0001145549-17-007551.txt : 20171206 0001145549-17-007551.hdr.sgml : 20171206 20171206151641 ACCESSION NUMBER: 0001145549-17-007551 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20171130 FILED AS OF DATE: 20171206 DATE AS OF CHANGE: 20171206 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: 171242157 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 2017-11-30 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 48 96 2059858709.60 2047140806.39 2033130055.40 2075173303.45 5761290742.70 5672687056.91 5586651917.34 5765600647.37 0.00 0.2149 0.2149 0.2131 0.2190 0.6011 0.5954 0.5854 0.6084 0.0000 10469.57 9521196803.70 9522368739.72 5706312.82 62496220.30 9465589301.81 369016269.1490 1.0000 0.0114 25.6401 25.6422 25.6445 25.6467 0.0000 C000154494 1.00 1855058855.80 72504223.7810 25.5772 25.5787 25.5804 25.5819 0.0000 20217600.13 18059881.51 12471939.24 17187205.48 20584510.78 18986870.50 8815127.17 13767421.96 0.00 0.00 66307434.64 71673697.74 0.0050 N C000154495 1.00 2877278592.62 112189156.7800 25.6357 25.6379 25.6402 25.6425 0.0000 26119615.61 27671064.27 13912433.61 20847535.90 23075491.50 21179263.09 12503701.36 17771041.03 0.00 0.00 82730107.62 88984758.39 0.0064 N C000154496 1.00 4733251853.39 184322888.5880 25.6674 25.6698 25.6723 25.6748 0.0000 46402064.09 47067920.29 27528862.53 44109678.72 36348782.72 39954858.46 24202655.70 29377326.83 0.00 0.00 143922106.97 170273248.76 0.0068 N Federal Home Loan Bank Federal Home Loan Bank 1.000000% 3130A6SW8 US3130A6SW86 U.S. Government Agency Debt Y 2017-12-19 2017-12-19 2017-12-19 N N N 0.0111 39722656.23 39722656.23 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.304000% 3130A96L0 US3130A96L07 U.S. Government Agency Debt Y DBRS Ltd. 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R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-04 2017-12-04 2017-12-04 N N N 0.0118 24997575.00 24997575.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385QC3 US313385QC34 U.S. Government Agency Debt Y 2017-12-05 2017-12-05 2017-12-05 N N N 0.0118 14898077.90 14898077.90 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385QD1 US313385QD17 313385QD1 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2017-12-11 2017-12-11 2017-12-11 N N N 0.0118 99541937.17 99541937.17 0.0105 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385QK5 US313385QK59 U.S. Government Agency Debt Y 2017-12-12 2017-12-12 2017-12-12 N N N 0.0118 76872777.40 76872777.40 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385QL3 US313385QL33 313385QL3 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+ 2017-12-13 2017-12-13 2017-12-13 N N N 0.0118 87466137.50 87466137.50 0.0092 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385QN9 US313385QN98 U.S. Government Agency Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0118 57094238.89 57094238.89 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385QR0 US313385QR03 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+ 2017-12-18 2017-12-18 2017-12-18 N N N 0.0118 19989040.00 19989040.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385QS8 US313385QS85 313385QS8 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+ 2017-12-19 2017-12-19 2017-12-19 N N N 0.0118 49971000.00 49971000.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385QT6 US313385QT68 313385QT6 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+ 2017-12-20 2017-12-20 2017-12-20 N N N 0.0118 60442986.24 60442986.24 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385QU3 US313385QU32 U.S. Government Agency Debt Y 2017-12-21 2017-12-21 2017-12-21 N N N 0.0118 19987120.00 19987120.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385QV1 US313385QV15 U.S. Government Agency Debt Y 2017-12-22 2017-12-22 2017-12-22 N N N 0.0118 59359786.20 59359786.20 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385RA6 US313385RA68 313385RA6 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+ 2017-12-27 2017-12-27 2017-12-27 N N N 0.0118 58950558.00 58950558.00 0.0062 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385RC2 US313385RC25 U.S. Government Agency Debt Y 2017-12-29 2017-12-29 2017-12-29 N N N 0.0118 45873584.67 45873584.67 0.0048 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385RG3 US313385RG39 313385RG3 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+ 2018-01-02 2018-01-02 2018-01-02 N N N 0.0127 19977780.00 19977780.