0000278001-13-000077.txt : 20131030 0000278001-13-000077.hdr.sgml : 20131030 20130909105615 ACCESSION NUMBER: 0000278001-13-000077 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130831 FILED AS OF DATE: 20130909 DATE AS OF CHANGE: 20130909 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: 131084637 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 2013-08-31 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 55 102 2423808161.72 1619283.99 37308430.59 2388119015.12 0.0012 1.0003 2013-08-30 1.0003 2013-08-30 C000019554 2500.00 2388119015.12 1.00 19612952.33 86407143.88 66794191.55 0.0001 1.0003 2013-08-30 1.0003 2013-08-30 Fannie Mae Fannie Mae, 0.14% 31398AVZ2 Government Agency Debt First Tier Security 2014-03-13 2014-03-13 N N N 2000000.00 2027521.43 0.0008 N 2027784.00 2027784.00 Fannie Mae Fannie Mae, 0.15% 313589LF8 Government Agency Debt First Tier Security 2013-09-03 2013-09-03 N N N 12000000.00 11999900.00 0.0050 N 11999988.00 11999988.00 Fannie Mae Fannie Mae, 0.16% 3135G0YF4 Government Agency Debt First Tier Security 2013-09-05 2015-08-05 N N N 24000000.00 23990604.61 0.0100 N 23992728.00 23992728.00 Fannie Mae Fannie Mae, 0.17% 3135G0PG2 Government Agency Debt First Tier Security 2013-09-11 2014-09-11 N N N 46000000.00 45990529.74 0.0193 N 46023184.00 46023184.00 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 26133581.54 0.0109 N 26144586.00 26144586.00 Fannie Mae Fannie Mae, 0.20% 31359MTG8 Government Agency Debt First Tier Security 2013-10-15 2013-10-15 N N N 9000000.00 9047913.42 0.0038 N 9047808.00 9047808.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 3133EA4L9 Government Agency Debt First Tier Security 2013-09-12 2014-08-12 N N N 10000000.00 9997173.63 0.0042 N 10003060.00 10003060.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EC2H6 Government Agency Debt First Tier Security 2013-09-13 2015-01-13 N N N 9000000.00 8997536.87 0.0038 N 9004329.00 9004329.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EC6Q2 Government Agency Debt First Tier Security 2013-09-12 2015-01-12 N N N 6000000.00 5998772.50 0.0025 N 6002898.00 6002898.00 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 12000471.65 0.0050 N 12004752.00 12004752.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385PE0 Government Agency Debt First Tier Security 2013-11-13 2013-11-13 N N N 47000000.00 46992375.56 0.0197 N 46998120.00 46998120.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385PG5 Government Agency Debt First Tier Security 2013-11-15 2013-11-15 N N N 20000000.00 19996541.66 0.0084 N 19999180.00 19999180.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385SS6 Government Agency Debt First Tier Security 2014-02-05 2014-02-05 N N N 24000000.00 23989533.33 0.0100 N 23994792.00 23994792.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385TG1 Government Agency Debt First Tier Security 2014-02-19 2014-02-19 N N N 20000000.00 19990499.99 0.0084 N 19995280.00 19995280.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% to 0.12% 313383VD0 Government Agency Debt First Tier Security 2014-02-28 2014-02-28 N N N 26000000.00 25998519.78 0.0109 N 26000052.00 26000052.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313383Z79 Government Agency Debt First Tier Security 2014-03-06 2014-03-06 N N N 24000000.00 23997534.48 0.0100 N 23996760.00 23996760.00 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 51999672.33 0.0218 N 52003068.00 52003068.00 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 25999020.29 0.0109 N 26001352.00 26001352.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313383YE5 Government Agency Debt First Tier Security 2014-03-05 2014-03-05 N N N 13000000.00 12998987.56 0.0054 N 12998973.00 12998973.00 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 999663.34 0.0004 N 999944.00 999944.00 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 6999549.78 0.0029 N 7000406.00 7000406.00 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 21992080.00 0.0092 N 21998702.00 21998702.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313383S69 Government Agency Debt First Tier Security 2014-01-22 2014-01-22 N N N 10000000.00 9999510.38 0.0042 N 10001160.00 10001160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313383S28 Government Agency Debt First Tier Security 2014-01-22 2014-01-22 N N N 14000000.00 13998767.68 0.0059 N 14001078.00 14001078.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313382Z22 Government Agency Debt First Tier Security 2013-09-14 2014-11-14 N N N 27000000.00 26991765.51 0.0113 N 27000675.00 27000675.00 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 16998018.92 0.0071 N 17000782.00 17000782.00 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 11999968.75 0.0050 N 12000696.00 12000696.00 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 11999822.95 0.0050 N 12000576.00 12000576.00 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 11999816.00 0.0050 N 12000588.00 12000588.