N-MFP2 0000777535 XXXXXXXX 2019-08-31 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 35 93 2227189417.96 2322353679.94 2341231585.00 2239326700.18 2563522557.02 6349199914.56 6731166310.69 6546612888.06 7054353834.67 7306846409.84 0.2248 0.2314 0.2356 0.2248 0.2558 0.6409 0.6706 0.6588 0.7080 0.7290 45724.55 10017394611.64 10015593263.79 7399268.73 36149007.47 9986889249.60 378792025.6810 1.0000 0.0218 26.3299 26.3413 26.3513 26.3601 26.3699 C000154494 1.00 1923177117.19 73560931.3630 26.1128 26.1232 26.1324 26.1401 26.1487 17616888.02 15745439.96 19585255.24 16888702.64 16376514.66 14338751.41 15045433.62 12188969.29 14724895.38 15257518.97 75748914.94 65265176.61 0.0175 N C000154495 1.00 2936728744.36 111373949.6440 26.3330 26.3444 26.3545 26.3633 26.3729 32866906.86 23014727.60 30132354.27 29372309.92 40126959.38 31894073.72 18752392.43 19942842.97 28641356.57 21688242.41 140154889.85 110783835.95 0.0192 N C000154496 1.00 5126983388.05 193857144.6740 26.4109 26.4226 26.4330 26.4420 26.4520 56566368.47 46521846.31 57639562.68 54019282.54 49122120.41 44820041.86 56585574.79 34828437.61 53963295.75 39151533.45 255218335.53 193868405.80 0.0197 N Federal Home Loan Bank Federal Home Loan Bank 2.062000% 3130ADKQ4 2549001DPIFGXC1TOL40 US3130ADKQ40 U.S. Government Agency Debt Y 2019-09-04 2020-01-30 2020-01-30 N N N 0.0213 8297300.26 8297300.26 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.180000% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 U.S. Government Agency Debt Y 2019-09-03 2019-09-10 2019-09-10 N N N 0.0217 18999989.93 18999989.93 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.155000% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y 2019-09-03 2020-06-19 2020-06-19 N N N 0.0216 29997931.20 29997931.20 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.165000% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 U.S. Government Agency Debt Y 2019-09-03 2020-09-28 2020-09-28 N N N 0.0215 28005773.60 28005773.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.150000% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 U.S. Government Agency Debt Y 2019-09-03 2020-07-17 2020-07-17 N N N 0.0217 9998495.90 9998495.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.170000% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y 2019-09-03 2021-01-22 2021-01-22 N N N 0.0218 29995995.60 29995995.60 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.175000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2019-09-03 2021-05-14 2021-05-14 N N N 0.0219 39992474.80 39992474.80 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.185000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2019-09-03 2021-02-26 2021-02-26 N N N 0.0218 36000000.00 36000000.00 0.0036 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KMB3 549300MS654K78GYF580 US31315KMB34 U.S. Government Agency Debt Y 2019-09-23 2019-09-23 2019-09-23 N N N 0.0210 7626219.75 7626219.75 0.0008 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KMN7 549300MS654K78GYF580 US31315KMN71 U.S. Government Agency Debt Y 2019-10-04 2019-10-04 2019-10-04 N N N 0.0206 24956298.50 24956298.50 0.0025 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.270000% 3132X02H3 549300MS654K78GYF580 US3132X02H31 U.S. Government Agency Debt Y 2019-09-03 2019-09-27 2019-09-27 N N N 0.0231 49998670.50 49998670.50 0.0050 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.240000% 3132X04L2 549300MS654K78GYF580 US3132X04L25 U.S. Government Agency Debt Y 2019-09-03 2020-02-26 2020-02-26 N N N 0.0228 44493527.48 44493527.48 0.0045 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312LF5 549300MS654K78GYF580 US313312LF59 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0001 26000000.00 26000000.00 0.0026 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312LM0 549300MS654K78GYF580 US313312LM01 U.S. Government Agency Debt Y 2019-09-09 2019-09-09 2019-09-09 N N N 0.0210 36987235.00 36987235.00 0.0037 