0001145549-17-004302.txt : 20170710 0001145549-17-004302.hdr.sgml : 20170710 20170710083057 ACCESSION NUMBER: 0001145549-17-004302 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170710 DATE AS OF CHANGE: 20170710 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: 17956413 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 2017-06-30 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 99 2178776112.24 2228680944.01 2316900257.33 2285320525.61 2080246356.64 6072125647.74 6193114357.91 5972004440.39 5616958042.99 5550079480.46 0.2239 0.2302 0.2392 0.2354 0.2173 0.6240 0.6398 0.6167 0.5785 0.5798 4029.55 9566815734.37 9566896635.35 5178247.00 2094386.98 9569984524.92 373957983.4820 1.0000 0.0094 25.5829 25.5846 25.5868 25.5887 25.5909 C000154494 1.00 1892626491.46 74088012.5070 25.5417 25.5423 25.5426 25.5444 25.5454 17113872.98 20681282.63 14425926.71 20216195.58 17446379.19 21795779.05 18704188.10 19312294.56 11304397.91 17448285.12 73041822.59 90666595.36 0.0027 N C000154495 1.00 2875906332.70 112403560.5540 25.5769 25.5787 25.5802 25.5831 25.5853 20317055.61 19650759.06 13911474.48 26547938.19 19828387.73 21642914.90 13681180.97 18924467.42 10313927.06 26058697.14 74391759.91 104164518.40 0.0051 N C000154496 1.00 4801451700.76 187466410.4210 25.6028 25.6048 25.6065 25.6097 25.6121 40538188.36 31613363.29 22588725.56 35655991.39 36205353.10 36277273.27 17519019.56 37074168.58 23723553.51 40559932.32 125311050.61 169753295.65 0.0055 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 0.0109 75027300.00 75027300.00 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 0.0110 49974900.00 49974900.00 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 0.0113 72462010.00 72462010.00 0.0076 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 0.0114 19978580.00 19978580.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.176000% 3130AAUU0 US3130AAUU03 U.S. Government Agency Debt Y 2017-07-22 2019-02-22 2019-02-22 N N N 0.0113 50045150.00 50045150.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.988000% 3130AAWH7 US3130AAWH73 U.S. Government Agency Debt Y 2017-09-06 2019-03-06 2019-03-06 N N N 0.0114 37953336.00 37953336.00 0.0040 N N N N Federal Agricultural Mortgage Corp. 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R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0086 45100000.00 45100000.00 0.0047 N Y 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 0.0101 119563304.08 119563304.08 0.0125 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 0.0101 21798190.60 21798190.60 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 0.0101 158862364.32 158862364.32 0.0166 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 0.0101 89982540.00 89982540.00 0.0094 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 0.0101 84681196.60 84681196.60 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 0.0101 56235937.50 56235937.50 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385JB3 US313385JB34 U.S. Government Agency Debt Y 2017-07-13 2017-07-13 2017-07-13 N N N 0.0101 3499027.00 3499027.00 0.0004 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 0.0101 110426199.24 110426199.24 0.0115 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 0.0101 61276154.30 61276154.30 0.0064 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 0.0101 61659277.36 61659277.36 0.0064 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 0.0101 120316555.72 120316555.72 0.0126 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 0.0101 82705626.50 82705626.50 0.0086 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 0.0101 106587823.05 106587823.05 0.0111 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 0.0101 101927684.11 101927684.11 0.0107 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 0.0101 120423000.50 120423000.50 0.0126 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 0.0101 134018926.27 134018926.27 0.0140 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 0.0104 9991780.00 9991780.00 0.0010 N N Y 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 0.0104 93835172.25 93835172.25 0.0098 N N Y 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 0.0104 12738805.50 12738805.50 0.0013 N N Y 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 0.0104 91741714.73 91741714.73 0.0096 N N Y 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 0.0104 43756550.40 43756550.40 0.0046 N N Y 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 0.0104 79126987.92 79126987.92 0.0083 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385KF2 US313385KF29 U.S. Government Agency Debt Y 2017-08-10 2017-08-10 2017-08-10 N N N 0.0104 13984922.00 13984922.00 0.0015 N N Y 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 0.0104 89500992.00 89500992.00 0.0094 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385KK1 US313385KK14 313385KK1 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+ 2017-08-14 2017-08-14 2017-08-14 N N N 0.0104 21159789.85 21159789.85 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385KM7 US313385KM79 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+ 2017-08-16 2017-08-16 2017-08-16 N N N 0.0104 10187280.60 10187280.60 0.0011 N N Y 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 0.0104 64765500.45 64765500.45 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385KS4 US313385KS40 313385KS4 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+ 2017-08-21 2017-08-21 2017-08-21 N N N 0.0101 17450744.70 17450744.70 0.0018 N N Y 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 0.0104 93329943.08 93329943.08 0.0098 N N Y 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 0.0104 131127749.85 131127749.85 0.0137 N N Y 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 0.0104 19968260.00 19968260.