0000278001-14-000019.txt : 20140401 0000278001-14-000019.hdr.sgml : 20140401 20140206145952 ACCESSION NUMBER: 0000278001-14-000019 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140131 FILED AS OF DATE: 20140206 DATE AS OF CHANGE: 20140206 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: 14579637 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 2014-01-31 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 54 104 2337181607.71 1678694.68 230865.47 2338629436.92 0.0012 1.0003 2014-01-31 1.0003 2014-01-31 C000019554 2500.00 2338629436.92 1.00 -13920340.36 80974631.85 94894972.21 0.0001 1.0003 2014-01-31 1.0003 2014-01-31 Fannie Mae Fannie Mae, 0.14% 3135G0YF4 Government Agency Debt First Tier Security 2014-02-05 2015-08-05 N N N 24000000.00 23992649.41 0.0103 N 23996280.00 23996280.00 Fannie Mae Fannie Mae, 0.14% 3135G0PG2 Government Agency Debt First Tier Security 2014-02-11 2014-09-11 N N N 46000000.00 45994393.61 0.0197 N 46013662.00 46013662.00 Fannie Mae Fannie Mae, 0.14% 31398AVZ2 Government Agency Debt First Tier Security 2014-03-13 2014-03-13 N N N 2000000.00 2005703.92 0.0009 N 2005930.00 2005930.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-02-21 2015-10-21 N N N 18000000.00 17996848.27 0.0077 N 18000468.00 18000468.00 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 26019402.90 0.0111 N 26020280.00 26020280.00 Fannie Mae Fannie Mae, 0.20% 3135G0BY8 Government Agency Debt First Tier Security 2014-08-28 2014-08-28 N N N 5000000.00 5019189.75 0.0021 N 5021510.00 5021510.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EA4L9 Government Agency Debt First Tier Security 2014-02-12 2014-08-12 N N N 10000000.00 9998427.06 0.0043 N 10001630.00 10001630.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EC6Q2 Government Agency Debt First Tier Security 2014-02-12 2015-01-12 N N N 6000000.00 5999149.62 0.0026 N 6002364.00 6002364.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EC2H6 Government Agency Debt First Tier Security 2014-02-13 2015-01-13 N N N 9000000.00 8998292.10 0.0038 N 9003546.00 9003546.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385TJ5 Government Agency Debt First Tier Security 2014-02-21 2014-02-21 N N N 27000000.00 26998800.00 0.0115 N 26999730.00 26999730.00 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 28998574.83 0.0124 N 28999043.00 28999043.00 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 23999733.33 0.0103 N 23999976.00 23999976.00 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 19999000.00 0.0086 N 19999820.00 19999820.00 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 25999777.96 0.0111 N 26000364.00 26000364.00 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 23999550.49 0.0103 N 24000000.00 24000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385UF1 Government Agency Debt First Tier Security 2014-03-14 2014-03-14 N N N 40000000.00 39995490.00 0.0171 N 39999120.00 39999120.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385VC7 Government Agency Debt First Tier Security 2014-04-04 2014-04-04 N N N 18000000.00 17997055.00 0.0077 N 17998794.00 17998794.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385ZU3 Government Agency Debt First Tier Security 2014-07-25 2014-07-25 N N N 24910000.00 24897960.15 0.0106 N 24902850.83 24902850.83 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313382Z22 Government Agency Debt First Tier Security 2014-02-14 2014-11-14 N N N 27000000.00 26994635.39 0.0115 N 27001188.00 27001188.00 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 12999821.01 0.0056 N 13000117.00 13000117.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385UL8 Government Agency Debt First Tier Security 2014-03-19 2014-03-19 N N N 13000000.00 12998206.00 0.0056 N 12999688.00 12999688.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313380T80 Government Agency Debt First Tier Security 2014-03-24 2014-03-24 N N N 17000000.00 16999504.73 0.0073 N 17002550.00 17002550.00 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 11999939.30 0.0051 N 12001284.00 12001284.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313382Y64 Government Agency Debt First Tier Security 2014-02-10 2014-11-10 N N N 14000000.00 13998353.20 0.0060 N 14001638.00 14001638.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313380F77 Government Agency Debt First Tier Security 2014-02-15 2014-05-15 N N N 17000000.00 16998289.34 0.0073 N 17001530.00 17001530.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313380H91 Government Agency Debt First Tier Security 2014-02-18 2014-02-18 N N N 16000000.00 15999773.98 0.0068 N 16000608.00 16000608.