N-MFP2 0000777535 XXXXXXXX 2019-01-31 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 43 89 2339026387.71 2369851707.69 2318957782.98 2442163740.73 6351063700.57 6586041135.23 6610340003.53 6734484225.09 0.00 0.2340 0.2376 0.2340 0.2454 0.6354 0.6602 0.6670 0.6766 0.0000 1385.97 9927597579.54 9928038863.23 7319039.15 109610779.98 9825748508.37 377127239.4390 1.0000 0.0242 26.0161 26.0263 26.0377 26.0471 0.0000 C000154494 1.00 1858056528.68 71747329.5400 25.8702 25.8775 25.8862 25.8926 0.0000 17227337.19 15732844.57 16861063.94 20311505.73 13768108.59 14959330.69 13135142.76 18911160.22 0.00 0.00 71278094.92 81033527.51 0.0144 N C000154495 1.00 2957354069.84 113540293.1150 26.0064 26.0172 26.0294 26.0392 0.0000 38880216.07 23059808.90 21950892.93 39607727.51 18995657.61 22861785.77 16026292.76 20942127.86 0.00 0.00 99567436.88 117220867.36 0.0212 N C000154496 1.00 5010337909.85 191839616.7840 26.0757 26.0868 26.0994 26.1095 0.0000 63461061.45 43352279.65 35218542.27 64369190.00 28775223.68 76998753.29 25589692.94 37995743.17 0.00 0.00 176750932.03 239996409.03 0.0217 N Federal Home Loan Bank Federal Home Loan Bank 2.385000% 3130AATB4 US3130AATB41 U.S. Government Agency Debt Y 2019-02-13 2019-02-13 2019-02-13 N N N 0.0247 20000141.20 20000141.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.463000% 3130AAUU0 US3130AAUU03 U.S. Government Agency Debt Y 2019-02-22 2019-02-22 2019-02-22 N N N 0.0243 50001112.50 50001112.50 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.504000% 3130AAWH7 US3130AAWH73 U.S. Government Agency Debt Y 2019-03-06 2019-03-06 2019-03-06 N N N 0.0247 38000813.96 38000813.96 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.444000% 3130ABSB3 2549001DPIFGXC1TOL40 US3130ABSB33 U.S. Government Agency Debt Y 2019-02-12 2019-07-12 2019-07-12 N N N 0.0250 44988982.20 44988982.20 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.523000% 3130ADKQ4 2549001DPIFGXC1TOL40 US3130ADKQ40 U.S. Government Agency Debt Y 2019-02-06 2020-01-30 2020-01-30 N N N 0.0242 8304177.81 8304177.81 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.430000% 3130AFFV4 2549001DPIFGXC1TOL40 US3130AFFV48 U.S. Government Agency Debt Y 2019-02-01 2019-05-15 2019-05-15 N N N 0.0246 68993751.36 68993751.36 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.450000% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 U.S. Government Agency Debt Y 2019-02-01 2019-09-10 2019-09-10 N N N 0.0248 18996340.03 18996340.03 0.0019 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KBT6 549300MS654K78GYF580 US31315KBT60 U.S. Government Agency Debt Y 2019-02-11 2019-02-11 2019-02-11 N N N 0.0242 9993360.00 9993360.00 0.0010 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KCC2 549300MS654K78GYF580 US31315KCC27 U.S. Government Agency Debt Y 2019-02-20 2019-02-20 2019-02-20 N N N 0.0243 9987390.00 9987390.00 0.0010 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KEJ5 549300MS654K78GYF580 US31315KEJ51 U.S. Government Agency Debt Y 2019-04-15 2019-04-15 2019-04-15 N N N 0.0245 27047714.94 27047714.94 0.0028 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KEV8 549300MS654K78GYF580 US31315KEV89 U.S. Government Agency Debt Y 2019-04-26 2019-04-26 2019-04-26 N N N 0.0245 19888000.00 19888000.00 0.0020 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.550000% 3132X02H3 549300MS654K78GYF580 US3132X02H31 U.S. Government Agency Debt Y 2019-02-01 2019-09-27 2019-09-27 N N N 0.0258 49990116.00 49990116.00 0.0051 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.414900% 3132X02S9 549300MS654K78GYF580 US3132X02S95 U.S. Government Agency Debt Y 2019-02-01 2019-03-01 2019-03-01 N N N 0.0245 24999164.50 24999164.50 0.0025 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.520000% 3132X04L2 549300MS654K78GYF580 US3132X04L25 U.S. Government Agency Debt Y 2019-02-01 2020-02-26 2020-02-26 N N N 0.0255 44485770.24 44485770.24 0.0045 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.434500% 3132X07H8 549300MS654K78GYF580 US3132X07H85 U.S. Government Agency Debt Y 2019-02-20 2019-05-20 2019-05-20 N N N 0.0256 44995781.70 44995781.70 0.0046 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.480000% 3132X0J93 549300MS654K78GYF580 US3132X0J933 U.S. Government Agency Debt Y 2019-02-01 2019-03-01 2019-03-01 N N N 0.0256 24998228.75 24998228.75 0.0025 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.469900% 3132X0Q61 549300MS654K78GYF580 US3132X0Q615 U.S. Government Agency Debt Y 2019-02-01 2019-07-01 2019-07-01 N N N 0.0248 29997552.30 29997552.30 0.0031 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.432100% 3132X0VQ1 549300MS654K78GYF580 US3132X0VQ18 U.S. Government Agency Debt Y 2019-02-04 2019-02-04 2019-02-04 N N N 0.0245 30999971.17 30999971.17 0.0032 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.410000% 3132X0WU1 549300MS654K78GYF580 US3132X0WU11 U.S. Government Agency Debt Y 2019-02-01 2019-03-01 2019-03-01 N N N 0.0256 24996876.00 24996876.00 0.0025 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.410000% 3132X0YG0 549300MS654K78GYF580 US3132X0YG09 U.S. Government Agency Debt Y 2019-02-01 2019-04-01 2019-04-01 N N N 0.0257 39989316.80 39989316.80 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312BM1 549300MS654K78GYF580 US313312BM11 U.S. Government Agency Debt Y 2019-02-05 2019-02-05 2019-02-05 N N N 0.0242 18994946.00 18994946.00 0.0019 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312BN9 