0001145549-18-000760.txt : 20180207 0001145549-18-000760.hdr.sgml : 20180207 20180207095126 ACCESSION NUMBER: 0001145549-18-000760 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180131 FILED AS OF DATE: 20180207 DATE AS OF CHANGE: 20180207 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: 18579551 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 2018-01-31 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 49 95 1926137005.63 1985324769.05 1979816303.01 1986704621.65 6293404692.46 6210043562.74 6206240660.05 6355967518.91 0.00 0.2056 0.2136 0.2109 0.2132 0.6719 0.6682 0.6612 0.6822 0.0000 1404.71 9243830760.07 9244413793.29 5438695.74 2375904.37 9247477989.37 360082016.9270 1.0000 0.0134 25.6671 25.6714 25.6743 25.6788 0.0000 C000154494 1.00 1829632215.80 71444508.7610 25.5982 25.6015 25.6034 25.6068 0.0000 17440946.95 14920186.42 13220907.22 22576668.29 16796292.06 18588802.03 18222143.85 21385218.87 0.00 0.00 78637632.50 90584665.59 0.0064 N C000154495 1.00 2782973012.52 108380908.9780 25.6631 25.6674 25.6704 25.6749 0.0000 24283756.11 61638914.63 17720443.22 32258479.99 22789098.54 27151040.02 17974806.15 29070915.75 0.00 0.00 113679467.50 168957955.54 0.0082 N C000154496 1.00 4634872761.05 180256599.1880 25.6968 25.7015 25.7049 25.7097 0.0000 43033906.45 53093736.62 33770748.34 63414001.41 34806410.96 42304473.72 42878136.22 54902205.04 0.00 0.00 202951854.44 252088617.27 0.0086 N Federal Home Loan Bank Federal Home Loan Bank 1.304000% 3130A96L0 US3130A96L07 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2018-02-23 2018-02-23 2018-02-23 N N N 0.0157 75002392.50 75002392.50 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.480000% 3130A9TA9 US3130A9TA96 U.S. Government Agency Debt Y 2018-04-20 2018-04-20 2018-04-20 N N N 0.0156 49995228.50 49995228.50 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.534000% 3130AANZ7 US3130AANZ72 U.S. Government Agency Debt Y 2018-04-18 2019-01-18 2019-01-18 N N N 0.0158 72496961.53 72496961.53 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.183000% 3130AATB4 US3130AATB41 U.S. Government Agency Debt Y 2018-02-13 2019-02-13 2019-02-13 N N N 0.0159 19991811.60 19991811.60 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.521000% 3130AAUU0 US3130AAUU03 U.S. Government Agency Debt Y 2018-02-22 2019-02-22 2019-02-22 N N N 0.0148 50032606.00 50032606.00 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.273000% 3130AAWH7 US3130AAWH73 U.S. Government Agency Debt Y 2018-03-06 2019-03-06 2019-03-06 N N N 0.0158 37986267.56 37986267.56 0.0041 N N N 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 0.0115 20000000.00 20000000.00 0.0022 N Y Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LSZ2 549300MS654K78GYF580 US31315LSZ21 U.S. Government Agency Debt Y 2018-02-12 2018-02-12 2018-02-12 N N N 0.0132 10515823.56 10515823.56 0.0011 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LTD0 549300MS654K78GYF580 US31315LTD00 U.S. Government Agency Debt Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0132 6996206.00 6996206.00 0.0008 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LTH1 549300MS654K78GYF580 US31315LTH14 U.S. Government Agency Debt Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0132 10178013.09 10178013.09 0.0011 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LTT5 549300MS654K78GYF580 US31315LTT51 U.S. Government Agency Debt Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0135 34463050.50 34463050.50 0.0037 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LVA3 549300MS654K78GYF580 US31315LVA33 U.S. Government Agency Debt Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0144 14231234.75 14231234.75 0.0015 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LWJ3 549300MS654K78GYF580 US31315LWJ33 U.S. Government Agency Debt Y 2018-05-04 2018-05-04 2018-05-04 N N N 0.0148 20422981.50 20422981.50 0.0022 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LXK9 549300MS654K78GYF580 US31315LXK96 U.S. Government Agency Debt Y 2018-05-29 2018-05-29 2018-05-29 N N N 0.0150 19904440.00 19904440.00 0.0022 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.440000% 3132X0F30 549300MS654K78GYF580 US3132X0F303 U.S. Government Agency Debt Y 2018-02-01 2019-01-25 2019-01-25 N N N 0.0147 39988320.00 39988320.00 0.0043 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.540000% 3132X0LN9 549300MS654K78GYF580 US3132X0LN96 U.S. Government Agency Debt Y 2018-02-01 2018-03-23 2018-03-23 