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385RH1 US313385RH12 313385RH1 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+ 2018-01-03 2018-01-03 2018-01-03 N N N 0.0127 79998216.86 79998216.86 0.0085 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385RK4 US313385RK41 U.S. Government Agency Debt Y 2018-01-05 2018-01-05 2018-01-05 N N N 0.0127 79902800.00 79902800.00 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385RN8 US313385RN89 313385RN8 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 2018-01-08 2018-01-08 2018-01-08 N N N 0.0127 84738082.85 84738082.85 0.0090 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385RP3 US313385RP38 313385RP3 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2018-01-16 2018-01-16 2018-01-16 N N N 0.0127 2196486.60 2196486.60 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385RX6 US313385RX61 313385RX6 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+ 2018-01-17 2018-01-17 2018-01-17 N N N 0.0127 62656577.31 62656577.31 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385RZ1 US313385RZ10 U.S. Government Agency Debt Y 2018-01-19 2018-01-19 2018-01-19 N N N 0.0127 90685481.16 90685481.16 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SD9 US313385SD98 U.S. Government Agency Debt Y 2018-01-23 2018-01-23 2018-01-23 N N N 0.0127 69871200.00 69871200.00 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SE7 US313385SE71 313385SE7 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+ 2018-01-24 2018-01-24 2018-01-24 N N N 0.0127 94921687.50 94921687.50 0.0100 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SF4 US313385SF47 U.S. Government Agency Debt Y 2018-01-25 2018-01-25 2018-01-25 N N N 0.0127 9980900.00 9980900.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SG2 US313385SG20 U.S. Government Agency Debt Y 2018-01-26 2018-01-26 2018-01-26 N N N 0.0127 51163344.73 51163344.73 0.0054 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SK3 US313385SK32 313385SK3 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-29 2018-01-29 2018-01-29 N N N 0.0127 49897550.00 49897550.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SL1 US313385SL15 U.S. Government Agency Debt Y 2018-01-30 2018-01-30 2018-01-30 N N N 0.0127 72329024.16 72329024.16 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385SN7 US313385SN70 U.S. Government Agency Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0132 29932830.00 29932830.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385SP2 US313385SP29 U.S. Government Agency Debt Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0132 36816052.50 36816052.50 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385SU1 US313385SU14 313385SU1 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+ 2018-02-07 2018-02-07 2018-02-07 N N N 0.0132 78506712.80 78506712.80 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385SW7 US313385SW79 U.S. Government Agency Debt Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0132 19999313.60 19999313.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385SZ0 US313385SZ01 313385SZ0 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+ 2018-02-12 2018-02-12 2018-02-12 N N N 0.0132 49868200.00 49868200.00 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TA4 US313385TA41 313385TA4 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+ 2018-02-13 2018-02-13 2018-02-13 N N N 0.0132 39893120.00 39893120.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TB2 US313385TB24 313385TB2 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+ 2018-02-14 2018-02-14 2018-02-14 N N N 0.0132 12527982.10 12527982.10 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TD8 US313385TD89 U.S. Government Agency Debt Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0132 76187531.60 76187531.60 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TH9 US313385TH93 U.S. Government Agency Debt Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0132 51748192.50 51748192.50 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TJ5 US313385TJ59 313385TJ5 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+ 2018-02-21 2018-02-21 2018-02-21 N N N 0.0132 11964468.00 11964468.