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385LA2 US313385LA23 U.S. Government Agency Debt Y 2017-08-29 2017-08-29 2017-08-29 N N N 0.0104 124798125.00 124798125.00 0.0130 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385LB0 US313385LB06 313385LB0 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 0.0104 2016681.14 2016681.14 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385LD6 US313385LD61 U.S. Government Agency Debt Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0105 29948490.00 29948490.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385LH7 US313385LH75 U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0105 83721424.88 83721424.88 0.0087 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385LJ3 US313385LJ32 313385LJ3 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+ 2017-09-06 2017-09-06 2017-09-06 N N N 0.0105 39306753.20 39306753.20 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385LK0 US313385LK05 U.S. Government Agency Debt Y 2017-09-07 2017-09-07 2017-09-07 N N N 0.0105 30941472.00 30941472.00 0.0032 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 0.0105 55593223.10 55593223.10 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385LP9 US313385LP91 313385LP9 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+ 2017-09-11 2017-09-11 2017-09-11 N N N 0.0105 49899850.00 49899850.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385LR5 US313385LR57 313385LR5 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+ 2017-09-13 2017-09-13 2017-09-13 N N N 0.0105 64556738.60 64556738.60 0.0067 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 0.0105 55322854.67 55322854.67 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385LX2 US313385LX26 U.S. Government Agency Debt Y 2017-09-19 2017-09-19 2017-09-19 N N N 0.0105 29933040.00 29933040.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385LY0 US313385LY09 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+ 2017-09-20 2017-09-20 2017-09-20 N N N 0.0105 54875700.00 54875700.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385MA1 US313385MA14 U.S. Government Agency Debt Y 2017-09-22 2017-09-22 2017-09-22 N N N 0.0105 24942075.00 24942075.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385MD5 US313385MD52 313385MD5 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+ 2017-09-25 2017-09-25 2017-09-25 N N N 0.0105 39509829.19 39509829.19 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ME3 US313385ME36 313385ME3 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+ 2017-09-26 2017-09-26 2017-09-26 N N N 0.0105 6992951.68 6992951.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385MF0 US313385MF01 313385MF0 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+ 2017-09-27 2017-09-27 2017-09-27 N N N 0.0105 54864645.00 54864645.00 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 0.0105 61215470.34 61215470.34 0.0064 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 0.0108 8972973.00 8972973.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ND4 US313385ND44 U.S. Government Agency Debt Y 2017-10-19 2017-10-19 2017-10-19 N N N 0.0108 49841000.00 49841000.00 0.0052 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 0.0108 5079646.94 5079646.94 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385NH5 US313385NH57 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+ 2017-10-23 2017-10-23 2017-10-23 N N N 0.0108 2691095.40 2691095.40 0.0003 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 0.0108 6174203.39 6174203.39 0.0006 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 0.0108 8844683.00 8844683.00 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 0.0109 2326603.34 2326603.34 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 0.0109 4334226.90 4334226.90 0.0005 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 0.0109 996255.00 996255.00 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 0.0109 1364421.36 1364421.36 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 0.0109 11129821.88 11129821.88 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 0.0109 6372038.40 6372038.40 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 16000000.00 16000000.00 0.0017 N Y 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 0.0101 17745065.50 17745065.50 0.0019 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 0.0101 9282387.75 9282387.75 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 0.0101 29979990.00 29979990.00 0.0031 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397JW2 