0001145549-19-016171.txt : 20190607 0001145549-19-016171.hdr.sgml : 20190607 20190606175122 ACCESSION NUMBER: 0001145549-19-016171 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190531 FILED AS OF DATE: 20190607 DATE AS OF CHANGE: 20190606 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: 19883609 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 2019-05-31 0000777535 S000005087 3 N N 033-00480 TIAA-CREF Investment Management, LLC 801-38029 PricewaterhouseCoopers LLP Baltimore MD Teachers Insurance and Annuity Association None N N Y Exempt Government N 44 88 2359962913.32 2379485430.75 2387079081.77 2344487092.17 2308216763.62 6504953025.29 6471960053.97 6481865694.67 6490764832.47 6670163820.26 0.2392 0.2413 0.2413 0.2375 0.2351 0.6593 0.6562 0.6553 0.6576 0.6794 7586.02 9813137513.17 9811558075.81 6591921.84 2070578.23 9816087005.44 374220087.7340 1.0000 0.0243 26.1916 26.2022 26.2133 26.2260 26.2350 C000154494 1.00 1862422283.86 71569400.8950 25.9953 26.0030 26.0111 26.0208 26.0268 19538658.78 16129977.15 22840470.63 15952791.11 15697290.11 17692122.12 11017506.45 12370594.00 11761018.53 12327901.29 77216676.26 68356574.97 0.0149 N C000154495 1.00 2915737644.83 111150922.1800 26.1909 26.2022 26.2137 26.2270 26.2365 33362172.89 23371113.60 28739459.52 28815140.07 25104840.87 23274342.74 14708172.87 17836934.45 19230250.65 17671249.41 110907991.91 103681454.25 0.0218 N C000154496 1.00 5037927076.75 191499764.6590 26.2654 26.2769 26.2887 26.3023 26.3120 49210120.14 43706896.49 53979857.22 54694383.03 41535802.99 39556411.30 22078265.08 28960593.47 36311807.22 24020233.21 192518241.78 175875248.87 0.0222 N Federal Home Loan Bank Federal Home Loan Bank 2.383000% 3130ABSB3 2549001DPIFGXC1TOL40 US3130ABSB33 U.S. Government Agency Debt Y 2019-06-12 2019-07-12 2019-07-12 N N N 0.0239 44998416.45 44998416.45 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.432000% 3130ADKQ4 2549001DPIFGXC1TOL40 US3130ADKQ40 U.S. Government Agency Debt Y 2019-06-05 2020-01-30 2020-01-30 N N N 0.0241 8300499.58 8300499.58 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.460000% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 U.S. Government Agency Debt Y 2019-06-01 2019-09-10 2019-09-10 N N N 0.0245 19000388.55 19000388.55 0.0019 N N N N Federal Agricultural Mortgage Corp. 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P-1 Standard and Poor's Ratings Services A-1+ 2019-06-12 2019-06-12 2019-06-12 N N N 0.0237 78953785.00 78953785.00 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384GV5 2549001DPIFGXC1TOL40 US313384GV59 U.S. Government Agency Debt Y 2019-06-13 2019-06-13 2019-06-13 N N N 0.0237 87932806.50 87932806.50 0.0090 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384GW3 2549001DPIFGXC1TOL40 US313384GW33 U.S. Government Agency Debt Y 2019-06-14 2019-06-14 2019-06-14 N N N 0.0237 98489529.60 98489529.60 0.0100 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384GZ6 2549001DPIFGXC1TOL40 US313384GZ63 313384GZ6 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 2019-06-24 2019-06-24 2019-06-24 N N N 0.0238 49931750.00 49931750.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HH5 2549001DPIFGXC1TOL40 US313384HH56 313384HH5 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+ 2019-06-25 2019-06-25 2019-06-25 N N N 0.0238 139744878.65 139744878.65 0.0142 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HJ1 2549001DPIFGXC1TOL40 US313384HJ13 313384HJ1 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+ 2019-06-26 2019-06-26 2019-06-26 N N N 0.0238 52820914.50 52820914.50 0.0054 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HL6 2549001DPIFGXC1TOL40 US313384HL68 313384HL6 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+ 2019-06-28 2019-06-28 2019-06-28 N N N 0.0238 79870000.00 79870000.00 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HP7 2549001DPIFGXC1TOL40 US313384HP72 313384HP7 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+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 9981800.00 9981800.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HQ5 2549001DPIFGXC1TOL40 US313384HQ55 U.S. Government Agency Debt Y 2019-07-02 2019-07-02 2019-07-02 N N N 0.0238 28246654.50 28246654.50 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HR3 2549001DPIFGXC1TOL40 US313384HR39 U.S. Government Agency Debt Y 2019-07-03 2019-07-03 2019-07-03 N N N 0.0238 3792590.00 3792590.