0000278001-13-000063.txt : 20130829 0000278001-13-000063.hdr.sgml : 20130829 20130705112404 ACCESSION NUMBER: 0000278001-13-000063 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130705 DATE AS OF CHANGE: 20130705 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: 13955162 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 2013-06-30 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 56 94 2396381725.72 1620467.50 282277.42 2397719915.80 0.0014 1.0003 2013-06-28 1.0003 2013-06-28 C000019554 2500.00 2397719915.80 1.00 28257917.11 106314432.22 78056515.11 0.0001 1.0003 2013-06-28 1.0003 2013-06-28 Fannie Mae Fannie Mae, 0.14% 31398AVZ2 Government Agency Debt First Tier Security 2014-03-13 2014-03-13 N N N 2000000.00 2036362.50 0.0008 N 2035512.00 2035512.00 Fannie Mae Fannie Mae, 0.15% 313589LF8 Government Agency Debt First Tier Security 2013-09-03 2013-09-03 N N N 12000000.00 11996799.99 0.0050 N 11999148.00 11999148.00 Fannie Mae Fannie Mae, 0.17% 3135G0PG2 Government Agency Debt First Tier Security 2013-07-11 2014-09-11 N N N 46000000.00 45988963.99 0.0192 N 46023092.00 46023092.00 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 26179850.01 0.0109 N 26195884.00 26195884.00 Fannie Mae Fannie Mae, 0.20% 31359MTG8 Government Agency Debt First Tier Security 2013-10-15 2013-10-15 N N N 9000000.00 9115427.79 0.0038 N 9116793.00 9116793.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EAYT9 Government Agency Debt First Tier Security 2013-07-20 2013-08-20 N N N 7000000.00 6999716.98 0.0029 N 7000406.00 7000406.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 3133EA4L9 Government Agency Debt First Tier Security 2013-07-12 2014-08-12 N N N 10000000.00 9996665.70 0.0042 N 10002820.00 10002820.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EC6Q2 Government Agency Debt First Tier Security 2013-07-12 2015-01-12 N N N 6000000.00 5998619.68 0.0025 N 6002538.00 6002538.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EC2H6 Government Agency Debt First Tier Security 2013-07-13 2015-01-13 N N N 9000000.00 8997230.83 0.0038 N 9003771.00 9003771.00 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 12000807.78 0.0050 N 12005352.00 12005352.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313380T72 Government Agency Debt First Tier Security 2013-09-24 2013-09-24 N N N 52000000.00 51998789.04 0.0217 N 52011336.00 52011336.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3133835T4 Government Agency Debt First Tier Security 2013-12-06 2013-12-06 N N N 26000000.00 25998387.55 0.0108 N 25995190.00 25995190.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313385QJ8 Government Agency Debt First Tier Security 2013-12-11 2013-12-11 N N N 1000000.00 999456.67 0.0004 N 999593.00 999593.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313383L90 Government Agency Debt First Tier Security 2013-12-17 2013-12-17 N N N 7000000.00 6999288.91 0.0029 N 6998502.00 6998502.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313385QR0 Government Agency Debt First Tier Security 2013-12-18 2013-12-18 N N N 22000000.00 21987533.33 0.0092 N 21990650.00 21990650.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313380T80 Government Agency Debt First Tier Security 2013-09-24 2014-03-24 N N N 17000000.00 16997416.83 0.0071 N 17001343.00 17001343.00 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 11999924.72 0.0050 N 11999652.00 11999652.00 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 11999579.02 0.0050 N 11999304.00 11999304.00 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 11999568.00 0.0050 N 11999292.00 11999292.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313382Z22 Government Agency Debt First Tier Security 2013-07-14 2014-11-14 N N N 27000000.00 26990602.55 0.0113 N 26998137.00 26998137.00 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 9999289.76 0.0042 N 9996280.00 9996280.00 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 11012763.25 0.0046 N 11011066.00 11011066.00 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 13998493.48 0.0058 N 13993042.00 13993042.00 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 19012591.28 0.0079 N 19005187.00 19005187.00 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 3002662.58 0.0013 N 3001374.00 3001374.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313382Y64 Government Agency Debt First Tier Security 2013-07-10 2014-11-10 N N N 14000000.00 13997097.66 0.0058 N 14001008.00 14001008.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313380P84 Government Agency Debt First Tier Security 2013-07-12 2013-09-12 N N N 21000000.00 20999574.83 0.0088 N 21002268.00 21002268.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313380F77 Government Agency Debt First Tier Security 2013-07-15 2014-05-15 N N N 17000000.00 16994718.56 0.0071 N 17003910.00 17003910.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313380H91 Government Agency Debt First Tier Security 2013-07-18 2014-02-18 N N N 16000000.00 15996915.53 0.0067 N 16003712.00 16003712.00 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 1000235.99 0.0004 N 999786.00 999786.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313383MJ7 Government Agency Debt First Tier Security 2014-03-19 2014-03-19 N N N 13000000.00 12998011.43 0.0054 N 12992551.00 12992551.00 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 3000512.18 0.0013 N 2999115.00 2999115.00 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 10000975.00 0.0042 N 9996300.00 9996300.