0000278001-13-000059.txt : 20130730 0000278001-13-000059.hdr.sgml : 20130730 20130606142524 ACCESSION NUMBER: 0000278001-13-000059 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130531 FILED AS OF DATE: 20130606 DATE AS OF CHANGE: 20130606 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 13896997 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007150 Fidelity U.S. Government Reserves C000019554 Fidelity U.S. Government Reserves FGRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-05-31 0000278001 S000007150 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 55 96 2359063025.10 1347112.39 1200024.39 2359210113.10 0.0013 1.0003 2013-05-31 1.0003 2013-05-31 C000019554 2500.00 2359210113.10 1.00 -9898072.51 70549591.58 80447664.09 0.0001 1.0003 2013-05-31 1.0003 2013-05-31 Fannie Mae Fannie Mae, 0.14% 31398AVZ2 Government Agency Debt First Tier Security 2014-03-13 2014-03-13 N N N 2000000.00 2040640.45 0.0009 N 2040024.00 2040024.00 Fannie Mae Fannie Mae, 0.15% 313589LF8 Government Agency Debt First Tier Security 2013-09-03 2013-09-03 N N N 12000000.00 11995299.99 0.0051 N 11998464.00 11998464.00 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-06-11 2014-09-11 N N N 46000000.00 45988206.36 0.0195 N 46016928.00 46016928.00 Fannie Mae Fannie Mae, 0.19% to 0.20% 3135G0AP8 Government Agency Debt First Tier Security 2014-02-27 2014-02-27 N N N 26000000.00 26202237.97 0.0111 N 26226798.00 26226798.00 Fannie Mae Fannie Mae, 0.20% 31359MTG8 Government Agency Debt First Tier Security 2013-10-15 2013-10-15 N N N 9000000.00 9148096.03 0.0039 N 9149589.00 9149589.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EAYT9 Government Agency Debt First Tier Security 2013-06-20 2013-08-20 N N N 7000000.00 6999547.17 0.0030 N 7000553.00 7000553.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EA4L9 Government Agency Debt First Tier Security 2013-06-12 2014-08-12 N N N 10000000.00 9996419.93 0.0042 N 10001460.00 10001460.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EC6Q2 Government Agency Debt First Tier Security 2013-06-12 2015-01-12 N N N 6000000.00 5998545.73 0.0025 N 6001488.00 6001488.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EC2H6 Government Agency Debt First Tier Security 2013-06-13 2015-01-13 N N N 9000000.00 8997082.74 0.0038 N 9002205.00 9002205.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.23% 3133EAP36 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 12000000.00 12000970.42 0.0051 N 12008160.00 12008160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313380T72 Government Agency Debt First Tier Security 2013-06-24 2013-09-24 N N N 52000000.00 51998361.65 0.0220 N 52003952.00 52003952.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313382P49 Government Agency Debt First Tier Security 2013-10-15 2013-10-15 N N N 12000000.00 11999903.42 0.0051 N 12000444.00 12000444.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313382NY5 Government Agency Debt First Tier Security 2013-10-16 2013-10-16 N N N 12000000.00 11999460.98 0.0051 N 12000000.00 12000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313382T37 Government Agency Debt First Tier Security 2013-10-17 2013-10-17 N N N 12000000.00 11999448.00 0.0051 N 12000000.00 12000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313380T80 Government Agency Debt First Tier Security 2013-06-24 2014-03-24 N N N 17000000.00 16997125.49 0.0072 N 16997960.00 16997960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313382UN1 Government Agency Debt First Tier Security 2014-01-22 2014-01-22 N N N 10000000.00 9999185.83 0.0042 N 9997140.00 9997140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 0.20% 313376UF0 Government Agency Debt First Tier Security 2014-01-29 2014-01-29 N N N 11000000.00 11014569.37 0.0047 N 11014762.00 11014762.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313382ZW6 Government Agency Debt First Tier Security 2014-02-06 2014-02-06 N N N 14000000.00 13998288.04 0.0059 N 13995044.00 13995044.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313380EE3 Government Agency Debt First Tier Security 2014-02-14 2014-02-14 N N N 19000000.00 19014248.03 0.0081 N 19009918.00 19009918.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313380GX9 Government Agency Debt First Tier Security 2014-02-24 2014-02-24 N N N 3000000.00 3002998.19 0.0013 N 3002208.00 3002208.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313382Z22 Government Agency Debt First Tier Security 2013-06-14 2014-11-14 N N N 27000000.00 26990039.83 0.0114 N 26992953.00 26992953.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313380FX0 Government Agency Debt First Tier Security 2013-06-28 2014-02-28 N N N 25000000.00 24994314.75 0.0106 N 25005225.00 25005225.