0000278001-13-000081.txt : 20131129 0000278001-13-000081.hdr.sgml : 20131128 20131004135331 ACCESSION NUMBER: 0000278001-13-000081 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131004 DATE AS OF CHANGE: 20131004 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: 131136215 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 2013-09-30 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 99 2415064227.67 1649453.63 29415811.57 2387297869.73 0.0012 1.0003 2013-09-30 1.0003 2013-09-30 C000019554 2500.00 2387297869.73 1.00 -336960.31 78004638.18 78341598.49 0.0001 1.0003 2013-09-30 1.0003 2013-09-30 Fannie Mae Fannie Mae, 0.14% 31398AVZ2 Government Agency Debt First Tier Security 2014-03-13 2014-03-13 N N N 2000000.00 2023243.48 0.0008 N 2023984.00 2023984.00 Fannie Mae Fannie Mae, 0.15% 3135G0YF4 Government Agency Debt First Tier Security 2013-10-05 2015-08-05 N N N 24000000.00 23991005.55 0.0100 N 23998344.00 23998344.00 Fannie Mae Fannie Mae, 0.16% 3135G0PG2 Government Agency Debt First Tier Security 2013-10-11 2014-09-11 N N N 46000000.00 45991287.35 0.0193 N 46023828.00 46023828.00 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 26111193.57 0.0109 N 26123318.00 26123318.00 Fannie Mae Fannie Mae, 0.20% 31359MTG8 Government Agency Debt First Tier Security 2013-10-15 2013-10-15 N N N 9000000.00 9015245.18 0.0038 N 9015939.00 9015939.00 Fannie Mae Fannie Mae, 0.20% 3135G0BY8 Government Agency Debt First Tier Security 2014-08-28 2014-08-28 N N N 5000000.00 5030537.54 0.0021 N 5033100.00 5033100.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EA4L9 Government Agency Debt First Tier Security 2013-10-12 2014-08-12 N N N 10000000.00 9997419.40 0.0042 N 10003580.00 10003580.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EC6Q2 Government Agency Debt First Tier Security 2013-10-12 2015-01-12 N N N 6000000.00 5998846.44 0.0025 N 6003000.00 6003000.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EC2H6 Government Agency Debt First Tier Security 2013-10-13 2015-01-13 N N N 9000000.00 8997684.95 0.0038 N 9004482.00 9004482.00 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 12000309.02 0.0050 N 12003168.00 12003168.00 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 46995508.89 0.0197 N 46998872.00 46998872.00 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 19997925.00 0.0084 N 19999500.00 19999500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A06P0 Government Agency Debt First Tier Security 2014-04-02 2014-04-02 N N N 29000000.00 28995676.97 0.0121 N 28995650.00 28995650.00 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 23991533.33 0.0100 N 23997456.00 23997456.00 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 19992166.66 0.0084 N 19997660.00 19997660.00 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 25998766.48 0.0109 N 26002132.00 26002132.00 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 23997875.02 0.0101 N 23999832.00 23999832.00 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 25999326.45 0.0109 N 26000936.00 26000936.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313380T80 Government Agency Debt First Tier Security 2013-12-24 2014-03-24 N N N 17000000.00 16998310.26 0.0071 N 17005576.00 17005576.00 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 12999132.99 0.0054 N 13000481.00 13000481.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313383ZQ7 Government Agency Debt First Tier Security 2014-06-11 2014-06-11 N N N 12000000.00 11999881.87 0.0050 N 11998044.00 11998044.00 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 999763.33 0.0004 N 999961.00 999961.00 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 6999676.01 0.0029 N 7000294.00 7000294.00 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 21994280.00 0.0092 N 21999054.00 21999054.00 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 9999613.10 0.0042 N 10000920.00 10000920.00 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 13999026.21 0.0059 N 14000868.00 14000868.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A04L1 Government Agency Debt First Tier Security 2014-06-23 2014-06-23 N N N 12000000.00 11999012.33 0.0050 N 11997612.00 11997612.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313382Z22 Government Agency Debt First Tier Security 2013-10-14 2014-11-14 N N N 27000000.00 26992328.23 0.0113 N 27001701.00 27001701.00 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 11999990.06 0.0050 N 12000228.00 12000228.00 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 11999940.98 0.0050 N 12000204.00 12000204.00 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 11999936.00 0.0050 N 12000216.00 12000216.