N N N 0.0145 45005470.65 45005470.65 0.0049 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.621200% 3132X0LZ2 549300MS654K78GYF580 US3132X0LZ27 U.S. Government Agency Debt Y 2018-02-22 2018-06-22 2018-06-22 N N N 0.0151 22011523.38 22011523.38 0.0024 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.537800% 3132X0PB1 549300MS654K78GYF580 US3132X0PB13 U.S. Government Agency Debt Y 2018-02-01 2018-11-01 2018-11-01 N N N 0.0150 25008932.25 25008932.25 0.0027 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.530300% 3132X0SF9 549300MS654K78GYF580 US3132X0SF99 U.S. Government Agency Debt Y 2018-04-27 2018-04-27 2018-04-27 N N N 0.0157 29998307.40 29998307.40 0.0032 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.444300% 3132X0SJ1 549300MS654K78GYF580 US3132X0SJ12 U.S. Government Agency Debt Y 2018-02-03 2018-08-03 2018-08-03 N N N 0.0146 44499271.09 44499271.09 0.0048 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.439500% 3132X0TK7 549300MS654K78GYF580 US3132X0TK75 U.S. Government Agency Debt Y 2018-02-15 2018-06-15 2018-06-15 N N N 0.0149 49993890.00 49993890.00 0.0054 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.486800% 3132X0VQ1 549300MS654K78GYF580 US3132X0VQ18 U.S. Government Agency Debt Y 2018-02-04 2019-02-04 2019-02-04 N N N 0.0146 31013045.73 31013045.73 0.0034 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.430000% 3132X0WU1 549300MS654K78GYF580 US3132X0WU11 U.S. Government Agency Debt Y 2018-02-01 2019-03-01 2019-03-01 N N N 0.0145 24994628.00 24994628.00 0.0027 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.467800% 3132X0XH9 549300MS654K78GYF580 US3132X0XH90 U.S. Government Agency Debt Y 2018-02-01 2018-11-01 2018-11-01 N N N 0.0150 49991970.00 49991970.00 0.0054 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.430000% 3132X0YG0 549300MS654K78GYF580 US3132X0YG09 U.S. Government Agency Debt Y 2018-02-01 2019-04-01 2019-04-01 N N N 0.0145 39990708.00 39990708.00 0.0043 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.441400% 3132X0ZS3 549300MS654K78GYF580 US3132X0ZS38 U.S. Government Agency Debt Y 2018-02-25 2018-05-25 2018-05-25 N N N 0.0148 24998708.50 24998708.50 0.0027 N N N 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 0.0132 44296980.80 44296980.80 0.0048 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 0.0132 19994940.00 19994940.00 0.0022 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 0.0132 14995665.00 14995665.00 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 0.0132 18891816.30 18891816.30 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 0.0132 24488509.50 24488509.50 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 0.0132 16587417.20 16587417.20 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 0.0135 37943836.00 37943836.00 0.0041 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313UL0 549300MS654K78GYF580 US313313UL00 U.S. Government Agency Debt Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0135 17370437.40 17370437.40 0.0019 N N Y 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 0.0135 6283606.05 6283606.05 0.0007 N N Y 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 0.0135 22957519.00 22957519.00 0.0025 N N Y 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 0.0135 13972070.00 13972070.00 0.0015 N N Y 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 0.0144 27595789.06 27595789.06 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313VM7 549300MS654K78GYF580 US313313VM73 U.S. Government Agency Debt Y 2018-04-13 2018-04-13 2018-04-13 N N N 0.0144 10969189.00 10969189.00 0.0012 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 0.0144 31703423.40 31703423.40 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313VX3 549300MS654K78GYF580 US313313VX39 U.S. Government Agency Debt Y 2018-04-23 2018-04-23 2018-04-23 N N N 0.0144 22029390.50 22029390.50 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313VY1 549300MS654K78GYF580 US313313VY12 U.S. Government Agency Debt Y 2018-04-24 2018-04-24 2018-04-24 N N N 0.0144 19436937.00 19436937.00 0.0021 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 0.0144 14950890.00 14950890.00 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313WB0 549300MS654K78GYF580 US313313WB00 U.S. Government Agency Debt Y 2018-04-27 2018-04-27 2018-04-27 N N N 0.0144 11800300.48 11800300.48 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313WE4 549300MS654K78GYF580 US313313WE49 U.S. Government Agency Debt Y 2018-04-30 2018-04-30 2018-04-30 N N N 0.0144 14449670.50 14449670.50 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313WM6 549300MS654K78GYF580 US313313WM64 U.S. Government Agency Debt Y 2018-05-07 2018-05-07 2018-05-07 N N N 0.0150 19922420.00 19922420.00 0.0022 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 0.0150 4976110.00 4976110.00 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 0.0157 3978784.00 3978784.