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TL0 US313385TL06 U.S. Government Agency Debt Y 2018-02-23 2018-02-23 2018-02-23 N N N 0.0132 40775950.30 40775950.30 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TP1 US313385TP10 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+ 2018-02-26 2018-02-26 2018-02-26 N N N 0.0132 89667377.10 89667377.10 0.0095 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TQ9 US313385TQ92 U.S. Government Agency Debt Y 2018-02-27 2018-02-27 2018-02-27 N N N 0.0132 24920550.00 24920550.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TT3 US313385TT32 U.S. Government Agency Debt Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0136 16678318.56 16678318.56 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TX4 US313385TX44 313385TX4 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+ 2018-03-06 2018-03-06 2018-03-06 N N N 0.0136 49823200.00 49823200.00 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TZ9 US313385TZ91 U.S. Government Agency Debt Y 2018-03-08 2018-03-08 2018-03-08 N N N 0.0136 39855560.00 39855560.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385UD6 US313385UD60 313385UD6 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+ 2018-03-12 2018-03-12 2018-03-12 N N N 0.0136 3018610.23 3018610.23 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385UE4 US313385UE44 U.S. Government Agency Debt Y 2018-03-13 2018-03-13 2018-03-13 N N N 0.0136 24905075.00 24905075.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385UF1 US313385UF19 313385UF1 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+ 2018-03-14 2018-03-14 2018-03-14 N N N 0.0136 11184951.85 11184951.85 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385UQ7 US313385UQ73 U.S. Government Agency Debt Y 2018-03-23 2018-03-23 2018-03-23 N N N 0.0136 7966648.00 7966648.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385UV6 US313385UV68 313385UV6 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+ 2018-03-28 2018-03-28 2018-03-28 N N N 0.0136 15930320.00 15930320.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VM5 US313385VM50 U.S. Government Agency Debt Y 2018-04-13 2018-04-13 2018-04-13 N N N 0.0140 7959512.00 7959512.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VS2 US313385VS21 U.S. Government Agency Debt Y 2018-04-18 2018-04-18 2018-04-18 N N N 0.0140 19894960.00 19894960.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VU7 US313385VU76 U.S. Government Agency Debt Y 2018-04-20 2018-04-20 2018-04-20 N N N 0.0140 5968032.00 5968032.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385WB8 US313385WB86 U.S. Government Agency Debt Y 2018-04-27 2018-04-27 2018-04-27 N N N 0.0140 1591049.60 1591049.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385WJ1 US313385WJ13 U.S. Government Agency Debt Y 2018-05-04 2018-05-04 2018-05-04 N N N 0.0142 47714592.00 47714592.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385WN2 US313385WN25 U.S. Government Agency Debt Y 2018-05-08 2018-05-08 2018-05-08 N N N 0.0142 4969495.00 4969495.00 0.0005 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397PY1 S6XOOCT0IEG5ABCC6L87 US313397PY19 U.S. Government Agency Debt Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 30245000.00 30245000.00 0.0032 N Y Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397QB0 S6XOOCT0IEG5ABCC6L87 US313397QB07 313397QB0 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+ 2017-12-04 2017-12-04 2017-12-04 N N N 0.0118 88894376.41 88894376.41 0.0094 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397QC8 S6XOOCT0IEG5ABCC6L87 US313397QC89 U.S. Government Agency Debt Y 2017-12-05 2017-12-05 2017-12-05 N N N 0.0118 39994840.00 39994840.00 0.0042 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397QD6 S6XOOCT0IEG5ABCC6L87 US313397QD62 U.S. Government Agency Debt Y 2017-12-06 2017-12-06 2017-12-06 N N N 0.0118 49991950.00 49991950.00 0.0053 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397QM6 S6XOOCT0IEG5ABCC6L87 US313397QM61 U.S. Government Agency Debt Y 2017-12-14 2017-12-14 2017-12-14 N N N 0.0118 43681689.70 43681689.70 0.0046 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397QR5 S6XOOCT0IEG5ABCC6L87 US313397QR58 U.S. Government Agency Debt Y 2017-12-18 2017-12-18 2017-12-18 N N N 0.0118 22152853.58 22152853.58 0.0023 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397RP8 S6XOOCT0IEG5ABCC6L87 US313397RP83 U.S. Government Agency Debt Y 2018-01-09 2018-01-09 2018-01-09 N N N 0.0127 70913852.46 70913852.46 0.0075 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397RW3 