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313382JY0 Government Agency Debt First Tier Security 2014-03-18 2014-03-18 N N N 1000000.00 1000263.22 0.0004 N 1000000.00 1000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313382NT6 Government Agency Debt First Tier Security 2014-03-27 2014-03-27 N N N 3000000.00 3000569.30 0.0013 N 2999754.00 2999754.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313382PA5 Government Agency Debt First Tier Security 2014-03-28 2014-03-28 N N N 10000000.00 10001083.33 0.0042 N 9998360.00 9998360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313382Y64 Government Agency Debt First Tier Security 2013-06-10 2014-11-10 N N N 14000000.00 13996922.47 0.0059 N 13998446.00 13998446.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380P84 Government Agency Debt First Tier Security 2013-06-12 2013-09-12 N N N 21000000.00 20999400.11 0.0089 N 21003150.00 21003150.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380F77 Government Agency Debt First Tier Security 2013-06-15 2014-05-15 N N N 17000000.00 16994220.31 0.0072 N 17002261.00 17002261.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380H91 Government Agency Debt First Tier Security 2013-06-18 2014-02-18 N N N 16000000.00 15996516.68 0.0068 N 16003264.00 16003264.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381GC3 Government Agency Debt First Tier Security 2013-06-05 2014-06-05 N N N 25000000.00 24994846.48 0.0106 N 25004875.00 25004875.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380PC5 Government Agency Debt First Tier Security 2013-06-10 2013-09-10 N N N 21000000.00 21000000.00 0.0089 N 21003612.00 21003612.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313379FK0 Government Agency Debt First Tier Security 2013-11-15 2013-11-15 N N N 3000000.00 3001657.34 0.0013 N 3002499.00 3002499.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313379P86 Government Agency Debt First Tier Security 2013-11-29 2013-11-29 N N N 19000000.00 19013278.45 0.0081 N 19019475.00 19019475.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313382FV0 Government Agency Debt First Tier Security 2013-12-18 2013-12-18 N N N 15000000.00 14998110.33 0.0064 N 15000300.00 15000300.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313380SD0 Government Agency Debt First Tier Security 2013-06-20 2013-06-20 N N N 10000000.00 9999858.70 0.0042 N 10000240.00 10000240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313381LP8 Government Agency Debt First Tier Security 2013-12-20 2013-12-20 N N N 16000000.00 15998066.32 0.0068 N 16001728.00 16001728.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313381PS8 Government Agency Debt First Tier Security 2014-01-07 2014-01-07 N N N 10000000.00 9998940.14 0.0042 N 10000590.00 10000590.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313382MH3 Government Agency Debt First Tier Security 2014-03-25 2014-03-25 N N N 15000000.00 14998470.78 0.0064 N 15000000.00 15000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% to 0.21% 3133XXYX9 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 26000000.00 26023681.82 0.0110 N 26022932.00 26022932.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133805Q6 Government Agency Debt First Tier Security 2014-01-23 2014-01-23 N N N 6000000.00 6002229.92 0.0025 N 6003444.00 6003444.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313380XU6 Government Agency Debt First Tier Security 2013-10-17 2013-10-17 N N N 13000000.00 12998892.72 0.0055 N 13003380.00 13003380.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XSAE8 Government Agency Debt First Tier Security 2013-10-18 2013-10-18 N N N 20000000.00 20259774.56 0.0086 N 20261200.00 20261200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133793Y3 Government Agency Debt First Tier Security 2013-10-18 2013-10-18 N N N 9000000.00 9002830.25 0.0038 N 9004041.00 9004041.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313381DR3 Government Agency Debt First Tier Security 2013-11-01 2013-11-01 N N N 8000000.00 7999311.72 0.0034 N 8002320.00 8002320.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313379H36 Government Agency Debt First Tier Security 2013-11-15 2013-11-15 N N N 6000000.00 6002112.85 0.0025 N 6004728.00 6004728.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380S40 Government Agency Debt First Tier Security 2013-09-19 2013-09-19 N N N 3000000.00 2999746.15 0.0013 N 3000618.00 3000618.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379QG7 Government Agency Debt First Tier Security 2013-06-04 2013-06-04 N N N 6000000.00 5999948.89 0.0025 N 6000000.00 6000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379FB0 Government Agency Debt First Tier Security 2013-11-14 2013-11-14 N N N 3000000.00 3000768.34 0.0013 N 3002346.00 3002346.