0001145549-18-000123.txt : 20180105 0001145549-18-000123.hdr.sgml : 20180105 20180105154134 ACCESSION NUMBER: 0001145549-18-000123 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180105 DATE AS OF CHANGE: 20180105 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: 18513298 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 2017-12-31 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 44 91 2027123745.94 2008211005.79 1938089019.54 1846306742.60 1795303281.31 5733290327.45 5690729934.31 5704943599.30 5700308038.28 6056204345.04 0.2134 0.2118 0.2043 0.1968 0.1918 0.6036 0.6002 0.6014 0.6076 0.6470 236537.72 9353901105.53 9354643661.01 5799541.97 2560385.63 9358119355.07 364614670.9020 1.0000 0.0124 25.6494 25.6523 25.6558 25.6602 25.6637 C000154494 1.00 1840749752.61 71911128.9270 25.5839 25.5862 25.5890 25.5928 25.5955 14665896.00 16814231.57 25532109.20 24799960.54 12926206.75 18789865.11 15572207.53 23354329.69 11548591.41 10982734.51 69109010.32 84286959.70 0.0058 N C000154495 1.00 2836524346.46 110534899.9930 25.6452 25.6481 25.6517 25.6562 25.6598 17212311.91 19232481.92 34705727.94 31421186.91 12971683.82 34869911.68 19658450.80 38442753.94 12261642.93 16029106.42 82589626.90 125029544.80 0.0072 N C000154496 1.00 4680845256.00 182168641.9820 25.6777 25.6808 25.6845 25.6892 25.6931 29896047.63 42650706.95 65084113.44 50093239.45 27423312.80 51587579.53 33461279.76 64624703.76 18678116.22 30479176.27 152475342.30 207817737.74 0.0076 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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Federal Agricultural Mortgage Corp. 31315LRK6 549300MS654K78GYF580 US31315LRK60 U.S. Government Agency Debt Y 2018-01-05 2018-01-05 2018-01-05 N N N 0.0131 9998920.00 9998920.00 0.0011 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LSF6 549300MS654K78GYF580 US31315LSF66 U.S. Government Agency Debt Y 2018-01-25 2018-01-25 2018-01-25 N N N 0.0131 13988464.00 13988464.00 0.0015 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LSL3 549300MS654K78GYF580 US31315LSL35 U.S. Government Agency Debt Y 2018-01-30 2018-01-30 2018-01-30 N N N 0.0131 24974925.00 24974925.00 0.0027 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LSN9 549300MS654K78GYF580 US31315LSN90 U.S. Government Agency Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 19978000.00 19978000.00 0.0021 N N Y N Federal Agricultural Mortgage Corp. 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Federal Agricultural Mortgage Corp. 1.432100% 3132X0ZS3 549300MS654K78GYF580 US3132X0ZS38 U.S. Government Agency Debt Y 2018-01-25 2018-05-25 2018-05-25 N N N 0.0146 24998382.75 24998382.75 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313RW0 549300MS654K78GYF580 US313313RW02 U.S. Government Agency Debt Y 2018-01-16 2018-01-16 2018-01-16 N N N 0.0131 9994980.00 9994980.00 0.0011 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313RY6 549300MS654K78GYF580 US313313RY67 U.S. Government Agency Debt Y 2018-01-18 2018-01-18 2018-01-18 N N N 0.0131 24985675.00 24985675.00 0.0027 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313SD1 549300MS654K78GYF580 US313313SD12 U.S. Government Agency Debt Y 2018-01-23 2018-01-23 2018-01-23 N N N 0.0131 21983434.00 21983434.00 0.0023 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313SF6 549300MS654K78GYF580 US313313SF69 U.S. Government Agency Debt Y 2018-01-25 2018-01-25 2018-01-25 N N N 0.0131 9991760.00 9991760.00 0.0011 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313SG4 549300MS654K78GYF580 US313313SG43 U.S. Government Agency Debt Y 2018-01-26 2018-01-26 2018-01-26 N N N 0.0131 3996560.00 3996560.00 0.0004 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313SK5 549300MS654K78GYF580 US313313SK54 U.S. Government Agency Debt Y 2018-01-29 2018-01-29 2018-01-29 N N N 0.0131 2997096.00 2997096.00 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313SL3 549300MS654K78GYF580 US313313SL38 U.S. Government Agency Debt Y 2018-01-30 2018-01-30 2018-01-30 N N N 0.0131 29969910.00 29969910.00 0.0032 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313ST6 549300MS654K78GYF580 US313313ST63 U.S. Government Agency Debt Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0134 44248156.69 44248156.69 0.0047 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313SV1 549300MS654K78GYF580 US313313SV10 U.S. Government Agency Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0134 19972860.00 19972860.00 0.0021 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313SW9 549300MS654K78GYF580 US313313SW92 U.S. Government Agency Debt Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0134 14979105.00 14979105.00 0.0016 