549300MS654K78GYF580 US313312BN93 U.S. Government Agency Debt Y 2019-02-06 2019-02-06 2019-02-06 N N N 0.0242 19993360.00 19993360.00 0.0020 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312BQ2 549300MS654K78GYF580 US313312BQ25 U.S. Government Agency Debt Y 2019-02-08 2019-02-08 2019-02-08 N N N 0.0242 47977680.00 47977680.00 0.0049 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312BW9 549300MS654K78GYF580 US313312BW92 U.S. Government Agency Debt Y 2019-02-14 2019-02-14 2019-02-14 N N N 0.0243 23979288.00 23979288.00 0.0024 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312CB4 549300MS654K78GYF580 US313312CB47 U.S. Government Agency Debt Y 2019-02-19 2019-02-19 2019-02-19 N N N 0.0243 55933080.00 55933080.00 0.0057 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312CK4 549300MS654K78GYF580 US313312CK46 U.S. Government Agency Debt Y 2019-02-27 2019-02-27 2019-02-27 N N N 0.0243 19965480.00 19965480.00 0.0020 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312CT5 549300MS654K78GYF580 US313312CT54 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2019-03-07 N N N 0.0244 22947859.00 22947859.00 0.0023 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312DE7 549300MS654K78GYF580 US313312DE76 313312DE7 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+ 2019-03-18 2019-03-18 2019-03-18 N N N 0.0244 21435500.00 21435500.00 0.0022 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312DG2 549300MS654K78GYF580 US313312DG25 U.S. Government Agency Debt Y 2019-03-20 2019-03-20 2019-03-20 N N N 0.0244 22429507.50 22429507.50 0.0023 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312DH0 549300MS654K78GYF580 US313312DH08 U.S. Government Agency Debt Y 2019-03-21 2019-03-21 2019-03-21 N N N 0.0244 7974400.00 7974400.00 0.0008 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312DJ6 549300MS654K78GYF580 US313312DJ63 U.S. Government Agency Debt Y 2019-03-22 2019-03-22 2019-03-22 N N N 0.0244 22725512.40 22725512.40 0.0023 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312DV9 549300MS654K78GYF580 US313312DV91 U.S. Government Agency Debt Y 2019-04-02 2019-04-02 2019-04-02 N N N 0.0244 29880000.00 29880000.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312DY3 549300MS654K78GYF580 US313312DY31 U.S. Government Agency Debt Y 2019-04-05 2019-04-05 2019-04-05 N N N 0.0244 16430700.00 16430700.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312EF3 549300MS654K78GYF580 US313312EF33 U.S. Government Agency Debt Y 2019-04-12 2019-04-12 2019-04-12 N N N 0.0244 31004622.95 31004622.95 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312EM8 549300MS654K78GYF580 US313312EM83 U.S. Government Agency Debt Y 2019-04-18 2019-04-18 2019-04-18 N N N 0.0245 14923995.00 14923995.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312ER7 549300MS654K78GYF580 US313312ER70 313312ER7 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+ 2019-04-22 2019-04-22 2019-04-22 N N N 0.0245 2984001.00 2984001.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312EV8 549300MS654K78GYF580 US313312EV82 313312EV8 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+ 2019-04-26 2019-04-26 2019-04-26 N N N 0.0245 24362800.00 24362800.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312FB1 549300MS654K78GYF580 US313312FB10 U.S. Government Agency Debt Y 2019-05-02 2019-05-02 2019-05-02 N N N 0.0246 15506010.00 15506010.00 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312FC9 549300MS654K78GYF580 US313312FC92 U.S. Government Agency Debt Y 2019-05-03 2019-05-03 2019-05-03 N N N 0.0246 24847700.00 24847700.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312FF2 549300MS654K78GYF580 US313312FF24 U.S. Government Agency Debt Y 2019-05-06 2019-05-06 2019-05-06 N N N 0.0246 17389872.50 17389872.50 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312FH8 549300MS654K78GYF580 US313312FH89 U.S. Government Agency Debt Y 2019-05-08 2019-05-08 2019-05-08 N N N 0.0246 15797810.70 15797810.70 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312FS4 549300MS654K78GYF580 US313312FS45 U.S. Government Agency Debt Y 2019-05-17 2019-05-17 2019-05-17 N N N 0.0246 8936739.00 8936739.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312FV7 549300MS654K78GYF580 US313312FV73 313312FV7 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+ 2019-05-20 2019-05-20 2019-05-20 N N N 0.0246 19855400.00 19855400.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312FY1 549300MS654K78GYF580 US313312FY13 U.S. Government Agency Debt Y 2019-05-23 2019-05-23 2019-05-23 N N N 0.0246 33548832.20 33548832.20 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312GS3 549300MS654K78GYF580 US313312GS36 U.S. Government Agency Debt Y 2019-06-10 2019-06-10 2019-06-10 N N N 0.0249 43616848.00 43616848.00 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312HD5 549300MS654K78GYF580 US313312HD57 U.S. Government Agency Debt Y 2019-06-21 2019-06-21 2019-06-21 N N N 0.0249 16888877.50 16888877.50 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384BH1 2549001DPIFGXC1TOL40 US313384BH11 U.S. Government Agency Debt Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0001 130497000.00 130497000.00 0.0133 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 313384BM0 2549001DPIFGXC1TOL40 US313384BM06 U.S. Government Agency Debt Y 2019-02-05 2019-02-05 2019-02-05 N N N 0.0242 90176006.80 90176006.80 0.0092 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 313384BN8 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+ 2019-02-06 2019-02-06 2019-02-06 N N N 0.0242 111737890.70 111737890.70 0.0114 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384BQ1 2549001DPIFGXC1TOL40 US313384BQ10 U.S. Government Agency Debt Y 2019-02-08 2019-02-08 2019-02-08 N N N 0.0242 24988375.00 24988375.