0001145549-17-003657.txt : 20170606 0001145549-17-003657.hdr.sgml : 20170606 20170606170859 ACCESSION NUMBER: 0001145549-17-003657 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170531 FILED AS OF DATE: 20170606 DATE AS OF CHANGE: 20170606 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: 17894848 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 2017-05-31 0000777535 S000005087 3 N N 033-00480 TIAA-CREF Investment Management, LLC 801-38029 PricewaterhouseCoopers LLP Baltimore MD Teachers Insurance and Annuity Association None N N Y Exempt Government N 47 91 2285055707.19 2249244902.40 2261280215.68 2251705177.28 5730273888.05 5826598333.66 5988718691.66 5957321225.22 0.00 0.2330 0.2305 0.2328 0.2330 0.5842 0.5971 0.6167 0.6165 0.0000 2404.22 9671017103.66 9671169237.47 4572445.32 17497081.45 9658247005.56 377547220.5760 1.0000 0.0084 25.5763 25.5783 25.5797 25.5811 0.0000 C000154494 1.00 1909876612.69 74778012.1180 25.5392 25.5402 25.5405 25.5409 0.0000 24463504.56 39400328.74 16306624.47 25470972.32 23716748.15 29934169.31 17953446.29 21379098.02 0.00 0.00 88393265.77 124971809.97 0.0020 N C000154495 1.00 2904545824.86 113567367.4310 25.5699 25.5719 25.5734 25.5750 0.0000 34134985.14 47825702.97 11693921.96 27253050.57 25023890.84 33604609.65 19805968.87 30215458.63 0.00 0.00 94319032.75 147559080.13 0.0043 N C000154496 1.00 4843824568.01 189201841.0270 25.5949 25.5972 25.5989 25.6007 0.0000 57488167.11 52881829.77 22979723.24 44057549.71 42911322.98 52262037.08 19964462.85 39013621.25 0.00 0.00 158607465.66 199642471.01 0.0048 N Federal Home Loan Bank Federal Home Loan Bank 1.036000% 3130A96L0 US3130A96L07 U.S. Government Agency Debt Y 2017-08-23 2018-02-23 2018-02-23 N N N 0.0093 75069300.00 75069300.00 0.0078 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 0.0094 50002350.00 50002350.00 0.0052 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 0.0101 72499927.50 72499927.50 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.952000% 3130AATB4 US3130AATB41 U.S. Government Agency Debt Y 2017-08-13 2019-02-13 2019-02-13 N N N 0.0102 19985300.00 19985300.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.970000% 3130AAUU0 US3130AAUU03 U.S. Government Agency Debt Y 2017-06-22 2019-02-22 2019-02-22 N N N 0.0098 50031150.00 50031150.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.865000% 3130AAWH7 US3130AAWH73 U.S. Government Agency Debt Y 2017-06-06 2019-03-06 2019-03-06 N N N 0.0104 37954704.00 37954704.00 0.0039 N N N N Federal Agricultural Mortgage Corp. 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Federal Agricultural Mortgage Corp. 0.875000% 3132X0SJ1 US3132X0SJ12 U.S. Government Agency Debt Y 2017-06-03 2018-08-03 2018-08-03 N N N 0.0094 44498309.00 44498309.00 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313GN2 US313313GN22 U.S. Government Agency Debt Y 2017-06-06 2017-06-06 2017-06-06 N N N 0.0080 41995380.00 41995380.00 0.0043 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313GP7 US313313GP79 U.S. Government Agency Debt Y 2017-06-07 2017-06-07 2017-06-07 N N N 0.0080 29561097.42 29561097.42 0.0031 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313GQ5 US313313GQ52 U.S. Government Agency Debt Y 2017-06-08 2017-06-08 2017-06-08 N N N 0.0080 24996150.00 24996150.00 0.0026 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313GR3 US313313GR36 U.S. Government Agency Debt Y 2017-06-09 2017-06-09 2017-06-09 N N N 0.0080 24301722.14 24301722.14 0.0025 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313GU6 US313313GU64 U.S. Government Agency Debt Y 2017-06-12 2017-06-12 2017-06-12 N N N 0.0080 43524508.07 43524508.07 0.0045 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313GV4 US313313GV48 U.S. Government Agency Debt Y 2017-06-13 2017-06-13 2017-06-13 N N N 0.0080 26563012.09 26563012.09 0.0028 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313HC5 US313313HC57 U.S. Government Agency Debt Y 2017-06-20 2017-06-20 2017-06-20 N N N 0.0080 14993745.00 14993745.00 0.0016 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313HE1 US313313HE14 U.S. Government Agency Debt Y 2017-06-22 2017-06-22 2017-06-22 N N N 0.0080 24488705.50 24488705.50 0.0025 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313HJ0 US313313HJ01 U.S. Government Agency Debt Y 2017-06-26 2017-06-26 2017-06-26 N N N 0.0080 19989020.00 19989020.00 0.0021 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 0.0093 43960664.00 43960664.00 0.0046 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313JP4 US313313JP43 U.S. Government Agency Debt Y 2017-07-25 2017-07-25 2017-07-25 N N N 0.0093 13381508.00 13381508.00 0.0014 N N Y 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 0.0095 24958875.00 24958875.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313KC1 US313313KC11 U.S. Government Agency Debt Y 2017-08-07 2017-08-07 2017-08-07 N N N 0.0095 8984259.00 8984259.