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313TA6 549300MS654K78GYF580 US313313TA63 U.S. Government Agency Debt Y 2018-02-13 2018-02-13 2018-02-13 N N N 0.0134 18870894.00 18870894.00 0.0020 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313TB4 549300MS654K78GYF580 US313313TB47 U.S. Government Agency Debt Y 2018-02-14 2018-02-14 2018-02-14 N N N 0.0134 24461363.50 24461363.50 0.0026 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313TK4 549300MS654K78GYF580 US313313TK46 U.S. Government Agency Debt Y 2018-02-22 2018-02-22 2018-02-22 N N N 0.0134 16568958.00 16568958.00 0.0018 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313UE6 549300MS654K78GYF580 US313313UE66 U.S. Government Agency Debt Y 2018-03-13 2018-03-13 2018-03-13 N N N 0.0137 22939625.00 22939625.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313UP1 549300MS654K78GYF580 US313313UP14 U.S. Government Agency Debt Y 2018-03-22 2018-03-22 2018-03-22 N N N 0.0137 6276347.92 6276347.92 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313UQ9 549300MS654K78GYF580 US313313UQ96 U.S. Government Agency Debt Y 2018-03-23 2018-03-23 2018-03-23 N N N 0.0137 22931000.00 22931000.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313UU0 549300MS654K78GYF580 US313313UU09 U.S. Government Agency Debt Y 2018-03-27 2018-03-27 2018-03-27 N N N 0.0137 13955900.00 13955900.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313VJ4 549300MS654K78GYF580 US313313VJ45 U.S. Government Agency Debt Y 2018-04-10 2018-04-10 2018-04-10 N N N 0.0141 27565296.72 27565296.72 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313VT2 549300MS654K78GYF580 US313313VT27 U.S. Government Agency Debt Y 2018-04-19 2018-04-19 2018-04-19 N N N 0.0142 31668634.20 31668634.20 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313VZ8 549300MS654K78GYF580 US313313VZ86 U.S. Government Agency Debt Y 2018-04-25 2018-04-25 2018-04-25 N N N 0.0142 14934555.00 14934555.00 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313XK9 549300MS654K78GYF580 US313313XK99 U.S. Government Agency Debt Y 2018-05-29 2018-05-29 2018-05-29 N N N 0.0146 4970805.00 4970805.00 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313XS2 549300MS654K78GYF580 US313313XS26 U.S. Government Agency Debt Y 2018-06-05 2018-06-05 2018-06-05 N N N 0.0150 3974848.00 3974848.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385L20 US313385L209 U.S. Government Agency Debt Y 2018-10-19 2018-10-19 2018-10-19 N N N 0.0170 2959884.00 2959884.00 0.0003 N N N 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 0.0106 20000000.00 20000000.00 0.0021 N Y 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 0.0131 90086756.76 90086756.76 0.0096 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 0.0131 82301110.52 82301110.52 0.0088 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. 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P-1 Standard and Poor's Ratings Services A-1+ 2018-01-17 2018-01-17 2018-01-17 N N N 0.0131 72719855.66 72719855.66 0.0078 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 0.0131 90784678.44 90784678.44 0.0097 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SC1 US313385SC16 313385SC1 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 0.0131 56559417.80 56559417.80 0.0060 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 0.0131 69947290.00 69947290.00 0.0075 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 0.0131 95025061.20 95025061.20 0.0102 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 0.0131 9991760.00 9991760.00 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 0.0131 86188813.82 86188813.82 0.0092 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 0.0131 69932240.00 69932240.00 0.0075 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 0.0131 72407302.56 72407302.56 0.0077 N N Y 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 0.0134 29967000.00 29967000.00 0.0032 N N Y 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 0.0134 79809153.70 79809153.70 0.0085 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385ST4 US313385ST41 U.S. Government Agency Debt Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0134 29961510.00 29961510.00 0.0032 N N Y 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 0.0134 78596116.00 78596116.00 0.0084 N N Y 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 0.0134 20022070.35 20022070.35 0.0021 N N Y 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 0.0134 112430762.20 112430762.20 0.0120 N N Y 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. 