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312LU2 549300MS654K78GYF580 US313312LU27 313312LU2 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+ 2019-09-16 2019-09-16 2019-09-16 N N N 0.0210 20984302.50 20984302.50 0.0021 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312MB3 549300MS654K78GYF580 US313312MB37 U.S. Government Agency Debt Y 2019-09-23 2019-09-23 2019-09-23 N N N 0.0210 16980450.00 16980450.00 0.0017 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312MF4 549300MS654K78GYF580 US313312MF41 U.S. Government Agency Debt Y 2019-09-27 2019-09-27 2019-09-27 N N N 0.0210 32954460.00 32954460.00 0.0033 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312MJ6 549300MS654K78GYF580 US313312MJ62 U.S. Government Agency Debt Y 2019-09-30 2019-09-30 2019-09-30 N N N 0.0210 22964292.50 22964292.50 0.0023 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312MN7 549300MS654K78GYF580 US313312MN74 U.S. Government Agency Debt Y 2019-10-04 2019-10-04 2019-10-04 N N N 0.0206 63171379.27 63171379.27 0.0063 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312MR8 549300MS654K78GYF580 US313312MR88 U.S. Government Agency Debt Y 2019-10-07 2019-10-07 2019-10-07 N N N 0.0206 49904139.00 49904139.00 0.0050 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312MS6 549300MS654K78GYF580 US313312MS61 U.S. Government Agency Debt Y 2019-10-08 2019-10-08 2019-10-08 N N N 0.0206 49901319.50 49901319.50 0.0050 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312MV9 549300MS654K78GYF580 US313312MV90 U.S. Government Agency Debt Y 2019-10-11 2019-10-11 2019-10-11 N N N 0.0206 10976429.42 10976429.42 0.0011 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312NF3 549300MS654K78GYF580 US313312NF32 U.S. Government Agency Debt Y 2019-10-21 2019-10-21 2019-10-21 N N N 0.0206 16953986.61 16953986.61 0.0017 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312PP9 549300MS654K78GYF580 US313312PP95 U.S. Government Agency Debt Y 2019-11-22 2019-11-22 2019-11-22 N N N 0.0201 21405877.73 21405877.73 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312PU8 549300MS654K78GYF580 US313312PU80 U.S. Government Agency Debt Y 2019-11-27 2019-11-27 2019-11-27 N N N 0.0201 45188826.89 45188826.89 0.0045 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312QK9 549300MS654K78GYF580 US313312QK99 313312QK9 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+ 2019-12-12 2019-12-12 2019-12-12 N N N 0.0198 18174528.81 18174528.81 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312TW0 549300MS654K78GYF580 US313312TW01 U.S. Government Agency Debt Y 2020-03-04 2020-03-04 2020-03-04 N N N 0.0189 16840129.11 16840129.11 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LF4 2549001DPIFGXC1TOL40 US313384LF45 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0001 56000000.00 56000000.00 0.0056 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 313384LG2 2549001DPIFGXC1TOL40 US313384LG28 313384LG2 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+ 2019-09-04 2019-09-04 2019-09-04 N N N 0.0210 149491403.75 149491403.75 0.0150 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LH0 2549001DPIFGXC1TOL40 US313384LH01 U.S. Government Agency Debt Y 2019-09-05 2019-09-05 2019-09-05 N N N 0.0210 37995630.00 37995630.00 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LJ6 2549001DPIFGXC1TOL40 US313384LJ66 313384LJ6 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+ 2019-09-06 2019-09-06 2019-09-06 N N N 0.0210 130577471.50 130577471.50 0.0131 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LM9 2549001DPIFGXC1TOL40 US313384LM95 313384LM9 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+ 2019-09-09 2019-09-09 2019-09-09 N N N 0.0210 93767639.00 93767639.00 0.0094 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LN7 2549001DPIFGXC1TOL40 US313384LN78 U.S. Government Agency Debt Y 2019-09-10 2019-09-10 2019-09-10 N N N 0.0210 89963775.00 89963775.00 0.0090 