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HW2 2549001DPIFGXC1TOL40 US313384HW24 313384HW2 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+ 2019-07-08 2019-07-08 2019-07-08 N N N 0.0238 109749750.00 109749750.00 0.0112 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HX0 2549001DPIFGXC1TOL40 US313384HX07 U.S. Government Agency Debt Y 2019-07-09 2019-07-09 2019-07-09 N N N 0.0238 93346057.90 93346057.90 0.0095 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HY8 2549001DPIFGXC1TOL40 US313384HY89 313384HY8 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+ 2019-07-10 2019-07-10 2019-07-10 N N N 0.0238 98492554.35 98492554.35 0.0100 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JA8 2549001DPIFGXC1TOL40 US313384JA85 U.S. Government Agency Debt Y 2019-07-12 2019-07-12 2019-07-12 N N N 0.0238 81812079.30 81812079.30 0.0083 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JD2 2549001DPIFGXC1TOL40 US313384JD25 313384JD2 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+ 2019-07-15 2019-07-15 2019-07-15 N N N 0.0238 25131204.00 25131204.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JE0 2549001DPIFGXC1TOL40 US313384JE08 313384JE0 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+ 2019-07-16 2019-07-16 2019-07-16 N N N 0.0238 124894940.23 124894940.23 0.0127 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JF7 2549001DPIFGXC1TOL40 US313384JF72 313384JF7 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+ 2019-07-17 2019-07-17 2019-07-17 N N N 0.0238 128469523.32 128469523.32 0.0131 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JH3 2549001DPIFGXC1TOL40 US313384JH39 U.S. Government Agency Debt Y 2019-07-19 2019-07-19 2019-07-19 N N N 0.0238 118145685.00 118145685.00 0.0120 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JL4 2549001DPIFGXC1TOL40 US313384JL41 313384JL4 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+ 2019-07-22 2019-07-22 2019-07-22 N N N 0.0238 123814391.15 123814391.15 0.0126 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JM2 2549001DPIFGXC1TOL40 US313384JM24 U.S. Government Agency Debt Y 2019-07-23 2019-07-23 2019-07-23 N N N 0.0238 79740000.00 79740000.00 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JN0 2549001DPIFGXC1TOL40 US313384JN07 313384JN0 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+ 2019-07-24 2019-07-24 2019-07-24 N N N 0.0238 68236045.16 68236045.16 0.0070 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JP5 2549001DPIFGXC1TOL40 US313384JP54 U.S. Government Agency Debt Y 2019-07-25 2019-07-25 2019-07-25 N N N 0.0238 49831000.00 49831000.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JQ3 2549001DPIFGXC1TOL40 US313384JQ38 U.S. Government Agency Debt Y 2019-07-26 2019-07-26 2019-07-26 N N N 0.0238 87487563.45 87487563.45 0.0089 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JT7 2549001DPIFGXC1TOL40 US313384JT76 313384JT7 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+ 2019-07-29 2019-07-29 2019-07-29 N N N 0.0238 12883931.16 12883931.16 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JU4 2549001DPIFGXC1TOL40 US313384JU40 U.S. Government Agency Debt Y 2019-07-30 2019-07-30 2019-07-30 N N N 0.0238 38855505.00 38855505.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JV2 2549001DPIFGXC1TOL40 US313384JV23 313384JV2 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+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0238 14943450.00 14943450.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384JW0 2549001DPIFGXC1TOL40 US313384JW06 U.S. Government Agency Debt Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0239 19922972.20 19922972.