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313ZZ4 549300MS654K78GYF580 US313313ZZ41 U.S. Government Agency Debt Y 2018-07-30 2018-07-30 2018-07-30 N N N 0.0165 396798.00 396798.00 0.0000 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 0.0174 2963166.00 2963166.00 0.0003 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 0.0120 30000000.00 30000000.00 0.0032 N Y 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 0.0132 79897123.60 79897123.60 0.0086 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 0.0132 29994570.00 29994570.00 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 0.0132 116005821.27 116005821.27 0.0125 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 0.0132 30041315.55 30041315.55 0.0032 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 0.0132 122551327.80 122551327.80 0.0133 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. P-1 Standard and Poor's Ratings Services A-1+ 2018-02-13 2018-02-13 2018-02-13 N N N 0.0132 114950205.00 114950205.00 0.0124 N N Y 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 42542038.42 42542038.42 0.0046 N N Y 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 161612358.60 161612358.60 0.0175 N N Y 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 93835584.60 93835584.60 0.0101 N N Y 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 23483033.00 23483033.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385TK2 US313385TK23 U.S. Government Agency Debt Y 2018-02-22 2018-02-22 2018-02-22 N N N 0.0132 9992420.00 9992420.00 0.0011 N N Y 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 50859585.40 50859585.40 0.0055 N N Y 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 144819110.15 144819110.15 0.0157 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 0.0132 120686568.80 120686568.80 0.0131 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 0.0132 59042377.50 59042377.50 0.0064 N N Y 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 0.0135 29968980.00 29968980.00 0.0032 N N Y 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 0.0135 31101654.42 31101654.42 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385TW6 US313385TW60 313385TW6 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 0.0135 29964540.00 29964540.00 0.0032 N N Y 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 0.0135 99878100.00 99878100.00 0.0108 N N Y 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 0.0135 69912080.00 69912080.00 0.0076 N N Y 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 0.0135 39948280.00 39948280.00 0.0043 N N Y 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 0.0135 134845416.75 134845416.75 0.0146 N N Y 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 0.0135 86724849.15 86724849.15 0.0094 N N Y 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 0.0135 48628021.40 48628021.40 0.0053 N N Y 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 0.0135 66057770.65 66057770.65 0.0071 N N Y 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 0.0135 110715792.61 110715792.61 0.0120 N N Y 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 0.0135 42697333.78 42697333.78 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385UM6 US313385UM69 U.S. Government Agency Debt Y 2018-03-20 2018-03-20 2018-03-20 N N N 0.0135 4871528.32 4871528.32 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385UN4 US313385UN43 313385UN4 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+ 2018-03-21 2018-03-21 2018-03-21 N N N 0.0135 94831565.00 94831565.00 0.0103 N N Y 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 0.0135 99819000.00 99819000.00 0.0108 N N Y 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 0.0135 55681965.11 55681965.11 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385UT1 US313385UT13 313385UT1 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+ 2018-03-26 2018-03-26 2018-03-26 N N N 0.0135 47207386.60 47207386.60 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385UU8 US313385UU85 U.S. Government Agency Debt Y 2018-03-27 2018-03-27 2018-03-27 N N N 0.0135 22994035.20 22994035.20 0.0025 N N Y 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 0.0135 152689104.00 152689104.00 0.0165 N N Y 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 0.0135 24948275.00 24948275.