S6XOOCT0IEG5ABCC6L87 US313397RW35 U.S. Government Agency Debt Y 2018-01-16 2018-01-16 2018-01-16 N N N 0.0127 68078105.36 68078105.36 0.0072 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397RX1 S6XOOCT0IEG5ABCC6L87 US313397RX18 U.S. Government Agency Debt Y 2018-01-17 2018-01-17 2018-01-17 N N N 0.0127 9983680.00 9983680.00 0.0011 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397RY9 S6XOOCT0IEG5ABCC6L87 US313397RY90 U.S. Government Agency Debt Y 2018-01-18 2018-01-18 2018-01-18 N N N 0.0127 9983330.00 9983330.00 0.0011 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397SC6 S6XOOCT0IEG5ABCC6L87 US313397SC61 313397SC6 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+ 2018-01-22 2018-01-22 2018-01-22 N N N 0.0127 66878998.00 66878998.00 0.0071 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397SG7 S6XOOCT0IEG5ABCC6L87 US313397SG75 U.S. Government Agency Debt Y 2018-01-26 2018-01-26 2018-01-26 N N N 0.0127 88477664.40 88477664.40 0.0093 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397SP7 S6XOOCT0IEG5ABCC6L87 US313397SP74 U.S. Government Agency Debt Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0132 59863500.00 59863500.00 0.0063 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 0.0132 141432162.09 141432162.09 0.0149 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.010000% 313397ST9 S6XOOCT0IEG5ABCC6L87 US313397ST96 U.S. Government Agency Debt Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0132 17741978.09 17741978.09 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397SU6 S6XOOCT0IEG5ABCC6L87 US313397SU69 U.S. Government Agency Debt Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0132 31921408.00 31921408.00 0.0034 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397SV4 S6XOOCT0IEG5ABCC6L87 US313397SV43 U.S. Government Agency Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0132 8977572.00 8977572.00 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397SW2 S6XOOCT0IEG5ABCC6L87 US313397SW26 U.S. Government Agency Debt Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0132 123661591.20 123661591.20 0.0131 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397SZ5 S6XOOCT0IEG5ABCC6L87 US313397SZ56 U.S. Government Agency Debt Y 2018-02-12 2018-02-12 2018-02-12 N N N 0.0132 21807363.86 21807363.86 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397TJ0 S6XOOCT0IEG5ABCC6L87 US313397TJ06 U.S. Government Agency Debt Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0132 66911287.30 66911287.30 0.0071 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397TS0 S6XOOCT0IEG5ABCC6L87 US313397TS05 U.S. Government Agency Debt Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0136 35879400.00 35879400.00 0.0038 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397TW1 S6XOOCT0IEG5ABCC6L87 US313397TW17 U.S. Government Agency Debt Y 2018-03-05 2018-03-05 2018-03-05 N N N 0.0136 7458809.99 7458809.99 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397UD1 S6XOOCT0IEG5ABCC6L87 US313397UD17 313397UD1 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+ 2018-03-12 2018-03-12 2018-03-12 N N N 0.0136 6276318.30 6276318.30 0.0007 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397UT6 S6XOOCT0IEG5ABCC6L87 US313397UT68 U.S. Government Agency Debt Y 2018-03-26 2018-03-26 2018-03-26 N N N 0.0136 23628411.87 23628411.87 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397VC2 S6XOOCT0IEG5ABCC6L87 US313397VC25 U.S. Government Agency Debt Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0140 14929215.00 14929215.00 0.0016 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397VJ7 S6XOOCT0IEG5ABCC6L87 US313397VJ77 U.S. Government Agency Debt Y 2018-04-10 2018-04-10 2018-04-10 N N N 0.0140 19901060.00 19901060.00 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397VQ1 S6XOOCT0IEG5ABCC6L87 US313397VQ11 U.S. Government Agency Debt Y 2018-04-16 2018-04-16 2018-04-16 N N N 0.0140 9948240.00 9948240.00 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397VR9 S6XOOCT0IEG5ABCC6L87 US313397VR93 U.S. Government Agency Debt Y 2018-04-17 2018-04-17 2018-04-17 N N N 0.0140 4894347.12 4894347.12 0.0005 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397VS7 S6XOOCT0IEG5ABCC6L87 US313397VS76 U.S. Government Agency Debt Y 2018-04-18 2018-04-18 2018-04-18 N N N 0.0140 4426628.60 4426628.60 0.0005 