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384JX8 2549001DPIFGXC1TOL40 US313384JX88 313384JX8 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+ 2019-08-02 2019-08-02 2019-08-02 N N N 0.0239 96211688.85 96211688.85 0.0098 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KB4 2549001DPIFGXC1TOL40 US313384KB40 U.S. Government Agency Debt Y 2019-08-06 2019-08-06 2019-08-06 N N N 0.0239 8992274.65 8992274.65 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KC2 2549001DPIFGXC1TOL40 US313384KC23 313384KC2 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+ 2019-08-07 2019-08-07 2019-08-07 N N N 0.0239 39830277.60 39830277.60 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KE8 2549001DPIFGXC1TOL40 US313384KE88 U.S. Government Agency Debt Y 2019-08-09 2019-08-09 2019-08-09 N N N 0.0239 109419340.26 109419340.26 0.0111 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KK4 2549001DPIFGXC1TOL40 US313384KK49 313384KK4 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+ 2019-08-14 2019-08-14 2019-08-14 N N N 0.0239 44788500.00 44788500.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KM0 2549001DPIFGXC1TOL40 US313384KM05 U.S. Government Agency Debt Y 2019-08-16 2019-08-16 2019-08-16 N N N 0.0239 46474412.85 46474412.85 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KQ1 2549001DPIFGXC1TOL40 US313384KQ19 313384KQ1 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+ 2019-08-19 2019-08-19 2019-08-19 N N N 0.0239 49748680.50 49748680.50 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KS7 2549001DPIFGXC1TOL40 US313384KS74 313384KS7 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+ 2019-08-21 2019-08-21 2019-08-21 N N N 0.0239 29845291.80 29845291.80 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KU2 2549001DPIFGXC1TOL40 US313384KU21 313384KU2 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+ 2019-08-23 2019-08-23 2019-08-23 N N N 0.0240 110363351.88 110363351.88 0.0112 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KZ1 2549001DPIFGXC1TOL40 US313384KZ18 313384KZ1 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+ 2019-08-28 2019-08-28 2019-08-28 N N N 0.0240 38781058.29 38781058.29 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LB3 2549001DPIFGXC1TOL40 US313384LB31 313384LB3 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+ 2019-08-30 2019-08-30 2019-08-30 N N N 0.0240 19885111.20 19885111.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384MB2 2549001DPIFGXC1TOL40 US313384MB22 313384MB2 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+ 2019-09-23 2019-09-23 2019-09-23 N N N 0.0240 9504996.12 9504996.12 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396GL1 S6XOOCT0IEG5ABCC6L87 US313396GL16 313396GL1 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+ 2019-06-04 2019-06-04 2019-06-04 N N N 0.0237 24998375.00 24998375.00 0.0025 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396GM9 S6XOOCT0IEG5ABCC6L87 US313396GM98 U.S. Government Agency Debt Y 2019-06-05 2019-06-05 2019-06-05 N N N 0.0237 39994800.00 39994800.00 0.0041 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396GN7 S6XOOCT0IEG5ABCC6L87 US313396GN71 313396GN7 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+ 2019-06-06 2019-06-06 2019-06-06 N N N 0.0237 81144173.81 81144173.81 0.0083 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396GT4 S6XOOCT0IEG5ABCC6L87 US313396GT42 313396GT4 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+ 2019-06-11 2019-06-11 2019-06-11 N N N 0.0237 66435435.60 66435435.60 0.0068 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396GU1 S6XOOCT0IEG5ABCC6L87 US313396GU15 313396GU1 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+ 2019-06-12 2019-06-12 2019-06-12 N N N 0.0237 72122783.48 72122783.48 0.0073 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396HB2 S6XOOCT0IEG5ABCC6L87 US313396HB25 U.S. Government Agency Debt Y 2019-06-19 2019-06-19 2019-06-19 N N N 0.0237 24974000.00 24974000.00 0.0025 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396HR7 S6XOOCT0IEG5ABCC6L87 US313396HR76 U.S. Government Agency Debt Y 2019-07-03 2019-07-03 2019-07-03 N N N 0.0238 89824500.00 89824500.00 0.0092 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396HW6 S6XOOCT0IEG5ABCC6L87 US313396HW61 313396HW6 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+ 2019-07-08 2019-07-08 2019-07-08 N N N 0.0238 29931750.00 29931750.00 0.0030 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396LF8 S6XOOCT0IEG5ABCC6L87 US313396LF82 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0240 14373159.60 14373159.60 0.0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396LG6 S6XOOCT0IEG5ABCC6L87 US313396LG65 U.S. Government Agency Debt Y 2019-09-04 2019-09-04 2019-09-04 N N N 0.0240 60773799.10 60773799.10 0.0062 