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313KD9 US313313KD93 U.S. Government Agency Debt Y 2017-08-08 2017-08-08 2017-08-08 N N N 0.0095 24955600.00 24955600.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313KE7 US313313KE76 U.S. Government Agency Debt Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0095 41764604.32 41764604.32 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313LD8 US313313LD84 U.S. Government Agency Debt Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0098 43522975.61 43522975.61 0.0045 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313LH9 US313313LH98 U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0098 19659542.40 19659542.40 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313LJ5 US313313LJ54 U.S. Government Agency Debt Y 2017-09-06 2017-09-06 2017-09-06 N N N 0.0098 23379360.72 23379360.72 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313LW6 US313313LW65 U.S. Government Agency Debt Y 2017-09-18 2017-09-18 2017-09-18 N N N 0.0098 24927325.00 24927325.00 0.0026 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 0.0098 4287155.90 4287155.90 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313NA2 US313313NA28 U.S. Government Agency Debt Y 2017-10-16 2017-10-16 2017-10-16 N N N 0.0101 7720798.00 7720798.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GJ9 US313385GJ96 U.S. Government Agency Debt Y 2017-06-02 2017-06-02 2017-06-02 N N N 0.0080 65298563.40 65298563.40 0.0068 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 52993004.00 52993004.00 0.0055 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 41992608.00 41992608.00 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385GU4 US313385GU42 313385GU4 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+ 2017-06-12 2017-06-12 2017-06-12 N N N 0.0080 32642131.35 32642131.35 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385GV2 US313385GV25 U.S. Government Agency Debt Y 2017-06-13 2017-06-13 2017-06-13 N N N 0.0080 24993425.00 24993425.00 0.0026 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 49985750.00 49985750.00 0.0052 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 99367297.40 99367297.40 0.0103 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385HB5 US313385HB51 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+ 2017-06-19 2017-06-19 2017-06-19 N N N 0.0080 57567251.95 57567251.95 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385HC3 US313385HC35 U.S. Government Agency Debt Y 2017-06-20 2017-06-20 2017-06-20 N N N 0.0080 27438553.35 27438553.35 0.0028 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 102315063.96 102315063.96 0.0106 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 25788106.20 25788106.20 0.0027 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 101900758.15 101900758.15 0.0106 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 128994143.32 128994143.32 0.0134 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385HK5 US313385HK50 313385HK5 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+ 2017-06-27 2017-06-27 2017-06-27 N N N 0.0080 94545983.40 94545983.40 0.0098 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 98235711.66 98235711.66 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385HM1 US313385HM17 U.S. Government Agency Debt Y 2017-06-29 2017-06-29 2017-06-29 N N N 0.0080 22486185.00 22486185.00 0.0023 N N Y 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 43672206.80 43672206.80 0.0045 N N Y 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 0.0093 45063108.20 45063108.20 0.0047 N N Y 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 0.0093 92519530.60 92519530.60 0.0096 N N Y 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 0.0093 21780510.80 21780510.80 0.0023 N N Y 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 0.0093 138752230.40 138752230.40 0.0144 N N Y 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 0.0093 89910270.00 89910270.00 0.0093 N N Y 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 0.0093 84613436.60 84613436.60 0.0088 N N Y 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 0.0093 56191050.00 56191050.00 0.0058 N N Y 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 0.0093 110338604.47 110338604.47 0.0114 N N Y 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 0.0093 61227911.20 61227911.20 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385JG2 US313385JG21 U.S. Government Agency Debt Y 2017-07-18 2017-07-18 2017-07-18 N N N 0.0093 54084965.85 54084965.85 0.0056 N N Y 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 0.0093 120222306.02 120222306.02 0.0124 N N Y 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 0.0093 77530788.86 77530788.86 0.0080 N N Y 