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LP2 2549001DPIFGXC1TOL40 US313384LP27 313384LP2 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+ 2019-09-11 2019-09-11 2019-09-11 N N N 0.0210 114057509.40 114057509.40 0.0114 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 U.S. Government Agency Debt Y 2019-09-13 2019-09-13 2019-09-13 N N N 0.0210 206836000.88 206836000.88 0.0207 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 313384LV9 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+ 2019-09-17 2019-09-17 2019-09-17 N N N 0.0210 279774600.00 279774600.00 0.0280 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LW7 2549001DPIFGXC1TOL40 US313384LW77 313384LW7 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+ 2019-09-18 2019-09-18 2019-09-18 N N N 0.0210 263992110.26 263992110.26 0.0264 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 313384LX5 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+ 2019-09-19 2019-09-19 2019-09-19 N N N 0.0210 65649546.80 65649546.80 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y 2019-09-20 2019-09-20 2019-09-20 N N N 0.0210 224155673.44 224155673.44 0.0224 N N Y 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 0.0210 147535139.25 147535139.25 0.0148 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MC0 2549001DPIFGXC1TOL40 US313384MC05 U.S. Government Agency Debt Y 2019-09-24 2019-09-24 2019-09-24 N N N 0.0210 49939625.00 49939625.00 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MD8 2549001DPIFGXC1TOL40 US313384MD87 313384MD8 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+ 2019-09-25 2019-09-25 2019-09-25 N N N 0.0210 173203619.91 173203619.91 0.0173 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384ME6 2549001DPIFGXC1TOL40 US313384ME60 U.S. Government Agency Debt Y 2019-09-26 2019-09-26 2019-09-26 N N N 0.0210 12992794.28 12992794.28 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MF3 2549001DPIFGXC1TOL40 US313384MF36 U.S. Government Agency Debt Y 2019-09-27 2019-09-27 2019-09-27 N N N 0.0210 94868900.00 94868900.00 0.0095 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MJ5 2549001DPIFGXC1TOL40 US313384MJ57 313384MJ5 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+ 2019-09-30 2019-09-30 2019-09-30 N N N 0.0210 135369512.05 135369512.05 0.0136 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384ML0 2549001DPIFGXC1TOL40 US313384ML04 313384ML0 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+ 2019-10-02 2019-10-02 2019-10-02 N N N 0.0206 159654492.57 159654492.57 0.0160 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MM8 2549001DPIFGXC1TOL40 US313384MM86 U.S. Government Agency Debt Y 2019-10-03 2019-10-03 2019-10-03 N N N 0.0206 49915416.50 49915416.50 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MN6 2549001DPIFGXC1TOL40 US313384MN69 U.S. Government Agency Debt Y 2019-10-04 2019-10-04 2019-10-04 N N N 0.0206 99825194.00 99825194.00 0.0100 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MS5 2549001DPIFGXC1TOL40 US313384MS56 313384MS5 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+ 2019-10-08 2019-10-08 2019-10-08 N N N 0.0206 33932897.26 33932897.26 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MT3 2549001DPIFGXC1TOL40 US313384MT30 313384MT3 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+ 2019-10-09 2019-10-09 2019-10-09 N N N 0.0206 39918800.00 39918800.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MU0 2549001DPIFGXC1TOL40 US313384MU03 U.S. Government Agency Debt Y 2019-10-10 2019-10-10 2019-10-10 N N N 0.0206 69354995.90 69354995.90 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 313384MV8 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+ 2019-10-11 2019-10-11 2019-10-11 N N N 0.0206 144559575.46 144559575.46 0.0145 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 313384MZ9 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+ 2019-10-15 2019-10-15 2019-10-15 N N N 0.0206 49881583.50 49881583.50 