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396LH4 S6XOOCT0IEG5ABCC6L87 US313396LH49 U.S. Government Agency Debt Y 2019-09-05 2019-09-05 2019-09-05 N N N 0.0240 49693194.50 49693194.50 0.0051 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396LQ4 S6XOOCT0IEG5ABCC6L87 US313396LQ48 313396LQ4 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+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0240 19868138.80 19868138.80 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396MC4 S6XOOCT0IEG5ABCC6L87 US313396MC43 U.S. Government Agency Debt Y 2019-09-24 2019-09-24 2019-09-24 N N N 0.0240 48896639.03 48896639.03 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396MM2 S6XOOCT0IEG5ABCC6L87 US313396MM25 313396MM2 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+ 2019-10-03 2019-10-03 2019-10-03 N N N 0.0239 86692036.95 86692036.95 0.0088 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396MN0 S6XOOCT0IEG5ABCC6L87 US313396MN08 313396MN0 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+ 2019-10-04 2019-10-04 2019-10-04 N N N 0.0239 49600250.00 49600250.00 0.0051 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396MR1 S6XOOCT0IEG5ABCC6L87 US313396MR12 313396MR1 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+ 2019-10-07 2019-10-07 2019-10-07 N N N 0.0239 19836200.00 19836200.00 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NB5 S6XOOCT0IEG5ABCC6L87 US313396NB50 313396NB5 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+ 2019-10-17 2019-10-17 2019-10-17 N N N 0.0239 99116000.00 99116000.00 0.0101 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NC3 S6XOOCT0IEG5ABCC6L87 US313396NC34 313396NC3 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+ 2019-10-18 2019-10-18 2019-10-18 N N N 0.0239 29732850.00 29732850.00 0.0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NF6 S6XOOCT0IEG5ABCC6L87 US313396NF64 U.S. Government Agency Debt Y 2019-10-21 2019-10-21 2019-10-21 N N N 0.0239 19818000.00 19818000.00 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NG4 S6XOOCT0IEG5ABCC6L87 US313396NG48 313396NG4 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+ 2019-10-22 2019-10-22 2019-10-22 N N N 0.0239 19816700.00 19816700.00 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NP4 S6XOOCT0IEG5ABCC6L87 US313396NP47 313396NP4 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+ 2019-10-29 2019-10-29 2019-10-29 N N N 0.0240 39615200.00 39615200.00 0.0040 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NV1 S6XOOCT0IEG5ABCC6L87 US313396NV15 313396NV1 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+ 2019-11-04 2019-11-04 2019-11-04 N N N 0.0240 54449450.00 54449450.00 0.0055 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NZ2 S6XOOCT0IEG5ABCC6L87 US313396NZ29 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0240 6532218.00 6532218.00 0.0007 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396PD9 S6XOOCT0IEG5ABCC6L87 US313396PD98 U.S. Government Agency Debt Y 2019-11-12 2019-11-12 2019-11-12 N N N 0.0240 25468957.80 25468957.80 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396PL1 S6XOOCT0IEG5ABCC6L87 US313396PL15 U.S. Government Agency Debt Y 2019-11-19 2019-11-19 2019-11-19 N N N 0.0240 9890150.00 9890150.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.373600% 3133EH3E1 549300MS654K78GYF580 US3133EH3E18 U.S. Government Agency Debt Y 2019-06-04 2019-10-18 2019-10-18 N N N 0.0240 39999796.40 39999796.40 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.435000% 3133EH4P5 549300MS654K78GYF580 US3133EH4P55 U.S. Government Agency Debt Y 2019-06-03 2019-12-26 2019-12-26 N N N 0.0249 46985070.92 46985070.92 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.373600% 3133EH5L3 549300MS654K78GYF580 US3133EH5L33 U.S. Government Agency Debt Y 2019-06-04 2019-11-04 2019-11-04 N N N 0.0240 9999964.00 9999964.