0000278001-14-000030.txt : 20140530 0000278001-14-000030.hdr.sgml : 20140530 20140404164012 ACCESSION NUMBER: 0000278001-14-000030 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140404 DATE AS OF CHANGE: 20140404 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: 14746452 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 2014-03-31 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 53 106 2343785533.99 671214.84 27441489.05 2317015259.78 0.0011 1.0003 2014-03-31 1.0003 2014-03-31 C000019554 2500.00 2317015259.78 1.00 -14222256.30 61689740.68 75911996.98 0.0001 1.0003 2014-03-31 1.0003 2014-03-31 Fannie Mae Fannie Mae, 0.13% 3135G0YF4 Government Agency Debt First Tier Security 2014-04-05 2015-08-05 N N N 24000000.00 23993437.93 0.0104 N 23996568.00 23996568.00 Fannie Mae Fannie Mae, 0.13% 3135G0FY4 Government Agency Debt First Tier Security 2014-12-19 2014-12-19 N N N 4000000.00 4017573.47 0.0017 N 4017920.00 4017920.00 Fannie Mae Fannie Mae, 0.14% 3135G0PG2 Government Agency Debt First Tier Security 2014-04-11 2014-09-11 N N N 46000000.00 45995883.59 0.0199 N 46008970.00 46008970.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-04-21 2015-10-21 N N N 18000000.00 17997144.84 0.0078 N 17999712.00 17999712.00 Fannie Mae Fannie Mae, 0.20% 3135G0BY8 Government Agency Debt First Tier Security 2014-08-28 2014-08-28 N N N 5000000.00 5013746.51 0.0022 N 5016595.00 5016595.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EA4L9 Government Agency Debt First Tier Security 2014-04-12 2014-08-12 N N N 10000000.00 9998910.41 0.0043 N 10000960.00 10000960.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EC6Q2 Government Agency Debt First Tier Security 2014-04-12 2015-01-12 N N N 6000000.00 5999295.05 0.0026 N 6001680.00 6001680.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EC2H6 Government Agency Debt First Tier Security 2014-04-13 2015-01-13 N N N 9000000.00 8998583.33 0.0039 N 9002520.00 9002520.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% to 0.14% 313385XY7 Government Agency Debt First Tier Security 2014-06-11 2014-06-11 N N N 56000000.00 55989123.21 0.0242 N 55996696.00 55996696.00 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 28999976.25 0.0125 N 28999971.00 28999971.00 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 17999857.50 0.0078 N 17999946.00 17999946.00 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 24902042.64 0.0107 N 24906811.52 24906811.52 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385F50 Government Agency Debt First Tier Security 2014-09-12 2014-09-12 N N N 16000000.00 15992784.00 0.0069 N 15996352.00 15996352.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313382Y64 Government Agency Debt First Tier Security 2014-04-10 2014-11-10 N N N 14000000.00 13998697.74 0.0060 N 14000784.00 14000784.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313382Z22 Government Agency Debt First Tier Security 2014-04-14 2014-11-14 N N N 27000000.00 26995742.08 0.0117 N 27000000.00 27000000.00 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 11999966.85 0.0052 N 12000540.00 12000540.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A12T4 Government Agency Debt First Tier Security 2014-08-25 2014-08-25 N N N 14000000.00 13999153.04 0.0060 N 14001344.00 14001344.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A15B0 Government Agency Debt First Tier Security 2014-08-28 2014-08-28 N N N 27000000.00 26997910.71 0.0117 N 27001188.00 27001188.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313380F77 Government Agency Debt First Tier Security 2014-04-15 2014-05-15 N N N 17000000.00 16999269.23 0.0073 N 17000850.00 17000850.00 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 11999690.65 0.0052 N 12000720.00 12000720.00 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 6119410.60 0.0026 N 6120324.36 6120324.36 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313385B70 Government Agency Debt First Tier Security 2014-08-13 2014-08-13 N N N 10800000.00 10795377.00 0.0047 N 10797991.20 10797991.20 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1KJ6 Government Agency Debt First Tier Security 2014-04-02 2015-10-02 N N N 16000000.00 15996360.80 0.0069 N 15996360.80 15996360.80 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313381GC3 Government Agency Debt First Tier Security 2014-04-05 2014-06-05 N N N 25000000.00 24999092.20 0.0108 N 25001225.00 25001225.