0000278001-13-000090.txt : 20140129 0000278001-13-000090.hdr.sgml : 20140129 20131205131948 ACCESSION NUMBER: 0000278001-13-000090 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131130 FILED AS OF DATE: 20131205 DATE AS OF CHANGE: 20131205 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: 131259436 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 2013-11-30 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 55 106 2368522124.77 12439924.16 268332.51 2380693716.42 0.0013 1.0002 2013-11-29 1.0002 2013-11-29 C000019554 2500.00 2380693716.42 1.00 7939858.19 84493925.13 76554066.94 0.0001 1.0002 2013-11-29 1.0002 2013-11-29 Fannie Mae Fannie Mae, 0.14% 3135G0YF4 Government Agency Debt First Tier Security 2013-12-05 2015-08-05 N N N 24000000.00 23991820.80 0.0101 N 23990568.00 23990568.00 Fannie Mae Fannie Mae, 0.14% 31398AVZ2 Government Agency Debt First Tier Security 2014-03-13 2014-03-13 N N N 2000000.00 2014545.00 0.0008 N 2014806.00 2014806.00 Fannie Mae Fannie Mae, 0.15% 3135G0PG2 Government Agency Debt First Tier Security 2013-12-11 2014-09-11 N N N 46000000.00 45992827.86 0.0193 N 46010626.00 46010626.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2013-12-21 2015-10-21 N N N 18000000.00 17996536.61 0.0076 N 17997390.00 17997390.00 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 26065671.37 0.0109 N 26069940.00 26069940.00 Fannie Mae Fannie Mae, 0.20% 3135G0BY8 Government Agency Debt First Tier Security 2014-08-28 2014-08-28 N N N 5000000.00 5024909.78 0.0021 N 5026135.00 5026135.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EA4L9 Government Agency Debt First Tier Security 2013-12-12 2014-08-12 N N N 10000000.00 9997919.14 0.0042 N 10000920.00 10000920.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 3133EC6Q2 Government Agency Debt First Tier Security 2013-12-12 2015-01-12 N N N 6000000.00 5998996.80 0.0025 N 6001068.00 6001068.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 3133EC2H6 Government Agency Debt First Tier Security 2013-12-13 2015-01-13 N N N 9000000.00 8997986.06 0.0038 N 9001584.00 9001584.00 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 28997102.14 0.0122 N 28995157.00 28995157.00 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 23995600.00 0.0101 N 23997408.00 23997408.00 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 19995555.55 0.0084 N 19997360.00 19997360.00 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 25999268.11 0.0109 N 25999376.00 25999376.00 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 23998705.94 0.0101 N 23998128.00 23998128.00 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 25999948.97 0.0109 N 25999974.00 25999974.00 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 16998902.64 0.0071 N 16998521.00 16998521.00 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 12999474.20 0.0055 N 12999324.00 12999324.00 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 11999910.35 0.0050 N 11997480.00 11997480.00 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 999966.67 0.0004 N 999995.00 999995.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313382Z22 Government Agency Debt First Tier Security 2013-12-14 2014-11-14 N N N 27000000.00 26993472.43 0.0113 N 26995599.00 26995599.00 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 6999932.68 0.0029 N 6999972.00 6999972.00 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 21998753.33 0.0092 N 21999802.00 21999802.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313380FX0 Government Agency Debt First Tier Security 2013-12-28 2014-02-28 N N N 25000000.00 24998139.75 0.0105 N 25002275.00 25002275.00 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 13999551.88 0.0059 N 13999804.00 13999804.00 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 9999821.96 0.0042 N 10000000.00 10000000.00 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 11999239.68 0.0050 N 11997324.00 11997324.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313382Y64 Government Agency Debt First Tier Security 2013-12-10 2014-11-10 N N N 14000000.00 13997991.14 0.0059 N 13999048.00 13999048.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313380F77 Government Agency Debt First Tier Security 2013-12-15 2014-05-15 N N N 17000000.00 16997259.63 0.0071 N 17001275.00 17001275.