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.480000% 3133EHA29 549300MS654K78GYF580 US3133EHA297 U.S. Government Agency Debt Y 2019-06-03 2020-09-28 2020-09-28 N N N 0.0248 9499518.73 9499518.73 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.420000% 3133EHE33 549300MS654K78GYF580 US3133EHE331 U.S. Government Agency Debt Y 2019-06-03 2019-10-10 2019-10-10 N N N 0.0248 49989920.50 49989920.50 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.420000% 3133EHPR8 549300MS654K78GYF580 US3133EHPR84 U.S. Government Agency Debt Y 2019-06-03 2019-06-27 2019-06-27 N N N 0.0245 54998548.00 54998548.00 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.342100% 3133EHQ55 549300MS654K78GYF580 US3133EHQ558 U.S. Government Agency Debt Y 2019-06-07 2019-06-07 2019-06-07 N N N 0.0234 49999776.00 49999776.00 0.0051 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.375000% 3133EHU92 549300MS654K78GYF580 US3133EHU923 U.S. Government Agency Debt Y 2019-06-03 2019-09-20 2019-09-20 N N N 0.0243 29996336.40 29996336.40 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.420000% 3133EHVD2 549300MS654K78GYF580 US3133EHVD25 U.S. Government Agency Debt Y 2019-06-03 2019-08-16 2019-08-16 N N N 0.0240 50001755.00 50001755.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.425000% 3133EHZW6 549300MS654K78GYF580 US3133EHZW69 U.S. Government Agency Debt Y 2019-06-03 2019-09-25 2019-09-25 N N N 0.0247 57491224.93 57491224.93 0.0059 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.437100% 3133EJ4M8 549300MS654K78GYF580 US3133EJ4M88 U.S. Government Agency Debt Y 2019-06-07 2020-01-07 2020-01-07 N N N 0.0243 49990947.50 49990947.50 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.540000% 3133EJE96 549300MS654K78GYF580 US3133EJE964 U.S. Government Agency Debt Y 2019-06-03 2020-07-09 2020-07-09 N N N 0.0246 50042254.00 50042254.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.378600% 3133EJMF3 549300MS654K78GYF580 US3133EJMF30 U.S. Government Agency Debt Y 2019-06-04 2020-01-27 2020-01-27 N N N 0.0240 49999716.50 49999716.50 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.630000% 3133EJQM4 549300MS654K78GYF580 US3133EJQM45 U.S. Government Agency Debt Y 2019-06-03 2020-05-29 2020-05-29 N N N 0.0245 21738070.48 21738070.48 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.590000% 3133EJRK7 549300MS654K78GYF580 US3133EJRK79 U.S. Government Agency Debt Y 2019-06-03 2019-12-11 2019-12-11 N N N 0.0244 10007590.60 10007590.60 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.520000% 3133EJXA2 549300MS654K78GYF580 US3133EJXA24 U.S. Government Agency Debt Y 2019-06-03 2020-02-20 2020-02-20 N N N 0.0251 80003208.80 80003208.80 0.0082 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.368600% 3133EJXB0 549300MS654K78GYF580 US3133EJXB07 U.S. Government Agency Debt Y 2019-06-04 2020-08-17 2020-08-17 N N N 0.0247 49952319.00 49952319.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.483600% 3133EKDP8 549300MS654K78GYF580 US3133EKDP85 U.S. Government Agency Debt Y 2019-06-04 2021-01-19 2021-01-19 N N N 0.0251 49993946.00 49993946.00 0.0051 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.432800% 3134GBYH9 S6XOOCT0IEG5ABCC6L87 US3134GBYH96 U.S. Government Agency Debt Y 2019-07-05 2019-07-05 2019-07-05 N N N 0.0230 12000355.44 12000355.44 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.366600% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 U.S. Government Agency Debt Y 2019-06-08 2019-08-08 2019-08-08 N N N 0.0238 80892643.76 80892643.76 0.0082 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.430000% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 U.S. Government Agency Debt Y 2019-06-01 2019-06-19 2019-06-19 N N N 0.0245 27499618.85 27499618.85 0.0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.295600% 3134GSWD3 S6XOOCT0IEG5ABCC6L87 US3134GSWD36 U.S. Government Agency Debt Y 2019-08-27 2019-08-27 2019-08-27 N N N 0.0229 29999230.20 29999230.20 0.0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.345600% 3134GSYP4 S6XOOCT0IEG5ABCC6L87 US3134GSYP48 U.S. Government Agency Debt Y 2019-06-19 2019-06-19 2019-06-19 N N N 0.0235 49999607.00 49999607.00 0.0051 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588GK5 B1V7KEBTPIMZEU4LTD58 US313588GK56 313588GK5 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+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0001 20000000.00 20000000.00 0.0020 N Y Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588GM1 B1V7KEBTPIMZEU4LTD58 US313588GM13 U.S. Government Agency Debt Y 2019-06-05 2019-06-05 2019-06-05 N N N 0.0237 69116013.75 69116013.75 0.0070 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588GW9 B1V7KEBTPIMZEU4LTD58 US313588GW94 U.S. Government