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 313384BT5 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+ 2019-02-11 2019-02-11 2019-02-11 N N N 0.0242 168388116.00 168388116.00 0.0171 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384BU2 2549001DPIFGXC1TOL40 US313384BU22 U.S. Government Agency Debt Y 2019-02-12 2019-02-12 2019-02-12 N N N 0.0242 64952550.00 64952550.00 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384BV0 2549001DPIFGXC1TOL40 US313384BV05 313384BV0 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+ 2019-02-13 2019-02-13 2019-02-13 N N N 0.0243 23791023.43 23791023.43 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384BW8 2549001DPIFGXC1TOL40 US313384BW87 U.S. Government Agency Debt Y 2019-02-14 2019-02-14 2019-02-14 N N N 0.0243 26177389.40 26177389.40 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384BX6 2549001DPIFGXC1TOL40 US313384BX60 313384BX6 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 2019-02-15 2019-02-15 2019-02-15 N N N 0.0243 69934970.00 69934970.00 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 U.S. Government Agency Debt Y 2019-02-19 2019-02-19 2019-02-19 N N N 0.0243 49940250.00 49940250.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CC1 2549001DPIFGXC1TOL40 US313384CC15 313384CC1 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+ 2019-02-20 2019-02-20 2019-02-20 N N N 0.0243 94278964.12 94278964.12 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CE7 2549001DPIFGXC1TOL40 US313384CE70 313384CE7 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+ 2019-02-22 2019-02-22 2019-02-22 N N N 0.0243 67812337.64 67812337.64 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CH0 2549001DPIFGXC1TOL40 US313384CH02 313384CH0 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+ 2019-02-25 2019-02-25 2019-02-25 N N N 0.0243 99840700.00 99840700.00 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CJ6 2549001DPIFGXC1TOL40 US313384CJ67 U.S. Government Agency Debt Y 2019-02-26 2019-02-26 2019-02-26 N N N 0.0243 69883800.00 69883800.00 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CK3 2549001DPIFGXC1TOL40 US313384CK31 313384CK3 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+ 2019-02-27 2019-02-27 2019-02-27 N N N 0.0243 25455987.00 25455987.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0244 49906650.00 49906650.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CQ0 2549001DPIFGXC1TOL40 US313384CQ01 313384CQ0 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+ 2019-03-04 2019-03-04 2019-03-04 N N N 0.0244 29937990.00 29937990.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 U.S. Government Agency Debt Y 2019-03-05 2019-03-05 2019-03-05 N N N 0.0244 82623387.60 82623387.60 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CS6 2549001DPIFGXC1TOL40 US313384CS66 313384CS6 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+ 2019-03-06 2019-03-06 2019-03-06 N N N 0.0244 43449201.00 43449201.00 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CT4 2549001DPIFGXC1TOL40 US313384CT40 313384CT4 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+ 2019-03-07 2019-03-07 2019-03-07 N N N 0.0244 47492090.80 47492090.80 0.0048 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CU1 2549001DPIFGXC1TOL40 US313384CU13 U.S. Government Agency Debt Y 2019-03-08 2019-03-08 2019-03-08 N N N 0.0244 107748036.00 107748036.00 0.0110 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CX5 2549001DPIFGXC1TOL40 US313384CX51 313384CX5 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+ 2019-03-11 2019-03-11 2019-03-11 N N N 0.0244 101242900.50 101242900.50 0.0103 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CY3 2549001DPIFGXC1TOL40 US313384CY35 U.S. Government Agency Debt Y 2019-03-12 2019-03-12 2019-03-12 N N N 0.0244 99740000.00 99740000.00 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 313384CZ0 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+ 2019-03-13 2019-03-13 2019-03-13 N N N 0.0244 96970687.59 96970687.59 0.0099 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384DB2 2549001DPIFGXC1TOL40 US313384DB23 U.S. Government Agency Debt Y 2019-03-15 2019-03-15 2019-03-15 N N N 0.0244 62823600.00 62823600.00 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384DE6 2549001DPIFGXC1TOL40 US313384DE61 313384DE6 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+ 2019-03-18 2019-03-18 2019-03-18 N N N 0.0244 83603435.00 83603435.00 0.0085 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384DF3 2549001DPIFGXC1TOL40 US313384DF37 U.S. Government Agency Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0244 64800645.00 64800645.00 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384DJ5 2549001DPIFGXC1TOL40 US313384DJ58 U.S. Government Agency Debt Y 2019-03-22 2019-03-22 2019-03-22 N N N 0.0244 49836650.00 49836650.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384DM8 2549001DPIFGXC1TOL40 US313384DM87 313384DM8 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+ 2019-03-25 2019-03-25 2019-03-25 N N N 0.0244 29895990.00 29895990.