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 0.0093 66559755.90 66559755.90 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385JP2 US313385JP20 U.S. Government Agency Debt Y 2017-07-25 2017-07-25 2017-07-25 N N N 0.0093 33643507.80 33643507.80 0.0035 N N Y 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 0.0093 120330577.00 120330577.00 0.0125 N N Y 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 0.0093 130172062.57 130172062.57 0.0135 N N Y 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 0.0095 9984070.00 9984070.00 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 0.0095 93762951.62 93762951.62 0.0097 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 0.0095 12729026.25 12729026.25 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JZ0 US313385JZ02 U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0095 55222568.64 55222568.64 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385KC9 US313385KC97 313385KC9 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+ 2017-08-07 2017-08-07 2017-08-07 N N N 0.0095 19965020.00 19965020.00 0.0021 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 0.0095 79067263.58 79067263.58 0.0082 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 0.0095 44716940.80 44716940.80 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 0.0096 64717900.55 64717900.55 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385KU9 US313385KU95 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+ 2017-08-23 2017-08-23 2017-08-23 N N N 0.0096 93262461.35 93262461.35 0.0097 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 0.0096 70742672.90 70742672.90 0.0073 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 0.0096 19954040.00 19954040.00 0.0021 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 0.0098 21443240.00 21443240.00 0.0022 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 0.0098 55283821.39 55283821.39 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385MH6 US313385MH66 U.S. Government Agency Debt Y 2017-09-29 2017-09-29 2017-09-29 N N N 0.0098 3807776.00 3807776.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385MX1 US313385MX17 U.S. Government Agency Debt Y 2017-10-13 2017-10-13 2017-10-13 N N N 0.0101 8966835.00 8966835.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385NE2 US313385NE27 U.S. Government Agency Debt Y 2017-10-20 2017-10-20 2017-10-20 N N N 0.0101 5076237.71 5076237.71 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385NK8 US313385NK86 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+ 2017-10-25 2017-10-25 2017-10-25 N N N 0.0101 2221046.55 2221046.55 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385NM4 US313385NM43 U.S. Government Agency Debt Y 2017-10-27 2017-10-27 2017-10-27 N N N 0.0101 8838878.75 8838878.75 0.0009 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 0.0105 2324777.37 2324777.37 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 0.0105 4330833.90 4330833.90 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385NX0 US313385NX08 313385NX0 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+ 2017-11-06 2017-11-06 2017-11-06 N N N 0.0112 995479.00 995479.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385PJ9 US313385PJ95 U.S. Government Agency Debt Y 2017-11-17 2017-11-17 2017-11-17 N N N 0.0110 1363376.05 1363376.05 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385PP5 US313385PP55 313385PP5 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+ 2017-11-22 2017-11-22 2017-11-22 N N N 0.0105 11121360.89 11121360.89 0.0012 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 0.0105 6367225.60 6367225.60 0.0007 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 0.0070 38887000.00 38887000.00 0.0040 N Y 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 45620996.32 45620996.32 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 29997360.00 29997360.00 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 32696403.00 32696403.00 0.0034 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 49991200.00 49991200.00 0.0052 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 2719164.96 2719164.96 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 19993420.00 19993420.00 0.0021 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 59326556.75 59326556.75 0.0061 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 102002447.24 102002447.24 0.0106 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 26463377.48 26463377.48 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 49975850.00 49975850.00 0.0052 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 6996157.00 6996157.00 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 0.0093 15986912.00 15986912.00 0.0017 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397JB8 S6XOOCT0IEG5ABCC6L87 US313397JB89 U.S. Government Agency Debt Y 2017-07-13 