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NA3 2549001DPIFGXC1TOL40 US313384NA30 313384NA3 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+ 2019-10-16 2019-10-16 2019-10-16 N N N 0.0206 218284434.89 218284434.89 0.0219 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NB1 2549001DPIFGXC1TOL40 US313384NB13 313384NB1 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 0.0206 4079852.26 4079852.26 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 U.S. Government Agency Debt Y 2019-10-18 2019-10-18 2019-10-18 N N N 0.0206 103117673.25 103117673.25 0.0103 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NH8 2549001DPIFGXC1TOL40 US313384NH82 313384NH8 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+ 2019-10-23 2019-10-23 2019-10-23 N N N 0.0206 45271997.43 45271997.43 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NK1 2549001DPIFGXC1TOL40 US313384NK12 313384NK1 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+ 2019-10-25 2019-10-25 2019-10-25 N N N 0.0206 189353142.10 189353142.10 0.0190 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NN5 2549001DPIFGXC1TOL40 US313384NN50 313384NN5 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+ 2019-10-28 2019-10-28 2019-10-28 N N N 0.0206 39119298.36 39119298.36 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NP0 2549001DPIFGXC1TOL40 US313384NP09 U.S. Government Agency Debt Y 2019-10-29 2019-10-29 2019-10-29 N N N 0.0206 299052.67 299052.67 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NQ8 2549001DPIFGXC1TOL40 US313384NQ81 313384NQ8 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+ 2019-10-30 2019-10-30 2019-10-30 N N N 0.0206 147733627.86 147733627.86 0.0148 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384NS4 2549001DPIFGXC1TOL40 US313384NS48 313384NS4 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+ 2019-11-01 2019-11-01 2019-11-01 N N N 0.0200 125782581.71 125782581.71 0.0126 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384NW5 2549001DPIFGXC1TOL40 US313384NW59 313384NW5 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+ 2019-11-05 2019-11-05 2019-11-05 N N N 0.0200 24913812.50 24913812.50 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384NX3 2549001DPIFGXC1TOL40 US313384NX33 313384NX3 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+ 2019-11-06 2019-11-06 2019-11-06 N N N 0.0200 46785570.77 46785570.77 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384NZ8 2549001DPIFGXC1TOL40 US313384NZ80 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0200 87697118.86 87697118.86 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384PE3 2549001DPIFGXC1TOL40 US313384PE34 313384PE3 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+ 2019-11-13 2019-11-13 2019-11-13 N N N 0.0201 51797965.44 51797965.44 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384PG8 2549001DPIFGXC1TOL40 US313384PG81 U.S. Government Agency Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0201 63843938.45 63843938.45 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384PK9 2549001DPIFGXC1TOL40 US313384PK93 313384PK9 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+ 2019-11-18 2019-11-18 2019-11-18 N N N 0.0201 34854438.85 34854438.85 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384SK6 2549001DPIFGXC1TOL40 US313384SK66 313384SK6 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+ 2020-01-29 2020-01-29 2020-01-29 N N N 0.0194 21044326.36 21044326.36 0.0021 N N N 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 0.0001 14460000.00 14460000.00 0.0014 N Y Y 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 0.0210 61141484.16 61141484.16 0.0061 N N Y 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 0.0210 49994250.00 49994250.00 0.0050 N N Y 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 0.0210 19989650.00 19989650.00 0.0020 N N Y 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 0.0210 49200518.55 49200518.55 0.0049 N N Y 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 