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385VB9 US313385VB95 U.S. Government Agency Debt Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0144 39903760.00 39903760.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VD5 US313385VD51 U.S. Government Agency Debt Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0144 49875750.00 49875750.00 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VE3 US313385VE35 U.S. Government Agency Debt Y 2018-04-06 2018-04-06 2018-04-06 N N N 0.0144 14962140.00 14962140.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VK9 US313385VK94 313385VK9 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+ 2018-04-11 2018-04-11 2018-04-11 N N N 0.0144 83302631.34 83302631.34 0.0090 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 0.0144 40957954.53 40957954.53 0.0044 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 0.0144 19940040.00 19940040.00 0.0022 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 0.0144 5981538.00 5981538.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VX1 US313385VX16 313385VX1 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+ 2018-04-23 2018-04-23 2018-04-23 N N N 0.0144 29904150.00 29904150.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VZ6 US313385VZ63 313385VZ6 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+ 2018-04-25 2018-04-25 2018-04-25 N N N 0.0144 4385594.40 4385594.40 0.0005 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 0.0144 1594635.20 1594635.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385WF9 US313385WF90 313385WF9 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+ 2018-05-01 2018-05-01 2018-05-01 N N N 0.0150 2989098.00 2989098.00 0.0003 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 0.0150 72725739.00 72725739.00 0.0079 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 0.0150 4980400.00 4980400.00 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 0.0150 7658917.02 7658917.02 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 0.0150 2434616.09 2434616.09 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZG4 US313385ZG47 U.S. Government Agency Debt Y 2018-07-13 2018-07-13 2018-07-13 N N N 0.0164 14891325.00 14891325.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZL3 US313385ZL32 313385ZL3 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+ 2018-07-17 2018-07-17 2018-07-17 N N N 0.0164 3801566.08 3801566.08 0.0004 N N N 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 59997840.00 59997840.00 0.0065 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 0.0132 141749585.12 141749585.12 0.0153 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 0.0132 17781780.92 17781780.92 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 0.0132 31993056.00 31993056.00 0.0035 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 0.0132 8997723.00 8997723.00 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 0.0132 125938593.23 125938593.23 0.0136 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 0.0132 21856319.60 21856319.60 0.0024 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 0.0132 6896763.90 6896763.90 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 0.0132 120383020.66 120383020.66 0.0130 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 0.0132 34973470.00 34973470.00 0.0038 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 0.0135 35962776.00 35962776.00 0.0039 N N Y 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 0.0135 7476152.73 7476152.73 0.0008 N N Y 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 0.0135 6290921.70 6290921.70 0.0007 N N Y 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 0.0135 23683536.66 23683536.66 0.0026 N N Y 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 0.0144 14963310.00 14963310.00 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 0.0144 78298438.86 78298438.86 0.0085 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 0.0144 24931950.00 24931950.00 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 0.0144 44935589.34 44935589.34 0.0049 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 0.0144 49859950.00 49859950.00 0.0054 