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379F87 Government Agency Debt First Tier Security 2013-11-14 2013-11-14 N N N 5000000.00 5001054.06 0.0021 N 5003685.00 5003685.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379FS3 Government Agency Debt First Tier Security 2013-11-21 2013-11-21 N N N 11000000.00 11002420.92 0.0047 N 11008580.00 11008580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379NS4 Government Agency Debt First Tier Security 2013-11-25 2013-11-25 N N N 3610000.00 3611161.76 0.0015 N 3613249.00 3613249.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3133762C8 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 5000000.00 5003460.04 0.0021 N 5006380.00 5006380.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379G60 Government Agency Debt First Tier Security 2013-11-29 2013-11-29 N N N 13000000.00 13004327.42 0.0055 N 13012051.00 13012051.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379R50 Government Agency Debt First Tier Security 2013-12-05 2013-12-05 N N N 4000000.00 4001579.75 0.0017 N 4003828.00 4003828.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313379R76 Government Agency Debt First Tier Security 2013-09-06 2013-09-06 N N N 18000000.00 17999806.00 0.0076 N 18006048.00 18006048.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313379Z36 Government Agency Debt First Tier Security 2013-07-05 2013-07-05 N N N 12500000.00 12499608.55 0.0053 N 12501437.50 12501437.50 Freddie Mac Freddie Mac, 0.14% 3134G2K92 Government Agency Debt First Tier Security 2013-06-13 2013-09-13 N N N 34000000.00 33997264.61 0.0144 N 34003298.00 34003298.00 Freddie Mac Freddie Mac, 0.15% 313397LG4 Government Agency Debt First Tier Security 2013-09-04 2013-09-04 N N N 12000000.00 11995250.00 0.0051 N 11998452.00 11998452.00 Freddie Mac Freddie Mac, 0.17% 3134G3BF6 Government Agency Debt First Tier Security 2013-12-23 2013-12-23 N N N 19000000.00 19047746.03 0.0081 N 19046284.00 19046284.00 Freddie Mac Freddie Mac, 0.21% 3137EACL1 Government Agency Debt First Tier Security 2013-10-28 2013-10-28 N N N 6667000.00 6684911.85 0.0028 N 6687801.04 6687801.04 Freddie Mac Freddie Mac, 0.21% 3134G35W6 Government Agency Debt First Tier Security 2014-02-28 2014-02-28 N N N 15000000.00 14998004.35 0.0064 N 15001140.00 15001140.00 Freddie Mac Freddie Mac, 0.23% 3137EACZ0 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 10000000.00 10006920.08 0.0042 N 10012840.00 10012840.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828PZ7 Treasury Debt First Tier Security 2014-03-15 2014-03-15 N N N 10000000.00 10088223.53 0.0043 N 10086720.00 10086720.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 18000000.00 18027527.47 0.0076 N 18032346.00 18032346.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QS2 Treasury Debt First Tier Security 2014-06-15 2014-06-15 N N N 13000000.00 13079516.75 0.0055 N 13077701.00 13077701.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828PQ7 Treasury Debt First Tier Security 2014-01-15 2014-01-15 N N N 8000000.00 8041297.77 0.0034 N 8043752.00 8043752.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828KF6 Treasury Debt First Tier Security 2014-02-28 2014-02-28 N N N 16000000.00 16201627.91 0.0069 N 16206880.00 16206880.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828QH6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 12000000.00 12090613.46 0.0051 N 12094692.00 12094692.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 13000000.00 13108524.45 0.0056 N 13109694.00 13109694.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 10000000.00 10002283.74 0.0042 N 10007030.00 10007030.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828JW1 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 18000000.00 18134896.63 0.0077 N 18143442.00 18143442.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828RW2 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 12000000.00 11994143.37 0.0051 N 12000936.00 12000936.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 10000000.00 10003363.05 0.0042 N 10003120.00 10003120.00 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2038-12-15 0.574 - 5.5 Government Agency Debt 72515759.63 17244540.48 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-03-01 0.51 - 6 Government Agency Debt 320325509.96 143895874.