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313380H91 Government Agency Debt First Tier Security 2013-12-18 2014-02-18 N N N 16000000.00 15998949.68 0.0067 N 16001136.00 16001136.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381GC3 Government Agency Debt First Tier Security 2013-12-05 2014-06-05 N N N 25000000.00 24997402.29 0.0105 N 25002475.00 25002475.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381JC0 Government Agency Debt First Tier Security 2013-12-26 2013-12-26 N N N 32000000.00 32001051.43 0.0134 N 32001600.00 32001600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313385RX6 Government Agency Debt First Tier Security 2014-01-17 2014-01-17 N N N 22000000.00 21995978.40 0.0092 N 21998878.00 21998878.00 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 9999819.84 0.0042 N 10000210.00 10000210.00 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 11003552.04 0.0046 N 11004609.00 11004609.00 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 13999541.20 0.0059 N 14000252.00 14000252.00 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 19004141.87 0.0080 N 19005320.00 19005320.00 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 3000950.92 0.0013 N 3001161.00 3001161.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A06N5 Government Agency Debt First Tier Security 2014-07-11 2014-07-11 N N N 17000000.00 16994657.63 0.0071 N 16993421.00 16993421.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0D56 Government Agency Debt First Tier Security 2013-12-25 2015-11-25 N N N 10000000.00 9996012.84 0.0042 N 9996080.00 9996080.00 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 1000097.12 0.0004 N 1000206.00 1000206.00 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 12999177.14 0.0055 N 13000767.00 13000767.00 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 3000220.87 0.0013 N 3000573.00 3000573.00 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 10000422.50 0.0042 N 10001610.00 10001610.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% to 0.20% 3133XLJP9 Government Agency Debt First Tier Security 2014-08-13 2014-08-13 N N N 27000000.00 28008998.60 0.0118 N 28018926.00 28018926.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A04T4 Government Agency Debt First Tier Security 2014-09-08 2014-09-08 N N N 9000000.00 9000887.37 0.0038 N 8999109.00 8999109.00 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 16999874.22 0.0071 N 17003043.00 17003043.00 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 14999839.38 0.0063 N 15000270.00 15000270.00 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 15999818.12 0.0067 N 16000480.00 16000480.00 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 9999821.75 0.0042 N 10000680.00 10000680.00 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 14999413.02 0.0063 N 15003300.00 15003300.00 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 13092816.35 0.0055 N 13095441.20 13095441.20 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 9365099.18 0.0039 N 9366523.73 9366523.73 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 2999395.13 0.0013 N 2999907.00 2999907.00 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 6000500.79 0.0025 N 6001272.00 6001272.00 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 12998999.15 0.0055 N 13002873.00 13002873.00 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 4997205.07 0.0021 N 4998470.00 4998470.00 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 4000033.79 0.0017 N 4000068.00 4000068.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A0A91 Government Agency Debt First Tier Security 2014-10-30 2014-10-30 N N N 7000000.00 7000000.00 0.0029 N 7001785.00 7001785.00 Freddie Mac Freddie Mac, 0.10% 313397TH4 Government Agency Debt First Tier Security 2014-02-20 2014-02-20 N N N 24000000.00 23994600.00 0.0101 N 23996808.00 23996808.00 Freddie Mac Freddie Mac, 0.12% 313397YM7 Government Agency Debt First Tier Security 2014-06-24 2014-06-24 N N N 22000000.00 21984966.67 0.0092 N 21988780.00 21988780.00 Freddie Mac Freddie Mac, 0.13% 313397YP0 Government Agency Debt First Tier Security 2014-06-26 2014-06-26 N N N 20000000.00 19985049.99 0.0084 N 19989700.00 19989700.00 Freddie Mac Freddie Mac, 0.14% 313397VX6 Government Agency Debt First Tier Security 2014-04-23 2014-04-23 N N N 13000000.00 12992770.56 0.0055 N 12995905.00 12995905.00 Freddie Mac Freddie Mac, 0.15% 3134G4J33 Government