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 0.0144 34897835.00 34897835.00 0.0038 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 0.0144 52529157.77 52529157.77 0.0057 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 0.0144 35662761.54 35662761.54 0.0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397WA5 S6XOOCT0IEG5ABCC6L87 US313397WA59 U.S. Government Agency Debt Y 2018-04-26 2018-04-26 2018-04-26 N N N 0.0144 24917175.00 24917175.00 0.0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397WB3 S6XOOCT0IEG5ABCC6L87 US313397WB33 U.S. Government Agency Debt Y 2018-04-27 2018-04-27 2018-04-27 N N N 0.0144 24916175.00 24916175.00 0.0027 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 0.0150 34669256.40 34669256.40 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.617800% 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+ 2018-02-02 2018-02-02 2018-02-02 N N N 0.0145 37000178.34 37000178.34 0.0040 N N Y 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 0.0161 3750069.38 3750069.38 0.0004 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 1.596200% 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+ 2018-02-22 2018-03-22 2018-03-22 N N N 0.0143 50013268.50 50013268.50 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.711300% 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+ 2018-02-23 2018-02-23 2018-02-23 N N N 0.0136 25005651.00 25005651.00 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 0.0158 10010470.00 10010470.00 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.745000% 3133EFYG6 549300MS654K78GYF580 US3133EFYG62 U.S. Government Agency Debt Y 2018-02-08 2018-08-08 2018-08-08 N N N 0.0144 20033846.00 20033846.00 0.0022 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 17997624.00 17997624.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.506100% 3133EG4B8 US3133EG4B87 U.S. Government Agency Debt Y 2018-02-17 2018-09-17 2018-09-17 N N N 0.0145 95047454.40 95047454.40 0.0103 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.455000% 3133EG6G5 US3133EG6G56 U.S. Government Agency Debt Y 2018-02-08 2018-08-08 2018-08-08 N N N 0.0147 40002318.80 40002318.80 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.630000% 3133EGAL9 US3133EGAL96 U.S. Government Agency Debt Y 2018-02-01 2018-05-17 2018-05-17 N N N 0.0141 16010262.24 16010262.24 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+ 2018-02-01 2018-06-13 2018-06-13 N N N 0.0141 25018724.50 25018724.50 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 0.0163 49999946.50 49999946.50 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.600000% 3133EGH73 US3133EGH732 U.S. Government Agency Debt Y 2018-02-01 2018-05-14 2018-05-14 N N N 0.0141 10005445.40 10005445.40 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.707800% 3133EGPA7 549300MS654K78GYF580 US3133EGPA76 U.S. Government Agency Debt Y 2018-02-01 2018-08-01 2018-08-01 N N N 0.0143 10014283.30 10014283.30 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.650000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2018-02-01 2018-08-10 2018-08-10 N N N 0.0142 20024657.60 20024657.60 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.596900% 3133EGZZ1 US3133EGZZ18 U.S. Government Agency Debt Y 2018-02-27 2018-08-27 2018-08-27 N N N 0.0145 46743522.07 46743522.07 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.480200% 3133EH3E1 549300MS654K78GYF580 US3133EH3E18 U.S. Government Agency Debt Y 2018-02-06 2019-10-18 2019-10-18 N N N 0.0150 40009780.00 40009780.00 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 2018-02-01 2019-01-14 2019-01-14 N N N 0.0140 45033232.50 45033232.50 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.480000% 3133EHDN0 549300MS654K78GYF580 US3133EHDN09 U.S. Government Agency Debt Y 2018-02-01 2019-03-27 2019-03-27 N N N 0.0141 33725379.81 33725379.81 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.480200% 3133EHLT8 549300MS654K78GYF580 US3133EHLT86 U.S. Government Agency Debt Y 2018-02-06 2018-12-05 2018-12-05 N N N 0.0143 13009803.82 13009803.82 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.451400% 3133EHPC1 549300MS654K78GYF580 US3133EHPC16 U.S. Government Agency Debt Y 2018-02-25 2019-01-25 2019-01-25 N N N 0.0147 50001586.00 50001586.00 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.420000% 3133EHPR8 549300MS654K78GYF580 US3133EHPR84 U.S. Government Agency Debt Y 2018-02-01 2019-06-27 2019-06-27 N N N 0.0143 54993251.50 54993251.50 