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313380F77 Government Agency Debt First Tier Security 2013-09-15 2014-05-15 N N N 17000000.00 16995748.27 0.0071 N 17004063.00 17004063.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313380H91 Government Agency Debt First Tier Security 2013-09-18 2014-02-18 N N N 16000000.00 15997739.83 0.0067 N 16003328.00 16003328.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313380FX0 Government Agency Debt First Tier Security 2013-09-28 2014-02-28 N N N 25000000.00 24996237.70 0.0105 N 25005700.00 25005700.00 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 9999504.57 0.0042 N 10001740.00 10001740.00 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 11009030.60 0.0046 N 11013156.00 11013156.00 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 13998918.04 0.0059 N 14002072.00 14002072.00 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 19009167.34 0.0080 N 19013547.00 19013547.00 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 3001968.96 0.0013 N 3002607.00 3002607.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313382Y64 Government Agency Debt First Tier Security 2013-09-10 2014-11-10 N N N 14000000.00 13997459.73 0.0059 N 14002058.00 14002058.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313380P84 Government Agency Debt First Tier Security 2013-09-12 2013-09-12 N N N 21000000.00 20999935.93 0.0088 N 21000504.00 21000504.00 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 1000179.71 0.0004 N 1000309.00 1000309.00 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 12998483.81 0.0054 N 13000416.00 13000416.00 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 3000394.13 0.0013 N 3000600.00 3000600.00 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 10000751.11 0.0042 N 10001370.00 10001370.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313381GC3 Government Agency Debt First Tier Security 2013-09-05 2014-06-05 N N N 25000000.00 24996131.37 0.0105 N 25007450.00 25007450.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380PC5 Government Agency Debt First Tier Security 2013-09-10 2013-09-10 N N N 21000000.00 21000000.00 0.0088 N 21000399.00 21000399.00 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 16999786.85 0.0071 N 17001683.00 17001683.00 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 3000744.32 0.0013 N 3001320.00 3001320.00 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 19006529.18 0.0080 N 19010887.00 19010887.00 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 14998979.58 0.0063 N 15003060.00 15003060.00 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 15998947.01 0.0067 N 16004272.00 16004272.00 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 9999383.36 0.0042 N 10003440.00 10003440.00 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 14998944.47 0.0063 N 15004035.00 15004035.00 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 6001360.63 0.0025 N 6004200.00 6004200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313383Q20 Government Agency Debt First Tier Security 2014-07-11 2014-07-11 N N N 13000000.00 12998588.89 0.0054 N 13001833.00 13001833.00 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 12999630.91 0.0054 N 13001742.00 13001742.00 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 9000956.99 0.0038 N 9001800.00 9001800.00 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 20087837.44 0.0084 N 20088080.00 20088080.00 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 7999725.59 0.0033 N 8001416.00 8001416.00 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 6000948.89 0.0025 N 6002520.00 6002520.00 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 2999958.46 0.0013 N 3000147.00 3000147.00 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 3000342.51 0.0013 N 3001242.00 3001242.00 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 5000469.88 0.0021 N 5001970.00 5001970.00 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 11001133.49 0.0046 N 11004763.00 11004763.00 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 3610557.91 0.0015 N 3611808.61 3611808.61 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 5001681.69 0.0021 N 5003440.00 5003440.00 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 13002127.85 0.0054 N 13006825.00 13006825.00 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 4000802.54 0.0017 N 4002352.00 4002352.00 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 17999990.00 0.0075 N 18000252.00 18000252.00 Freddie Mac Freddie Mac, 0.10% 313397TH4 Government Agency Debt First Tier Security 2014-02-20 2014-02-20 N N N 24000000.00 23988533.33 0.0100 N 23994312.00 23994312.00 Freddie Mac Freddie Mac, 0.12% 3134G2K92 Government Agency Debt First Tier Security 2013-09-13 2013-09-13 N N N 34000000.00 33999684.38 0.0142 N 34000748.00 34000748.00 Freddie Mac Freddie Mac, 0.14% 313397VX6 Government Agency Debt First Tier Security 2014-04-23 2014-04-23 N N N 13000000.00 12988170.00 0.0054 N 12992434.00 12992434.00 Freddie Mac Freddie Mac, 0.15% 313397LG4 Government Agency Debt First Tier Security 2013-09-04 2013-09-04 N N N 12000000.00 11999850.00 0.0050 N 11999988.00 11999988.