0.0206 87237173.42 87237173.42 0.0087 N N Y 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 0.0206 49912597.00 49912597.00 0.0050 N N Y 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 0.0206 19961655.60 19961655.60 0.0020 N N Y 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 0.0206 99751889.00 99751889.00 0.0100 N N Y 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 0.0206 29923875.00 29923875.00 0.0030 N N Y 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 0.0206 19945866.60 19945866.60 0.0020 N N Y 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 0.0206 19944738.80 19944738.80 0.0020 N N Y 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 0.0206 39873688.80 39873688.80 0.0040 N N Y 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 0.0200 104643758.10 104643758.10 0.0105 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 0.0200 6576162.98 6576162.98 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 0.0201 25641401.39 25641401.39 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 0.0201 60510951.57 60510951.57 0.0061 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396QA4 S6XOOCT0IEG5ABCC6L87 US313396QA41 U.S. Government Agency Debt Y 2019-12-03 2019-12-03 2019-12-03 N N N 0.0198 22148849.22 22148849.22 0.0022 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396QB2 S6XOOCT0IEG5ABCC6L87 US313396QB24 313396QB2 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+ 2019-12-04 2019-12-04 2019-12-04 N N N 0.0198 5223971.66 5223971.66 0.0005 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396QJ5 S6XOOCT0IEG5ABCC6L87 US313396QJ59 U.S. Government Agency Debt Y 2019-12-11 2019-12-11 2019-12-11 N N N 0.0198 49733250.00 49733250.00 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396QK2 S6XOOCT0IEG5ABCC6L87 US313396QK23 313396QK2 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+ 2019-12-12 2019-12-12 2019-12-12 N N N 0.0198 33518394.41 33518394.41 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.009800% 3133EH3E1 549300MS654K78GYF580 US3133EH3E18 U.S. Government Agency Debt Y 2019-09-04 2019-10-18 2019-10-18 N N N 0.0212 39995229.60 39995229.60 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.185000% 3133EH4P5 549300MS654K78GYF580 US3133EH4P55 U.S. Government Agency Debt Y 2019-09-03 2019-12-26 2019-12-26 N N N 0.0224 46991613.79 46991613.79 0.0047 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.009800% 3133EH5L3 549300MS654K78GYF580 US3133EH5L33 U.S. Government Agency Debt Y 2019-09-04 2019-11-04 2019-11-04 N N N 0.0203 9999945.50 9999945.50 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.230000% 3133EHA29 549300MS654K78GYF580 US3133EHA297 U.S. Government Agency Debt Y 2019-09-03 2020-09-28 2020-09-28 N N N 0.0223 9499603.00 9499603.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.170000% 3133EHE33 549300MS654K78GYF580 US3133EHE331 U.S. Government Agency Debt Y 2019-09-03 2019-10-10 2019-10-10 N N N 0.0223 49997046.00 49997046.00 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.105000% 3133EHU92 549300MS654K78GYF580 US3133EHU923 U.S. Government Agency Debt Y 2019-09-03 2019-09-20 2019-09-20 N N N 0.0216 29999294.10 29999294.10 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.175000% 3133EHZW6 549300MS654K78GYF580 US3133EHZW69 U.S. Government Agency Debt Y 2019-09-03 2019-09-25 2019-09-25 N N N 0.0222 57497978.30 57497978.30 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.109800% 3133EJ3Z0 549300MS654K78GYF580 US3133EJ3Z01 U.S. Government Agency Debt Y 2019-09-04 2020-12-28 2020-12-28 N N N 0.0210 24996650.50 24996650.50 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.069800% 3133EJ4L0 549300MS654K78GYF580 US3133EJ4L06 U.S. Government Agency Debt Y 2019-09-04 2020-08-04 2020-08-04 N N N 0.0213 24990739.75 24990739.75 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.193000% 3133EJ4M8 549300MS654K78GYF580 US3133EJ4M88 U.S. Government Agency Debt Y 