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313382Y64 Government Agency Debt First Tier Security 2013-10-10 2014-11-10 N N N 14000000.00 13997634.92 0.0059 N 14002450.00 14002450.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313380F77 Government Agency Debt First Tier Security 2013-10-15 2014-05-15 N N N 17000000.00 16996246.52 0.0071 N 17005610.00 17005610.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313380H91 Government Agency Debt First Tier Security 2013-10-18 2014-02-18 N N N 16000000.00 15998138.68 0.0067 N 16004528.00 16004528.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313380FX0 Government Agency Debt First Tier Security 2013-10-28 2014-02-28 N N N 25000000.00 24996864.75 0.0105 N 25007725.00 25007725.00 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 9999608.50 0.0042 N 10001390.00 10001390.00 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 11007224.48 0.0046 N 11010637.00 11010637.00 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 13999123.48 0.0059 N 14001946.00 14001946.00 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 19007510.59 0.0080 N 19011932.00 19011932.00 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 3001633.34 0.0013 N 3002382.00 3002382.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381GC3 Government Agency Debt First Tier Security 2013-10-05 2014-06-05 N N N 25000000.00 24996550.35 0.0105 N 25009400.00 25009400.00 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 1000152.48 0.0004 N 1000438.00 1000438.00 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 12998712.38 0.0054 N 13002678.00 13002678.00 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 3000337.01 0.0013 N 3001194.00 3001194.00 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 10000642.78 0.0042 N 10003500.00 10003500.00 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 16999815.65 0.0071 N 17005661.00 17005661.00 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 3000446.59 0.0013 N 3000807.00 3000807.00 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 19004328.33 0.0080 N 19007334.00 19007334.00 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 14999263.03 0.0063 N 15002250.00 15002250.00 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 15999234.19 0.0067 N 16003152.00 16003152.00 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 9999527.88 0.0042 N 10002670.00 10002670.00 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 14999098.94 0.0063 N 15006675.00 15006675.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313383XP1 Government Agency Debt First Tier Security 2014-09-03 2014-09-03 N N N 13100000.00 13091228.65 0.0055 N 13095650.80 13095650.80 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313383ZT1 Government Agency Debt First Tier Security 2014-09-09 2014-09-09 N N N 9370000.00 9364039.07 0.0039 N 9366654.91 9366654.91 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313383YZ8 Government Agency Debt First Tier Security 2014-09-11 2014-09-11 N N N 3000000.00 2999265.21 0.0013 N 3000180.00 3000180.00 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 6001077.17 0.0025 N 6003360.00 6003360.00 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 12998724.14 0.0054 N 13004719.00 13004719.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133XLJP9 Government Agency Debt First Tier Security 2014-08-13 2014-08-13 N N N 3000000.00 3137665.31 0.0013 N 3140997.00 3140997.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313383X22 Government Agency Debt First Tier Security 2014-08-22 2014-08-22 N N N 5000000.00 4996559.27 0.0021 N 4998570.00 4998570.00 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 12999871.62 0.0054 N 13000637.00 13000637.00 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 9000346.15 0.0038 N 9000675.00 9000675.00 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 20031770.99 0.0084 N 20033280.00 20033280.00 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 7999860.54 0.0034 N 8000736.00 8000736.00 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 6000569.33 0.0025 N 6001542.00 6001542.00 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 3000203.66 0.0013 N 3000753.00 3000753.00 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 5000279.39 0.0021 N 5001195.00 5001195.00 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 11000713.68 0.0046 N 11003058.00 11003058.00 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 3610361.00 0.0015 N 3611191.30 3611191.30 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 5001101.80 0.0021 N 5002295.00 5002295.00 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 13001410.60 0.0054 N 13004602.00 13004602.00 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 4000549.11 0.0017 N 4001636.00 4001636.00 Freddie Mac Freddie Mac, 0.10% 313397TH4 Government Agency Debt First Tier Security 2014-02-20 2014-02-20 N N N 24000000.00 23990533.33 0.0100 N 23997168.00 23997168.00 Freddie Mac Freddie Mac, 0.14% 313397VX6 Government Agency Debt First Tier Security 2014-04-23 2014-04-23 N N N 13000000.00 12989686.67 0.0054 N 12997049.00 12997049.