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0D56 Government Agency Debt First Tier Security 2014-04-25 2015-11-25 N N N 10000000.00 9996679.20 0.0043 N 9997910.00 9997910.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A13N6 Government Agency Debt First Tier Security 2014-05-26 2015-08-26 N N N 12000000.00 11997481.41 0.0052 N 11995992.00 11995992.00 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 21999196.96 0.0095 N 22000924.00 22000924.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A15R5 Government Agency Debt First Tier Security 2014-06-03 2015-09-03 N N N 21000000.00 20995353.53 0.0091 N 20993070.00 20993070.00 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 17995902.23 0.0078 N 17999046.00 17999046.00 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 41989605.00 0.0181 N 41997690.00 41997690.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1DP0 Government Agency Debt First Tier Security 2014-06-14 2015-09-14 N N N 10000000.00 9997738.46 0.0043 N 9996350.00 9996350.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1ES3 Government Agency Debt First Tier Security 2014-06-21 2015-09-21 N N N 16000000.00 15996332.27 0.0069 N 15993984.00 15993984.00 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 1999982.67 0.0009 N 2000284.00 2000284.00 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 19119445.33 0.0083 N 19122256.16 19122256.16 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313385B21 Government Agency Debt First Tier Security 2014-08-08 2014-08-08 N N N 27000000.00 26987422.50 0.0116 N 26995167.00 26995167.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1B56 Government Agency Debt First Tier Security 2014-12-10 2014-12-10 N N N 10000000.00 9998969.47 0.0043 N 9998350.00 9998350.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313385T30 Government Agency Debt First Tier Security 2014-12-15 2014-12-15 N N N 11000000.00 10989751.67 0.0047 N 10993697.00 10993697.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0GM6 Government Agency Debt First Tier Security 2014-05-01 2014-08-01 N N N 21000000.00 21000000.00 0.0091 N 21001428.00 21001428.00 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 16997569.46 0.0073 N 17000663.00 17000663.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A1FD5 Government Agency Debt First Tier Security 2014-12-26 2014-12-26 N N N 11000000.00 10998591.26 0.0047 N 10998130.00 10998130.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A1JX7 Government Agency Debt First Tier Security 2015-01-05 2015-01-05 N N N 11000000.00 10998134.40 0.0047 N 10997690.00 10997690.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0EP1 Government Agency Debt First Tier Security 2014-04-11 2015-12-11 N N N 22000000.00 21996195.73 0.0095 N 21998636.00 21998636.00 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 19999279.54 0.0086 N 20001880.00 20001880.00 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 27530218.87 0.0119 N 27535032.00 27535032.00 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 9000505.26 0.0039 N 9002736.00 9002736.00 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 7999931.72 0.0035 N 8001720.00 8001720.00 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 19999020.72 0.0086 N 20003020.00 20003020.00 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 10999458.65 0.0047 N 11001639.00 11001639.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0UW8 Government Agency Debt First Tier Security 2014-10-30 2014-10-30 N N N 11000000.00 10998643.24 0.0047 N 11000583.00 11000583.00 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 16999990.40 0.0073 N 17000425.00 17000425.