2019-09-07 2020-01-07 2020-01-07 N N N 0.0204 50002901.00 50002901.00 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.290000% 3133EJE96 549300MS654K78GYF580 US3133EJE964 U.S. Government Agency Debt Y 2019-09-03 2020-07-09 2020-07-09 N N N 0.0215 50058487.50 50058487.50 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.014800% 3133EJMF3 549300MS654K78GYF580 US3133EJMF30 U.S. Government Agency Debt Y 2019-09-04 2020-01-27 2020-01-27 N N N 0.0214 96658609.50 96658609.50 0.0097 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.380000% 3133EJQM4 549300MS654K78GYF580 US3133EJQM45 U.S. Government Agency Debt Y 2019-09-03 2020-05-29 2020-05-29 N N N 0.0220 21728592.79 21728592.79 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.340000% 3133EJRK7 549300MS654K78GYF580 US3133EJRK79 U.S. Government Agency Debt Y 2019-09-03 2019-12-11 2019-12-11 N N N 0.0213 10005706.60 10005706.60 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.270000% 3133EJXA2 549300MS654K78GYF580 US3133EJXA24 U.S. Government Agency Debt Y 2019-09-03 2020-02-20 2020-02-20 N N N 0.0226 80002059.20 80002059.20 0.0080 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.004800% 3133EJXB0 549300MS654K78GYF580 US3133EJXB07 U.S. Government Agency Debt Y 2019-09-04 2020-08-17 2020-08-17 N N N 0.0206 49981866.00 49981866.00 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.179800% 3133EKDP8 549300MS654K78GYF580 US3133EKDP85 U.S. Government Agency Debt Y 2019-09-04 2021-01-19 2021-01-19 N N N 0.0212 50015683.50 50015683.50 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.120000% 3134GT2K8 S6XOOCT0IEG5ABCC6L87 US3134GT2K84 U.S. Government Agency Debt Y 2019-09-03 2020-02-20 2020-02-20 N N N 0.0214 39996093.20 39996093.20 0.0040 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.150000% 3134GTJ46 S6XOOCT0IEG5ABCC6L87 US3134GTJ460 U.S. Government Agency Debt Y 2019-09-03 2021-01-22 2021-01-22 N N N 0.0217 24993955.25 24993955.25 0.0025 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588LQ6 B1V7KEBTPIMZEU4LTD58 US313588LQ61 313588LQ6 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 2019-09-12 2019-09-12 2019-09-12 N N N 0.0210 49974125.00 49974125.00 0.0050 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588LW3 B1V7KEBTPIMZEU4LTD58 US313588LW30 313588LW3 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+ 2019-09-18 2019-09-18 2019-09-18 N N N 0.0210 7134840.89 7134840.89 0.0007 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588MB8 B1V7KEBTPIMZEU4LTD58 US313588MB83 313588MB8 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 0.0210 49942500.00 49942500.00 0.0050 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588MD4 B1V7KEBTPIMZEU4LTD58 US313588MD40 U.S. Government Agency Debt Y 2019-09-25 2019-09-25 2019-09-25 N N N 0.0210 25667489.50 25667489.50 0.0026 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588ML6 B1V7KEBTPIMZEU4LTD58 US313588ML65 U.S. Government Agency Debt Y 2019-10-02 2019-10-02 2019-10-02 N N N 0.0206 33253532.09 33253532.09 0.0033 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588MR3 B1V7KEBTPIMZEU4LTD58 US313588MR36 313588MR3 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 0.0206 74856208.50 74856208.50 0.0075 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588MV4 B1V7KEBTPIMZEU4LTD58 US313588MV48 313588MV4 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+ 2019-10-11 2019-10-11 2019-10-11 N N N 0.0206 49892861.00 49892861.00 0.0050 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588NC5 B1V7KEBTPIMZEU4LTD58 US313588NC57 U.S. Government Agency Debt Y 2019-10-18 2019-10-18 2019-10-18 N N N 0.0206 35509665.00 35509665.00 0.0036 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588PE9 B1V7KEBTPIMZEU4LTD58 US313588PE95 U.S. Government Agency Debt Y 2019-11-13 2019-11-13 2019-11-13 N N N 0.0201 14891915.06 14891915.06 0.0015 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.190000% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 