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2013-09-16 2015-07-16 N N N 18000000.00 17996587.79 0.0075 N 18002538.00 18002538.00 Freddie Mac Freddie Mac, 0.17% 3134G4DU9 Government Agency Debt First Tier Security 2013-09-17 2015-07-17 N N N 18000000.00 17996582.79 0.0075 N 18002484.00 18002484.00 Freddie Mac Freddie Mac, 0.17% 3134G4C97 Government Agency Debt First Tier Security 2013-09-26 2015-06-26 N N N 11000000.00 10998001.92 0.0046 N 11002189.00 11002189.00 Freddie Mac Freddie Mac, 0.17% 3134G3BF6 Government Agency Debt First Tier Security 2013-12-23 2013-12-23 N N N 19000000.00 19026318.54 0.0080 N 19029887.00 19029887.00 Freddie Mac Freddie Mac, 0.21% 3137EACL1 Government Agency Debt First Tier Security 2013-10-28 2013-10-28 N N N 6667000.00 6673852.18 0.0028 N 6675093.74 6675093.74 Freddie Mac Freddie Mac, 0.21% 3134G35W6 Government Agency Debt First Tier Security 2014-02-28 2014-02-28 N N N 15000000.00 14998679.35 0.0063 N 15006660.00 15006660.00 Freddie Mac Freddie Mac, 0.23% 3137EACZ0 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 10000000.00 10003363.39 0.0042 N 10006880.00 10006880.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828BR0 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 25000000.00 25212553.63 0.0106 N 25207025.00 25207025.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.14% 912828KJ8 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 14000000.00 14130436.28 0.0059 N 14132342.00 14132342.00 U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828KN9 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 8000000.00 8092866.54 0.0034 N 8092816.00 8092816.00 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 10059942.82 0.0042 N 10061720.00 10061720.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828QM5 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 5000000.00 5030504.22 0.0021 N 5030860.00 5030860.00 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 18012362.64 0.0075 N 18015462.00 18015462.00 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 13060214.53 0.0055 N 13062972.00 13062972.00 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 8024633.76 0.0034 N 8027504.00 8027504.00 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 16133430.23 0.0068 N 16141872.00 16141872.00 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 12058426.44 0.0050 N 12063744.00 12063744.00 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 10001129.32 0.0042 N 10004300.00 10004300.00 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 18076631.42 0.0076 N 18083664.00 18083664.00 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 11996673.00 0.0050 N 12002340.00 12002340.00 Bank of America NA In a joint trading account with Bank of America NA at 0.08%, dated 8/30/2013 due 09/03/2013 48N99X4U4_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2040-02-01 0.566 - 5.5 Government Agency Debt 28745326.39 6468806.99 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2041-07-25 0.494 - 6 Government Agency Debt 118741689.91 26346532.43 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.372 - 7 Government Agency Debt 131842328.39 59764745.51 Unrated Security 2013-09-03 2013-09-03 N N N 90300749.00 90300749.32 0.0378 N 90300749.32 90300749.32 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.05% 48L99R8C5 0001197610 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-20 2042-05-20 2 - 3.5 Government Agency Debt 94186075.00 41888689.14 First Tier Security 2013-09-06 2013-09-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 41067000.00 41067000.00 0.0172 N 41067000.00 41067000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.08%, dated 8/30/2013 due 09/03/2013 48N99X4U4_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-04-01 2043-09-01 0.491 - 7 Government Agency Debt 50704057.29 47966352.59 FEDERAL NATIONAL MORTGAGE ASSOC 2013-11-01 2043-09-01 1.75 - 8.75 Government Agency Debt 63064604.20 42826623.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2042-12-20 3 - 6 Government Agency Debt 486407.20 175600.28 Unrated Security 2013-09-03 2013-09-03 N N N 89091637.00 89091636.94 0.0373 N 89091636.94 89091636.94 Citibank NA Citibank NA, 0.05% 48M99GSF9 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2041-12-01 3.043 - 3.043 Government Agency Debt 8324566.00 4243957.71 FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2043-09-01 1.734 - 6 Government Agency Debt 163993859.00 61759327.