Agency Debt First Tier Security 2013-12-16 2015-10-16 N N N 21000000.00 21000000.00 0.0088 N 21008883.00 21008883.00 Freddie Mac Freddie Mac, 0.15% 313397RT0 Government Agency Debt First Tier Security 2014-01-13 2014-01-13 N N N 8000000.00 7998566.67 0.0034 N 7999624.00 7999624.00 Freddie Mac Freddie Mac, 0.16% 3134G4DT2 Government Agency Debt First Tier Security 2013-12-16 2015-07-16 N N N 18000000.00 17997042.42 0.0076 N 17999352.00 17999352.00 Freddie Mac Freddie Mac, 0.16% 3134G4DU9 Government Agency Debt First Tier Security 2013-12-17 2015-07-17 N N N 18000000.00 17997037.42 0.0076 N 17999352.00 17999352.00 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2013-12-26 2015-06-26 N N N 11000000.00 10998276.16 0.0046 N 10999923.00 10999923.00 Freddie Mac Freddie Mac, 0.17% 3134G3BF6 Government Agency Debt First Tier Security 2013-12-23 2013-12-23 N N N 19000000.00 19005123.96 0.0080 N 19005377.00 19005377.00 Freddie Mac Freddie Mac, 0.19% 3134G2WG3 Government Agency Debt First Tier Security 2014-09-22 2014-09-22 N N N 1000000.00 1004461.19 0.0004 N 1004605.00 1004605.00 Freddie Mac Freddie Mac, 0.20% 3134G2UA8 Government Agency Debt First Tier Security 2014-08-20 2014-08-20 N N N 5000000.00 5028653.13 0.0021 N 5029105.00 5029105.00 Freddie Mac Freddie Mac, 0.21% 3134G35W6 Government Agency Debt First Tier Security 2014-02-28 2014-02-28 N N N 15000000.00 14999347.01 0.0063 N 15002895.00 15002895.00 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796BE8 Treasury Debt First Tier Security 2014-05-01 2014-05-01 N N N 28000000.00 27990604.43 0.0118 N 27989220.00 27989220.00 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796CM9 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 33000000.00 32985631.25 0.0139 N 32985711.00 32985711.00 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796CZ0 Treasury Debt First Tier Security 2014-05-22 2014-05-22 N N N 24000000.00 23988533.33 0.0101 N 23988888.00 23988888.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828QC7 Treasury Debt First Tier Security 2014-04-15 2014-04-15 N N N 24000000.00 24102039.75 0.0101 N 24099384.00 24099384.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828SR2 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 13000000.00 13007605.79 0.0055 N 13006604.00 13006604.00 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 14074181.77 0.0059 N 14074368.00 14074368.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828SW1 Treasury Debt First Tier Security 2014-05-31 2014-05-31 N N N 19000000.00 19012503.92 0.0080 N 19011134.00 19011134.00 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 10031969.50 0.0042 N 10032030.00 10032030.00 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 5019660.92 0.0021 N 5019725.00 5019725.00 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 13041122.12 0.0055 N 13043160.00 13043160.00 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 8008150.88 0.0034 N 8008752.00 8008752.00 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 16065973.84 0.0067 N 16068128.00 16068128.00 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 12026589.28 0.0051 N 12027660.00 12027660.00 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 18018999.53 0.0076 N 18018990.00 18018990.00 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 11999175.12 0.0050 N 11999532.00 11999532.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.10% 48N9975R7 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2036-07-01 2.481 - 3 Government Agency Debt 12475352.00 9630052.23 FEDERAL NATIONAL MORTGAGE ASSOC 2032-06-01 2043-08-01 2.786 - 4.5 Government Agency Debt 14389658.00 12578018.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2062-08-20 2062-11-20 4.546 - 4.579 Government Agency Debt 5150881.00 5335448.25 First Tier Security 2013-12-06 2013-12-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 27000000.00 27000000.00 0.0113 N 27000000.00 27000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48P999SF2 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-10-01 2043-07-01 3.5 - 5.5 Government Agency Debt 110382708.00 7886714.73 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2047-06-01 2.105 - 6.5 Government Agency Debt 49834589.00 13312928.