S6XOOCT0IEG5ABCC6L87 US313397JW27 U.S. Government Agency Debt Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0104 24979450.00 24979450.00 0.0026 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 0.0104 9991220.00 9991220.00 0.0010 N N Y 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 0.0104 69179365.00 69179365.00 0.0072 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397KG5 S6XOOCT0IEG5ABCC6L87 US313397KG57 U.S. Government Agency Debt Y 2017-08-11 2017-08-11 2017-08-11 N N N 0.0104 24972375.00 24972375.00 0.0026 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397KP5 S6XOOCT0IEG5ABCC6L87 US313397KP56 U.S. Government Agency Debt Y 2017-08-18 2017-08-18 2017-08-18 N N N 0.0104 24303291.50 24303291.50 0.0025 N N Y 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 0.0104 33322033.88 33322033.88 0.0035 N N Y 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 0.0104 30150381.40 30150381.40 0.0032 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 0.0105 32949558.70 32949558.70 0.0034 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LJ8 S6XOOCT0IEG5ABCC6L87 US313397LJ87 U.S. Government Agency Debt Y 2017-09-06 2017-09-06 2017-09-06 N N N 0.0105 12975820.00 12975820.00 0.0014 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 0.0105 33885902.40 33885902.40 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 0.0105 39783588.38 39783588.38 0.0042 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 0.0105 1836314.48 1836314.48 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 0.0105 17728919.29 17728919.29 0.0019 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 0.0105 45902618.00 45902618.00 0.0048 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397LW9 S6XOOCT0IEG5ABCC6L87 US313397LW98 U.S. Government Agency Debt Y 2017-09-18 2017-09-18 2017-09-18 N N N 0.0105 6928702.37 6928702.37 0.0007 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 0.0105 8141786.88 8141786.88 0.0009 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 0.0108 14112092.15 14112092.15 0.0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397MQ1 S6XOOCT0IEG5ABCC6L87 US313397MQ12 U.S. Government Agency Debt Y 2017-10-06 2017-10-06 2017-10-06 N N N 0.0108 69804210.00 69804210.00 0.0073 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 0.0108 38397743.35 38397743.35 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 0.0108 22064849.28 22064849.28 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397MX6 S6XOOCT0IEG5ABCC6L87 US313397MX62 U.S. Government Agency Debt Y 2017-10-13 2017-10-13 2017-10-13 N N N 0.0108 39879880.00 39879880.00 0.0042 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397NB3 S6XOOCT0IEG5ABCC6L87 US313397NB34 U.S. Government Agency Debt Y 2017-10-17 2017-10-17 2017-10-17 N N N 0.0108 49729308.92 49729308.92 0.0052 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397NC1 S6XOOCT0IEG5ABCC6L87 US313397NC17 U.S. Government Agency Debt Y 2017-10-18 2017-10-18 2017-10-18 N N N 0.0108 29905470.00 29905470.00 0.0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397ND9 S6XOOCT0IEG5ABCC6L87 US313397ND99 U.S. Government Agency Debt Y 2017-10-19 2017-10-19 2017-10-19 N N N 0.0108 17693555.00 17693555.00 0.0018 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 0.0108 23995600.65 23995600.65 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397NJ6 S6XOOCT0IEG5ABCC6L87 US313397NJ69 U.S. Government Agency Debt Y 2017-10-24 2017-10-24 2017-10-24 N N N 0.0108 29900190.00 29900190.00 0.0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397NL1 S6XOOCT0IEG5ABCC6L87 US313397NL16 U.S. Government Agency Debt Y 2017-10-26 2017-10-26 2017-10-26 N N N 0.0108 6393278.81 6393278.81 0.0007 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 0.0109 25742318.66 25742318.66 0.0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397NU1 S6XOOCT0IEG5ABCC6L87 US313397NU15 U.S. Government Agency Debt Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0109 84689240.00 84689240.00 0.0088 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397PB1 S6XOOCT0IEG5ABCC6L87 US313397PB16 U.S. Government Agency Debt Y 2017-11-10 2017-11-10 2017-11-10 N N N 0.0109 25700308.80 25700308.80 0.0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397SS1 S6XOOCT0IEG5ABCC6L87 US313397SS14 U.S. Government Agency Debt Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0116 24828200.00 24828200.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.270000% 3133EE4P2 US3133EE4P29 U.S. Government Agency Debt Y 2017-07-03 2018-01-22 2018-01-22 N N N 0.0109 46545337.50 46545337.50 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.189400% 3133EE4Y3 US3133EE4Y36 U.S. Government Agency Debt Y 2017-07-17 2017-07-17 2017-07-17 N N N 0.0099 72005976.00 72005976.00 0.0075 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.220000% 3133EE5W6 US3133EE5W60 U.S. Government Agency Debt Y 2017-07-03 2017-08-04 2017-08-04 N N N 0.0113 50003900.00 50003900.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.227500% 3133EEJ76 US3133EEJ766 U.S. Government Agency Debt Y 2017-07-04 2017-11-13 2017-11-13 N N N 0.0121 12001992.00 12001992.