0.0059 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.430000% 3133EHQ55 549300MS654K78GYF580 US3133EHQ558 U.S. Government Agency Debt Y 2018-02-07 2019-06-07 2019-06-07 N N N 0.0148 49980527.50 49980527.50 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.560200% 3133EHRF2 549300MS654K78GYF580 US3133EHRF29 U.S. Government Agency Debt Y 2018-04-15 2019-01-15 2019-01-15 N N N 0.0164 19996179.40 19996179.40 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.405000% 3133EHU92 549300MS654K78GYF580 US3133EHU923 U.S. Government Agency Debt Y 2018-02-01 2019-09-20 2019-09-20 N N N 0.0145 29980469.40 29980469.40 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 2018-02-01 2019-08-16 2019-08-16 N N N 0.0144 49987071.00 49987071.00 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.421900% 3133EJBJ7 549300MS654K78GYF580 US3133EJBJ70 U.S. Government Agency Debt Y 2018-02-28 2019-03-29 2019-03-29 N N N 0.0144 49995825.00 49995825.00 0.0054 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.397500% 3134GBZZ8 S6XOOCT0IEG5ABCC6L87 US3134GBZZ85 U.S. Government Agency Debt Y 2018-02-19 2018-07-19 2018-07-19 N N N 0.0143 29998211.70 29998211.70 0.0032 N N N 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 56869704.73 56869704.73 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 0.0132 33192795.60 33192795.60 0.0036 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 0.0132 14996205.00 14996205.00 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 0.0132 81961542.00 81961542.00 0.0089 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 0.0132 39972560.00 39972560.00 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 0.0132 20002547.73 20002547.73 0.0022 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 0.0132 16345226.92 16345226.92 0.0018 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 0.0132 9990610.00 9990610.00 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 0.0135 54943130.00 54943130.00 0.0059 N N Y 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 0.0135 89678850.98 89678850.98 0.0097 N N Y 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 0.0135 131863952.36 131863952.36 0.0143 N N Y 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 0.0135 41559277.41 41559277.41 0.0045 N N Y 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 0.0135 85061028.99 85061028.99 0.0092 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589UD3 B1V7KEBTPIMZEU4LTD58 US313589UD31 313589UD3 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 0.0135 50332366.40 50332366.40 0.0054 N N Y 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 0.0135 53730468.82 53730468.82 0.0058 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589UF8 B1V7KEBTPIMZEU4LTD58 US313589UF88 U.S. Government Agency Debt Y 2018-03-14 2018-03-14 2018-03-14 N N N 0.0135 29954550.00 29954550.00 0.0032 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589UL5 B1V7KEBTPIMZEU4LTD58 US313589UL56 U.S. Government Agency Debt Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0135 59898060.00 59898060.00 0.0065 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589UM3 B1V7KEBTPIMZEU4LTD58 US313589UM30 U.S. Government Agency Debt Y 2018-03-20 2018-03-20 2018-03-20 N N N 0.0135 29947920.00 29947920.00 0.0032 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589UQ4 B1V7KEBTPIMZEU4LTD58 US313589UQ44 U.S. Government Agency Debt Y 2018-03-23 2018-03-23 2018-03-23 N N N 0.0135 24953825.00 24953825.00 0.0027 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589UT8 B1V7KEBTPIMZEU4LTD58 US313589UT82 U.S. Government Agency Debt Y 2018-03-26 2018-03-26 2018-03-26 N N N 0.0135 30240672.60 30240672.60 0.0033 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589UU5 B1V7KEBTPIMZEU4LTD58 US313589UU55 U.S. Government Agency Debt Y 2018-03-27 2018-03-27 2018-03-27 N N N 0.0135 49900250.00 49900250.00 0.0054 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589VA8 B1V7KEBTPIMZEU4LTD58 US313589VA82 U.S. Government Agency Debt Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0144 29928990.00 29928990.00 0.0032 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589VC4 B1V7KEBTPIMZEU4LTD58 US313589VC49 U.S. Government Agency Debt Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0144 19951080.00 19951080.00 0.0022 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589VQ3 B1V7KEBTPIMZEU4LTD58 US313589VQ35 313589VQ3 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+ 2018-04-16 