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-07-20 2043-11-20 3 - 5.5 Government Agency Debt 11488649.00 4292564.23 First Tier Security 2013-12-06 2013-12-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 24991000.00 24991000.00 0.0105 N 24991000.00 24991000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 48P999UR3 0001197610 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2042-01-01 4 - 4.5 Government Agency Debt 2903451.00 1425382.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2042-03-20 2.5 - 4.5 Government Agency Debt 39708421.00 26170557.61 First Tier Security 2013-12-06 2013-12-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 27000000.00 27000000.00 0.0113 N 27000000.00 27000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 11/29/2013 due 12/02/2013 48Q99D6J8_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-07-01 2043-12-01 0.468 - 7 Government Agency Debt 22628505.81 16601364.88 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2043-12-01 0.486 - 6.5 Government Agency Debt 27556962.98 24099963.05 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-16 2043-11-20 2.5 - 5.5 Government Agency Debt 5033734.17 4426772.07 Unrated Security 2013-12-02 2013-12-02 N N N 44113935.00 44113934.58 0.0185 N 44113934.58 44113934.58 Citibank NA Citibank NA, 0.09% 48M99G7L9 0000036684 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-05-01 2040-05-01 6.5 - 6.5 Government Agency Debt 222904.00 86084.03 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2043-11-20 4 - 4 Government Agency Debt 47047092.00 49850680.49 First Tier Security 2013-12-04 2013-12-04 N N N 48957000.00 48957000.00 0.0206 N 48957000.00 48957000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.12% 48N99DFL6 0000318336 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-11-25 2039-11-25 4.5 - 4.5 Government Agency Debt 13545000.00 13396941.82 First Tier Security 2014-01-08 2014-01-08 N N N 13000000.00 13000000.00 0.0055 Y 13000000.00 13000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.08% 48K99V5P1 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2043-11-01 2.5 - 4.5 Government Agency Debt 4886365.00 4761099.32 FEDERAL NATIONAL MORTGAGE ASSOC 2021-07-01 2043-09-01 2.5 - 5 Government Agency Debt 7930741.00 7479771.70 First Tier Security 2013-12-02 2013-12-02 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0050 N 12000000.00 12000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48P995CJ9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 Government Agency Debt 5385000.00 4416720.97 First Tier Security 2013-12-04 2013-12-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4328000.00 4328000.00 0.0018 N 4328000.00 4328000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.12% 48P995GU0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2028-05-01 2.5 - 4 Government Agency Debt 60039216.00 37454729.28 First Tier Security 2013-12-06 2013-12-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 36718000.00 36718000.00 0.0154 N 36718000.00 36718000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 48P995DN9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 Government Agency Debt 3475000.00 2850158.84 First Tier Security 2013-12-06 2013-12-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2791000.00 2791000.00 0.0012 N 2791000.00 2791000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.07% 48P99DVV4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2014-11-25 2014-11-25 0.106 - 0.106 Government Agency Debt 33770000.00 33767020.74 First Tier Security 2013-12-06 2013-12-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 33100000.00 33100000.00 0.0139 N 33100000.00 33100000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.07% 48P99DXK6 Government Agency Repurchase Agreement Y US TREASURY 2014-02-13 2014-02-13 N/A Treasury Debt 24483000.00 24481041.36 First Tier Security 2013-12-06 2013-12-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 24000000.00 24000000.00 0.0101 N 24000000.00 24000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.07% 48P99DXC4 Government Agency Repurchase Agreement Y US TREASURY 2014-02-13 2014-02-13 N/A Treasury Debt 24483000.00 24481041.36 First Tier Security 2013-12-06 2013-12-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 24000000.00 24000000.00 0.0101 N 24000000.00 24000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48P99DYC3 Government Agency Repurchase Agreement Y US TREASURY 2014-02-13 2014-02-13 N/A Treasury Debt 22354000.00 22352211.68 