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397WJ6 S6XOOCT0IEG5ABCC6L87 US313397WJ68 U.S. Government Agency Debt Y 2018-05-04 2018-05-04 2018-05-04 N N N 0.0142 34593079.20 34593079.20 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.270000% 3133EE4P2 US3133EE4P29 U.S. Government Agency Debt Y 2017-12-01 2018-01-22 2018-01-22 N N N 0.0109 46511674.76 46511674.76 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.293300% 3133EEMH0 549300MS654K78GYF580 US3133EEMH09 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+ 2017-12-02 2018-02-02 2018-02-02 N N N 0.0124 37011808.92 37011808.92 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.361400% 3133EEMX5 549300MS654K78GYF580 US3133EEMX58 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+ 2018-02-06 2018-02-06 2018-02-06 N N N 0.0132 3750965.40 3750965.40 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.329200% 3133EEN71 US3133EEN719 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+ 2017-12-22 2018-03-22 2018-03-22 N N N 0.0122 50028872.00 50028872.00 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.296000% 3133EEZM5 US3133EEZM56 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+ 2017-12-17 2018-01-17 2018-01-17 N N N 0.0119 40011266.80 40011266.80 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.462900% 3133EFE29 549300MS654K78GYF580 US3133EFE293 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+ 2017-12-23 2018-02-23 2018-02-23 N N N 0.0122 25017255.50 25017255.50 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.291100% 3133EFEC7 US3133EFEC78 U.S. Government Agency Debt Y 2017-12-18 2018-09-18 2018-09-18 N N N 0.0129 10013260.50 10013260.50 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.434200% 3133EFYG6 549300MS654K78GYF580 US3133EFYG62 U.S. Government Agency Debt Y 2017-12-08 2018-08-08 2018-08-08 N N N 0.0127 20039761.40 20039761.40 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.800000% 3133EFZR1 549300MS654K78GYF580 US3133EFZR19 U.S. Government Agency Debt Y 2018-02-12 2018-02-12 2018-02-12 N N N 0.0123 17984754.00 17984754.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.216000% 3133EG4B8 US3133EG4B87 U.S. Government Agency Debt Y 2017-12-17 2018-09-17 2018-09-17 N N N 0.0127 95036872.35 95036872.35 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.144200% 3133EG6G5 US3133EG6G56 U.S. Government Agency Debt Y 2017-12-08 2018-08-08 2018-08-08 N N N 0.0127 40000322.40 40000322.40 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.380000% 3133EGAL9 US3133EGAL96 U.S. Government Agency Debt Y 2017-12-01 2018-05-17 2018-05-17 N N N 0.0115 16016989.76 16016989.76 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.370000% 3133EGER2 US3133EGER21 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+ 2017-12-01 2018-06-13 2018-06-13 N N N 0.0115 25029187.25 25029187.25 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.262900% 3133EGH57 US3133EGH575 U.S. Government Agency Debt Y 2018-02-14 2018-11-14 2018-11-14 N N N 0.0134 49999951.00 49999951.00 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.350000% 3133EGH73 US3133EGH732 U.S. Government Agency Debt Y 2017-12-01 2018-05-14 2018-05-14 N N N 0.0115 10009266.60 10009266.60 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.382100% 3133EGPA7 549300MS654K78GYF580 US3133EGPA76 U.S. Government Agency Debt Y 2017-12-01 2018-08-01 2018-08-01 N N N 0.0127 10016094.90 10016094.90 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.400000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2017-12-01 2018-08-10 2018-08-10 N N N 0.0114 20035701.60 20035701.60 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.358600% 3133EGZZ1 US3133EGZZ18 U.S. Government Agency Debt Y 2017-12-27 2018-08-27 2018-08-27 N N N 0.0127 46744676.96 46744676.96 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.230000% 3133EHBX0 549300MS654K78GYF580 US3133EHBX09 U.S. Government Agency Debt Y 2017-12-01 2019-01-14 2019-01-14 N N N 0.0115 45040643.10 45040643.10 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.230000% 3133EHDN0 549300MS654K78GYF580 US3133EHDN09 U.S. Government Agency Debt Y 2017-12-01 2019-03-27 2019-03-27 N N N 0.0114 33740205.79 33740205.79 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.339200% 3133EHLT8 549300MS654K78GYF580 US3133EHLT86 U.S. Government Agency Debt Y 2017-12-05 2018-12-05 2018-12-05 N N N 0.0128 13004670.51 