2018-04-16 2018-04-16 N N N 0.0144 22922892.19 22922892.19 0.0025 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589VS9 B1V7KEBTPIMZEU4LTD58 US313589VS90 U.S. Government Agency Debt Y 2018-04-18 2018-04-18 2018-04-18 N N N 0.0144 24925050.00 24925050.00 0.0027 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313589VY6 B1V7KEBTPIMZEU4LTD58 US313589VY68 U.S. Government Agency Debt Y 2018-04-24 2018-04-24 2018-04-24 N N N 0.0144 34228944.44 34228944.44 0.0037 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 0.0149 20006374.20 20006374.20 0.0022 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.875000% 3135G0WJ8 B1V7KEBTPIMZEU4LTD58 US3135G0WJ89 U.S. Government Agency Debt Y 2018-05-21 2018-05-21 2018-05-21 N N N 0.0152 39921360.00 39921360.00 0.0043 N N N N Tennessee Valley Authority Tennessee Valley Authority 880590TA2 US880590TA24 U.S. Government Agency Debt Y 2018-02-13 2018-02-13 2018-02-13 N N N 0.0132 19991340.00 19991340.00 0.0022 N N Y N Tennessee Valley Authority Tennessee Valley Authority 880590TH7 US880590TH76 U.S. Government Agency Debt Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0132 9993140.00 9993140.00 0.0011 N N Y N Tennessee Valley Authority Tennessee Valley Authority 880590TQ7 US880590TQ75 U.S. Government Agency Debt Y 2018-02-27 2018-02-27 2018-02-27 N N N 0.0132 19981220.00 19981220.00 0.0022 N N 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 0.0118 110315000.00 110315000.00 0.0119 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 0.0141 30781715.49 30781715.49 0.0033 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LS6 N.A. US912796LS66 U.S. Treasury Debt Y 2018-03-29 2018-03-29 2018-03-29 N N N 0.0133 19959400.00 19959400.00 0.0022 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 47098646.00 47098646.00 0.0051 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 0.0162 80469406.69 80469406.69 0.0087 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 0.0167 4544110.74 4544110.74 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 0.0122 124970651.25 124970651.25 0.0135 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 0.0123 54974146.15 54974146.15 0.0059 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 0.0121 101810980.09 101810980.09 0.0110 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 0.0136 99869965.01 99869965.01 0.0108 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NV7 N.A. US912796NV77 U.S. Treasury Debt Y 2018-09-13 2018-09-13 2018-09-13 N N N 0.0168 63397051.25 63397051.25 0.0069 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NW5 N.A. US912796NW50 U.S. Treasury Debt Y 2018-03-15 2018-03-15 2018-03-15 N N N 0.0134 9984614.60 9984614.60 0.0011 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NX3 N.A. US912796NX34 U.S. Treasury Debt Y 2018-03-22 2018-03-22 2018-03-22 N N N 0.0134 49910337.00 49910337.00 0.0054 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NZ8 N.A. US912796NZ81 U.S. Treasury Debt Y 2018-10-11 2018-10-11 2018-10-11 N N N 0.0172 123530533.75 123530533.75 0.0134 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PD5 N.A. US912796PD51 U.S. Treasury Debt Y 2018-11-08 2018-11-08 2018-11-08 N N N 0.0173 118423656.00 118423656.00 0.0128 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PE3 N.A. US912796PE35 U.S. Treasury Debt Y 2018-12-06 2018-12-06 2018-12-06 N N N 0.0175 78833022.40 78833022.40 0.0085 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 0.0151 74610187.50 74610187.50 0.0081 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 0.0152 49724764.00 49724764.00 0.0054 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 0.0131 139463237.29 139463237.29 0.0151 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 99958855.00 99958855.00 0.0108 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 0.0171 9802715.65 9802715.65 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828N22 N.A. US912828N225 U.S. Treasury Debt Y 2018-12-15 2018-12-15 2018-12-15 N N N 0.0191 29883592.73 29883592.73 0.0032 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 0.0160 9960156.20 9960156.20 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 0.0164 49779297.00 49779297.00 0.0054 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 0.0138 109948300.00 109948300.00 0.0119 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 0.0156 79871875.20 79871875.20 0.0086 N Y Y N CREF 2018-02-07 Jon Scott Meissner Jon Scott Meissner Managing Director, Nuveen