First Tier Security 2013-12-06 2013-12-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 21913000.00 21913000.00 0.0092 N 21913000.00 21913000.00 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 2027-10-01 2043-02-01 2.5 - 5 Government Agency Debt 981309.00 906709.66 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 1.922 - 5.5 Government Agency Debt 20809802.00 9296543.23 Unrated Security 2013-12-04 2013-12-04 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% 45G99RXD7 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2043-07-01 2.244 - 5 Government Agency Debt 1240709.00 863406.23 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 2.085 - 5.5 Government Agency Debt 6105925.00 5257569.66 Unrated Security 2013-12-06 2013-12-06 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% 45G99RWF3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2042-08-01 2.5 - 5 Government Agency Debt 988791.00 781253.20 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 1.922 - 5.5 Government Agency Debt 9717722.00 6360773.91 Unrated Security 2013-12-06 2013-12-06 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% 45G99RXL9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2031-12-01 3.5 - 4 Government Agency Debt 3192.00 2502.24 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 2.853 - 5.5 Government Agency Debt 54600724.00 6118543.99 Unrated Security 2013-12-06 2013-12-06 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., 0.15% 45G99RWV8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2042-08-01 2.5 - 5 Government Agency Debt 93823.00 41168.92 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 1.922 - 5.5 Government Agency Debt 9684659.00 7101003.10 Unrated Security 2013-12-06 2013-12-06 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% 45G99RWN6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2042-08-01 2.5 - 4 Government Agency Debt 7582992.00 5056488.76 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 2.853 - 5.5 Government Agency Debt 96319.00 45062.67 Unrated Security 2013-12-06 2013-12-06 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., 0.15% 45G99RYB0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2042-08-01 2.5 - 5 Government Agency Debt 8183368.00 5961445.72 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 3 - 5.5 Government Agency Debt 409030.00 158885.92 Unrated Security 2013-12-06 2013-12-06 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., 0.16% 45G99RXT2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2043-07-01 2.244 - 5 Government Agency Debt 16586820.00 11160382.55 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 1.922 - 5.5 Government Agency Debt 1681492.00 1081140.81 Unrated Security 2013-12-06 2013-12-06 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., 0.17% 45G99RVH0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2043-02-01 2.5 - 5 Government Agency Debt 4681746.00 3936738.79 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2048-08-01 1.922 - 5.5 Government Agency Debt 12116903.00 3206093.66 Unrated Security 2013-12-06 2013-12-06 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 2027-10-01 2043-02-01 2.352 - 5 Government Agency Debt 221152.00 188718.64 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 2.085 - 5.5 Government Agency Debt 5268257.00 2872643.22 Unrated Security 2013-12-06 2013-12-06 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 HOME LOAN MORTGAGE CORP 2026-04-01 2042-08-01 2.5 - 5 Government Agency Debt 344617.00 242770.23 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 1.922 - 5.5 Government Agency Debt 33298745.00 10982840.67 Unrated Security 2013-12-06 2013-12-06 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 U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48Q99AKB5 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2019-08-15 2022-08-15 3.625 - 7.25 Treasury Debt 23946815.00 27143064.86 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-18 2043-10-01 2.495 - 5.25 Government Agency Debt 103525.00 114625.32 First Tier Security 2013-12-06 2013-12-06 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 26722000.00 26722000.00 0.0112 N 26722000.00 26722000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 11/29/2013 due 12/02/2013 48Q99D6J8_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-12-19 2043-08-15 0 - 9.125 Treasury Debt 130132729.02 133895678.37 FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2043-11-01 1.789 - 6.5 Government Agency Debt 70917106.53 48892480.88 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-25 2045-09-01 1.75 - 8.356 Government Agency Debt 68911856.58 46274640.