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2013-10-16 2015-07-16 N N N 18000000.00 17996737.67 0.0075 N 18005940.00 18005940.00 Freddie Mac Freddie Mac, 0.17% 3134G4DU9 Government Agency Debt First Tier Security 2013-10-17 2015-07-17 N N N 18000000.00 17996732.67 0.0075 N 18005922.00 18005922.00 Freddie Mac Freddie Mac, 0.17% 3134G4C97 Government Agency Debt First Tier Security 2013-10-26 2015-06-26 N N N 11000000.00 10998092.33 0.0046 N 11003982.00 11003982.00 Freddie Mac Freddie Mac, 0.17% 3134G3BF6 Government Agency Debt First Tier Security 2013-12-23 2013-12-23 N N N 19000000.00 19019331.32 0.0080 N 19022268.00 19022268.00 Freddie Mac Freddie Mac, 0.19% 3134G2WG3 Government Agency Debt First Tier Security 2014-09-22 2014-09-22 N N N 1000000.00 1005383.67 0.0004 N 1005674.00 1005674.00 Freddie Mac Freddie Mac, 0.20% 3134G2UA8 Government Agency Debt First Tier Security 2014-08-20 2014-08-20 N N N 5000000.00 5035324.27 0.0021 N 5036440.00 5036440.00 Freddie Mac Freddie Mac, 0.21% 3137EACL1 Government Agency Debt First Tier Security 2013-10-28 2013-10-28 N N N 6667000.00 6670245.77 0.0028 N 6670973.53 6670973.53 Freddie Mac Freddie Mac, 0.21% 3134G35W6 Government Agency Debt First Tier Security 2014-02-28 2014-02-28 N N N 15000000.00 14998899.46 0.0063 N 15006810.00 15006810.00 Freddie Mac Freddie Mac, 0.23% 3137EACZ0 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 10000000.00 10002203.60 0.0042 N 10004590.00 10004590.00 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 25127532.18 0.0105 N 25127925.00 25127925.00 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 14111890.83 0.0059 N 14117572.00 14117572.00 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 8081306.39 0.0034 N 8083440.00 8083440.00 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 10050720.85 0.0042 N 10054300.00 10054300.00 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 5026929.51 0.0021 N 5028320.00 5028320.00 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 18007417.58 0.0075 N 18009846.00 18009846.00 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 13053920.33 0.0055 N 13059917.00 13059917.00 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 8019199.84 0.0034 N 8022184.00 8022184.00 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 16111191.86 0.0067 N 16120624.00 16120624.00 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 12047930.67 0.0050 N 12053436.00 12053436.00 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 10000752.88 0.0042 N 10003120.00 10003120.00 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 18057631.90 0.0076 N 18064692.00 18064692.00 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 11997497.88 0.0050 N 12002340.00 12002340.00 Bank of America NA In a joint trading account with Bank of America NA at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 0.557 - 8 Government Agency Debt 52799555.23 9257081.69 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2041-07-25 0.489 - 9.5 Government Agency Debt 127840359.66 24525365.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.364 - 7 Government Agency Debt 71918592.71 32034969.58 Unrated Security 2013-10-01 2013-10-01 N N N 64231416.00 64231415.76 0.0269 N 64231415.76 64231415.76 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.05% 48P999AT1 0001197610 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2029-07-20 2042-06-20 1.75 - 3.75 Government Agency Debt 225874376.00 41821161.80 First Tier Security 2013-10-07 2013-10-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 41000000.00 41000000.00 0.0172 N 41000000.00 41000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_07629 Government Agency Repurchase Agreement Y US TREASURY 2014-02-28 2022-02-15 0.25 - 4.125 Treasury Debt 6351557.80 6376004.29 FEDERAL HOME LOAN MORTGAGE CORP 2016-06-25 2043-10-01 1.337 - 3.5 Government Agency Debt 539063.42 538204.33 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2043-09-01 0 - 4.5 Government Agency Debt 3315345.72 3152694.88 Unrated Security 2013-10-01 2013-10-01 N N N 9869493.00 9869493.48 0.0041 N 9869493.48 9869493.48 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-04-01 2043-09-01 0.484 - 8.07 Government Agency Debt 12548100.04 11350680.98 FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-01 2043-10-01 2 - 8.75 Government Agency Debt 9601753.12 8619591.