Agency Debt Y 2019-06-14 2019-06-14 2019-06-14 N N N 0.0237 39971400.00 39971400.00 0.0041 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588GZ2 B1V7KEBTPIMZEU4LTD58 US313588GZ26 U.S. Government Agency Debt Y 2019-06-17 2019-06-17 2019-06-17 N N N 0.0237 49954500.00 49954500.00 0.0051 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HA6 B1V7KEBTPIMZEU4LTD58 US313588HA65 U.S. Government Agency Debt Y 2019-06-18 2019-06-18 2019-06-18 N N N 0.0237 71000706.76 71000706.76 0.0072 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HB4 B1V7KEBTPIMZEU4LTD58 US313588HB49 U.S. Government Agency Debt Y 2019-06-19 2019-06-19 2019-06-19 N N N 0.0237 29949819.76 29949819.76 0.0031 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HD0 B1V7KEBTPIMZEU4LTD58 US313588HD05 U.S. Government Agency Debt Y 2019-06-21 2019-06-21 2019-06-21 N N N 0.0238 26069463.00 26069463.00 0.0027 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HG3 B1V7KEBTPIMZEU4LTD58 US313588HG36 313588HG3 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+ 2019-06-24 2019-06-24 2019-06-24 N N N 0.0238 96193516.38 96193516.38 0.0098 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HJ7 B1V7KEBTPIMZEU4LTD58 US313588HJ74 313588HJ7 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+ 2019-06-26 2019-06-26 2019-06-26 N N N 0.0238 96255882.00 96255882.00 0.0098 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HL2 B1V7KEBTPIMZEU4LTD58 US313588HL21 313588HL2 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+ 2019-06-28 2019-06-28 2019-06-28 N N N 0.0238 24959375.00 24959375.00 0.0025 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HP3 B1V7KEBTPIMZEU4LTD58 US313588HP35 313588HP3 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+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 107713603.80 107713603.80 0.0110 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HR9 B1V7KEBTPIMZEU4LTD58 US313588HR90 U.S. Government Agency Debt Y 2019-07-03 2019-07-03 2019-07-03 N N N 0.0238 7348642.15 7348642.15 0.0007 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HW8 B1V7KEBTPIMZEU4LTD58 US313588HW85 313588HW8 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 2019-07-08 2019-07-08 2019-07-08 N N N 0.0238 9977250.00 9977250.00 0.0010 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HX6 B1V7KEBTPIMZEU4LTD58 US313588HX68 U.S. Government Agency Debt Y 2019-07-09 2019-07-09 2019-07-09 N N N 0.0238 24941500.00 24941500.00 0.0025 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HY4 B1V7KEBTPIMZEU4LTD58 US313588HY42 U.S. Government Agency Debt Y 2019-07-10 2019-07-10 2019-07-10 N N N 0.0238 53860154.05 53860154.05 0.0055 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HZ1 B1V7KEBTPIMZEU4LTD58 US313588HZ17 U.S. Government Agency Debt Y 2019-07-11 2019-07-11 2019-07-11 N N N 0.0238 9975300.00 9975300.00 0.0010 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JD8 B1V7KEBTPIMZEU4LTD58 US313588JD86 U.S. Government Agency Debt Y 2019-07-15 2019-07-15 2019-07-15 N N N 0.0238 61057855.75 61057855.75 0.0062 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JF3 B1V7KEBTPIMZEU4LTD58 US313588JF35 313588JF3 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+ 2019-07-17 2019-07-17 2019-07-17 N N N 0.0238 29914200.00 29914200.00 0.0030 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JH9 B1V7KEBTPIMZEU4LTD58 US313588JH90 U.S. Government Agency Debt Y 2019-07-19 2019-07-19 2019-07-19 N N N 0.0238 39880400.00 39880400.00 0.0041 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JM8 B1V7KEBTPIMZEU4LTD58 US313588JM85 U.S. Government Agency Debt Y 2019-07-23 2019-07-23 2019-07-23 N N N 0.0238 88187456.25 88187456.25 0.0090 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JN6 B1V7KEBTPIMZEU4LTD58 US313588JN68 U.S. Government Agency Debt Y 2019-07-24 2019-07-24 2019-07-24 N N N 0.0238 74751375.00 74751375.00 0.0076 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JQ9 B1V7KEBTPIMZEU4LTD58 US313588JQ99 U.S. Government Agency Debt Y 2019-07-26 2019-07-26 2019-07-26 N N N 0.0238 53480124.08 53480124.08 0.0054 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JT3 B1V7KEBTPIMZEU4LTD58 US313588JT39 U.S. Government Agency Debt Y 2019-07-29 2019-07-29 2019-07-29 N N N 0.0238 49818000.00 49818000.00 0.0051 