2017-07-13 2017-07-13 N N N 0.0093 17730954.25 17730954.25 0.0018 N N Y 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 0.0093 9275079.66 9275079.66 0.0010 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397JR3 S6XOOCT0IEG5ABCC6L87 US313397JR32 U.S. Government Agency Debt Y 2017-07-27 2017-07-27 2017-07-27 N N N 0.0093 29957070.00 29957070.00 0.0031 N N Y 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 0.0095 9983550.00 9983550.00 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 0.0095 69127012.00 69127012.00 0.0072 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 0.0096 10351158.25 10351158.25 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 0.0096 30129030.00 30129030.00 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 0.0098 32925494.40 32925494.40 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 0.0098 33861288.65 33861288.65 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 0.0098 39754769.60 39754769.60 0.0041 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LP4 S6XOOCT0IEG5ABCC6L87 US313397LP48 U.S. Government Agency Debt Y 2017-09-11 2017-09-11 2017-09-11 N N N 0.0098 1834995.20 1834995.20 0.0002 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 0.0098 17716199.55 17716199.55 0.0018 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LT6 S6XOOCT0IEG5ABCC6L87 US313397LT69 U.S. Government Agency Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0098 45869958.00 45869958.00 0.0047 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LX7 S6XOOCT0IEG5ABCC6L87 US313397LX71 U.S. Government Agency Debt Y 2017-09-19 2017-09-19 2017-09-19 N N N 0.0098 8136066.72 8136066.72 0.0008 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 0.0101 11959404.00 11959404.00 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397MU2 S6XOOCT0IEG5ABCC6L87 US313397MU24 U.S. Government Agency Debt Y 2017-10-10 2017-10-10 2017-10-10 N N N 0.0101 38371248.47 38371248.47 0.0040 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397MV0 S6XOOCT0IEG5ABCC6L87 US313397MV07 U.S. Government Agency Debt Y 2017-10-11 2017-10-11 2017-10-11 N N N 0.0101 22049668.10 22049668.10 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397NH0 S6XOOCT0IEG5ABCC6L87 US313397NH04 U.S. Government Agency Debt Y 2017-10-23 2017-10-23 2017-10-23 N N N 0.0101 23979663.00 23979663.00 0.0025 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 0.0105 25722166.58 25722166.58 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.020000% 3133EE4P2 US3133EE4P29 U.S. Government Agency Debt Y 2017-06-01 2018-01-22 2018-01-22 N N N 0.0084 46552638.00 46552638.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.980800% 3133EE4Y3 US3133EE4Y36 U.S. Government Agency Debt Y 2017-06-17 2017-07-17 2017-07-17 N N N 0.0083 72019656.00 72019656.00 0.0075 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.970000% 3133EE5W6 US3133EE5W60 U.S. Government Agency Debt Y 2017-06-01 2017-08-04 2017-08-04 N N N 0.0088 50007950.00 50007950.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.187300% 3133EEJ76 US3133EEJ766 U.S. Government Agency Debt Y 2017-06-06 2017-11-13 2017-11-13 N N N 0.0115 12002472.00 12002472.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.045000% 3133EEMH0 US3133EEMH09 U.S. Government Agency Debt Y 2017-06-02 2018-02-02 2018-02-02 N N N 0.0091 37048396.00 37048396.00 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.149300% 3133EEMX5 US3133EEMX58 U.S. Government Agency Debt Y 2017-08-06 2018-02-06 2018-02-06 N N N 0.0093 3756393.75 3756393.75 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.044900% 3133EEN71 US3133EEN719 U.S. Government Agency Debt Y 2017-06-22 2018-03-22 2018-03-22 N N N 0.0089 50081700.00 50081700.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.030800% 3133EEZM5 US3133EEZM56 U.S. Government Agency Debt Y 2017-06-17 2018-01-17 2018-01-17 N N N 0.0088 40053520.00 40053520.00 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.984100% 3133EFDD6 US3133EFDD60 U.S. Government Agency Debt Y 2017-06-15 2017-06-15 2017-06-15 N N N 0.0082 105009765.00 105009765.00 0.0109 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.167100% 3133EFE29 US3133EFE293 U.S. Government Agency Debt Y 2017-06-23 2018-02-23 2018-02-23 N N N 0.0089 25058800.00 25058800.00 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 0.0096 10028180.00 10028180.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.040000% 3133EFQR1 US3133EFQR10 U.S. Government Agency Debt Y 2017-06-01 2017-06-27 2017-06-27 N N N 0.0100 50001500.00 50001500.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.950800% 3133EG4B8 US3133EG4B87 U.S. Government Agency Debt Y 2017-06-17 2018-09-17 2018-09-17 N N N 0.0092 95108300.00 95108300.00 0.0098 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.892800% 3133EG6G5 US3133EG6G56 U.S. Government Agency Debt Y 2017-06-08 2018-08-08 2018-08-08 N N N 0.0094 40009920.00 40009920.00 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.130000% 3133EGAL9 US3133EGAL96 U.S. Government Agency Debt Y 2017-06-01 2018-05-17 2018-05-17 N N N 0.0090 16035264.00 16035264.