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P-1 Standard and Poor's Ratings Services A-1+ 2018-02-26 2018-02-26 2018-02-26 N N N 0.0134 109728230.85 109728230.85 0.0117 N N Y 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 0.0134 120551997.60 120551997.60 0.0129 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385TR7 US313385TR75 313385TR7 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+ 2018-02-28 2018-02-28 2018-02-28 N N N 0.0134 14669277.00 14669277.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TS5 US313385TS58 U.S. Government Agency Debt Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0137 29934750.00 29934750.00 0.0032 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 0.0137 16697965.45 16697965.45 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 0.0137 49881850.00 49881850.00 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385TY2 US313385TY27 313385TY2 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+ 2018-03-07 2018-03-07 2018-03-07 N N N 0.0137 29928000.00 29928000.00 0.0032 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 0.0137 39902520.00 39902520.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385UA2 US313385UA22 U.S. Government Agency Debt Y 2018-03-09 2018-03-09 2018-03-09 N N N 0.0137 53866350.00 53866350.00 0.0058 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 0.0137 56702929.05 56702929.05 0.0061 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 0.0137 24934375.00 24934375.00 0.0027 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 0.0137 19500930.37 19500930.37 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385UH7 US313385UH74 U.S. Government Agency Debt Y 2018-03-16 2018-03-16 2018-03-16 N N N 0.0137 105111520.20 105111520.20 0.0112 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385UL8 US313385UL86 313385UL8 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+ 2018-03-19 2018-03-19 2018-03-19 N N N 0.0137 11462239.25 11462239.25 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385UP9 US313385UP90 U.S. Government Agency Debt Y 2018-03-22 2018-03-22 2018-03-22 N N N 0.0137 49851850.00 49851850.00 0.0053 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 0.0137 7976000.00 7976000.00 0.0009 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 0.0137 72667594.80 72667594.80 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385UW4 US313385UW42 U.S. Government Agency Debt Y 2018-03-29 2018-03-29 2018-03-29 N N N 0.0137 24919375.00 24919375.00 0.0027 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 0.0141 7968800.00 7968800.00 0.0009 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 0.0142 19918140.00 19918140.00 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 0.0142 5974980.00 5974980.00 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 0.0142 1592896.00 1592896.00 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 0.0146 47767392.00 47767392.00 0.0051 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 0.0146 4974975.00 4974975.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385WR3 US313385WR39 U.S. Government Agency Debt Y 2018-05-11 2018-05-11 2018-05-11 N N N 0.0146 7650596.44 7650596.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385WW2 US313385WW24 313385WW2 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+ 2018-05-16 2018-05-16 2018-05-16 N N N 0.0146 2431985.27 2431985.27 0.0003 N N N 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 0.0131 70992176.49 70992176.49 0.0076 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 0.0131 68152770.13 68152770.13 0.0073 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 0.0131 9994620.00 9994620.00 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 0.0131 29218248.35 29218248.35 0.0031 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 0.0131 66951961.00 66951961.00 0.0072 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 0.0131 88573761.00 88573761.00 0.0095 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 0.0134 59931780.00 59931780.00 0.0064 N N Y 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 0.0134 141593212.81 141593212.81 0.0151 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397ST9 S6XOOCT0IEG5ABCC6L87 US313397ST96 U.S. Government Agency Debt Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0134 17762181.85 17762181.85 0.0019 N N Y 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 0.0134 31957760.00 31957760.00 0.0034 N N Y 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 0.0134 8987787.00 8987787.00 0.0010 N N Y 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 0.0134 123802302.83 123802302.83 0.0132 N N Y 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 0.0134 21832136.91 21832136.91 0.0023 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397TB7 S6XOOCT0IEG5ABCC6L87 