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.110300% 3133EEMH0 US3133EEMH09 U.S. Government Agency Debt Y 2017-07-02 2018-02-02 2018-02-02 N N N 0.0107 37043031.00 37043031.00 0.0039 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 0.0113 3753131.25 3753131.25 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.250600% 3133EEN71 US3133EEN719 U.S. Government Agency Debt Y 2017-07-22 2018-03-22 2018-03-22 N N N 0.0107 50067900.00 50067900.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.239400% 3133EEZM5 US3133EEZM56 U.S. Government Agency Debt Y 2017-07-17 2018-01-17 2018-01-17 N N N 0.0107 40038680.00 40038680.00 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.365600% 3133EFE29 US3133EFE293 U.S. Government Agency Debt Y 2017-07-23 2018-02-23 2018-02-23 N N N 0.0107 25047925.00 25047925.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.237400% 3133EFEC7 US3133EFEC78 U.S. Government Agency Debt Y 2017-09-18 2018-09-18 2018-09-18 N N N 0.0113 10016690.00 10016690.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.278700% 3133EFYG6 US3133EFYG62 U.S. Government Agency Debt Y 2017-07-08 2018-08-08 2018-08-08 N N N 0.0109 20070360.00 20070360.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.159400% 3133EG4B8 US3133EG4B87 U.S. Government Agency Debt Y 2017-07-17 2018-09-17 2018-09-17 N N N 0.0110 95079610.00 95079610.00 0.0099 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.988700% 3133EG6G5 US3133EG6G56 U.S. Government Agency Debt Y 2017-07-08 2018-08-08 2018-08-08 N N N 0.0110 40008720.00 40008720.00 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.380000% 3133EGAL9 US3133EGAL96 U.S. Government Agency Debt Y 2017-07-03 2018-05-17 2018-05-17 N N N 0.0115 16031968.00 16031968.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.370000% 3133EGER2 US3133EGER21 U.S. Government Agency Debt Y 2017-07-03 2018-06-13 2018-06-13 N N N 0.0115 25051875.00 25051875.00 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 0.0115 49999950.00 49999950.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.350000% 3133EGH73 US3133EGH732 U.S. Government Agency Debt Y 2017-07-03 2018-05-14 2018-05-14 N N N 0.0115 10017480.00 10017480.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.190500% 3133EGPA7 US3133EGPA76 U.S. Government Agency Debt Y 2017-07-01 2018-08-01 2018-08-01 N N N 0.0110 10027910.00 10027910.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.400000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2017-07-03 2018-08-10 2018-08-10 N N N 0.0114 20056040.00 20056040.00 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 0.0109 69698187.80 69698187.80 0.0073 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.250000% 3133EGZZ1 US3133EGZZ18 U.S. Government Agency Debt Y 2017-07-27 2018-08-27 2018-08-27 N N N 0.0110 46779997.10 46779997.10 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.105600% 3133EHPC1 US3133EHPC16 U.S. Government Agency Debt Y 2017-07-25 2019-01-25 2019-01-25 N N N 0.0113 49984550.00 49984550.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.170000% 3133EHPR8 US3133EHPR84 U.S. Government Agency Debt Y 2017-07-03 2019-06-27 2019-06-27 N N N 0.0120 49972400.00 49972400.00 0.0052 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.343900% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0103 50008000.00 50008000.00 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 0.0109 25009175.00 25009175.00 0.0026 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 0.0101 22738726.56 22738726.56 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 0.0101 49990300.00 49990300.00 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 0.0101 48989122.00 48989122.00 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 0.0101 107273175.00 107273175.00 0.0112 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 0.0101 46420634.52 46420634.52 0.0049 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 0.0101 17243340.56 17243340.56 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 0.0101 29979990.00 29979990.00 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 0.0104 22801241.96 22801241.96 0.0024 N N Y 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 0.0104 30099393.75 30099393.75 0.0031 N N Y 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 0.0104 29970240.00 29970240.00 0.0031 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589KE2 B1V7KEBTPIMZEU4LTD58 US313589KE24 U.S. Government Agency Debt Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0104 30967512.00 30967512.00 0.0032 N N Y 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 0.0104 74105762.22 74105762.22 0.0077 N N Y 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 0.0104 19968260.00 19968260.00 0.0021 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589LB7 B1V7KEBTPIMZEU4LTD58 US313589LB75 U.S. Government Agency Debt Y 2017-08-30 2017-08-30 2017-08-30 N N N 0.0104 83712234.45 83712234.45 0.0087 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 0.0105 31945056.00 31945056.00 0.0033 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589LJ0 B1V7KEBTPIMZEU4LTD58 US313589LJ02 U.S. Government Agency Debt Y 2017-09-06 2017-09-06 2017-09-06 N N N 0.0105 