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313380FX0 Government Agency Debt First Tier Security 2014-02-28 2014-02-28 N N N 25000000.00 24999435.66 0.0107 N 25001750.00 25001750.00 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 11999470.76 0.0051 N 12001404.00 12001404.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A0PH7 Government Agency Debt First Tier Security 2014-07-23 2014-07-23 N N N 6120000.00 6119102.86 0.0026 N 6119498.16 6119498.16 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0CR9 Government Agency Debt First Tier Security 2014-06-02 2014-06-02 N N N 22000000.00 21998432.78 0.0094 N 22002178.00 22002178.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313385XR2 Government Agency Debt First Tier Security 2014-06-04 2014-06-04 N N N 18000000.00 17992124.58 0.0077 N 17996976.00 17996976.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% to 0.14% 313385XT8 Government Agency Debt First Tier Security 2014-06-06 2014-06-06 N N N 42000000.00 41980312.50 0.0180 N 41992818.00 41992818.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0K82 Government Agency Debt First Tier Security 2014-07-07 2014-07-07 N N N 2000000.00 1999972.13 0.0009 N 2000374.00 2000374.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0KJ8 Government Agency Debt First Tier Security 2014-07-08 2014-07-08 N N N 19120000.00 19119111.39 0.0082 N 19122657.68 19122657.68 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381GC3 Government Agency Debt First Tier Security 2014-02-05 2014-06-05 N N N 25000000.00 24998268.19 0.0107 N 25002750.00 25002750.00 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 13999965.76 0.0060 N 14000042.00 14000042.00 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 19000717.92 0.0081 N 19000988.00 19000988.00 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 3000257.31 0.0013 N 3000351.00 3000351.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0D56 Government Agency Debt First Tier Security 2014-02-25 2015-11-25 N N N 10000000.00 9996354.28 0.0043 N 9997740.00 9997740.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0GM6 Government Agency Debt First Tier Security 2014-03-13 2014-08-01 N N N 21000000.00 21000000.00 0.0090 N 21001092.00 21001092.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313385XY7 Government Agency Debt First Tier Security 2014-06-11 2014-06-11 N N N 18000000.00 17990965.00 0.0077 N 17996796.00 17996796.00 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 16996149.64 0.0073 N 16999881.00 16999881.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0EP1 Government Agency Debt First Tier Security 2014-02-11 2015-12-11 N N N 22000000.00 21995833.12 0.0094 N 21998262.00 21998262.00 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 1000040.84 0.0004 N 1000125.00 1000125.00 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 12999649.52 0.0056 N 13000832.00 13000832.00 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 3000102.82 0.0013 N 3000405.00 3000405.00 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 10000198.61 0.0043 N 10001220.00 10001220.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0HG8 Government Agency Debt First Tier Security 2014-06-19 2014-06-19 N N N 20000000.00 19998741.47 0.0086 N 20003780.00 20003780.00 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 27763673.45 0.0119 N 27777897.00 27777897.00 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 9000691.58 0.0038 N 9002025.00 9002025.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0L99 Government Agency Debt First Tier Security 2014-10-09 2014-10-09 N N N 8000000.00 7999910.62 0.0034 N 8000960.00 8000960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0NQ9 Government Agency Debt First Tier Security 2014-10-14 2014-10-14 N N N 20000000.00 19998725.93 0.0086 N 20000820.00 20000820.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0MG2 Government Agency Debt First Tier Security 2014-10-15 2014-10-15 N N N 11000000.00 10999296.52 0.0047 N 11000429.00 11000429.00 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 16999933.75 0.0073 N 17002567.00 17002567.