13004670.51 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.218600% 3133EHPC1 549300MS654K78GYF580 US3133EHPC16 U.S. Government Agency Debt Y 2017-12-25 2019-01-25 2019-01-25 N N N 0.0128 49989482.50 49989482.50 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.170000% 3133EHPR8 549300MS654K78GYF580 US3133EHPR84 U.S. Government Agency Debt Y 2017-12-01 2019-06-27 2019-06-27 N N N 0.0116 55008796.15 55008796.15 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.118200% 3133EHQ55 549300MS654K78GYF580 US3133EHQ558 U.S. Government Agency Debt Y 2017-12-07 2019-06-07 2019-06-07 N N N 0.0129 49969278.00 49969278.00 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.199200% 3133EHRF2 549300MS654K78GYF580 US3133EHRF29 U.S. Government Agency Debt Y 2018-01-15 2019-01-15 2019-01-15 N N N 0.0135 19995513.60 19995513.60 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.145000% 3133EHU92 549300MS654K78GYF580 US3133EHU923 U.S. Government Agency Debt Y 2017-12-01 2019-09-20 2019-09-20 N N N 0.0117 29989300.50 29989300.50 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.170000% 3133EHVD2 549300MS654K78GYF580 US3133EHVD25 U.S. Government Agency Debt Y 2017-12-01 2019-08-16 2019-08-16 N N N 0.0119 49982985.00 49982985.00 0.0053 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.122700% 3134GBZZ8 S6XOOCT0IEG5ABCC6L87 US3134GBZZ85 U.S. Government Agency Debt Y 2017-12-19 2018-07-19 2018-07-19 N N N 0.0122 29997579.30 29997579.30 0.0032 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589PY3 B1V7KEBTPIMZEU4LTD58 US313589PY33 U.S. Government Agency Debt Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0100 50000000.00 50000000.00 0.0053 N Y Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QC0 B1V7KEBTPIMZEU4LTD58 US313589QC04 U.S. Government Agency Debt Y 2017-12-05 2017-12-05 2017-12-05 N N N 0.0118 39994840.00 39994840.00 0.0042 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QF3 B1V7KEBTPIMZEU4LTD58 US313589QF35 U.S. Government Agency Debt Y 2017-12-08 2017-12-08 2017-12-08 N N N 0.0118 94663601.19 94663601.19 0.0100 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QJ5 B1V7KEBTPIMZEU4LTD58 US313589QJ56 U.S. Government Agency Debt Y 2017-12-11 2017-12-11 2017-12-11 N N N 0.0118 41986476.00 41986476.00 0.0044 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QK2 B1V7KEBTPIMZEU4LTD58 US313589QK20 U.S. Government Agency Debt Y 2017-12-12 2017-12-12 2017-12-12 N N N 0.0118 69975220.00 69975220.00 0.0074 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QL0 B1V7KEBTPIMZEU4LTD58 US313589QL03 U.S. Government Agency Debt Y 2017-12-13 2017-12-13 2017-12-13 N N N 0.0118 21991486.00 21991486.00 0.0023 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QM8 B1V7KEBTPIMZEU4LTD58 US313589QM85 U.S. Government Agency Debt Y 2017-12-14 2017-12-14 2017-12-14 N N N 0.0118 14993715.00 14993715.00 0.0016 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QN6 B1V7KEBTPIMZEU4LTD58 US313589QN68 U.S. Government Agency Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0118 19761083.73 19761083.73 0.0021 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QR7 B1V7KEBTPIMZEU4LTD58 US313589QR72 313589QR7 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+ 2017-12-18 2017-12-18 2017-12-18 N N N 0.0118 96597035.80 96597035.80 0.0102 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QS5 B1V7KEBTPIMZEU4LTD58 US313589QS55 U.S. Government Agency Debt Y 2017-12-19 2017-12-19 2017-12-19 N N N 0.0118 29982600.00 29982600.00 0.0032 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QT3 B1V7KEBTPIMZEU4LTD58 US313589QT39 U.S. Government Agency Debt Y 2017-12-20 2017-12-20 2017-12-20 N N N 0.0118 43038644.22 43038644.22 0.0045 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589QZ9 B1V7KEBTPIMZEU4LTD58 US313589QZ98 313589QZ9 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+ 2017-12-26 2017-12-26 2017-12-26 N N N 0.0118 49959700.00 49959700.00 0.0053 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589RH8 B1V7KEBTPIMZEU4LTD58 US313589RH81 313589RH8 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+ 2018-01-03 2018-01-03 2018-01-03 N N N 0.0127 36818757.29 36818757.29 0.0039 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589RK1 B1V7KEBTPIMZEU4LTD58 US313589RK11 U.S. Government Agency Debt Y 2018-01-05 2018-01-05 2018-01-05 N N N 0.0127 52980550.33 52980550.33 0.0056 