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JU0 B1V7KEBTPIMZEU4LTD58 US313588JU02 313588JU0 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+ 2019-07-30 2019-07-30 2019-07-30 N N N 0.0238 39851800.00 39851800.00 0.0041 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JV8 B1V7KEBTPIMZEU4LTD58 US313588JV84 U.S. Government Agency Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0238 45609401.86 45609401.86 0.0046 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588KC8 B1V7KEBTPIMZEU4LTD58 US313588KC84 U.S. Government Agency Debt Y 2019-08-07 2019-08-07 2019-08-07 N N N 0.0239 31366343.61 31366343.61 0.0032 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588KK0 B1V7KEBTPIMZEU4LTD58 US313588KK01 U.S. Government Agency Debt Y 2019-08-14 2019-08-14 2019-08-14 N N N 0.0239 10241637.00 10241637.00 0.0010 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588KS3 B1V7KEBTPIMZEU4LTD58 US313588KS37 U.S. Government Agency Debt Y 2019-08-21 2019-08-21 2019-08-21 N N N 0.0239 39176919.70 39176919.70 0.0040 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.470000% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 U.S. Government Agency Debt Y 2019-06-01 2019-10-30 2019-10-30 N N N 0.0243 20002930.60 20002930.60 0.0020 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.460000% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 U.S. Government Agency Debt Y 2019-06-01 2020-07-30 2020-07-30 N N N 0.0248 23994244.56 23994244.56 0.0024 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.475000% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 U.S. Government Agency Debt Y 2019-06-01 2020-10-30 2020-10-30 N N N 0.0249 14995670.85 14995670.85 0.0015 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.379000% 31422BAJ9 549300MS654K78GYF580 US31422BAJ98 U.S. Government Agency Debt Y 2019-08-01 2019-11-01 2019-11-01 N N N 0.0233 29996112.00 29996112.00 0.0031 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.550000% 31422BCE8 549300MS654K78GYF580 US31422BCE83 U.S. Government Agency Debt Y 2019-06-03 2020-05-19 2020-05-19 N N N 0.0258 34989981.95 34989981.95 0.0036 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.540000% 31422BCW8 549300MS654K78GYF580 US31422BCW81 U.S. Government Agency Debt Y 2019-06-03 2020-08-28 2020-08-28 N N N 0.0253 30001928.40 30001928.40 0.0031 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.450000% 31422BDQ0 549300MS654K78GYF580 US31422BDQ05 U.S. Government Agency Debt Y 2019-06-01 2020-03-18 2020-03-18 N N N 0.0248 64984232.95 64984232.95 0.0066 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.480000% 31422BEH9 549300MS654K78GYF580 US31422BEH96 U.S. Government Agency Debt Y 2019-06-03 2020-07-08 2020-07-08 N N N 0.0252 34988523.15 34988523.15 0.0036 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.490000% 31422BET3 549300MS654K78GYF580 US31422BET35 U.S. Government Agency Debt Y 2019-06-03 2020-07-06 2020-07-06 N N N 0.0253 24991819.50 24991819.50 0.0025 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.480000% 31422BFX3 549300MS654K78GYF580 US31422BFX38 U.S. Government Agency Debt Y 2019-06-03 2020-09-01 2020-09-01 N N N 0.0248 44000000.00 44000000.00 0.0045 N N N N Tennessee Valley Authority Tennessee Valley Authority 880592GM6 US880592GM64 U.S. Government Agency Debt Y 2019-06-05 2019-06-05 2019-06-05 N N N 0.0237 19997400.00 19997400.00 0.0020 N N Y N U.S. Treasury Bill U.S. Treasury Bill 912796QM4 N.A. US912796QM42 U.S. Treasury Debt Y 2019-06-20 2019-06-20 2019-06-20 N N N 0.0230 149839563.00 149839563.00 0.0153 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QR3 N.A. US912796QR39 U.S. Treasury Debt Y 2019-07-18 2019-07-18 2019-07-18 N N N 0.0233 141089749.83 141089749.83 0.0144 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QV4 N.A. US912796QV41 U.S. Treasury Debt Y 2019-08-15 2019-08-15 2019-08-15 N N N 0.0232 31851972.16 31851972.16 0.0032 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RF8 N.A. US912796RF81 U.S. Treasury Debt Y 2019-10-10 2019-10-10 2019-10-10 N N N 0.0235 97574085.25 97574085.25 0.0099 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RM3 N.A. US912796RM33 U.S. Treasury Debt Y 2019-11-07 2019-11-07 2019-11-07 N N N 0.0235 115768302.15 115768302.15 0.0118 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RS0 