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A0KQ2 Government Agency Debt First Tier Security 2015-01-13 2015-01-13 N N N 10000000.00 9995038.13 0.0043 N 9997260.00 9997260.00 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 14999732.26 0.0064 N 15002160.00 15002160.00 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 13094430.06 0.0056 N 13100327.50 13100327.50 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 9366176.67 0.0040 N 9370131.18 9370131.18 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 2999527.18 0.0013 N 3000849.00 3000849.00 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 12999278.67 0.0056 N 13005616.00 13005616.00 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 4997861.45 0.0021 N 5000140.00 5000140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A0FL9 Government Agency Debt First Tier Security 2015-01-09 2015-01-09 N N N 16000000.00 16000000.00 0.0068 N 16005824.00 16005824.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A0J43 Government Agency Debt First Tier Security 2015-01-20 2015-01-20 N N N 11000000.00 10998933.68 0.0047 N 11004598.00 11004598.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A0JD3 Government Agency Debt First Tier Security 2015-01-21 2015-01-21 N N N 8000000.00 7999815.63 0.0034 N 8002976.00 8002976.00 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 0.0030 N 7001981.00 7001981.00 Freddie Mac Freddie Mac, 0.10% 313397TH4 Government Agency Debt First Tier Security 2014-02-20 2014-02-20 N N N 24000000.00 23998733.33 0.0103 N 23999784.00 23999784.00 Freddie Mac Freddie Mac, 0.10% 313397ZX2 Government Agency Debt First Tier Security 2014-07-28 2014-07-28 N N N 9400000.00 9395378.33 0.0040 N 9397255.20 9397255.20 Freddie Mac Freddie Mac, 0.12% 313397YM7 Government Agency Debt First Tier Security 2014-06-24 2014-06-24 N N N 22000000.00 21989513.34 0.0094 N 21995688.00 21995688.00 Freddie Mac Freddie Mac, 0.13% 313397XW6 Government Agency Debt First Tier Security 2014-06-09 2014-06-09 N N N 11000000.00 10994915.56 0.0047 N 10998075.00 10998075.00 Freddie Mac Freddie Mac, 0.13% 313397YP0 Government Agency Debt First Tier Security 2014-06-26 2014-06-26 N N N 20000000.00 19989527.77 0.0085 N 19996020.00 19996020.00 Freddie Mac Freddie Mac, 0.14% 3134G4J33 Government Agency Debt First Tier Security 2014-02-16 2015-10-16 N N N 21000000.00 21000000.00 0.0090 N 21011445.00 21011445.00 Freddie Mac Freddie Mac, 0.14% 313397VX6 Government Agency Debt First Tier Security 2014-04-23 2014-04-23 N N N 13000000.00 12995905.00 0.0056 N 12998856.00 12998856.00 Freddie Mac Freddie Mac, 0.15% 3134G4DT2 Government Agency Debt First Tier Security 2014-02-16 2015-07-16 N N N 18000000.00 17997352.16 0.0077 N 18003420.00 18003420.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-02-17 2015-07-17 N N N 18000000.00 17997347.17 0.0077 N 18003402.00 18003402.00 Freddie Mac Freddie Mac, 0.15% 3134G4C97 Government Agency Debt First Tier Security 2014-02-26 2015-06-26 N N N 11000000.00 10998463.01 0.0047 N 11002475.00 11002475.00 Freddie Mac Freddie Mac, 0.19% 3134G2WG3 Government Agency Debt First Tier Security 2014-09-22 2014-09-22 N N N 1000000.00 1003523.58 0.0004 N 1003961.00 1003961.00 Freddie Mac Freddie Mac, 0.20% 3134G2UA8 Government Agency Debt First Tier Security 2014-08-20 2014-08-20 N N N 5000000.00 5021872.61 0.0021 N 5023515.00 5023515.00 Freddie Mac Freddie Mac, 0.21% 3134G35W6 Government Agency Debt First Tier Security 2014-02-28 2014-02-28 N N N 15000000.00 14999801.90 0.0064 N 15001155.00 15001155.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828TA8 Treasury Debt First Tier Security 2014-06-30 2014-06-30 N N N 23000000.00 23015806.61 0.0098 N 23015272.00 23015272.00 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 24055177.04 0.0103 N 24055320.00 24055320.00 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 13004462.06 0.0056 N 13005083.00 13005083.00 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 19008220.81 0.0081 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 10012910.76 0.0043 N 10012110.00 10012110.00 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 5012273.18 0.0021 N 5012890.00 5012890.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828KJ8 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 12000000.00 12030642.77 0.0051 N 12029532.00 12029532.00 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 13028114.10 0.0056 N 13030979.00 13030979.00 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 16020014.53 0.0069 N 16018752.00 16018752.00 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 12004898.02 0.0051 N 12004224.00 12004224.00 Bank of America NA In a joint trading account with Bank of America NA at 0.05%, dated 1/31/2014 due 02/03/2014 48R998WV2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-10-01 2.206 - 8 Government Agency Debt 17599542.23 3263883.33 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2042-07-01 2.206 - 9.5 Government Agency Debt 52278304.37 11075887.