819.82 0.0029 N N 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 0.0068 159928480.00 159928480.00 0.0163 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 0.0071 103620134.03 103620134.03 0.0106 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 0.0081 77129753.26 77129753.26 0.0079 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KL2 US912796KL23 U.S. Treasury Debt Y 2017-09-14 2017-09-14 2017-09-14 N N N 0.0087 24919250.00 24919250.00 0.0025 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 0.0095 368434.53 368434.53 0.0000 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 0.0064 93575133.84 93575133.84 0.0096 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 0.0068 99981500.00 99981500.00 0.0102 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 0.0068 104876638.62 104876638.62 0.0107 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 0.0069 19988320.00 19988320.00 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 0.0068 97480446.85 97480446.85 0.0100 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 0.0067 39967120.00 39967120.00 0.0041 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 0.0074 100529622.60 100529622.60 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LG2 US912796LG29 U.S. Treasury Debt Y 2017-07-06 2017-07-06 2017-07-06 N N N 0.0075 99864300.00 99864300.00 0.0102 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 0.0075 99849900.00 99849900.00 0.0102 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LL1 US912796LL14 U.S. Treasury Debt Y 2017-07-27 2017-07-27 2017-07-27 N N N 0.0080 19961940.00 19961940.00 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 0.0083 39914760.00 39914760.00 0.0041 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 49887950.00 49887950.00 0.0051 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 0.0081 63273875.10 63273875.10 0.0065 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 9972130.00 9972130.00 0.0010 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LV9 US912796LV95 U.S. Treasury Debt Y 2017-09-28 2017-09-28 2017-09-28 N N N 0.0088 9963850.00 9963850.00 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828D49 N.A. US912828D499 U.S. Treasury Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0089 90196482.20 90196482.20 0.0092 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828D98 N.A. US912828D986 U.S. Treasury Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0096 102535993.12 102535993.12 0.0105 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828G20 N.A. US912828G203 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0101 20960254.58 20960254.58 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828G79 N.A. US912828G799 U.S. Treasury Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0105 43906296.96 43906296.96 0.0045 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828M72 N.A. US912828M722 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0104 30965926.69 30965926.69 0.0032 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828SY7 N.A. US912828SY71 U.S. Treasury Debt Y 2017-05-31 2017-05-31 2017-05-31 N N N 0.0071 99993000.00 99993000.00 0.0102 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TB6 N.A. US912828TB69 U.S. Treasury Debt Y 2017-06-30 2017-06-30 2017-06-30 N N N 0.0075 49999850.00 49999850.00 0.0051 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 912828TG5 N.A. US912828TG56 U.S. Treasury Debt Y 2017-07-31 2017-07-31 2017-07-31 N N N 0.0087 69934340.00 69934340.00 0.0071 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TM2 N.A. US912828TM25 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0094 109883950.00 109883950.00 0.0112 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 N.A. US912828TW07 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0100 80399375.00 80399375.00 0.0082 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828UA6 N.A. US912828UA67 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0106 9975000.00 9975000.00 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828WH9 N.A. US912828WH92 U.S. Treasury Debt Y 2017-05-15 2017-05-15 2017-05-15 N N N 0.0069 40882861.60 40882861.60 0.0042 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828XJ4 N.A. US912828XJ40 U.S. Treasury Debt Y 2017-06-30 2017-06-30 2017-06-30 N N N 0.0074 39992280.00 39992280.00 0.0041 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828XP0 N.A. US912828XP00 U.S. Treasury Debt Y 2017-07-31 2017-07-31 2017-07-31 N N N 0.0089 29980080.00 29980080.00 0.0031 N Y Y N CREF 2017-05-05 Jon Scott Meissner Jon Scott Meissner Managing Director, Nuveen