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-02-20 0.38 - 7.5 Government Agency Debt 174635187.32 85638723.53 Unrated Security 2013-06-03 2013-06-03 N N N 240531083.00 240531082.75 0.1020 N 240531082.75 240531082.75 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.16% 48E9907K5 0000318336 Government Agency Repurchase Agreement Y US TREASURY 2015-12-31 2015-12-31 2.125 - 2.125 Treasury Debt 26160000.00 27546585.33 First Tier Security 2013-07-02 2013-07-02 N N N 27000000.00 27000000.00 0.0114 Y 27000000.00 27000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.18% 48E9904N2 0000318336 Government Agency Repurchase Agreement Y US TREASURY 2015-12-31 2015-12-31 2.125 - 2.125 Treasury Debt 28100000.00 29589413.14 First Tier Security 2013-07-10 2013-07-10 N N N 29000000.00 29000000.00 0.0123 Y 29000000.00 29000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.18% 48E9905P6 0000318336 Government Agency Repurchase Agreement Y US TREASURY 2015-12-31 2015-12-31 2.125 - 2.125 Treasury Debt 13565000.00 14283999.62 First Tier Security 2013-07-12 2013-07-12 N N N 14000000.00 14000000.00 0.0059 Y 14000000.00 14000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2043-04-01 0.549 - 7 Government Agency Debt 9314285.34 6052374.67 FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2052-11-25 0.7 - 7 Government Agency Debt 27178922.20 18331558.75 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-04-15 2052-11-16 0.548 - 7 Government Agency Debt 12923239.39 8521665.04 Unrated Security 2013-06-03 2013-06-03 N N N 32070811.00 32070811.03 0.0136 N 32070811.03 32070811.03 ING Financial Markets LLC ING Financial Markets LLC, 0.14% 47Y99CYP8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-02-15 2043-03-01 0.519 - 2.211 Government Agency Debt 8940000.00 9137796.35 FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-01 2043-01-01 2.368 - 3.5 Government Agency Debt 45000.00 43142.51 First Tier Security 2013-06-07 2013-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 9000000.00 9000000.00 0.0038 N 9000000.00 9000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CTE9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2041-09-15 4 - 4.5 Government Agency Debt 6228200.00 4023549.41 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2043-01-01 2.223 - 5 Government Agency Debt 115000.00 64308.57 First Tier Security 2013-06-03 2013-06-03 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CUB3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2041-09-15 4 - 4 Government Agency Debt 6190100.00 4023157.05 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2043-01-01 2.223 - 5 Government Agency Debt 115000.00 64744.78 First Tier Security 2013-06-05 2013-06-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CVU0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2041-09-15 4 - 5 Government Agency Debt 3847700.00 2020591.59 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2042-08-01 2.5 - 4.5 Government Agency Debt 30000.00 22954.16 First Tier Security 2013-06-07 2013-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_55502 Government Agency Repurchase Agreement Y US TREASURY 2014-03-31 2042-02-15 0.25 - 4.625 Treasury Debt 7736802.54 8201712.41 FEDERAL HOME LOAN MORTGAGE CORP 2015-02-01 2048-04-01 0 - 6.5 Government Agency Debt 8349692.73 4829693.98 FEDERAL NATIONAL MORTGAGE ASSOC 2022-07-25 2043-06-25 0 - 7.5 Government Agency Debt 4409832.20 3234245.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-02-16 2050-11-16 1.5 - 5.37 Government Agency Debt 144238.47 135754.26 Unrated Security 2013-06-03 2013-06-03 N N N 16035406.00 16035405.52 0.0068 N 16035405.52 16035405.52 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.14% 48K997TM5 Government Agency Repurchase Agreement Y US TREASURY 2017-07-31 2017-07-31 0.5 - 0.5 Treasury Debt 24813100.00 24482030.19 First Tier Security 2013-06-07 2013-06-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 24000000.00 24000000.00 0.0102 N 24000000.00 24000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.16% 48K997QL0 Government Agency Repurchase Agreement Y US TREASURY 2017-07-31 2017-07-31 0.5 - 0.5 Treasury Debt 24815000.00 24483904.83 First Tier Security 2013-07-01 2013-07-01 N N N 24000000.00 24000000.00 0.0102 Y 24000000.00 24000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997LE1 Government Agency Repurchase Agreement Y US TREASURY 2019-09-30 2019-09-30 1 - 1 Treasury Debt 11485500.00 11222880.21 First Tier Security 2013-06-07 2013-06-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 11000000.00 11000000.00 0.0047 N 11000000.00 11000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997LQ4 Government Agency Repurchase Agreement Y US TREASURY 2019-09-30 2019-09-30 1 - 1 Treasury Debt 11485500.00 11222880.21 First Tier Security 2013-06-07 2013-06-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 