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589RN5 B1V7KEBTPIMZEU4LTD58 US313589RN59 U.S. Government Agency Debt Y 2018-01-08 2018-01-08 2018-01-08 N N N 0.0127 49934050.00 49934050.00 0.0053 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589RP0 B1V7KEBTPIMZEU4LTD58 US313589RP08 313589RP0 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+ 2018-01-09 2018-01-09 2018-01-09 N N N 0.0127 24966150.00 24966150.00 0.0026 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589RQ8 B1V7KEBTPIMZEU4LTD58 US313589RQ80 U.S. Government Agency Debt Y 2018-01-10 2018-01-10 2018-01-10 N N N 0.0127 19972220.00 19972220.00 0.0021 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589RS4 B1V7KEBTPIMZEU4LTD58 US313589RS47 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0127 12841250.12 12841250.12 0.0014 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589RW5 B1V7KEBTPIMZEU4LTD58 US313589RW58 U.S. Government Agency Debt Y 2018-01-16 2018-01-16 2018-01-16 N N N 0.0127 49920150.00 49920150.00 0.0053 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589RX3 B1V7KEBTPIMZEU4LTD58 US313589RX32 U.S. Government Agency Debt Y 2018-01-17 2018-01-17 2018-01-17 N N N 0.0127 29951040.00 29951040.00 0.0032 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589RZ8 B1V7KEBTPIMZEU4LTD58 US313589RZ89 U.S. Government Agency Debt Y 2018-01-19 2018-01-19 2018-01-19 N N N 0.0127 59897940.00 59897940.00 0.0063 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589SC8 B1V7KEBTPIMZEU4LTD58 US313589SC85 313589SC8 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+ 2018-01-22 2018-01-22 2018-01-22 N N N 0.0127 19963880.00 19963880.00 0.0021 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589SD6 B1V7KEBTPIMZEU4LTD58 US313589SD68 U.S. Government Agency Debt Y 2018-01-23 2018-01-23 2018-01-23 N N N 0.0127 68124420.00 68124420.00 0.0072 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589SE4 B1V7KEBTPIMZEU4LTD58 US313589SE42 U.S. Government Agency Debt Y 2018-01-24 2018-01-24 2018-01-24 N N N 0.0127 62786055.00 62786055.00 0.0066 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589SK0 B1V7KEBTPIMZEU4LTD58 US313589SK02 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-29 2018-01-29 2018-01-29 N N N 0.0127 49897550.00 49897550.00 0.0053 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589ST1 B1V7KEBTPIMZEU4LTD58 US313589ST11 U.S. Government Agency Debt Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0132 56742407.29 56742407.29 0.0060 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589SU8 B1V7KEBTPIMZEU4LTD58 US313589SU83 U.S. Government Agency Debt Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0132 33118460.80 33118460.80 0.0035 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589SV6 B1V7KEBTPIMZEU4LTD58 US313589SV66 U.S. Government Agency Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0132 14962620.00 14962620.00 0.0016 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589TB9 B1V7KEBTPIMZEU4LTD58 US313589TB93 U.S. Government Agency Debt Y 2018-02-14 2018-02-14 2018-02-14 N N N 0.0132 56845644.00 56845644.00 0.0060 N N N N Federal National Mortgage Assoc. Federal National Morgage Assoc. 313589TJ2 B1V7KEBTPIMZEU4LTD58 US313589TJ20 U.S. Government Agency Debt Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0132 19957729.66 19957729.66 0.0021 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589TW3 B1V7KEBTPIMZEU4LTD58 US313589TW31 313589TW3 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+ 2018-03-05 2018-03-05 2018-03-05 N N N 0.0136 39860040.00 39860040.00 0.0042 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.276100% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y 2017-12-21 2018-03-21 2018-03-21 N N N 0.0128 20009490.40 20009490.40 0.0021 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.326400% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 U.S. Government Agency Debt Y 2018-01-11 2018-01-11 2018-01-11 N N N 0.0121 64517805.87 64517805.87 0.0068 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.750000% 3137EADN6 S6XOOCT0IEG5ABCC6L87 US3137EADN69 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0124 6616266.32 6616266.32 0.0007 N N N N Tennessee Valley Authority Tennessee Valley Authority 880590QC1 US880590QC17 U.S. Government Agency Debt Y 2017-12-05 2017-12-05 2017-12-05 N N N 0.0118 30266095.17 30266095.17 0.0032 N N Y N