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384DN6 2549001DPIFGXC1TOL40 US313384DN60 313384DN6 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+ 2019-03-26 2019-03-26 2019-03-26 N N N 0.0244 69752690.00 69752690.00 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384DQ9 2549001DPIFGXC1TOL40 US313384DQ91 U.S. Government Agency Debt Y 2019-03-28 2019-03-28 2019-03-28 N N N 0.0244 27897324.00 27897324.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384DU0 2549001DPIFGXC1TOL40 US313384DU04 313384DU0 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+ 2019-04-01 2019-04-01 2019-04-01 N N N 0.0244 49803350.00 49803350.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384DV8 2549001DPIFGXC1TOL40 US313384DV86 U.S. Government Agency Debt Y 2019-04-02 2019-04-02 2019-04-02 N N N 0.0244 29880000.00 29880000.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384DY2 2549001DPIFGXC1TOL40 US313384DY26 U.S. Government Agency Debt Y 2019-04-05 2019-04-05 2019-04-05 N N N 0.0244 49790000.00 49790000.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384EB1 2549001DPIFGXC1TOL40 US313384EB14 313384EB1 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+ 2019-04-08 2019-04-08 2019-04-08 N N N 0.0244 44836846.00 44836846.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384EC9 2549001DPIFGXC1TOL40 US313384EC96 313384EC9 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+ 2019-04-09 2019-04-09 2019-04-09 N N N 0.0244 68950615.58 68950615.58 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ED7 2549001DPIFGXC1TOL40 US313384ED79 313384ED7 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+ 2019-04-10 2019-04-10 2019-04-10 N N N 0.0244 54750685.00 54750685.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384EF2 2549001DPIFGXC1TOL40 US313384EF28 U.S. Government Agency Debt Y 2019-04-12 2019-04-12 2019-04-12 N N N 0.0244 14929995.00 14929995.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384EL9 2549001DPIFGXC1TOL40 US313384EL95 313384EL9 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+ 2019-04-17 2019-04-17 2019-04-17 N N N 0.0245 29850000.00 29850000.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ER6 2549001DPIFGXC1TOL40 US313384ER65 313384ER6 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+ 2019-04-22 2019-04-22 2019-04-22 N N N 0.0245 52886444.40 52886444.40 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ES4 2549001DPIFGXC1TOL40 US313384ES49 313384ES4 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+ 2019-04-23 2019-04-23 2019-04-23 N N N 0.0245 61167900.00 61167900.00 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ET2 2549001DPIFGXC1TOL40 US313384ET22 313384ET2 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+ 2019-04-24 2019-04-24 2019-04-24 N N N 0.0245 50621729.70 50621729.70 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384EV7 2549001DPIFGXC1TOL40 US313384EV77 U.S. Government Agency Debt Y 2019-04-26 2019-04-26 2019-04-26 N N N 0.0245 39776000.00 39776000.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384EY1 2549001DPIFGXC1TOL40 US313384EY17 313384EY1 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+ 2019-04-29 2019-04-29 2019-04-29 N N N 0.0245 39768000.00 39768000.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384EZ8 2549001DPIFGXC1TOL40 US313384EZ81 U.S. Government Agency Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0245 21075619.60 21075619.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384FA2 2549001DPIFGXC1TOL40 US313384FA22 313384FA2 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+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0246 92445906.00 92445906.00 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384FC8 2549001DPIFGXC1TOL40 US313384FC87 U.S. Government Agency Debt Y 2019-05-03 2019-05-03 2019-05-03 N N N 0.0246 57984592.72 57984592.72 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384FF1 2549001DPIFGXC1TOL40 US313384FF19 313384FF1 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+ 2019-05-06 2019-05-06 2019-05-06 N N N 0.0246 39748280.00 39748280.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384FN4 2549001DPIFGXC1TOL40 US313384FN43 313384FN4 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+ 2019-05-13 2019-05-13 2019-05-13 N N N 0.0246 19864780.00 19864780.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384FR5 2549001DPIFGXC1TOL40 US313384FR56 313384FR5 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+ 2019-05-16 2019-05-16 2019-05-16 N N N 0.0246 31519026.12 31519026.12 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384FS3 2549001DPIFGXC1TOL40 US313384FS30 313384FS3 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+ 2019-05-17 2019-05-17 2019-05-17 N N N 0.0246 59578260.00 59578260.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384FV6 2549001DPIFGXC1TOL40 US313384FV68 313384FV6 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+ 2019-05-20 2019-05-20 2019-05-20 N N N 0.0246 39710800.00 39710800.