U.S. Government Agency Debt Y 2019-09-03 2019-10-30 2019-10-30 N N N 0.0212 20002052.80 20002052.80 0.0020 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.180000% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 U.S. Government Agency Debt Y 2019-09-03 2020-07-30 2020-07-30 N N N 0.0215 24005295.36 24005295.36 0.0024 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.195000% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 U.S. Government Agency Debt Y 2019-09-03 2020-10-30 2020-10-30 N N N 0.0216 15005708.70 15005708.70 0.0015 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.053100% 31422BAJ9 549300MS654K78GYF580 US31422BAJ98 U.S. Government Agency Debt Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0197 29998332.90 29998332.90 0.0030 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.300000% 31422BCE8 549300MS654K78GYF580 US31422BCE83 U.S. Government Agency Debt Y 2019-09-03 2020-05-19 2020-05-19 N N N 0.0233 34992529.25 34992529.25 0.0035 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.290000% 31422BCW8 549300MS654K78GYF580 US31422BCW81 U.S. Government Agency Debt Y 2019-09-03 2020-08-28 2020-08-28 N N N 0.0228 30001543.50 30001543.50 0.0030 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.170000% 31422BDQ0 549300MS654K78GYF580 US31422BDQ05 U.S. Government Agency Debt Y 2019-09-03 2020-03-18 2020-03-18 N N N 0.0216 65001556.75 65001556.75 0.0065 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.210000% 31422BEH9 549300MS654K78GYF580 US31422BEH96 U.S. Government Agency Debt Y 2019-09-03 2020-07-08 2020-07-08 N N N 0.0219 35010012.80 35010012.80 0.0035 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.220000% 31422BET3 549300MS654K78GYF580 US31422BET35 U.S. Government Agency Debt Y 2019-09-03 2020-07-06 2020-07-06 N N N 0.0218 25009323.25 25009323.25 0.0025 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.230000% 31422BFX3 549300MS654K78GYF580 US31422BFX38 U.S. Government Agency Debt Y 2019-09-03 2020-09-01 2020-09-01 N N N 0.0223 43999992.52 43999992.52 0.0044 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.200000% 31422BGW4 549300MS654K78GYF580 US31422BGW46 U.S. Government Agency Debt Y 2019-09-03 2020-12-21 2020-12-21 N N N 0.0220 20000862.80 20000862.80 0.0020 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.180000% 31422BHG8 549300MS654K78GYF580 US31422BHG86 U.S. Government Agency Debt Y 2019-09-03 2020-10-01 2020-10-01 N N N 0.0219 24996640.25 24996640.25 0.0025 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.190000% 31422BHP8 549300MS654K78GYF580 US31422BHP85 U.S. Government Agency Debt Y 2019-09-03 2020-10-02 2020-10-02 N N N 0.0219 44998814.25 44998814.25 0.0045 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.190000% 31422BJG6 549300MS654K78GYF580 US31422BJG68 U.S. Government Agency Debt Y 2019-09-03 2020-12-23 2020-12-23 N N N 0.0220 49995702.50 49995702.50 0.0050 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.190000% 31422BJY7 549300MS654K78GYF580 US31422BJY74 U.S. Government Agency Debt Y 2019-09-03 2021-02-08 2021-02-08 N N N 0.0220 83988685.20 83988685.20 0.0084 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.160000% 31422BKD1 549300MS654K78GYF580 US31422BKD19 U.S. Government Agency Debt Y 2019-09-03 2020-08-13 2020-08-13 N N N 0.0218 19996145.00 19996145.00 0.0020 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.180000% 31422BKN9 549300MS654K78GYF580 US31422BKN90 U.S. Government Agency Debt Y 2019-09-03 2021-02-22 2021-02-22 N N N 0.0220 49985336.50 49985336.50 0.0050 N N N N U.S. Treasury Bill U.S. Treasury Bill 912796RA9 N.A. US912796RA94 U.S. Treasury Debt Y 2019-09-12 2019-09-12 2019-09-12 N N N 0.0189 14893062.11 14893062.11 0.0015 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 0.0203 234402179.79 234402179.79 0.0235 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 0.0198 116528537.26 116528537.26 0.0117 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RN1 