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313381GC3 Government Agency Debt First Tier Security 2013-07-05 2014-06-05 N N N 25000000.00 24995265.47 0.0104 N 25007525.00 25007525.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380PC5 Government Agency Debt First Tier Security 2013-07-10 2013-09-10 N N N 21000000.00 21000000.00 0.0088 N 21002562.00 21002562.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380FX0 Government Agency Debt First Tier Security 2013-07-28 2014-02-28 N N N 25000000.00 24994941.80 0.0104 N 25006075.00 25006075.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313382PT4 Government Agency Debt First Tier Security 2014-04-11 2014-04-11 N N N 17000000.00 16999727.32 0.0071 N 16992826.00 16992826.00 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 3001359.62 0.0013 N 3001785.00 3001785.00 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 19011077.60 0.0079 N 19014003.00 19014003.00 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 14998393.78 0.0063 N 15000225.00 15000225.00 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 15998353.50 0.0067 N 16001696.00 16001696.00 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 9999084.67 0.0042 N 10000670.00 10000670.00 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 14998625.24 0.0063 N 14996700.00 14996700.00 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 6001946.46 0.0025 N 6002244.00 6002244.00 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 12999133.44 0.0054 N 13001911.00 13001911.00 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 20203708.10 0.0084 N 20205800.00 20205800.00 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 9002219.41 0.0038 N 9002673.00 9002673.00 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 7999446.68 0.0033 N 8001328.00 8001328.00 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 6001733.30 0.0025 N 6003348.00 6003348.00 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 2999815.38 0.0013 N 3000324.00 3000324.00 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 5000863.56 0.0021 N 5002585.00 5002585.00 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 3000629.49 0.0013 N 3001662.00 3001662.00 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 11002001.10 0.0046 N 11005984.00 11005984.00 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 3610964.85 0.0015 N 3612306.79 3612306.79 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 5002880.14 0.0021 N 5004760.00 5004760.00 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 13003610.17 0.0054 N 13008515.00 13008515.00 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 4001326.31 0.0017 N 4002864.00 4002864.00 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 17999866.00 0.0075 N 18003582.00 18003582.00 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 12499953.95 0.0052 N 12500150.00 12500150.00 Freddie Mac Freddie Mac, 0.13% 3134G2K92 Government Agency Debt First Tier Security 2013-07-13 2013-09-13 N N N 34000000.00 33998053.66 0.0142 N 34002414.00 34002414.00 Freddie Mac Freddie Mac, 0.15% 313397LG4 Government Agency Debt First Tier Security 2013-09-04 2013-09-04 N N N 12000000.00 11996750.00 0.0050 N 11999136.00 11999136.00 Freddie Mac Freddie Mac, 0.17% 3134G3BF6 Government Agency Debt First Tier Security 2013-12-23 2013-12-23 N N N 19000000.00 19040758.81 0.0079 N 19040489.00 19040489.00 Freddie Mac Freddie Mac, 0.19% 3134G4C97 Government Agency Debt First Tier Security 2013-07-26 2015-06-26 N N N 11000000.00 10997815.07 0.0046 N 11000055.00 11000055.00 Freddie Mac Freddie Mac, 0.21% 3137EACL1 Government Agency Debt First Tier Security 2013-10-28 2013-10-28 N N N 6667000.00 6681305.44 0.0028 N 6682914.13 6682914.13 Freddie Mac Freddie Mac, 0.21% 3134G35W6 Government Agency Debt First Tier Security 2014-02-28 2014-02-28 N N N 15000000.00 14998224.46 0.0063 N 14998020.00 14998020.00 Freddie Mac Freddie Mac, 0.23% 3137EACZ0 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 10000000.00 10005760.29 0.0042 N 10009520.00 10009520.00 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 10079001.56 0.0042 N 10077340.00 10077340.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828KJ8 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 12000000.00 12144232.34 0.0051 N 12142032.00 12142032.00 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 18022582.42 0.0075 N 18026010.00 18026010.00 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 13073222.55 0.0055 N 13068549.00 13068549.00 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 8035863.85 0.0034 N 8037816.00 8037816.00 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 16179389.53 0.0067 N 16183120.00 16183120.00 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 12080117.69 0.0050 N 12082500.00 12082500.00 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 13065114.67 0.0054 N 13067028.00 13067028.00 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 10001907.30 0.0042 N 10005860.00 10005860.00 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 18115897.10 0.0076 N 18122346.00 18122346.00 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 11994968.24 0.0050 N 12000000.00 12000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2040-02-01 0.574 - 5.5 Government Agency Debt 74726614.51 21673719.14 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-03-01 