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384GN3 2549001DPIFGXC1TOL40 US313384GN34 U.S. Government Agency Debt Y 2019-06-06 2019-06-06 2019-06-06 N N N 0.0248 2974686.00 2974686.00 0.0003 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396BL6 S6XOOCT0IEG5ABCC6L87 US313396BL60 U.S. Government Agency Debt Y 2019-02-04 2019-02-04 2019-02-04 N N N 0.0242 14997015.00 14997015.00 0.0015 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396BM4 S6XOOCT0IEG5ABCC6L87 US313396BM44 313396BM4 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+ 2019-02-05 2019-02-05 2019-02-05 N N N 0.0242 49986700.00 49986700.00 0.0051 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396BQ5 S6XOOCT0IEG5ABCC6L87 US313396BQ57 313396BQ5 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+ 2019-02-08 2019-02-08 2019-02-08 N N N 0.0242 49976750.00 49976750.00 0.0051 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396BV4 S6XOOCT0IEG5ABCC6L87 US313396BV43 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+ 2019-02-13 2019-02-13 2019-02-13 N N N 0.0243 78922048.96 78922048.96 0.0080 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396CC5 S6XOOCT0IEG5ABCC6L87 US313396CC52 U.S. Government Agency Debt Y 2019-02-20 2019-02-20 2019-02-20 N N N 0.0243 25597680.57 25597680.57 0.0026 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396CH4 S6XOOCT0IEG5ABCC6L87 US313396CH40 313396CH4 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+ 2019-02-25 2019-02-25 2019-02-25 N N N 0.0243 24960175.00 24960175.00 0.0025 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396CJ0 S6XOOCT0IEG5ABCC6L87 US313396CJ06 U.S. Government Agency Debt Y 2019-02-26 2019-02-26 2019-02-26 N N N 0.0243 63499415.70 63499415.70 0.0065 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396CK7 S6XOOCT0IEG5ABCC6L87 US313396CK78 U.S. Government Agency Debt Y 2019-02-27 2019-02-27 2019-02-27 N N N 0.0243 49913700.00 49913700.00 0.0051 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396CQ4 S6XOOCT0IEG5ABCC6L87 US313396CQ49 U.S. Government Agency Debt Y 2019-03-04 2019-03-04 2019-03-04 N N N 0.0244 99793300.00 99793300.00 0.0102 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396CX9 S6XOOCT0IEG5ABCC6L87 US313396CX99 313396CX9 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+ 2019-03-11 2019-03-11 2019-03-11 N N N 0.0244 94035203.96 94035203.96 0.0096 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396DG5 S6XOOCT0IEG5ABCC6L87 US313396DG57 U.S. Government Agency Debt Y 2019-03-20 2019-03-20 2019-03-20 N N N 0.0244 49843350.00 49843350.00 0.0051 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396DJ9 S6XOOCT0IEG5ABCC6L87 US313396DJ96 U.S. Government Agency Debt Y 2019-03-22 2019-03-22 2019-03-22 N N N 0.0244 49836650.00 49836650.00 0.0051 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396DM2 S6XOOCT0IEG5ABCC6L87 US313396DM26 313396DM2 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+ 2019-03-25 2019-03-25 2019-03-25 N N N 0.0244 64161777.21 64161777.21 0.0065 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396DN0 S6XOOCT0IEG5ABCC6L87 US313396DN09 U.S. Government Agency Debt Y 2019-03-26 2019-03-26 2019-03-26 N N N 0.0244 15230998.10 15230998.10 0.0016 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396DV2 S6XOOCT0IEG5ABCC6L87 US313396DV25 U.S. Government Agency Debt Y 2019-04-02 2019-04-02 2019-04-02 N N N 0.0244 29880000.00 29880000.00 0.0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396EL3 S6XOOCT0IEG5ABCC6L87 US313396EL34 U.S. Government Agency Debt Y 2019-04-17 2019-04-17 2019-04-17 N N N 0.0245 104475000.00 104475000.00 0.0106 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396ET6 S6XOOCT0IEG5ABCC6L87 US313396ET69 U.S. Government Agency Debt Y 2019-04-24 2019-04-24 2019-04-24 N N N 0.0245 39811155.99 39811155.99 0.0041 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396EY5 S6XOOCT0IEG5ABCC6L87 US313396EY54 U.S. Government Agency Debt Y 2019-04-29 2019-04-29 2019-04-29 N N N 0.0245 115804416.00 115804416.00 0.0118 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396FB4 S6XOOCT0IEG5ABCC6L87 US313396FB43 313396FB4 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+ 2019-05-02 2019-05-02 2019-05-02 N N N 0.0246 16062636.00 16062636.00 0.0016 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396FK4 S6XOOCT0IEG5ABCC6L87 US313396FK42 313396FK4 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+ 2019-05-10 2019-05-10 2019-05-10 N N N 0.0246 14901585.00 14901585.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.439300% 3133EH3E1 549300MS654K78GYF580 US3133EH3E18 U.S. Government Agency Debt Y 2019-02-05 2019-10-18 2019-10-18 N N N 0.0245 39999870.80 39999870.80 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 2019-02-01 2019-12-26 2019-12-26 N N N 0.0262 46924438.57 46924438.57 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.439300% 3133EH5L3 549300MS654K78GYF580 US3133EH5L33 U.S. Government Agency Debt Y 2019-02-04 2019-11-04 2019-11-04 N N N 0.0243 10001490.00 10001490.00 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 2019-02-01 2020-09-28 2020-09-28 N N N 0.0259 9483634.26 9483634.26 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.480000% 3133EHDN0 549300MS654K78GYF580 US3133EHDN09 U.S. Government Agency Debt Y 2019-02-01 2019-03-27 2019-03-27 N N N 0.0247 33699953.49 33699953.49 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.420000% 3133EHE33 549300MS654K78GYF580 US3133EHE331 U.S. Government Agency Debt Y 2019-02-01 2019-10-10 2019-10-10 N N N 0.0253 49961663.00 49961663.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.400000% 3133EHND1 549300MS654K78GYF580 US3133EHND17 U.S. Government Agency Debt Y 2019-02-01 2019-04-15 2019-04-15 N N N 0.0245 7499261.48 7499261.48 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.420000% 3133EHPR8 549300MS654K78GYF580 US3133EHPR84 U.S. Government Agency Debt Y 2019-02-01 2019-06-27 2019-06-27 N N N 0.0251 54979311.20 54979311.20 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.387800% 3133EHQ55 549300MS654K78GYF580 US3133EHQ558 U.S. Government Agency Debt Y 2019-02-07 2019-06-07 2019-06-07 N N N 0.0243 49993662.00 49993662.