23955360.00 23955360.00 0.0025 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589MF7 B1V7KEBTPIMZEU4LTD58 US313589MF70 313589MF7 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+ 2017-09-27 2017-09-27 2017-09-27 N N N 0.0105 47383102.50 47383102.50 0.0050 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589ML4 B1V7KEBTPIMZEU4LTD58 US313589ML49 313589ML4 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 0.0108 9973210.00 9973210.00 0.0010 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589MN0 B1V7KEBTPIMZEU4LTD58 US313589MN05 U.S. Government Agency Debt Y 2017-10-04 2017-10-04 2017-10-04 N N N 0.0108 34904170.00 34904170.00 0.0036 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589MW0 B1V7KEBTPIMZEU4LTD58 US313589MW04 U.S. Government Agency Debt Y 2017-10-12 2017-10-12 2017-10-12 N N N 0.0108 53470504.38 53470504.38 0.0056 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589NA7 B1V7KEBTPIMZEU4LTD58 US313589NA74 313589NA7 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+ 2017-10-16 2017-10-16 2017-10-16 N N N 0.0108 35425125.78 35425125.78 0.0037 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.181700% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt Y 2017-07-16 2017-08-16 2017-08-16 N N N 0.0105 94521168.00 94521168.00 0.0099 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.085900% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y 2017-07-05 2017-10-05 2017-10-05 N N N 0.0106 66169167.74 66169167.74 0.0069 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.232200% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 U.S. Government Agency Debt Y 2017-07-20 2017-07-20 2017-07-20 N N N 0.0103 78007956.00 78007956.00 0.0082 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.230200% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y 2017-09-21 2018-03-21 2018-03-21 N N N 0.0111 20020120.00 20020120.00 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 0.0109 24991825.00 24991825.00 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 0.0106 9999040.00 9999040.00 0.0010 N N N 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 0.0081 74971725.00 74971725.00 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 0.0091 139843200.00 139843200.00 0.0146 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 85675101.36 85675101.36 0.0090 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 0.0103 368943.65 368943.65 0.0000 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 0.0074 99993900.00 99993900.00 0.0104 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 0.0078 119974440.00 119974440.00 0.0125 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 0.0083 69961710.00 69961710.00 0.0073 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 0.0086 119912160.00 119912160.00 0.0125 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 0.0088 124885875.00 124885875.00 0.0130 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 0.0092 124835750.00 124835750.00 0.0130 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 0.0094 34947080.00 34947080.00 0.0037 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 0.0096 99825800.00 99825800.00 0.0104 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 0.0098 49892800.00 49892800.00 0.0052 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 0.0103 49877950.00 49877950.00 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 0.0104 19934680.00 19934680.00 0.0021 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 0.0096 100189479.00 100189479.00 0.0105 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 0.0107 102504929.56 102504929.56 0.0107 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 0.0112 20956122.50 20956122.50 0.0022 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 0.0115 43890354.00 43890354.00 0.0046 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828H94 N.A. US912828H946 U.S. Treasury Debt Y 2018-02-15 2018-02-15 2018-02-15 N N N 0.0127 69884990.01 69884990.01 0.0073 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 0.0113 36856481.62 36856481.62 0.0039 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828P20 N.A. US912828P204 U.S. Treasury Debt Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0118 19950640.00 19950640.00 0.0021 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 0.0088 69979350.00 69979350.00 0.0073 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 0.0099 109936200.00 109936200.00 0.0115 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 0.0110 80408230.00 80408230.00 0.0084 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 0.0113 9979370.00 9979370.00 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828UJ7 N.A. US912828UJ76 U.S. Treasury Debt Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0118 41676895.75 41676895.75 0.0044 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828UR9 N.A. US912828UR92 U.S. Treasury Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0123 46678671.88 46678671.88 0.0049 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 0.0088 50914865.93 50914865.93 0.0053 N Y Y N CREF 2017-07-10 Jon Scott Meissner Jon Scott Meissner Managing Director, Nuveen