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-15 2043-07-15 3 - 5 Government Agency Debt 24901037.00 17703016.66 First Tier Security 2013-09-04 2013-09-04 N N N 82000000.00 82000000.00 0.0343 N 82000000.00 82000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.12% 48N99DCS4 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2029-05-16 2037-05-16 5.5 - 6.5 Government Agency Debt 10158000.00 14423351.75 First Tier Security 2013-09-10 2013-09-10 N N N 14000000.00 14000000.00 0.0059 Y 14000000.00 14000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 47Y99C7U7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 6505000.00 6122264.95 First Tier Security 2013-09-06 2013-09-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 6000000.00 6000000.00 0.0025 N 6000000.00 6000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 47Y99C6Q7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 Government Agency Debt 45585000.00 42844221.20 First Tier Security 2013-09-06 2013-09-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 42000000.00 42000000.00 0.0176 N 42000000.00 42000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 47Y99C7N3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 30350000.00 28564295.35 First Tier Security 2013-09-06 2013-09-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 28000000.00 28000000.00 0.0117 N 28000000.00 28000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 47Y99C8Q5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 17345000.00 16324471.26 First Tier Security 2013-09-06 2013-09-06 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 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.10% 48P99DCT0 Government Agency Repurchase Agreement Y US TREASURY 2013-08-31 2013-08-31 0.125 - 0.125 Treasury Debt 27166000.00 27182886.47 First Tier Security 2013-09-06 2013-09-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 26648000.00 26648000.00 0.0112 N 26648000.00 26648000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.10% 48P99DCF0 Government Agency Repurchase Agreement Y US TREASURY 2020-02-29 2020-02-29 1.25 - 1.25 Treasury Debt 23346800.00 22291735.52 First Tier Security 2013-09-06 2013-09-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 21853000.00 21853000.00 0.0092 N 21853000.00 21853000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.10% 48P99DDR3 Government Agency Repurchase Agreement Y US TREASURY 2014-02-27 2015-12-31 0 - 2.125 Treasury Debt 55946300.00 57332539.76 First Tier Security 2013-09-06 2013-09-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 56205000.00 56205000.00 0.0235 N 56205000.00 56205000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.10% 48P99DFN0 Government Agency Repurchase Agreement Y US TREASURY 2013-08-31 2013-08-31 0.125 - 0.125 Treasury Debt 25951900.00 25968031.79 First Tier Security 2013-09-06 2013-09-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 25458000.00 25458000.00 0.0107 N 25458000.00 25458000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.11% 48K9977A5 Government Agency Repurchase Agreement Y US TREASURY 2020-02-29 2020-02-29 1.25 - 1.25 Treasury Debt 18163700.00 17342864.83 First Tier Security 2013-09-06 2013-09-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 17000000.00 17000000.00 0.0071 N 17000000.00 17000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.12% 48K9975T6 Government Agency Repurchase Agreement Y US TREASURY 2020-02-29 2020-02-29 1.25 - 1.25 Treasury Debt 21369600.00 20403887.10 First Tier Security 2013-09-06 2013-09-06 N N N 20000000.00 20000000.00 0.0084 N 20000000.00 20000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% 45G99RUK4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2043-07-01 2.251 - 6 Government Agency Debt 16618563.00 11316041.23 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 2.5 - 5 Government Agency Debt 874010.00 725694.57 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-15 2040-08-15 5 - 5 Government Agency Debt 412114.00 222045.72 Unrated Security 2013-09-06 2013-09-06 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 (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99RUC2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2043-07-01 2.251 - 6 Government Agency Debt 927301.00 743653.14 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 2.097 - 5 Government Agency Debt 12340636.00 11529527.10 Unrated Security 2013-09-06 2013-09-06 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 (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.18% 45G99RTM2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2043-02-01 2.8 - 4 Government Agency Debt 805376.00 775979.67 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-05-01 3 - 5 Government Agency Debt 18949152.00 9022344.18 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-15 2040-08-15 5 - 5 Government Agency Debt 763341.00 411285.72 Unrated Security 2013-09-06 2013-09-06 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 (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.18% 45G99RTU4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2042-03-01 2.957 - 4.5 Government Agency Debt 30701782.00 17999333.21 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 2.097 - 5 Government Agency Debt 1298675.00 1063179.