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.120000% 3133EGER2 US3133EGER21 U.S. Government Agency Debt Y 2017-06-01 2018-06-13 2018-06-13 N N N 0.0090 25056500.00 25056500.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.031800% 3133EGH57 US3133EGH575 U.S. Government Agency Debt Y 2017-08-14 2018-11-14 2018-11-14 N N N 0.0097 50062300.00 50062300.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.100000% 3133EGH73 US3133EGH732 U.S. Government Agency Debt Y 2017-06-01 2018-05-14 2018-05-14 N N N 0.0090 10019310.00 10019310.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.150000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2017-06-01 2018-08-10 2018-08-10 N N N 0.0110 20011920.00 20011920.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.951800% 3133EGRH0 US3133EGRH02 U.S. Government Agency Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0087 69715891.60 69715891.60 0.0072 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.073800% 3133EGZZ1 US3133EGZZ18 U.S. Government Agency Debt Y 2017-06-27 2018-08-27 2018-08-27 N N N 0.0092 46799564.40 46799564.40 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 0.0087 20000860.00 20000860.00 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.139900% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt Y 2017-06-21 2017-07-21 2017-07-21 N N N 0.0087 50022200.00 50022200.00 0.0052 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.071800% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 U.S. Government Agency Debt Y 2017-08-13 2017-11-13 2017-11-13 N N N 0.0088 25024825.00 25024825.00 0.0026 N N N 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 0.0075 5200000.00 5200000.00 0.0005 N Y Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589GM9 B1V7KEBTPIMZEU4LTD58 US313589GM95 313589GM9 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+ 2017-06-05 2017-06-05 2017-06-05 N N N 0.0080 39996480.00 39996480.00 0.0041 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589GU1 B1V7KEBTPIMZEU4LTD58 US313589GU12 313589GU1 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+ 2017-06-12 2017-06-12 2017-06-12 N N N 0.0080 29992770.00 29992770.00 0.0031 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 99971500.00 99971500.00 0.0104 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 19992100.00 19992100.00 0.0021 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 29986830.00 29986830.00 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 34979245.00 34979245.00 0.0036 N N Y 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 0.0093 22720238.94 22720238.94 0.0024 N N Y 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 0.0093 49950150.00 49950150.00 0.0052 N N Y 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 0.0093 48949922.00 48949922.00 0.0051 N N Y 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 0.0093 107187549.60 107187549.60 0.0111 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589JG9 B1V7KEBTPIMZEU4LTD58 US313589JG90 U.S. Government Agency Debt Y 2017-07-18 2017-07-18 2017-07-18 N N N 0.0093 46384225.56 46384225.56 0.0048 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589JH7 B1V7KEBTPIMZEU4LTD58 US313589JH73 313589JH7 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 0.0093 17229833.02 17229833.02 0.0018 N N Y 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 0.0093 29957070.00 29957070.00 0.0031 N N Y 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 0.0095 22783647.74 22783647.74 0.0024 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 0.0095 30076227.63 30076227.63 0.0031 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589KC6 B1V7KEBTPIMZEU4LTD58 US313589KC67 313589KC6 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+ 2017-08-07 2017-08-07 2017-08-07 N N N 0.0095 29947530.00 29947530.00 0.0031 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589KU6 B1V7KEBTPIMZEU4LTD58 US313589KU65 U.S. Government Agency Debt Y 2017-08-23 2017-08-23 2017-08-23 N N N 0.0096 24360097.03 24360097.03 0.0025 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589KZ5 B1V7KEBTPIMZEU4LTD58 US313589KZ52 313589KZ5 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 0.0096 19954040.00 19954040.00 0.0021 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589LD3 B1V7KEBTPIMZEU4LTD58 US313589LD32 U.S. Government Agency Debt Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0098 19950940.00 19950940.00 0.0021 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.002400% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt Y 2017-06-16 2017-08-16 