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-09-20 2043-09-20 2 - 6 Government Agency Debt 2091785.08 1921526.75 Unrated Security 2013-10-01 2013-10-01 N N N 21410472.00 21410471.92 0.0090 N 21410471.92 21410471.92 Citibank NA Citibank NA, 0.06% 48M99GVS7 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2042-09-01 2.286 - 4.5 Government Agency Debt 24082483.00 14928739.35 FEDERAL NATIONAL MORTGAGE ASSOC 2022-08-01 2042-01-01 2.489 - 4.5 Government Agency Debt 66632064.00 32192840.65 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-05-15 2040-07-15 3 - 5.5 Government Agency Debt 18501203.00 5763908.99 First Tier Security 2013-10-02 2013-10-02 N N N 51848000.00 51848000.00 0.0217 N 51848000.00 51848000.00 Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-10-01 2048-05-01 2 - 13 Government Agency Debt 31118099.48 5826745.60 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2048-11-01 1.64 - 11 Government Agency Debt 44096974.93 11092461.16 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-12-15 2048-08-15 1.125 - 9.5 Government Agency Debt 25478604.84 2714862.26 Unrated Security 2013-10-01 2013-10-01 N N N 19249034.00 19249033.80 0.0081 N 19249033.80 19249033.80 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.12% 48N99DFL6 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2035-03-16 2037-05-16 5 - 5.5 Government Agency Debt 8308000.00 13393349.51 First Tier Security 2014-01-08 2014-01-08 N N N 13000000.00 13000000.00 0.0054 Y 13000000.00 13000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-15 2043-08-15 0 - 6.5 Government Agency Debt 3620831.27 2533495.60 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-05-20 2062-10-20 0.48 - 6 Government Agency Debt 3082542.60 2591174.61 Unrated Security 2013-10-01 2013-10-01 N N N 4975386.00 4975385.86 0.0021 N 4975385.86 4975385.86 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_39304 Government Agency Repurchase Agreement Y US TREASURY 2013-10-31 2038-05-15 0.25 - 8 Treasury Debt 2511240.39 2854892.63 FEDERAL NATIONAL MORTGAGE ASSOC 2026-06-01 2043-06-01 3 - 4.5 Government Agency Debt 10867574.22 9503450.48 Unrated Security 2013-10-01 2013-10-01 N N N 12112210.00 12112209.83 0.0051 N 12112209.83 12112209.83 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2043-09-01 2.5 - 7 Government Agency Debt 9622521.45 7636138.28 FEDERAL NATIONAL MORTGAGE ASSOC 2020-05-01 2045-08-01 1.409 - 6.5 Government Agency Debt 38408065.65 13745038.69 Unrated Security 2013-10-01 2013-10-01 N N N 20961872.00 20961871.56 0.0088 N 20961871.56 20961871.56 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 47Y99C7N3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 8403373.00 3874821.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2041-08-20 3.5 - 4.5 Government Agency Debt 44895724.00 24690183.65 First Tier Security 2013-10-04 2013-10-04 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, 0.09% 47Y99C7U7 0000877559 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2042-11-20 2 - 2 Government Agency Debt 6385000.00 6122553.50 First Tier Security 2013-10-04 2013-10-04 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% 48P995BG6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 86275000.00 39781668.37 First Tier Security 2013-10-07 2013-10-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 39000000.00 39000000.00 0.0163 N 39000000.00 39000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 47Y99C8Q5 0000877559 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2041-06-20 4 - 4.5 Government Agency Debt 37155419.00 16322188.02 First Tier Security 2013-10-07 2013-10-07 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, 0.07% 48P99DJJ5 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2015-07-02 2015-07-02 0.5 - 0.5 Government Agency Debt 1928000.00 1935157.16 RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 N/A Government Agency Debt 81671000.00 46007253.92 First Tier Security 2013-10-07 2013-10-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 47000000.00 47000000.00 0.0197 N 47000000.00 47000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.07% 48P99DHV0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2032-07-15 N/A Government Agency Debt 83574000.00 36285323.58 First Tier Security 2013-10-07 2013-10-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 35572000.00 35572000.00 0.0149 N 35572000.00 35572000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.10% 48P99DCF0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-05-04 