11000000.00 11000000.00 0.0047 N 11000000.00 11000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997MB6 Government Agency Repurchase Agreement Y US TREASURY 2019-09-30 2019-09-30 1 - 1 Treasury Debt 11485500.00 11222880.21 First Tier Security 2013-06-07 2013-06-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 11000000.00 11000000.00 0.0047 N 11000000.00 11000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.20% 45G99RRY8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2042-09-01 3.5 - 4.5 Government Agency Debt 101387.00 92420.01 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2048-08-01 2.5 - 5.5 Government Agency Debt 8074912.00 8071863.52 Unrated Security 2013-06-03 2013-06-03 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0034 N 8000000.00 8000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.20% 45G99RSG6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-12-01 2042-09-01 3.5 - 4.5 Government Agency Debt 16441336.00 12209392.33 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2048-08-01 3.5 - 5.5 Government Agency Debt 80817.00 41267.72 Unrated Security 2013-06-07 2013-06-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0051 N 12000000.00 12000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.22% 45G99RRV4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2042-09-01 3.5 - 4.5 Government Agency Debt 153294.00 138812.84 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2048-08-01 3.5 - 5.5 Government Agency Debt 12079241.00 12108781.29 Unrated Security 2013-06-07 2013-06-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0051 N 12000000.00 12000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.24% 45G99RQB9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3.5 - 3.5 Government Agency Debt 390284.00 387732.29 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2048-08-01 2.5 - 5.5 Government Agency Debt 28518865.00 26183924.86 Unrated Security 2013-06-07 2013-06-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 26000000.00 26000000.00 0.0110 N 26000000.00 26000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.25% 45G99RPD6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3.5 - 3.5 Government Agency Debt 39503.00 39244.73 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2048-08-01 2.5 - 5.5 Government Agency Debt 3250346.00 3025536.87 Unrated Security 2013-06-05 2013-06-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.25% 45G99RPT1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3.5 - 3.5 Government Agency Debt 74241.00 73755.61 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2048-08-01 2.5 - 5.5 Government Agency Debt 11398471.00 11169153.93 Unrated Security 2013-06-07 2013-06-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 11000000.00 11000000.00 0.0047 N 11000000.00 11000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.25% 45G99RPK0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5 - 5 Government Agency Debt 2729761.00 2659179.25 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2048-08-01 2.5 - 5.5 Government Agency Debt 5726107.00 5510610.52 Unrated Security 2013-06-07 2013-06-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0034 N 8000000.00 8000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.18% 47V99FYC3 0000812291 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2043-05-01 3 - 3.5 Government Agency Debt 336011.00 345743.70 FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2042-11-01 2.295 - 2.295 Government Agency Debt 72432.00 72890.95 US TREASURY 2014-05-31 2014-05-31 2.25 - 2.25 Treasury Debt 6582300.00 6718059.94 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2043-01-20 3 - 5 Government Agency Debt 5491.00 3698.72 First Tier Security 2013-06-07 2013-06-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.21% 47V99FUU7 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2014-07-15 2014-07-15 2 - 2 Treasury Debt 6600.00 8496.60 FEDERAL HOME LOAN MORTGAGE CORP 2037-12-15 2042-11-01 2.295 - 3.504 Government Agency Debt 64969.00 46403.99 FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2043-06-01 1.91 - 3.5 Government Agency Debt 361466.00 368267.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-04-20 2047-11-16 1.75 - 5 Government Agency Debt 16630916.00 14882338.22 First Tier Security 2013-06-07 2013-06-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 15000000.00 15000000.00 0.0064 N 15000000.00 15000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2013-08-02 2013-08-02 0 - 0 Government Agency Debt 2239537.91 2239381.14 FEDERAL FARM CREDIT 2014-11-19 2022-04-22 0.17 - 4.875 Government Agency Debt 3348966.79 3374368.64 FEDERAL AGRICULTURE MORTGAGE CORP 2020-04-03 2023-05-02 1.475 - 2.375 Government Agency Debt 837711.70 813209.89 US TREASURY 2014-07-15 2042-11-15 0 - 4.25 Treasury Debt 1932691.69 1377272.57 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-18 2043-06-01 1.772 - 11 Government Agency Debt 200500282.27 68504354.