0.503 - 6 Government Agency Debt 357837980.39 81470541.53 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.378 - 5.5 Government Agency Debt 191772751.77 91514196.39 Unrated Security 2013-07-01 2013-07-01 N N N 189782585.00 189782585.43 0.0792 N 189782585.43 189782585.43 Bny Mellon Capital Mkts Llc In a joint trading account with Bny Mellon Capital Mkts Llc at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-10-15 2043-07-01 0.493 - 5 Government Agency Debt 32948203.02 31057732.05 FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-25 2043-06-01 3 - 5.5 Government Agency Debt 16962185.65 6879149.23 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-20 2043-05-20 2.5 - 4 Government Agency Debt 394912.62 156317.97 Unrated Security 2013-07-01 2013-07-01 N N N 37274020.00 37274019.57 0.0155 N 37274019.57 37274019.57 Commerz Markets LLC In a joint trading account with Commerz Markets LLC at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_00004 Government Agency Repurchase Agreement Y US TREASURY 2013-06-30 2043-05-15 0 - 11.25 Treasury Debt 634685512.85 651770597.41 Unrated Security 2013-07-01 2013-07-01 N N N 638253760.00 638253759.85 0.2662 N 638253759.85 638253759.85 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.16% 48E9907K5 0000318336 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-01 2039-12-01 3.5 - 5.5 Government Agency Debt 55080128.00 27547277.72 First Tier Security 2013-07-02 2013-07-02 N N N 27000000.00 27000000.00 0.0113 N 27000000.00 27000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.18% 48E9904N2 0000318336 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2039-12-01 3.5 - 5 Government Agency Debt 50385000.00 29594608.58 First Tier Security 2013-07-10 2013-07-10 N N N 29000000.00 29000000.00 0.0121 Y 29000000.00 29000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.18% 48E9905P6 0000318336 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-02-01 2041-02-01 4 - 5.66 Government Agency Debt 21564789.00 14285666.49 First Tier Security 2013-07-12 2013-07-12 N N N 14000000.00 14000000.00 0.0058 Y 14000000.00 14000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2030-11-16 2043-05-20 0.542 - 6.5 Government Agency Debt 9188912.17 6574156.17 Unrated Security 2013-07-01 2013-07-01 N N N 6382538.00 6382537.60 0.0027 N 6382537.60 6382537.60 ING Financial Markets LLC ING Financial Markets LLC, 0.13% 47Y99C4F3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-03-01 3 - 3 Government Agency Debt 16870000.00 16320662.69 First Tier Security 2013-07-05 2013-07-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 16000000.00 16000000.00 0.0067 N 16000000.00 16000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.14% 47Y99CYP8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 9490000.00 9183147.80 First Tier Security 2013-07-05 2013-07-05 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, 0.14% 47Y99C2X6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 2110000.00 2041774.69 First Tier Security 2013-07-05 2013-07-05 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 ING Financial Markets LLC ING Financial Markets LLC, 0.14% 47Y99C2H1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 8435000.00 8162260.45 First Tier Security 2013-07-05 2013-07-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 8000000.00 8000000.00 0.0033 N 8000000.00 8000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.14% 48K997TM5 Government Agency Repurchase Agreement Y US TREASURY 2041-11-15 2041-11-15 3.125 - 3.125 Treasury Debt 26483800.00 24724730.46 First Tier Security 2013-07-05 2013-07-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 24000000.00 24000000.00 0.0100 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 2041-11-15 2041-11-15 3.125 - 3.125 Treasury Debt 26486200.00 24726971.05 First Tier Security 2013-07-01 2013-07-01 N N N 24000000.00 24000000.00 0.0100 N 24000000.00 24000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.18% 45G99RTU4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2042-03-01 2.958 - 3.5 Government Agency Debt 31006946.00 19105070.78 FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-01 2042-10-01 2.101 - 4 Government Agency Debt 6630655.00 6463986.96 Unrated Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 25000000.00 25000000.00 0.0104 N 25000000.00 25000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.18% 45G99RTM2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 2.958 - 2.958 Government Agency Debt 10045.00 8493.69 FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-01 2041-07-01 3.179 - 3.602 Government Agency Debt 18959371.00 10203883.95 Unrated Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0042 N 10000000.00 10000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.19% 45G99RSW1 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2042-10-01 2.101 - 4 Government Agency Debt 3384245.00 3019819.07 FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3.5 - 3.5 Government Agency Debt 39503.00 37698.