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-15 2055-01-15 1.75 - 7 Government Agency Debt 164815546.09 106286179.21 Unrated Security 2013-12-02 2013-12-02 N N N 328571065.00 328571065.42 0.1380 N 328571065.42 328571065.42 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.09% 48P99SGP1 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4.5 - 4.5 Government Agency Debt 458823.00 491653.16 FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-01 2043-11-01 0 - 5 Government Agency Debt 31757624.00 23275179.25 First Tier Security 2013-12-06 2013-12-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 23300000.00 23300000.00 0.0098 N 23300000.00 23300000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SGU0 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2043-07-01 2.5 - 4.5 Government Agency Debt 27010176.00 23766924.35 First Tier Security 2013-12-06 2013-12-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 23300000.00 23300000.00 0.0098 N 23300000.00 23300000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SHF2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2040-09-01 2.5 - 3.638 Government Agency Debt 42450196.00 24849896.67 FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2026-07-01 4.5 - 4.5 Government Agency Debt 46119.00 32674.51 First Tier Security 2013-12-06 2013-12-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24394000.00 24394000.00 0.0102 N 24394000.00 24394000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SGF3 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2043-07-01 2.303 - 4.5 Government Agency Debt 44489483.00 36560566.66 First Tier Security 2013-12-06 2013-12-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 35842000.00 35842000.00 0.0151 N 35842000.00 35842000.00 UBS Securities LLC UBS Securities LLC, 0.09% 48L99MUU1 0000230611 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-15 2040-11-15 0.974 - 0.974 Government Agency Debt 52693200.00 38035380.97 First Tier Security 2013-12-03 2013-12-03 N N N 36927000.00 36927000.00 0.0155 N 36927000.00 36927000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% 48P993FS1 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2019-10-23 2019-10-23 1.5 - 1.5 Government Agency Debt 10000.00 9715.90 FEDERAL HOME LOAN MORTGAGE CORP 2023-12-01 2043-08-01 2.5 - 3 Government Agency Debt 227899.00 218256.00 FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2023-11-01 3.41 - 3.41 Government Agency Debt 4294861.00 4340099.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-15 2040-10-15 4 - 4 Government Agency Debt 7535506.00 4635349.99 First Tier Security 2014-02-10 2014-02-10 N N N 9000000.00 9000000.00 0.0038 Y 9000000.00 9000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% 48P993GF8 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-12-01 2043-09-01 0.574 - 4.5 Government Agency Debt 38929986.00 36745787.30 FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-01 2043-02-01 2.5 - 4 Government Agency Debt 8435025.00 7930296.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2039-10-20 5 - 5 Government Agency Debt 6983114.00 6333228.05 First Tier Security 2014-02-14 2014-02-14 N N N 50000000.00 50000000.00 0.0210 Y 50000000.00 50000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48P993GX9 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-12-01 2043-08-01 0.574 - 4 Government Agency Debt 2830192.00 1297120.39 FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-01 2043-11-01 2.5 - 4.5 Government Agency Debt 13307249.00 10646556.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-15 2041-07-20 2.5 - 5 Government Agency Debt 17394575.00 13610355.75 First Tier Security 2014-02-13 2014-02-13 N N N 25000000.00 25000000.00 0.0105 Y 25000000.00 25000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.12% 48Q99AKH2 0000812291 Treasury Repurchase Agreement Y US TREASURY 2014-09-30 2019-08-15 0.25 - 3.625 Treasury Debt 53304765.00 55786866.01 First Tier Security 2013-12-06 2013-12-06 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 54691000.00 54691000.00 0.0230 N 54691000.00 54691000.00