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0UG3 Government Agency Debt First Tier Security 2015-02-27 2015-02-27 N N N 7000000.00 7001143.33 0.0030 N 6999769.00 6999769.00 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 9995884.23 0.0043 N 9997030.00 9997030.00 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 13095965.70 0.0057 N 13102200.80 13102200.80 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 9367202.01 0.0040 N 9371377.39 9371377.39 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 2999652.84 0.0013 N 3001020.00 3001020.00 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 12999544.66 0.0056 N 13004147.00 13004147.00 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 4998486.08 0.0022 N 5001075.00 5001075.00 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 0.0069 N 16004736.00 16004736.00 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 10999111.91 0.0047 N 11003740.00 11003740.00 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 7999846.35 0.0035 N 8002040.00 8002040.00 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 7000441.00 7000441.00 Freddie Mac Freddie Mac, 0.10% 313397ZX2 Government Agency Debt First Tier Security 2014-07-28 2014-07-28 N N N 9400000.00 9396918.88 0.0041 N 9398768.60 9398768.60 Freddie Mac Freddie Mac, 0.11% to 0.20% 3134G2UA8 Government Agency Debt First Tier Security 2014-08-20 2014-08-20 N N N 8000000.00 8025657.29 0.0035 N 8028280.00 8028280.00 Freddie Mac Freddie Mac, 0.12% 313397YM7 Government Agency Debt First Tier Security 2014-06-24 2014-06-24 N N N 22000000.00 21993840.00 0.0095 N 21998460.00 21998460.00 Freddie Mac Freddie Mac, 0.13% 313397XW6 Government Agency Debt First Tier Security 2014-06-09 2014-06-09 N N N 11000000.00 10997259.17 0.0047 N 10999362.00 10999362.00 Freddie Mac Freddie Mac, 0.13% 313397YP0 Government Agency Debt First Tier Security 2014-06-26 2014-06-26 N N N 20000000.00 19993788.89 0.0086 N 19998560.00 19998560.00 Freddie Mac Freddie Mac, 0.13% 3137EACY3 Government Agency Debt First Tier Security 2014-11-25 2014-11-25 N N N 4088000.00 4104221.49 0.0018 N 4104266.15 4104266.15 Freddie Mac Freddie Mac, 0.14% 313397VX6 Government Agency Debt First Tier Security 2014-04-23 2014-04-23 N N N 13000000.00 12998887.78 0.0056 N 12999766.00 12999766.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-04-26 2015-06-26 N N N 11000000.00 10998640.82 0.0047 N 11002200.00 11002200.00 Freddie Mac Freddie Mac, 0.15% 3134G4DT2 Government Agency Debt First Tier Security 2014-04-16 2015-07-16 N N N 18000000.00 17997646.92 0.0078 N 18003042.00 18003042.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-04-17 2015-07-17 N N N 18000000.00 17997641.93 0.0078 N 18003024.00 18003024.00 Freddie Mac Freddie Mac, 0.19% 3134G2WG3 Government Agency Debt First Tier Security 2014-09-22 2014-09-22 N N N 1000000.00 1002631.35 0.0004 N 1003029.00 1003029.00 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 22680000.00 22677227.98 0.0098 N 22679387.64 22679387.64 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796DQ9 Treasury Debt First Tier Security 2014-08-14 2014-08-14 N N N 21560000.00 21551106.50 0.0093 N 21555149.00 21555149.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828CT5 Treasury Debt First Tier Security 2014-08-15 2014-08-15 N N N 11000000.00 11172153.72 0.0048 N 11172304.00 11172304.00 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 24010581.91 0.0104 N 24009384.00 24009384.00 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 13001470.45 0.0056 N 13001521.00 13001521.00 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 19004144.94 0.0082 N 19005928.00 19005928.00 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 5005242.91 0.0022 N 5005665.00 5005665.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828MR8 Treasury Debt First Tier Security 2015-02-28 2015-02-28 N N N 16000000.00 16324773.24 0.0070 N 16324368.00 16324368.00 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 13015735.51 0.0056 N 13018278.00 13018278.00 U.S. Treasury Notes U.S. Treasury Notes, 0.09% 912828KM1 Treasury Debt First Tier Security 2014-04-15 2014-04-15 N N N 30944480.00 31015695.62 0.0134 N 31012186.52 31012186.52 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 3/31/2014 due 04/01/2014 48T99SNP9_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2040-10-01 2.213 - 5.5 Government Agency Debt 42350373.24 8074139.96 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2043-11-01 2.211 - 6.5 Government Agency Debt 160307381.15 35834555.