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2040-06-20 4.5 - 4.5 Government Agency Debt 29811.00 19337.64 Unrated Security 2013-07-05 2013-07-05 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., 0.19% 45G99RTE0 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2042-10-01 2.101 - 4 Government Agency Debt 5979569.00 5535849.81 FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5 - 5 Government Agency Debt 2729761.00 2582401.18 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2040-06-20 4.5 - 4.5 Government Agency Debt 65799.00 42682.15 Unrated Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0033 N 8000000.00 8000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.19% 45G99RSP6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2042-09-01 3.5 - 6 Government Agency Debt 103324.00 89662.95 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2040-06-20 4.5 - 4.5 Government Agency Debt 159964.00 103764.61 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2042-08-01 2.5 - 4.5 Government Agency Debt 8360023.00 7967783.87 Unrated Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0033 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 2028-05-01 2042-09-01 3.5 - 6 Government Agency Debt 16324652.00 11461634.36 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2041-07-01 3.179 - 4.5 Government Agency Debt 389770.00 272018.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2040-06-20 4.5 - 4.5 Government Agency Debt 786461.00 510157.38 Unrated Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0050 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 2028-05-01 2042-09-01 3.5 - 6 Government Agency Debt 156183.00 134680.42 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2042-10-01 2.101 - 4.5 Government Agency Debt 12588176.00 12031685.68 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2040-06-20 4.5 - 4.5 Government Agency Debt 241483.00 156643.92 Unrated Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0050 N 12000000.00 12000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.21% 47V99FUU7 0000812291 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2013-12-30 2013-12-30 N/A Government Agency Debt 14000.00 13992.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-04-20 2041-09-20 3 - 4.5 Government Agency Debt 17367714.00 14696713.51 FEDERAL FARM CREDIT 2023-03-28 2023-03-28 2.5 - 2.5 Government Agency Debt 6000.00 5714.16 FEDERAL HOME LOAN MORTGAGE CORP 2037-12-15 2043-01-01 2.065 - 6.5 Government Agency Debt 213896.00 191936.91 FEDERAL NATIONAL MORTGAGE ASSOC 2016-05-20 2043-04-01 0.5 - 4 Government Agency Debt 469760.00 422877.36 First Tier Security 2013-07-05 2013-07-05 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 15000000.00 15000000.00 0.0063 N 15000000.00 15000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_08126 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2015-08-24 2015-08-24 0 - 0 Government Agency Debt 125964.04 126437.66 US TREASURY 2013-08-15 2014-07-15 0 - 4.75 Treasury Debt 59269641.67 59538746.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-10-15 2055-01-15 3 - 9 Government Agency Debt 74561450.52 29771992.77 Unrated Security 2013-07-01 2013-07-01 N N N 87556098.00 87556097.55 0.0365 N 87556097.55 87556097.55 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 46Z99K6A5 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2032-10-01 2043-06-01 3 - 6 Government Agency Debt 56748109.00 53746502.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2020-04-15 2043-05-20 3.5 - 9.5 Government Agency Debt 332609.00 315600.58 First Tier Security 2013-07-05 2013-07-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 53000000.00 53000000.00 0.0221 N 53000000.00 53000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.13% 46Z99K4X7 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-06-01 2043-06-01 2.288 - 5 Government Agency Debt 2286509.00 2233392.22 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-01-20 2042-11-20 3.5 - 4.5 Government Agency Debt 27162405.00 26330527.76 First Tier Security 2013-07-05 2013-07-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 28000000.00 28000000.00 0.0117 N 28000000.00 28000000.00 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 2042-12-01 2.521 - 4.5 Government Agency Debt 333999.00 328072.03 FEDERAL NATIONAL MORTGAGE ASSOC 2033-02-01 2043-06-01 2.575 - 4 Government Agency Debt 13850014.00 13807687.53 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-01-15 2039-01-15 5 - 5 Government Agency Debt 1870490.00 147512.88 First Tier Security 2013-07-05 2013-07-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 14000000.00 14000000.00 0.0058 N 14000000.00 14000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.15% 46Z99K2H4 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2042-06-01 2.521 - 4 Government Agency Debt 243655.00 188403.36 FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-01 2043-06-01 2.288 - 4 Government Agency Debt 638658.00 617550.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2042-11-20 3.5 - 3.5 Government Agency Debt 44315877.00 43067935.95 First Tier Security 2013-07-05 2013-07-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 43000000.00 43000000.00 0.0179 N 43000000.00 43000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.16% 46Z99K3N0 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-02-01 2044-09-01 1.374 - 4 Government Agency Debt 10577999.00 10424835.70 FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2042-12-01 2.521 - 4.5 Government Agency Debt 6803870.00 6758863.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-01-15 2039-01-15 5 - 5 Government Agency Debt 2041537.00 161002.20 First Tier Security 2013-07-05 2013-07-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 17000000.00 17000000.00 0.0071 N 17000000.00 17000000.00