US313397TB79 313397TB7 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 0.0134 6889118.70 6889118.70 0.0007 N N Y 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 0.0134 96931997.38 96931997.38 0.0104 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397TK7 S6XOOCT0IEG5ABCC6L87 US313397TK78 U.S. Government Agency Debt Y 2018-02-22 2018-02-22 2018-02-22 N N N 0.0134 34934550.00 34934550.00 0.0037 N N Y 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 0.0137 35921700.00 35921700.00 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 0.0137 7467597.38 7467597.38 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 0.0137 6283701.90 6283701.90 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 0.0137 23656128.51 23656128.51 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 0.0141 14946720.00 14946720.00 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 0.0141 22996650.14 22996650.14 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397VK4 S6XOOCT0IEG5ABCC6L87 US313397VK41 U.S. Government Agency Debt Y 2018-04-11 2018-04-11 2018-04-11 N N N 0.0141 24904425.00 24904425.00 0.0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397VL2 S6XOOCT0IEG5ABCC6L87 US313397VL24 U.S. Government Agency Debt Y 2018-04-12 2018-04-12 2018-04-12 N N N 0.0141 44886023.34 44886023.34 0.0048 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397VM0 S6XOOCT0IEG5ABCC6L87 US313397VM07 U.S. Government Agency Debt Y 2018-04-13 2018-04-13 2018-04-13 N N N 0.0141 49805000.00 49805000.00 0.0053 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 0.0141 9959840.00 9959840.00 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 0.0142 29798704.32 29798704.32 0.0032 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 0.0142 4431786.15 4431786.15 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 0.0146 34631359.20 34631359.20 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.530000% 3133EE4P2 US3133EE4P29 U.S. Government Agency Debt Y 2018-01-02 2018-01-22 2018-01-22 N N N 0.0135 46504427.27 46504427.27 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.421900% 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+ 2018-01-02 2018-02-02 2018-02-02 N N N 0.0144 37005584.04 37005584.04 0.0040 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 0.0152 3750495.04 3750495.04 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.569900% 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+ 2018-01-22 2018-03-22 2018-03-22 N N N 0.0141 50020807.50 50020807.50 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.520800% 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+ 2018-01-17 2018-01-17 2018-01-17 N N N 0.0138 40003585.20 40003585.20 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.702100% 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+ 2018-01-23 2018-02-23 2018-02-23 N N N 0.0141 25010605.75 25010605.75 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.570400% 3133EFEC7 US3133EFEC78 U.S. Government Agency Debt Y 2018-03-18 2018-09-18 2018-09-18 N N N 0.0150 10011864.70 10011864.70 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.596900% 3133EFYG6 549300MS654K78GYF580 US3133EFYG62 U.S. Government Agency Debt Y 2018-01-08 2018-08-08 2018-08-08 N N N 0.0144 20037117.40 20037117.40 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 0.0121 17991702.00 17991702.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.440800% 3133EG4B8 US3133EG4B87 U.S. Government Agency Debt Y 2018-01-17 2018-09-17 2018-09-17 N N N 0.0147 95032750.30 95032750.30 0.0102 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.306900% 3133EG6G5 US3133EG6G56 U.S. Government Agency Debt Y 2018-01-08 2018-08-08 2018-08-08 N N N 0.0145 40003536.80 40003536.80 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.630000% 3133EGAL9 US3133EGAL96 U.S. Government Agency Debt Y 2018-01-02 2018-05-17 2018-05-17 N N N 0.0141 16013177.76 16013177.76 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.620000% 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+ 2018-01-02 2018-06-13 2018-06-13 N N N 0.0141 25023055.50 25023055.50 0.0027 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 0.0154 49999899.50 49999899.50 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.600000% 3133EGH73 US3133EGH732 U.S. Government Agency Debt Y 2018-01-02 2018-05-14 2018-05-14 N N N 0.0141 10007020.10 10007020.10 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.500700% 3133EGPA7 549300MS654K78GYF580 US3133EGPA76 U.S. Government Agency Debt Y 2018-01-01 2018-08-01 2018-08-01 N N N 0.0146 10014023.50 10014023.50 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.650000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2018-01-02 