2037-05-04 N/A Government Agency Debt 83475000.00 22293668.25 First Tier Security 2013-10-07 2013-10-07 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% 48P99DCT0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2014-07-28 2014-07-28 0.17 - 0.17 Government Agency Debt 27175000.00 27187832.64 First Tier Security 2013-10-07 2013-10-07 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% 48P99DFN0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2014-07-28 2014-07-28 0.17 - 0.17 Government Agency Debt 25960000.00 25972258.89 First Tier Security 2013-10-07 2013-10-07 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, 0.10% 48P99DDR3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2014-08-27 2014-08-27 1 - 1 Government Agency Debt 22142000.00 22341204.19 TENNESEE VALLEY AUTHORITY 2021-02-15 2021-02-15 3.875 - 3.875 Government Agency Debt 32406000.00 34996009.04 First Tier Security 2013-10-07 2013-10-07 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 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% 45G99RVX5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 3.524 - 3.524 Government Agency Debt 5422217.00 4280759.00 FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-01 2041-04-01 3.593 - 3.593 Government Agency Debt 3658669.00 1852530.17 Unrated Security 2013-10-07 2013-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0025 N 6000000.00 6000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% 45G99RVQ0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2043-02-01 2.801 - 5 Government Agency Debt 810691.00 793043.13 FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2043-05-01 2.5 - 5 Government Agency Debt 19648344.00 9422488.20 Unrated Security 2013-10-07 2013-10-07 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., 0.14% 45G99RUK4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2043-07-01 2.251 - 6 Government Agency Debt 16505271.00 11294292.20 FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2043-07-01 2.5 - 5 Government Agency Debt 1261424.00 966894.94 Unrated Security 2013-10-07 2013-10-07 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., 0.14% 45G99RWF3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2042-03-01 2.955 - 5 Government Agency Debt 856619.00 734632.24 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 2.09 - 5 Government Agency Debt 7663422.00 6417026.66 Unrated Security 2013-10-07 2013-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0029 N 7000000.00 7000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99RWV8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 Government Agency Debt 3932475.00 2325688.62 FEDERAL NATIONAL MORTGAGE ASSOC 2041-02-01 2041-02-01 4 - 4 Government Agency Debt 6427106.00 4830561.26 Unrated Security 2013-10-07 2013-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0029 N 7000000.00 7000000.00 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 881873.00 713446.53 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 2.09 - 5 Government Agency Debt 12294377.00 11575558.59 Unrated Security 2013-10-07 2013-10-07 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% 45G99RWN6 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2041-04-01 3.593 - 4 Government Agency Debt 10084691.00 5106419.11 Unrated Security 2013-10-07 2013-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% 45G99RVH0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2043-02-01 2.801 - 5 Government Agency Debt 4373439.00 3885277.95 FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2043-07-01 2.09 - 5 Government Agency Debt 2234609.00 1847547.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2041-07-20 4.5 - 4.5 Government Agency Debt 1903257.00 1407916.63 Unrated Security 2013-10-07 2013-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0029 N 7000000.00 7000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.18% 45G99RVA5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2043-02-01 2.354 - 5 Government Agency Debt 238828.00 198851.08 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 2.09 - 5 Government Agency Debt 3491321.00 2865656.93 Unrated Security 2013-10-07 2013-10-07 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., 0.20% 45G99RUS7 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-02-01 2041-04-01 3.593 - 4.5 Government Agency Debt 32987234.00 11235574.71 Unrated Security 2013-10-07 2013-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 11000000.00 11000000.00 0.0046 N 11000000.00 11000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-10-31 2043-08-15 0 - 11.25 Treasury Debt 167181373.52 168117469.71 FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2032-10-15 7 - 11 Government Agency Debt 196838.62 105300.