N.A. US912796RS03 U.S. Treasury Debt Y 2019-06-06 2019-06-06 2019-06-06 N N N 0.0218 73986725.88 73986725.88 0.0075 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RU5 N.A. US912796RU58 U.S. Treasury Debt Y 2019-06-13 2019-06-13 2019-06-13 N N N 0.0230 64959149.45 64959149.45 0.0066 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RV3 N.A. US912796RV32 U.S. Treasury Debt Y 2019-06-27 2019-06-27 2019-06-27 N N N 0.0228 92895953.61 92895953.61 0.0095 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RW1 254900HROIFWPRGM1V77 US912796RW15 U.S. Treasury Debt Y 2019-07-05 2019-07-05 2019-07-05 N N N 0.0234 49897666.50 49897666.50 0.0051 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RZ4 N.A. US912796RZ46 U.S. Treasury Debt Y 2019-07-11 2019-07-11 2019-07-11 N N N 0.0233 149637258.00 149637258.00 0.0152 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SA8 N.A. US912796SA85 U.S. Treasury Debt Y 2019-07-25 2019-07-25 2019-07-25 N N N 0.0233 69768076.70 69768076.70 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SB6 N.A. US912796SB68 U.S. Treasury Debt Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0234 120320041.78 120320041.78 0.0123 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SC4 N.A. US912796SC42 U.S. Treasury Debt Y 2019-08-08 2019-08-08 2019-08-08 N N N 0.0233 39832250.00 39832250.00 0.0041 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SP5 N.A. US912796SP54 U.S. Treasury Debt Y 2019-10-24 2019-10-24 2019-10-24 N N N 0.0235 49542946.00 49542946.00 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SQ3 N.A. US912796SQ38 U.S. Treasury Debt Y 2019-10-31 2019-10-31 2019-10-31 N N N 0.0234 4125316.80 4125316.80 0.0004 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VE6 N.A. US912796VE60 U.S. Treasury Debt Y 2019-06-04 2019-06-04 2019-06-04 N N N 0.0229 61221153.85 61221153.85 0.0062 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VF3 N.A. US912796VF36 U.S. Treasury Debt Y 2019-06-11 2019-06-11 2019-06-11 N N N 0.0230 9994959.30 9994959.30 0.0010 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VG1 N.A. US912796VG19 U.S. Treasury Debt Y 2019-06-18 2019-06-18 2019-06-18 N N N 0.0231 56316536.44 56316536.44 0.0057 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VH9 N.A. US912796VH91 U.S. Treasury Debt Y 2019-06-25 2019-06-25 2019-06-25 N N N 0.0232 17805102.37 17805102.37 0.0018 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VJ5 N.A. US912796VJ57 U.S. Treasury Debt Y 2019-07-02 2019-07-02 2019-07-02 N N N 0.0234 119777086.80 119777086.80 0.0122 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VL0 N.A. US912796VL04 U.S. Treasury Debt Y 2019-07-16 2019-07-16 2019-07-16 N N N 0.0234 24931294.50 24931294.50 0.0025 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.371600% 9128283B4 N.A. US9128283B45 U.S. Treasury Debt Y 2019-06-04 2019-10-31 2019-10-31 N N N 0.0235 100006360.00 100006360.00 0.0102 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.323600% 9128283T5 N.A. US9128283T52 U.S. Treasury Debt Y 2019-06-04 2020-01-31 2020-01-31 N N N 0.0236 29992663.20 29992663.20 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.356600% 9128284K3 N.A. US9128284K35 U.S. Treasury Debt Y 2019-06-04 2020-04-30 2020-04-30 N N N 0.0236 156992253.62 156992253.62 0.0160 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.368600% 9128285H9 N.A. US9128285H96 U.S. Treasury Debt Y 2019-06-04 2020-10-31 2020-10-31 N N N 0.0241 99942276.00 99942276.00 0.0102 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828S43 N.A. US912828S430 U.S. Treasury Debt Y 2019-07-15 2019-07-15 2019-07-15 N N N 0.0243 59882892.60 59882892.60 0.0061 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828T59 N.A. US912828T594 U.S. Treasury Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0240 69644531.60 69644531.60 0.0071 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828TH3 N.A. US912828TH30 U.S. Treasury Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0244 24937268.25 24937268.25 0.0025 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828U32 N.A. US912828U329 U.S. Treasury Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0236 96238754.64 96238754.64 0.0098 N Y Y N CREF 2019-06-06 Jon Scott Meissner Jon Scott Meissner Vice President, Accounting, Nuveen