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2040-10-15 3.2 - 8 Government Agency Debt 139364025.30 44398762.54 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2044-09-01 0.75 - 9 Government Agency Debt 521778875.05 217711478.86 Unrated Security 2013-06-03 2013-06-03 N N N 331767011.00 331767010.69 0.1406 N 331767010.69 331767010.69 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_55501 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2043-05-01 2.112 - 5.625 Government Agency Debt 4689932.27 3679126.11 FEDERAL NATIONAL MORTGAGE ASSOC 2019-09-01 2043-05-01 2.193 - 4.694 Government Agency Debt 31977190.92 18723051.96 Unrated Security 2013-06-03 2013-06-03 N N N 21962755.00 21962754.93 0.0093 N 21962754.93 21962754.93 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.11% 46Z99K4L3 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 26643089.00 26576677.89 FEDERAL NATIONAL MORTGAGE ASSOC 2033-08-01 2043-02-01 4 - 5 Government Agency Debt 27591103.00 25524522.44 First Tier Security 2013-06-07 2013-06-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 51000000.00 51000000.00 0.0216 N 51000000.00 51000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.13% 46Z99K4X7 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-01 2042-11-01 2.289 - 5 Government Agency Debt 27970530.00 28561032.09 First Tier Security 2013-06-07 2013-06-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 28000000.00 28000000.00 0.0119 N 28000000.00 28000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.15% 46Z99K2H4 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 2.53 - 2.53 Government Agency Debt 3607.00 3197.22 FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2043-02-01 3 - 5 Government Agency Debt 45052948.00 43865575.82 First Tier Security 2013-06-07 2013-06-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 43000000.00 43000000.00 0.0182 N 43000000.00 43000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.15% 46Z99K3X8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2042-06-01 2.53 - 4.5 Government Agency Debt 10563.00 9397.27 FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2043-02-01 2.569 - 5 Government Agency Debt 14941111.00 14307148.46 First Tier Security 2013-06-07 2013-06-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 14000000.00 14000000.00 0.0059 N 14000000.00 14000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.16% 46Z99K3N0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2042-12-01 2.53 - 4.5 Government Agency Debt 6315737.00 6527600.29 FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2044-09-01 1.378 - 5 Government Agency Debt 11823304.00 10814943.63 First Tier Security 2013-06-07 2013-06-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 17000000.00 17000000.00 0.0072 N 17000000.00 17000000.00 Societe Generale In a joint trading account with Societe Generale at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_74037 Government Agency Repurchase Agreement Y US TREASURY 2013-06-27 2020-05-31 0 - 4.125 Treasury Debt 12292620.22 12315151.40 FEDERAL NATIONAL MORTGAGE ASSOC 2016-05-01 2046-06-01 0.674 - 5.994 Government Agency Debt 386058188.10 156456036.30 FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2043-06-01 2.054 - 5.96 Government Agency Debt 177944914.48 54156374.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-15 2041-07-15 4 - 4 Government Agency Debt 3447940.52 2675697.40 Unrated Security 2013-06-03 2013-06-03 N N N 221178007.00 221178007.13 0.0938 N 221178007.13 221178007.13 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_08395 Government Agency Repurchase Agreement Y US TREASURY 2020-05-31 2020-05-31 1.375 - 1.375 Treasury Debt 1189323.91 1174085.10 FEDERAL AGRICULTURE MORTGAGE CORP 2013-10-01 2020-03-06 0 - 2.17 Government Agency Debt 363036.05 357037.03 FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2043-06-01 2.215 - 3.5 Government Agency Debt 36043688.72 32580366.14 FINANCE CORPORATION 2019-03-26 2019-03-26 0 - 0 Government Agency Debt 128532.07 115818.96 FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2043-06-25 0 - 5.71 Government Agency Debt 66789766.28 53556413.60 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-03-20 2042-10-20 2 - 6 Government Agency Debt 6114341.54 5350690.99 Unrated Security 2013-06-03 2013-06-03 N N N 91235928.00 91235927.94 0.0387 N 91235927.94 91235927.94