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.385000% 3133EHU92 549300MS654K78GYF580 US3133EHU923 U.S. Government Agency Debt Y 2019-02-01 2019-09-20 2019-09-20 N N N 0.0243 29992308.90 29992308.90 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 2019-02-01 2019-08-16 2019-08-16 N N N 0.0253 49968743.50 49968743.50 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 2019-02-01 2019-09-25 2019-09-25 N N N 0.0253 57460701.63 57460701.63 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.482800% 3133EJ4M8 549300MS654K78GYF580 US3133EJ4M88 U.S. Government Agency Debt Y 2019-02-07 2020-01-07 2020-01-07 N N N 0.0251 49986162.00 49986162.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.355000% 3133EJBJ7 549300MS654K78GYF580 US3133EJBJ70 U.S. Government Agency Debt Y 2019-02-28 2019-03-29 2019-03-29 N N N 0.0242 49996102.00 49996102.00 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 2019-02-01 2020-07-09 2020-07-09 N N N 0.0260 49957263.00 49957263.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.444300% 3133EJMF3 549300MS654K78GYF580 US3133EJMF30 U.S. Government Agency Debt Y 2019-02-05 2020-01-27 2020-01-27 N N N 0.0245 49999859.50 49999859.50 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 2019-02-01 2020-05-29 2020-05-29 N N N 0.0258 21713331.61 21713331.61 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.520000% 3133EJXA2 549300MS654K78GYF580 US3133EJXA24 U.S. Government Agency Debt Y 2019-02-01 2020-02-20 2020-02-20 N N N 0.0255 79974579.20 79974579.20 0.0081 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.434300% 3133EJXB0 549300MS654K78GYF580 US3133EJXB07 U.S. Government Agency Debt Y 2019-02-05 2020-08-17 2020-08-17 N N N 0.0249 49965408.00 49965408.00 0.0051 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.630000% 3134GBYH9 S6XOOCT0IEG5ABCC6L87 US3134GBYH96 U.S. Government Agency Debt Y 2019-04-05 2019-07-05 2019-07-05 N N N 0.0239 12009025.20 12009025.20 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.420600% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 U.S. Government Agency Debt Y 2019-02-08 2019-08-08 2019-08-08 N N N 0.0249 80869298.45 80869298.45 0.0082 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.415000% 3134GSE68 S6XOOCT0IEG5ABCC6L87 US3134GSE687 U.S. Government Agency Debt Y 2019-02-01 2019-05-08 2019-05-08 N N N 0.0242 29999921.10 29999921.10 0.0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.420000% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 U.S. Government Agency Debt Y 2019-02-01 2019-06-19 2019-06-19 N N N 0.0245 27496599.08 27496599.08 0.0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.466200% 3134GSWD3 S6XOOCT0IEG5ABCC6L87 US3134GSWD36 U.S. Government Agency Debt Y 2019-02-27 2019-08-27 2019-08-27 N N N 0.0252 29998161.90 29998161.90 0.0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.408000% 3134GSYP4 S6XOOCT0IEG5ABCC6L87 US3134GSYP48 U.S. Government Agency Debt Y 2019-02-19 2019-06-19 2019-06-19 N N N 0.0243 49997018.00 49997018.00 0.0051 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588BH7 B1V7KEBTPIMZEU4LTD58 US313588BH72 313588BH7 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+ 2019-02-01 2019-02-01 2019-02-01 N N N 0.0001 10000000.00 10000000.00 0.0010 N Y Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588BL8 B1V7KEBTPIMZEU4LTD58 US313588BL84 313588BL8 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+ 2019-02-04 2019-02-04 2019-02-04 N N N 0.0242 84703140.72 84703140.72 0.0086 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588BM6 B1V7KEBTPIMZEU4LTD58 US313588BM67 U.S. Government Agency Debt Y 2019-02-05 2019-02-05 2019-02-05 N N N 0.0242 54985370.00 54985370.00 0.0056 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588BN4 B1V7KEBTPIMZEU4LTD58 US313588BN41 U.S. Government Agency Debt Y 2019-02-06 2019-02-06 2019-02-06 N N N 0.0242 19993360.00 19993360.00 0.0020 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588BQ7 B1V7KEBTPIMZEU4LTD58 US313588BQ71 U.S. Government Agency Debt Y 2019-02-08 2019-02-08 2019-02-08 N N N 0.0242 19990700.00 19990700.00 0.0020 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588BT1 B1V7KEBTPIMZEU4LTD58 US313588BT11 313588BT1 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+ 2019-02-11 2019-02-11 2019-02-11 N N N 0.0242 24268874.76 24268874.76 0.0025 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588BU8 B1V7KEBTPIMZEU4LTD58 US313588BU83 U.S. Government Agency Debt Y 2019-02-12 2019-02-12 2019-02-12 N N N 0.0242 69948900.00 69948900.00 0.0071 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588BV6 B1V7KEBTPIMZEU4LTD58 US313588BV66 313588BV6 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+ 2019-02-13 2019-02-13 2019-02-13 N N N 0.0243 11690675.10 11690675.10 0.0012 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588BW4 B1V7KEBTPIMZEU4LTD58 US313588BW40 313588BW4 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+ 2019-02-14 2019-02-14 2019-02-14 N N N 0.0243 9991370.00 9991370.00 0.0010 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588BX2 B1V7KEBTPIMZEU4LTD58 US313588BX23 313588BX2 