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-04-20 0.347 - 7 Government Agency Debt 27385980.18 11171356.61 Unrated Security 2014-02-03 2014-02-03 N N N 24923843.00 24923843.27 0.0107 N 24923843.27 24923843.27 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.06% 48P9998J6 0001197610 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-03-20 2042-03-20 2.5 - 2.5 Government Agency Debt 38173180.00 24145539.98 First Tier Security 2014-02-07 2014-02-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 23664000.00 23664000.00 0.0101 N 23664000.00 23664000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.06% 48S99WBE9 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-11-01 2036-11-01 2.418 - 2.418 Government Agency Debt 3589258.00 204014.30 FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2043-11-01 3 - 5.5 Government Agency Debt 9118694.00 8313333.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-01-20 2044-01-20 1.625 - 4.5 Government Agency Debt 822615749.00 64081081.75 GINNIE MAE 2041-02-20 2041-02-20 3.5 - 3.5 Government Agency Debt 1026118.00 1023706.19 First Tier Security 2014-02-07 2014-02-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 72177000.00 72177000.00 0.0309 N 72177000.00 72177000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 48P999UR3 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-10-01 2042-09-01 2.225 - 7.5 Government Agency Debt 28409300.00 3239018.99 FEDERAL NATIONAL MORTGAGE ASSOC 2018-01-01 2042-08-01 3.5 - 6.5 Government Agency Debt 2034183.00 382029.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-04-15 2044-01-20 2 - 5 Government Agency Debt 30424763.00 23924031.92 First Tier Security 2014-02-07 2014-02-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 27000000.00 27000000.00 0.0115 N 27000000.00 27000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 1/31/2014 due 02/03/2014 48R998WV2_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-02-13 2043-11-15 0 - 10.625 Treasury Debt 7749572.36 7787758.94 FEDERAL HOME LOAN MORTGAGE CORP 2025-11-15 2043-12-15 0.46 - 6 Government Agency Debt 8424944.02 6389830.56 FEDERAL NATIONAL MORTGAGE ASSOC 2039-04-25 2042-07-25 0.565 - 4.5 Government Agency Debt 5276485.00 3150193.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-16 2043-10-20 2.5 - 5.25 Government Agency Debt 2392982.65 2013496.27 Unrated Security 2014-02-03 2014-02-03 N N N 18847535.00 18847535.25 0.0081 N 18847535.25 18847535.25 Citibank NA Citibank NA, 0.04% 48S99BFT8 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-12-01 2036-10-01 3 - 6 Government Agency Debt 71002077.00 15042452.80 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2042-05-01 2.231 - 4 Government Agency Debt 144414086.00 49918826.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-04-20 2039-04-15 4.5 - 5 Government Agency Debt 14134251.00 8479210.52 First Tier Security 2014-02-04 2014-02-04 N N N 72000000.00 72000000.00 0.0308 N 72000000.00 72000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.12% 48N99DMA2 0000318336 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-11-25 2039-11-25 4.5 - 4.5 Government Agency Debt 13050000.00 12362303.33 First Tier Security 2014-05-08 2014-05-08 N N N 12000000.00 12000000.00 0.0051 Y 12000000.00 12000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995MN9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-08-01 3.5 - 3.5 Government Agency Debt 40486721.00 36904004.77 First Tier Security 2014-02-07 2014-02-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 36176000.00 36176000.00 0.0155 N 36176000.00 36176000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.12% 48P995HN5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2026-09-01 3.5 - 3.5 Government Agency Debt 11840000.00 8615133.08 First Tier Security 2014-02-03 2014-02-03 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 8442000.00 8442000.00 0.0036 N 8442000.00 8442000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.12% 48P995JN3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2042-08-01 3.5 - 3.5 Government Agency Debt 19668000.00 14615502.76 First Tier Security 2014-02-07 2014-02-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 14324000.00 14324000.00 0.0061 N 14324000.00 14324000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.07% 48S99RBM2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-10-01 2.316 - 2.316 Government Agency Debt 78252.00 64280.70 FEDERAL NATIONAL MORTGAGE ASSOC 2033-04-01 2043-05-01 3 - 3 Government Agency Debt 50915243.00 48619247.73 First Tier Security 2014-02-07 