2017-08-16 N N N 0.0089 94536004.50 94536004.50 0.0098 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.001700% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y 2017-06-05 2017-10-05 2017-10-05 N N N 0.0092 66174723.50 66174723.50 0.0069 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.029900% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 U.S. Government Agency Debt Y 2017-06-20 2017-07-20 2017-07-20 N N N 0.0086 78022932.00 78022932.00 0.0081 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 0.0095 20033760.00 20033760.00 0.0021 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 0.0105 24989475.00 24989475.00 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 0.0098 9997250.00 9997250.00 0.0010 N N N N Tennessee Valley Authority Tennessee Valley Authority 880590GN8 US880590GN81 U.S. Government Agency Debt Y 2017-06-06 2017-06-06 2017-06-06 N N N 0.0080 49994500.00 49994500.00 0.0052 N N Y N Tennessee Valley Authority Tennessee Valley Authority 880590GV0 US880590GV08 U.S. Government Agency Debt Y 2017-06-13 2017-06-13 2017-06-13 N N N 0.0080 49986850.00 49986850.00 0.0052 N N 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 0.0074 103680916.88 103680916.88 0.0107 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KB4 US912796KB41 U.S. Treasury Debt Y 2017-07-20 2017-07-20 2017-07-20 N N N 0.0086 74913225.00 74913225.00 0.0078 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 0.0094 99803000.00 99803000.00 0.0103 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 0.0096 85603682.48 85603682.48 0.0089 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 0.0099 368667.26 368667.26 0.0000 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 0.0052 20000000.00 20000000.00 0.0021 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 0.0067 117534836.05 117534836.05 0.0122 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 0.0075 39988520.00 39988520.00 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 0.0085 100584074.25 100584074.25 0.0104 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 99928100.00 99928100.00 0.0103 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 0.0083 119884800.00 119884800.00 0.0124 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 0.0088 69905570.00 69905570.00 0.0072 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 0.0091 82894816.80 82894816.80 0.0086 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 0.0092 99824300.00 99824300.00 0.0103 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 0.0093 78266600.06 78266600.06 0.0081 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 0.0097 19951840.00 19951840.00 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LT4 US912796LT40 U.S. Treasury Debt Y 2017-09-07 2017-09-07 2017-09-07 N N N 0.0095 79797440.00 79797440.00 0.0083 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LU1 US912796LU13 U.S. Treasury Debt Y 2017-09-21 2017-09-21 2017-09-21 N N N 0.0097 29911230.00 29911230.00 0.0031 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 0.0098 49841550.00 49841550.00 0.0052 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LZ0 US912796LZ00 U.S. Treasury Debt Y 2017-10-26 2017-10-26 2017-10-26 N N N 0.0102 19918340.00 19918340.00 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828D49 US912828D499 U.S. Treasury Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0091 90193054.60 90193054.60 0.0093 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828D98 US912828D986 U.S. Treasury Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0104 102508005.16 102508005.16 0.0106 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 0.0112 20952053.35 20952053.35 0.0022 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828G79 US912828G799 U.S. Treasury Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0115 43883985.60 43883985.60 0.0045 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 0.0115 36844564.54 36844564.54 0.0038 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 0.0076 49999500.00 49999500.00 0.0052 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 912828TG5 US912828TG56 U.S. Treasury Debt Y 2017-07-31 2017-07-31 2017-07-31 N N N 0.0083 69961570.00 69961570.00 0.0072 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 0.0107 109879660.00 109879660.00 0.0114 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 0.0113 80374259.00 80374259.00 0.0083 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828UA6 US912828UA67 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0112 9975390.00 9975390.00 0.0010 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 0.0076 49994500.00 49994500.00 0.0052 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 0.0083 50907583.65 50907583.65 0.0053 N Y Y N CREF 2017-06-06 Jon Scott Meissner Jon Scott Meissner Managing Director, Nuveen