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+ 2019-02-15 2019-02-15 2019-02-15 N N N 0.0243 19981420.00 19981420.00 0.0020 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588CB9 B1V7KEBTPIMZEU4LTD58 US313588CB93 U.S. Government Agency Debt Y 2019-02-19 2019-02-19 2019-02-19 N N N 0.0243 19976100.00 19976100.00 0.0020 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588CE3 B1V7KEBTPIMZEU4LTD58 US313588CE33 313588CE3 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+ 2019-02-22 2019-02-22 2019-02-22 N N N 0.0243 19972120.00 19972120.00 0.0020 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588CH6 B1V7KEBTPIMZEU4LTD58 US313588CH63 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+ 2019-02-25 2019-02-25 2019-02-25 N N N 0.0243 9984070.00 9984070.00 0.0010 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588CK9 B1V7KEBTPIMZEU4LTD58 US313588CK92 U.S. Government Agency Debt Y 2019-02-27 2019-02-27 2019-02-27 N N N 0.0243 41927508.00 41927508.00 0.0043 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588CM5 B1V7KEBTPIMZEU4LTD58 US313588CM58 313588CM5 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+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0244 9981330.00 9981330.00 0.0010 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588CQ6 B1V7KEBTPIMZEU4LTD58 US313588CQ62 313588CQ6 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+ 2019-03-04 2019-03-04 2019-03-04 N N N 0.0244 19958660.00 19958660.00 0.0020 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588CR4 B1V7KEBTPIMZEU4LTD58 US313588CR46 U.S. Government Agency Debt Y 2019-03-05 2019-03-05 2019-03-05 N N N 0.0244 53685244.60 53685244.60 0.0055 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588CS2 B1V7KEBTPIMZEU4LTD58 US313588CS29 U.S. Government Agency Debt Y 2019-03-06 2019-03-06 2019-03-06 N N N 0.0244 65688167.40 65688167.40 0.0067 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588CU7 B1V7KEBTPIMZEU4LTD58 US313588CU74 313588CU7 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+ 2019-03-08 2019-03-08 2019-03-08 N N N 0.0244 29930010.00 29930010.00 0.0030 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588CZ6 B1V7KEBTPIMZEU4LTD58 US313588CZ61 U.S. Government Agency Debt Y 2019-03-13 2019-03-13 2019-03-13 N N N 0.0244 57082354.26 57082354.26 0.0058 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588DE2 B1V7KEBTPIMZEU4LTD58 US313588DE24 U.S. Government Agency Debt Y 2019-03-18 2019-03-18 2019-03-18 N N N 0.0244 29910000.00 29910000.00 0.0030 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588DF9 B1V7KEBTPIMZEU4LTD58 US313588DF98 U.S. Government Agency Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0244 49846650.00 49846650.00 0.0051 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588DG7 B1V7KEBTPIMZEU4LTD58 US313588DG71 U.S. Government Agency Debt Y 2019-03-20 2019-03-20 2019-03-20 N N N 0.0244 36684705.60 36684705.60 0.0037 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588DH5 B1V7KEBTPIMZEU4LTD58 US313588DH54 U.S. Government Agency Debt Y 2019-03-21 2019-03-21 2019-03-21 N N N 0.0244 29869112.00 29869112.00 0.0030 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588DN2 B1V7KEBTPIMZEU4LTD58 US313588DN23 U.S. Government Agency Debt Y 2019-03-26 2019-03-26 2019-03-26 N N N 0.0244 24911675.00 24911675.00 0.0025 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588DP7 B1V7KEBTPIMZEU4LTD58 US313588DP70 U.S. Government Agency Debt Y 2019-03-27 2019-03-27 2019-03-27 N N N 0.0244 58613230.00 58613230.00 0.0060 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588DW2 B1V7KEBTPIMZEU4LTD58 US313588DW22 U.S. Government Agency Debt Y 2019-04-03 2019-04-03 2019-04-03 N N N 0.0244 89365068.10 89365068.10 0.0091 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588DY8 B1V7KEBTPIMZEU4LTD58 US313588DY87 U.S. Government Agency Debt Y 2019-04-05 2019-04-05 2019-04-05 N N N 0.0244 39832000.00 39832000.00 0.0041 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588ED3 B1V7KEBTPIMZEU4LTD58 US313588ED32 U.S. Government Agency Debt Y 2019-04-10 2019-04-10 2019-04-10 N N N 0.0244 62659670.32 62659670.32 0.0064 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588ET8 B1V7KEBTPIMZEU4LTD58 US313588ET83 U.S. Government Agency Debt Y 2019-04-24 2019-04-24 2019-04-24 N N N 0.0245 19890660.00 19890660.00 0.0020 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588FA8 B1V7KEBTPIMZEU4LTD58 US313588FA83 313588FA8 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+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0246 52028158.28 52028158.28 0.0053 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.501900% 3135G0HZ9 B1V7KEBTPIMZEU4LTD58 US3135G0HZ96 U.S. Government Agency Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0243 35001946.70 35001946.70 0.0036 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.460000% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 U.S. Government Agency Debt Y 2019-02-01 2019-10-30 2019-10-30 N N N 0.0242 20005308.20 20005308.20 0.0020 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.450000% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 U.S. Government Agency Debt Y 2019-02-01 2020-07-30 2020-07-30 N N N 0.0247 23992879.44 23992879.44 0.0024 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.875000% 3135G0ZA4 B1V7KEBTPIMZEU4LTD58 US3135G0ZA44 U.S. Government Agency Debt Y 2019-02-19 2019-02-19 2019-02-19 N N N 0.0252 14995005.00 