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-06-20 0.335 - 5.25 Government Agency Debt 253622731.91 112226275.83 Unrated Security 2014-04-01 2014-04-01 N N N 151859911.00 151859910.79 0.0655 N 151859910.79 151859910.79 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 48S99WPK0 0001197610 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-11-01 2042-12-01 2.5 - 2.5 Government Agency Debt 13546.00 12225.14 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-06-20 2043-12-20 1.625 - 5.5 Government Agency Debt 291609615.00 22705588.27 GINNIE MAE 2042-05-20 2042-12-20 3 - 3.5 Government Agency Debt 685661.00 654209.05 GINNIE MAE 2041-05-20 2041-11-20 2.5 - 3.5 Government Agency Debt 2926724.00 1612301.98 First Tier Security 2014-04-07 2014-04-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 24494000.00 24494000.00 0.0106 N 24494000.00 24494000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.1%, dated 3/31/2014 due 04/01/2014 48T99SNP9_07629 Government Agency Repurchase Agreement Y US TREASURY 2014-06-12 2041-08-15 0 - 4.25 Treasury Debt 17712649.32 17694572.95 FEDERAL HOME LOAN BANK 2015-01-16 2037-06-12 0.125 - 5.375 Government Agency Debt 5374349.94 5702354.69 FEDERAL HOME LOAN MORTGAGE CORP 2017-12-25 2037-06-01 0 - 5.515 Government Agency Debt 10418824.53 10359306.82 FEDERAL NATIONAL MORTGAGE ASSOC 2016-08-26 2024-01-25 0 - 5.405 Government Agency Debt 3823707.58 4035683.83 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-07-20 2043-01-15 3 - 3.5 Government Agency Debt 35119442.74 30337633.01 TENNESEE VALLEY AUTHORITY 2042-12-15 2042-12-15 3.5 - 3.5 Government Agency Debt 4768.58 4139.34 Unrated Security 2014-04-01 2014-04-01 N N N 66661408.00 66661408.16 0.0288 N 66661408.16 66661408.16 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 3/31/2014 due 04/01/2014 48T99SNP9_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-04-15 2042-02-15 0 - 4.75 Treasury Debt 448130.93 468565.95 FEDERAL FARM CREDIT 2015-01-22 2029-05-01 0.37 - 5.55 Government Agency Debt 14419.02 15029.09 FEDERAL HOME LOAN BANK 2014-09-12 2018-06-08 0.6 - 4.75 Government Agency Debt 6135.75 6378.25 FEDERAL HOME LOAN MORTGAGE CORP 2014-08-27 2044-03-01 0.454 - 7 Government Agency Debt 21237489.74 15897513.41 FEDERAL NATIONAL MORTGAGE ASSOC 2014-04-15 2044-04-01 0.586 - 7.5 Government Agency Debt 39798414.98 29820672.33 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-04-15 2044-03-20 2 - 9.5 Government Agency Debt 16688788.17 14924935.01 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 85716.48 92323.70 Unrated Security 2014-04-01 2014-04-01 N N N 59946316.00 59946316.30 0.0259 N 59946316.30 59946316.30 Citibank NA Citibank NA, 0.07% 48S99BPD2 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2017-07-31 2017-07-31 2.375 - 2.375 Treasury Debt 570300.00 596655.76 FEDERAL HOME LOAN MORTGAGE CORP 2017-10-16 2017-10-16 1.02 - 1.02 Government Agency Debt 2403000.00 2382730.70 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2023-08-28 1.25 - 2.66 Government Agency Debt 9844000.00 9263133.27 First Tier Security 2014-04-01 2014-04-01 N N N 12000000.00 12000000.00 0.0052 N 12000000.00 12000000.00 Citibank NA Citibank NA, 0.08% 48S99BNT9 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-06-01 2043-10-01 2.238 - 4.5 Government Agency Debt 30694198.00 16096320.36 FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-01 2043-01-01 2.224 - 4.5 Government Agency Debt 46844654.00 20770496.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-01-20 2044-02-20 1.625 - 7 Government Agency Debt 141186291.00 37615761.41 First Tier Security 2014-04-01 2014-04-01 N N N 73021000.00 73021000.00 0.0315 N 73021000.00 73021000.00 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 2037-04-25 2037-04-25 5.5 - 5.5 Government Agency Debt 9760000.00 12367055.17 First Tier Security 2014-05-08 2014-05-08 N N N 12000000.00 12000000.00 0.0052 Y 12000000.00 12000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.1%, dated 3/31/2014 due 04/01/2014 48T99SNP9_06399 Government Agency Repurchase Agreement Y US TREASURY 2014-05-22 2043-05-15 0 - 9.875 Treasury Debt 2898148.33 2994932.18 FEDERAL HOME LOAN MORTGAGE CORP 2019-02-15 2043-02-15 0.405 - 7 Government Agency Debt 153262.36 99224.