2018-08-10 2018-08-10 N N N 0.0142 20028491.60 20028491.60 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.582100% 3133EGZZ1 US3133EGZZ18 U.S. Government Agency Debt Y 2018-01-27 2018-08-27 2018-08-27 N N N 0.0146 46739624.95 46739624.95 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.500300% 3133EH3E1 549300MS654K78GYF580 US3133EH3E18 U.S. Government Agency Debt Y 2018-01-04 2019-10-18 2019-10-18 N N N 0.0143 40010319.20 40010319.20 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.480000% 3133EHBX0 549300MS654K78GYF580 US3133EHBX09 U.S. Government Agency Debt Y 2018-01-02 2019-01-14 2019-01-14 N N N 0.0140 45036115.65 45036115.65 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.480000% 3133EHDN0 549300MS654K78GYF580 US3133EHDN09 U.S. Government Agency Debt Y 2018-01-02 2019-03-27 2019-03-27 N N N 0.0141 33727245.78 33727245.78 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.500300% 3133EHLT8 549300MS654K78GYF580 US3133EHLT86 U.S. Government Agency Debt Y 2018-01-03 2018-12-05 2018-12-05 N N N 0.0135 13010781.29 13010781.29 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.442100% 3133EHPC1 549300MS654K78GYF580 US3133EHPC16 U.S. Government Agency Debt Y 2018-01-25 2019-01-25 2019-01-25 N N N 0.0145 50000872.50 50000872.50 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.420000% 3133EHPR8 549300MS654K78GYF580 US3133EHPR84 U.S. Government Agency Debt Y 2018-01-02 2019-06-27 2019-06-27 N N N 0.0143 54992920.95 54992920.95 0.0059 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.278200% 3133EHQ55 549300MS654K78GYF580 US3133EHQ558 U.S. Government Agency Debt Y 2018-01-07 2019-06-07 2019-06-07 N N N 0.0150 49956194.50 49956194.50 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 0.0155 19995853.80 19995853.80 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.405000% 3133EHU92 549300MS654K78GYF580 US3133EHU923 U.S. Government Agency Debt Y 2018-01-02 2019-09-20 2019-09-20 N N N 0.0143 29987684.70 29987684.70 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.420000% 3133EHVD2 549300MS654K78GYF580 US3133EHVD25 U.S. Government Agency Debt Y 2018-01-02 2019-08-16 2019-08-16 N N N 0.0144 49986342.50 49986342.50 0.0053 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.335000% 3134GBZZ8 S6XOOCT0IEG5ABCC6L87 US3134GBZZ85 U.S. Government Agency Debt Y 2018-01-19 2018-07-19 2018-07-19 N N N 0.0142 29997905.40 29997905.40 0.0032 N N N 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 0.0131 46859313.00 46859313.00 0.0050 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 0.0131 53039271.14 53039271.14 0.0057 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 0.0131 49989250.00 49989250.00 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 0.0131 24993725.00 24993725.00 0.0027 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 0.0131 19994260.00 19994260.00 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 0.0131 12855396.12 12855396.12 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 0.0131 49974900.00 49974900.00 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 0.0131 29983860.00 29983860.00 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 0.0131 59963460.00 59963460.00 0.0064 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 0.0131 19985660.00 19985660.00 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 0.0131 68198607.75 68198607.75 0.0073 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 0.0131 62854431.65 62854431.65 0.0067 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 0.0131 49951600.00 49951600.00 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 0.0134 56807022.97 56807022.97 0.0061 N N Y 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 0.0134 33156176.00 33156176.00 0.0035 N N Y 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 0.0134 14979645.00 14979645.00 0.0016 N N Y 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 0.0134 81870686.00 81870686.00 0.0087 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589TH6 B1V7KEBTPIMZEU4LTD58 US313589TH63 U.S. Government Agency Debt Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0134 39928120.00 39928120.00 0.0043 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589TJ2 B1V7KEBTPIMZEU4LTD58 US313589TJ20 U.S. Government Agency Debt Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0134 19980308.84 19980308.84 0.0021 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589TP8 B1V7KEBTPIMZEU4LTD58 US313589TP89 313589TP8 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 0.0134 16327001.88 16327001.88 0.0017 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589TQ6 B1V7KEBTPIMZEU4LTD58 US313589TQ62 