14995005.00 0.0015 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.567100% 31422BAJ9 549300MS654K78GYF580 US31422BAJ98 U.S. Government Agency Debt Y 2019-02-01 2019-11-01 2019-11-01 N N N 0.0257 29993252.40 29993252.40 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 2019-02-04 2020-05-19 2020-05-19 N N N 0.0255 35000000.00 35000000.00 0.0036 N N N N U.S. Treasury Note U.S. Treasury Note 912796PT0 N.A. US912796PT04 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 81515308.28 81515308.28 0.0083 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PX1 N.A. US912796PX16 U.S. Treasury Debt Y 2019-03-28 2019-03-28 2019-03-28 N N N 0.0242 112465652.04 112465652.04 0.0114 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QC6 N.A. US912796QC69 U.S. Treasury Debt Y 2019-04-25 2019-04-25 2019-04-25 N N N 0.0238 99461076.00 99461076.00 0.0101 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QW2 N.A. US912796QW24 U.S. Treasury Debt Y 2019-02-07 2019-02-07 2019-02-07 N N N 0.0230 139947165.40 139947165.40 0.0142 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QX0 N.A. US912796QX07 U.S. Treasury Debt Y 2019-02-14 2019-02-14 2019-02-14 N N N 0.0235 108963872.55 108963872.55 0.0111 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QY8 N.A. US912796QY89 U.S. Treasury Debt Y 2019-02-21 2019-02-21 2019-02-21 N N N 0.0238 164240499.70 164240499.70 0.0167 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QZ5 N.A. US912796QZ54 U.S. Treasury Debt Y 2019-03-07 2019-03-07 2019-03-07 N N N 0.0239 115851751.63 115851751.63 0.0118 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RB7 N.A. US912796RB77 U.S. Treasury Debt Y 2019-03-14 2019-03-14 2019-03-14 N N N 0.0238 105478451.02 105478451.02 0.0107 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RC5 N.A. US912796RC50 U.S. Treasury Debt Y 2019-03-21 2019-03-21 2019-03-21 N N N 0.0239 79749866.40 79749866.40 0.0081 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RD3 N.A. US912796RD34 U.S. Treasury Debt Y 2019-04-04 2019-04-04 2019-04-04 N N N 0.0240 92059303.49 92059303.49 0.0094 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RG6 N.A. US912796RG64 U.S. Treasury Debt Y 2019-04-11 2019-04-11 2019-04-11 N N N 0.0240 99548625.00 99548625.00 0.0101 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RH4 N.A. US912796RH48 U.S. Treasury Debt Y 2019-04-18 2019-04-18 2019-04-18 N N N 0.0240 85806268.04 85806268.04 0.0087 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RJ0 N.A. US912796RJ04 U.S. Treasury Debt Y 2019-05-02 2019-05-02 2019-05-02 N N N 0.0240 59647500.00 59647500.00 0.0061 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 0.0252 62490742.77 62490742.77 0.0064 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RP6 N.A. US912796RP63 U.S. Treasury Debt Y 2019-05-09 2019-05-09 2019-05-09 N N N 0.0242 134137003.05 134137003.05 0.0137 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RQ4 N.A. US912796RQ47 U.S. Treasury Debt Y 2019-05-16 2019-05-16 2019-05-16 N N N 0.0243 69618530.07 69618530.07 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RR2 N.A. US912796RR20 U.S. Treasury Debt Y 2019-05-30 2019-05-30 2019-05-30 N N N 0.0243 19844141.60 19844141.60 0.0020 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 0.0244 19796163.80 19796163.80 0.0020 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UM9 N.A. US912796UM95 U.S. Treasury Debt Y 2019-02-05 2019-02-05 2019-02-05 N N N 0.0229 25393638.82 25393638.82 0.0026 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UN7 N.A. US912796UN78 U.S. Treasury Debt Y 2019-02-12 2019-02-12 2019-02-12 N N N 0.0235 9992910.30 9992910.30 0.0010 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UQ0 N.A. US912796UQ00 U.S. Treasury Debt Y 2019-02-26 2019-02-26 2019-02-26 N N N 0.0240 25757716.64 25757716.64 0.0026 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796US6 N.A. US912796US65 U.S. Treasury Debt Y 2019-03-12 2019-03-12 2019-03-12 N N N 0.0239 9974523.60 9974523.60 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.404500% 9128283T5 N.A. US9128283T52 U.S. Treasury Debt Y 2019-02-01 2020-01-31 2020-01-31 N N N 0.0241 29992652.10 29992652.10 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.437500% 9128284K3 N.A. US9128284K35 U.S. Treasury Debt Y 2019-02-01 2020-04-30 2020-04-30 N N N 0.0245 156953565.68 156953565.68 0.0160 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.449500% 9128285H9 N.A. US9128285H96 U.S. Treasury Debt Y 2019-02-01 2020-10-31 2020-10-31 N N N 0.0249 19981409.60 19981409.60 0.0020 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828C24 N.A. US912828C244 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0238 19986670.00 19986670.00 0.0020 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828P53 N.A. US912828P535 U.S. Treasury Debt Y 2019-02-15 2019-02-15 2019-02-15 N N N 0.0236 53107315.71 53107315.71 0.0054 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828P95 N.A. US912828P956 U.S. Treasury Debt Y 2019-03-15 2019-03-15 2019-03-15 N N N 0.0240 78461862.15 78461862.15 0.0080 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 0.0256 19784375.00 19784375.00 0.0020 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 0.0250 24800781.25 24800781.25 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 0.0256 73356679.70 73356679.70 0.0075 N Y Y N CREF 2019-02-06 Jon Scott Meissner Jon Scott Meissner Vice President, Accounting, Nuveen