2014-02-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 47727000.00 47727000.00 0.0204 N 47727000.00 47727000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.11% 45G99R2E9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2043-10-01 2.246 - 5 Government Agency Debt 3516568.00 2847863.35 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2048-08-01 1.893 - 5.5 Government Agency Debt 13057622.00 4292682.45 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.11% 45G99R3D0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2043-10-01 2.246 - 4.5 Government Agency Debt 713501.00 626425.88 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 2.089 - 4.5 Government Agency Debt 6572224.00 5493817.47 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0026 N 6000000.00 6000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.13% 45G99R3Q1 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 1.893 - 4.5 Government Agency Debt 9220630.00 7140129.24 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.13% 45G99R2R0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2043-10-01 2.246 - 4 Government Agency Debt 147476.00 139458.28 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 2.089 - 4.5 Government Agency Debt 10454680.00 8021072.30 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0034 N 8000000.00 8000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99RYJ3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2043-10-01 2.5 - 4 Government Agency Debt 887359.00 837701.06 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 1.893 - 4.073 Government Agency Debt 21463894.00 9364892.32 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0043 N 10000000.00 10000000.00 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 2026-11-01 2043-10-01 3.5 - 4 Government Agency Debt 13066460.00 5506189.82 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-09-01 2.131 - 4.5 Government Agency Debt 1049136.00 616462.53 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0026 N 6000000.00 6000000.00 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 2027-10-01 2043-10-01 2.5 - 4 Government Agency Debt 5471900.00 4050913.04 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 3 - 4.5 Government Agency Debt 5003908.00 2071054.79 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0026 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 2027-10-01 2043-10-01 2.246 - 4.5 Government Agency Debt 15887604.00 10452866.67 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 1.893 - 4.5 Government Agency Debt 2623066.00 1792083.82 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0051 N 12000000.00 12000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% 45G99RYS3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2043-10-01 2.348 - 4.5 Government Agency Debt 1563986.00 1254013.05 FEDERAL NATIONAL MORTGAGE ASSOC 2023-02-01 2043-11-01 1.893 - 5.5 Government Agency Debt 8938811.00 5887639.29 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 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 2026-11-01 2043-10-01 2.5 - 4.5 Government Agency Debt 9852431.00 4230863.76 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 1.893 - 4.5 Government Agency Debt 14960700.00 6998673.14 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 11000000.00 11000000.00 0.0047 N 11000000.00 11000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48Q99AKB5 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2014-05-01 2014-05-01 N/A Treasury Debt 14148100.00 14147817.04 FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2043-10-01 2.494 - 5 Government Agency Debt 197861.00 33299.30 FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-01 2043-09-01 2.899 - 4 Government Agency Debt 12516062.00 2564558.01 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2042-06-20 4 - 5 Government Agency Debt 12400955.00 10519234.68 First Tier Security 2014-02-07 2014-02-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 26722000.00 26722000.00 0.0114 N 26722000.00 26722000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 1/31/2014 due 02/03/2014 48R998WV2_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-02-06 2043-11-15 0 - 7.5 Treasury Debt 84603717.60 88350735.91 FEDERAL FARM CREDIT 2014-07-28 2024-01-22 0.25 - 5 Government Agency Debt 593353.98 576736.21 FEDERAL HOME LOAN BANK 2014-07-18 2025-09-05 0 - 2.9 Government Agency Debt 8771268.16 8766142.23 FEDERAL HOME LOAN MORTGAGE CORP 2015-08-21 2044-02-01 0.625 - 5.679 Government Agency Debt 31834209.61 18217010.75 FEDERAL NATIONAL MORTGAGE ASSOC 2014-08-11 2045-09-01 0 - 6 Government Agency Debt 36243361.24 19096299.