U.S. Government Agency Debt Y 2018-02-27 2018-02-27 2018-02-27 N N N 0.0134 9979470.00 9979470.00 0.0011 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589TS2 B1V7KEBTPIMZEU4LTD58 US313589TS29 U.S. Government Agency Debt Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0137 54880375.00 54880375.00 0.0059 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589TT0 B1V7KEBTPIMZEU4LTD58 US313589TT02 U.S. Government Agency Debt Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0137 37067787.05 37067787.05 0.0040 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 0.0137 51899053.50 51899053.50 0.0055 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589TX1 B1V7KEBTPIMZEU4LTD58 US313589TX14 U.S. Government Agency Debt Y 2018-03-06 2018-03-06 2018-03-06 N N N 0.0137 41511675.57 41511675.57 0.0044 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589TY9 B1V7KEBTPIMZEU4LTD58 US313589TY96 U.S. Government Agency Debt Y 2018-03-07 2018-03-07 2018-03-07 N N N 0.0137 84963596.80 84963596.80 0.0091 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589UE1 B1V7KEBTPIMZEU4LTD58 US313589UE14 U.S. Government Agency Debt Y 2018-03-13 2018-03-13 2018-03-13 N N N 0.0137 53668748.75 53668748.75 0.0057 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.592000% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y 2018-03-21 2018-03-21 2018-03-21 N N N 0.0155 20004125.20 20004125.20 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 0.0142 64503865.49 64503865.49 0.0069 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 0.0133 6618914.32 6618914.32 0.0007 N N N N Tennessee Valley Authority Tennessee Valley Authority 880590RP1 US880590RP11 U.S. Government Agency Debt Y 2018-01-09 2018-01-09 2018-01-09 N N N 0.0131 19994980.00 19994980.00 0.0021 N N Y N Tennessee Valley Authority Tennessee Valley Authority 880590RW6 US880590RW61 U.S. Government Agency Debt Y 2018-01-16 2018-01-16 2018-01-16 N N N 0.0131 19989960.00 19989960.00 0.0021 N N 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 0.0115 143370968.49 143370968.49 0.0153 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 0.0128 100209215.83 100209215.83 0.0107 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 0.0129 10792827.74 10792827.74 0.0012 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 0.0153 27181093.85 27181093.85 0.0029 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 0.0157 80386123.47 80386123.47 0.0086 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 0.0119 99970562.00 99970562.00 0.0107 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 0.0126 119933932.80 119933932.80 0.0128 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 0.0125 140814256.91 140814256.91 0.0150 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 0.0162 4539521.89 4539521.89 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 0.0127 104864968.95 104864968.95 0.0112 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NS4 N.A. US912796NS49 U.S. Treasury Debt Y 2018-02-15 2018-02-15 2018-02-15 N N N 0.0126 9984875.00 9984875.00 0.0011 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 0.0128 81211201.75 81211201.75 0.0087 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 0.0131 58363347.51 58363347.51 0.0062 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PJ2 N.A. US912796PJ22 U.S. Treasury Debt Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0150 14904612.45 14904612.45 0.0016 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PL7 N.A. US912796PL77 U.S. Treasury Debt Y 2018-06-14 2018-06-14 2018-06-14 N N N 0.0149 29801683.20 29801683.20 0.0032 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 0.0105 99840000.00 99840000.00 0.0107 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 0.0130 139429223.70 139429223.70 0.0149 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 0.0135 99929767.00 99929767.00 0.0107 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828K82 N.A. US912828K825 U.S. Treasury Debt Y 2018-08-15 2018-08-15 2018-08-15 N N N 0.0165 9800738.60 9800738.60 0.0010 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 0.0123 49980952.50 49980952.50 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 0.0147 9958592.30 9958592.30 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 0.0161 49753727.00 49753727.00 0.0053 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 0.0123 99971695.00 99971695.00 0.0107 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 0.0136 109894794.90 109894794.90 0.0117 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 0.0147 79875000.00 79875000.00 0.0085 N Y Y N CREF 2018-01-05 Jon Scott Meissner Jon Scott Meissner Managing Director, Nuveen