U.S. Treasury Bill U.S. Treasury Bill 912796LB3 N.A. US912796LB32 U.S. Treasury Debt Y 2017-12-07 2017-12-07 2017-12-07 N N N 0.0098 120735477.54 120735477.54 0.0128 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LC1 N.A. US912796LC15 U.S. Treasury Debt Y 2018-01-04 2018-01-04 2018-01-04 N N N 0.0112 129864637.50 129864637.50 0.0137 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LJ6 N.A. US912796LJ67 U.S. Treasury Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0115 100119343.62 100119343.62 0.0106 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LN7 N.A. US912796LN79 U.S. Treasury Debt Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0127 10781236.87 10781236.87 0.0011 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796MF3 N.A. US912796MF37 U.S. Treasury Debt Y 2018-06-21 2018-06-21 2018-06-21 N N N 0.0143 5590654.92 5590654.92 0.0006 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796MG1 N.A. US912796MG10 U.S. Treasury Debt Y 2017-12-14 2017-12-14 2017-12-14 N N N 0.0092 59980256.40 59980256.40 0.0063 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796MH9 N.A. US912796MH92 U.S. Treasury Debt Y 2017-12-21 2017-12-21 2017-12-21 N N N 0.0108 49970347.00 49970347.00 0.0053 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796MJ5 N.A. US912796MJ58 U.S. Treasury Debt Y 2017-12-28 2017-12-28 2017-12-28 N N N 0.0113 21596883.82 21596883.82 0.0023 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796MK2 N.A. US912796MK22 U.S. Treasury Debt Y 2018-07-19 2018-07-19 2018-07-19 N N N 0.0148 51453464.92 51453464.92 0.0054 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796ML0 N.A. US912796ML05 U.S. Treasury Debt Y 2018-01-11 2018-01-11 2018-01-11 N N N 0.0113 99872729.00 99872729.00 0.0106 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NN5 N.A. US912796NN51 U.S. Treasury Debt Y 2018-01-18 2018-01-18 2018-01-18 N N N 0.0114 109835366.30 109835366.30 0.0116 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NP0 N.A. US912796NP00 U.S. Treasury Debt Y 2018-01-25 2018-01-25 2018-01-25 N N N 0.0116 120714850.49 120714850.49 0.0128 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NQ8 N.A. US912796NQ82 U.S. Treasury Debt Y 2018-08-16 2018-08-16 2018-08-16 N N N 0.0153 4535875.53 4535875.53 0.0005 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NR6 N.A. US912796NR65 U.S. Treasury Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0120 99772875.00 99772875.00 0.0105 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NT2 N.A. US912796NT22 U.S. Treasury Debt Y 2018-02-22 2018-02-22 2018-02-22 N N N 0.0119 71163691.75 71163691.75 0.0075 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NU9 N.A. US912796NU94 U.S. Treasury Debt Y 2018-03-08 2018-03-08 2018-03-08 N N N 0.0127 19932568.80 19932568.80 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RK7 N.A. US912796RK76 U.S. Treasury Debt Y 2018-01-02 2018-01-02 2018-01-02 N N N 0.0112 92149400.03 92149400.03 0.0097 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RX9 N.A. US912796RX97 U.S. Treasury Debt Y 2017-12-08 2017-12-08 2017-12-08 N N N 0.0100 49990375.00 49990375.00 0.0053 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 0.0116 63915958.98 63915958.98 0.0068 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 0.0129 129401649.06 129401649.06 0.0137 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828J68 N.A. US912828J686 U.S. Treasury Debt Y 2018-03-15 2018-03-15 2018-03-15 N N N 0.0131 99910476.00 99910476.00 0.0106 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 0.0125 49958386.50 49958386.50 0.0053 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828R93 N.A. US912828R937 U.S. Treasury Debt Y 2018-06-30 2018-06-30 2018-06-30 N N N 0.0146 9951562.50 9951562.50 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828S68 N.A. US912828S687 U.S. Treasury Debt Y 2018-07-31 2018-07-31 2018-07-31 N N N 0.0152 32782675.95 32782675.95 0.0035 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 0.0125 99937363.00 99937363.00 0.0106 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 0.0131 109849300.00 109849300.00 0.0116 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828XF2 N.A. US912828XF28 U.S. Treasury Debt Y 2018-06-15 2018-06-15 2018-06-15 N N N 0.0145 79859375.20 79859375.20 0.0084 N Y Y N CREF 2017-12-06 Jon Scott Meissner Jon Scott Meissner Managing Director, Nuveen