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-09-15 2054-04-15 2.34 - 9 Government Agency Debt 94154440.83 39792445.73 Unrated Security 2013-10-01 2013-10-01 N N N 203909256.00 203909256.38 0.0854 N 203909256.38 203909256.38 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_55501 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2013-11-01 2017-04-19 0 - 5.125 Government Agency Debt 425372.17 440517.89 FEDERAL HOME LOAN MORTGAGE CORP 2013-11-01 2047-09-01 2 - 12.75 Government Agency Debt 4785847.24 2530097.81 FEDERAL NATIONAL MORTGAGE ASSOC 2013-11-01 2046-07-01 1.359 - 14 Government Agency Debt 12390233.95 8718298.00 Unrated Security 2013-10-01 2013-10-01 N N N 11459700.00 11459700.21 0.0048 N 11459700.21 11459700.21 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.06% 48P99SCX8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2043-08-01 2.229 - 4 Government Agency Debt 9948302.00 9909327.45 FEDERAL NATIONAL MORTGAGE ASSOC 2026-11-01 2043-07-01 3 - 5.5 Government Agency Debt 41485245.00 16684467.79 First Tier Security 2013-10-07 2013-10-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 26072000.00 26072000.00 0.0109 N 26072000.00 26072000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.06% 48P99SBB7 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-08-01 2042-07-01 3.5 - 4 Government Agency Debt 13698978.00 14140757.30 First Tier Security 2013-10-07 2013-10-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 13589000.00 13589000.00 0.0057 N 13589000.00 13589000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.07% 48P99SCF7 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 3.404 - 3.404 Government Agency Debt 50010643.00 25003080.13 FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2042-07-01 3 - 3.5 Government Agency Debt 34236849.00 28153138.14 First Tier Security 2013-10-07 2013-10-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 51952000.00 51952000.00 0.0218 N 51952000.00 51952000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.07% 48P99SBX9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2025-11-01 3.5 - 3.5 Government Agency Debt 32148075.00 20604664.02 FEDERAL NATIONAL MORTGAGE ASSOC 2032-10-01 2041-02-01 3.161 - 3.5 Government Agency Debt 47861608.00 20127393.67 First Tier Security 2013-10-07 2013-10-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 39865000.00 39865000.00 0.0167 N 39865000.00 39865000.00 Societe Generale In a joint trading account with Societe Generale at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_74037 Government Agency Repurchase Agreement Y US TREASURY 2015-02-15 2018-01-31 0.25 - 11.25 Treasury Debt 8558283.39 8818680.29 FEDERAL HOME LOAN MORTGAGE CORP 2030-07-01 2043-09-01 3 - 4.5 Government Agency Debt 3734701.27 3373911.49 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2043-06-01 3 - 5 Government Agency Debt 10625628.63 5444773.18 Unrated Security 2013-10-01 2013-10-01 N N N 17291505.00 17291504.94 0.0072 N 17291504.94 17291504.94 UBS Securities LLC UBS Securities LLC, 0.05% 48L99MQS1 0000230611 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-12-15 2040-11-15 0.984 - 2.5 Government Agency Debt 56627436.00 39838534.71 First Tier Security 2013-10-01 2013-10-01 N N N 38629000.00 38629000.00 0.0162 N 38629000.00 38629000.00 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_06042 Government Agency Repurchase Agreement Y US TREASURY 2014-03-31 2043-08-15 0.25 - 5.125 Treasury Debt 2146911.69 2163142.13 Unrated Security 2013-10-01 2013-10-01 N N N 2120656.00 2120656.27 0.0009 N 2120656.27 2120656.27 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 48P993BA4 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2043-07-01 3.5 - 4.5 Government Agency Debt 16219118.00 15165856.59 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-01 2043-09-01 2.431 - 5 Government Agency Debt 63031922.00 47873701.08 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-10-20 2043-06-20 2.5 - 4.5 Government Agency Debt 8130946.00 7393626.38 First Tier Security 2013-11-12 2013-11-12 N N N 69041000.00 69041000.00 0.0289 Y 69041000.00 69041000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 48P993BL0 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 4.5 - 4.5 Government Agency Debt 100964.00 42144.99 FEDERAL NATIONAL MORTGAGE ASSOC 2033-03-01 2043-08-01 2.336 - 4.5 Government Agency Debt 18616720.00 16947418.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-15 2041-07-20 2.5 - 5 Government Agency Debt 11458711.00 8565382.05 First Tier Security 2013-11-15 2013-11-15 N N N 25000000.00 25000000.00 0.0105 Y 25000000.00 25000000.00