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-15 2040-08-15 5 - 5 Government Agency Debt 11986457.00 6458265.15 Unrated Security 2013-09-06 2013-09-06 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 25000000.00 25000000.00 0.0105 N 25000000.00 25000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% 45G99RSP6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2043-07-01 2.251 - 6 Government Agency Debt 613964.00 488528.02 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 3 - 5 Government Agency Debt 8249846.00 7715352.57 Unrated Security 2013-09-03 2013-09-03 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 (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% 45G99RSW1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2043-02-01 2.957 - 4.5 Government Agency Debt 231190.00 189706.47 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 2.097 - 5 Government Agency Debt 125114.00 98045.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-15 2040-08-15 5 - 5 Government Agency Debt 5155211.00 2777611.39 Unrated Security 2013-09-04 2013-09-04 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 (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% 45G99RTE0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2043-07-01 2.8 - 5 Government Agency Debt 8019339.00 7452043.66 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2043-07-01 2.097 - 5 Government Agency Debt 1022655.00 734158.67 Unrated Security 2013-09-06 2013-09-06 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0033 N 8000000.00 8000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.08%, dated 8/30/2013 due 09/03/2013 48N99X4U4_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-09-05 2043-08-15 0 - 8.125 Treasury Debt 119085320.20 120850451.94 FEDERAL AGRICULTURE MORTGAGE CORP 2014-08-15 2014-08-15 0 - 0 Government Agency Debt 473747.69 473150.77 FEDERAL FARM CREDIT 2014-11-03 2030-08-01 0.2 - 3.2 Government Agency Debt 7304763.00 7037635.48 FEDERAL HOME LOAN MORTGAGE CORP 2017-11-30 2041-12-01 0.875 - 5.94 Government Agency Debt 46927103.02 19742096.99 FEDERAL NATIONAL MORTGAGE ASSOC 2016-01-29 2045-09-01 0 - 4.5 Government Agency Debt 38530719.41 18799802.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-02-15 2055-01-16 2.927 - 7 Government Agency Debt 224338178.81 122129094.38 RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 0 - 0 Government Agency Debt 1184369.22 995367.58 Unrated Security 2013-09-03 2013-09-03 N N N 284248614.00 284248613.74 0.1190 N 284248613.74 284248613.74 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.06% 46Z99K8V7 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-08-01 2043-07-01 2.256 - 4 Government Agency Debt 18452457.00 14553589.80 First Tier Security 2013-09-05 2013-09-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 14205000.00 14205000.00 0.0059 N 14205000.00 14205000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.06% 48P99SAD4 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2043-06-01 2043-08-01 3.5 - 4 Government Agency Debt 27361794.00 28376967.92 First Tier Security 2013-09-06 2013-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 27820000.00 27820000.00 0.0116 N 27820000.00 27820000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 46Z99K9L8 0000050916 Government Agency Repurchase Agreement Y US TREASURY 2014-01-15 2014-01-15 2 - 2 Treasury Debt 100100.00 128069.94 FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2043-04-01 2.099 - 10 Government Agency Debt 12985086.00 12096112.16 FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2043-06-01 2.571 - 5.5 Government Agency Debt 59437849.00 29280707.80 First Tier Security 2013-09-06 2013-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 40658000.00 40658000.00 0.0170 N 40658000.00 40658000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 46Z99K9S3 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-08-01 2043-07-01 3 - 4.5 Government Agency Debt 57284651.00 52896256.15 First Tier Security 2013-09-06 2013-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 51857000.00 51857000.00 0.0217 N 51857000.00 51857000.00