N.A. US912796RN16 U.S. Treasury Debt Y 2019-12-05 2019-12-05 2019-12-05 N N N 0.0193 38809078.62 38809078.62 0.0039 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RY7 N.A. US912796RY70 U.S. Treasury Debt Y 2020-01-30 2020-01-30 2020-01-30 N N N 0.0188 49618912.00 49618912.00 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SJ9 N.A. US912796SJ94 U.S. Treasury Debt Y 2019-09-19 2019-09-19 2019-09-19 N N N 0.0199 139878200.00 139878200.00 0.0140 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SL4 N.A. US912796SL41 U.S. Treasury Debt Y 2019-10-03 2019-10-03 2019-10-03 N N N 0.0202 96439502.96 96439502.96 0.0097 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SN0 N.A. US912796SN07 U.S. Treasury Debt Y 2019-10-17 2019-10-17 2019-10-17 N N N 0.0203 57210161.77 57210161.77 0.0057 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 0.0198 92644153.40 92644153.40 0.0093 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 0.0197 4151973.67 4151973.67 0.0004 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SW0 N.A. US912796SW06 U.S. Treasury Debt Y 2019-12-12 2019-12-12 2019-12-12 N N N 0.0193 56500813.95 56500813.95 0.0057 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796TB5 N.A. US912796TB59 U.S. Treasury Debt Y 2020-01-16 2020-01-16 2020-01-16 N N N 0.0189 84857190.63 84857190.63 0.0085 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796TC3 N.A. US912796TC33 U.S. Treasury Debt Y 2020-01-23 2020-01-23 2020-01-23 N N N 0.0188 169457730.75 169457730.75 0.0170 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796TE9 N.A. US912796TE98 U.S. Treasury Debt Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0188 49601821.00 49601821.00 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796TF6 N.A. US912796TF63 U.S. Treasury Debt Y 2020-02-13 2020-02-13 2020-02-13 N N N 0.0188 25783194.84 25783194.84 0.0026 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VT3 N.A. US912796VT30 U.S. Treasury Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0001 33600000.00 33600000.00 0.0034 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VW6 N.A. US912796VW68 U.S. Treasury Debt Y 2019-09-24 2019-09-24 2019-09-24 N N N 0.0208 83150689.41 83150689.41 0.0083 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VX4 N.A. US912796VX42 U.S. Treasury Debt Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0209 184160180.04 184160180.04 0.0184 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VY2 N.A. US912796VY25 U.S. Treasury Debt Y 2019-10-08 2019-10-08 2019-10-08 N N N 0.0201 99807378.00 99807378.00 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796WA3 N.A. US912796WA30 U.S. Treasury Debt Y 2019-10-22 2019-10-22 2019-10-22 N N N 0.0202 64824515.60 64824515.60 0.0065 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796XK0 N.A. US912796XK03 U.S. Treasury Debt Y 2019-09-16 2019-09-16 2019-09-16 N N N 0.0210 148129190.61 148129190.61 0.0148 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.007800% 9128283B4 N.A. US9128283B45 U.S. Treasury Debt Y 2019-09-04 2019-10-31 2019-10-31 N N N 0.0209 99986237.00 99986237.00 0.0100 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.959800% 9128283T5 N.A. US9128283T52 U.S. Treasury Debt Y 2019-09-04 2020-01-31 2020-01-31 N N N 0.0212 29979876.90 29979876.90 0.0030 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.992800% 9128284K3 N.A. US9128284K35 U.S. Treasury Debt Y 2019-09-04 2020-04-30 2020-04-30 N N N 0.0211 226815784.96 226815784.96 0.0227 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.004800% 9128285H9 N.A. US9128285H96 U.S. Treasury Debt Y 2019-09-04 2020-10-31 2020-10-31 N N N 0.0216 99822488.00 99822488.00 0.0100 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 0.0208 69912810.10 69912810.10 0.0070 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 0.0202 96628324.23 96628324.23 0.0097 N Y Y N CREF 2019-09-06 Jon Scott Meissner Jon Scott Meissner Vice President, Accounting, Nuveen