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-16 2058-08-20 0.509 - 9 Government Agency Debt 53799309.78 20825161.52 Unrated Security 2014-02-03 2014-02-03 N N N 152611621.00 152611621.48 0.0653 N 152611621.48 152611621.48 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.05% 48P99SLA8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2043-11-01 2.791 - 4.5 Government Agency Debt 1844117.00 1372503.67 FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2043-11-01 1.871 - 5 Government Agency Debt 65098839.00 46423785.03 First Tier Security 2014-02-07 2014-02-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 46858000.00 46858000.00 0.0200 N 46858000.00 46858000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.07% 48P99SKV3 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2043-11-01 2.305 - 5 Government Agency Debt 46990412.00 35073776.60 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-12-20 2043-12-20 3 - 3 Government Agency Debt 1589001.00 1364063.61 First Tier Security 2014-02-07 2014-02-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 35709000.00 35709000.00 0.0153 N 35709000.00 35709000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.07% 48P99SLG5 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-04-01 2043-11-01 4 - 4.5 Government Agency Debt 34129315.00 24540800.88 First Tier Security 2014-02-07 2014-02-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24059000.00 24059000.00 0.0103 N 24059000.00 24059000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.11% 48P99SHV7 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2041-12-01 2.791 - 2.791 Government Agency Debt 251979.00 168022.20 FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2043-11-01 1.997 - 4.5 Government Agency Debt 127755458.00 24225669.25 First Tier Security 2014-02-07 2014-02-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 23911000.00 23911000.00 0.0102 N 23911000.00 23911000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.11% 48P99SJB9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3.5 - 3.5 Government Agency Debt 26974136.00 23511007.94 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2043-11-01 3 - 4.5 Government Agency Debt 1170242.00 1120311.69 First Tier Security 2014-02-07 2014-02-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24144000.00 24144000.00 0.0103 N 24144000.00 24144000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.11% 48P99SJP8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2042-09-01 2.723 - 3.575 Government Agency Debt 46077444.00 25154231.20 FEDERAL NATIONAL MORTGAGE ASSOC 2035-07-01 2043-10-01 2.278 - 4.5 Government Agency Debt 17046798.00 13941081.97 First Tier Security 2014-02-07 2014-02-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 38323000.00 38323000.00 0.0164 N 38323000.00 38323000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% 48P993FS1 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2044-01-01 2.5 - 4.5 Government Agency Debt 4224655.00 4100826.21 FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-15 2044-02-01 1.375 - 3.5 Government Agency Debt 5007227.00 5003529.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-15 2043-02-20 5 - 6 Government Agency Debt 145083.00 78441.56 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 BANK 2017-11-17 2017-11-17 5 - 5 Government Agency Debt 33636.00 38821.92 FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2043-09-01 0.56 - 4.5 Government Agency Debt 2008922.00 1518613.01 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2044-02-01 2.5 - 5.5 Government Agency Debt 55655365.00 48434780.15 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-15 2043-11-20 4.5 - 6 Government Agency Debt 6097835.00 1051771.45 First Tier Security 2014-02-14 2014-02-14 N N N 50000000.00 50000000.00 0.0214 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 2026-09-01 2044-01-01 0.56 - 4.5 Government Agency Debt 200794.00 208604.51 FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-01 2043-11-01 2 - 5 Government Agency Debt 22069228.00 17173497.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-15 2043-02-20 2.5 - 6 Government Agency Debt 11441003.00 8253461.85 First Tier Security 2014-02-13 2014-02-13 N N N 25000000.00 25000000.00 0.0107 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 2014-07-31 2020-05-31 0.125 - 1.375 Treasury Debt 55761500.00 55798656.17 First Tier Security 2014-02-07 2014-02-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 54691000.00 54691000.00 0.0234 N 54691000.00 54691000.00