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-05-20 2055-01-16 0.457 - 7 Government Agency Debt 2539282.51 1974011.74 VENDEE MORTGAGE TRUST 2032-11-15 2032-11-15 5.75 - 5.75 Government Agency Debt 76028.28 86045.28 Unrated Security 2014-04-01 2014-04-01 N N N 5031318.00 5031318.26 0.0022 N 5031318.26 5031318.26 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995RR5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2028-06-01 2.5 - 2.5 Government Agency Debt 40185000.00 37627473.37 First Tier Security 2014-04-07 2014-04-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 36888000.00 36888000.00 0.0159 N 36888000.00 36888000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.1%, dated 3/31/2014 due 04/01/2014 48T99SNP9_55502 Government Agency Repurchase Agreement Y US TREASURY 2014-04-30 2043-11-15 0.125 - 9.125 Treasury Debt 2471318.12 2566490.99 FEDERAL NATIONAL MORTGAGE ASSOC 2014-06-01 2053-05-01 2 - 11.5 Government Agency Debt 4563057.81 2565972.33 Unrated Security 2014-04-01 2014-04-01 N N N 5031318.00 5031318.26 0.0022 N 5031318.26 5031318.26 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48S99RLC3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2028-04-01 2.5 - 2.5 Government Agency Debt 45662055.00 42549302.63 FEDERAL NATIONAL MORTGAGE ASSOC 2041-02-01 2042-06-01 3.131 - 3.5 Government Agency Debt 194467642.00 99705587.69 First Tier Security 2014-04-07 2014-04-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 139460000.00 139460000.00 0.0602 N 139460000.00 139460000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48S99RLM1 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2043-08-01 2043-08-01 3.5 - 3.5 Government Agency Debt 25015594.00 24496117.12 First Tier Security 2014-04-07 2014-04-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 24015000.00 24015000.00 0.0104 N 24015000.00 24015000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R5C0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2043-10-01 2.11 - 5 Government Agency Debt 47546289.00 27642135.33 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 1.892 - 5 Government Agency Debt 21292647.00 16220057.67 Unrated Security 2014-04-07 2014-04-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 43000000.00 43000000.00 0.0186 N 43000000.00 43000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.12% 45G99R5G1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 4.5 - 4.5 Government Agency Debt 4785588.00 5151604.55 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-06-01 3 - 4 Government Agency Debt 1974477.00 1988419.65 Unrated Security 2014-04-07 2014-04-07 N 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% 45G99R3Q1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-12-01 2042-07-01 2.11 - 6 Government Agency Debt 1452661.00 1088713.87 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 1.892 - 5 Government Agency Debt 18657906.00 6052884.82 Unrated Security 2014-04-07 2014-04-07 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 2025-05-01 2043-10-01 2.11 - 4.5 Government Agency Debt 4461606.00 3343990.07 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 1.892 - 5 Government Agency Debt 9406072.00 4818220.04 Unrated Security 2014-04-07 2014-04-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0035 N 8000000.00 8000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99R4N7 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2043-10-01 2.11 - 6 Government Agency Debt 13592461.00 5361213.31 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-08-01 1.892 - 5 Government Agency Debt 1248093.00 759832.23 Unrated Security 2014-04-07 2014-04-07 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% 45G99R4B3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2043-10-01 2.5 - 4 Government Agency Debt 5491561.00 3782985.07 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 1.88 - 5 Government Agency Debt 5457825.00 2338086.02 Unrated Security 2014-04-07 2014-04-07 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., 0.17% 45G99RYS3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2043-10-01 2.348 - 4.5 Government Agency Debt 1442550.00 1233714.45 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 1.88 - 5.5 Government Agency Debt 7588353.00 5909859.91 Unrated Security 2014-04-07 2014-04-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 3/31/2014 due 04/01/2014 48T99SNP9_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-05-15 2044-02-15 0 - 4.5 Treasury Debt 27007238.99 27040117.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-09-15 2055-01-15 0.505 - 8.5 Government Agency Debt 51402689.75 35571410.61 Unrated Security 2014-04-01 2014-04-01 N N N 61357540.00 61357539.71 0.0265 N 61357539.71 61357539.71 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.1%, dated 3/31/2014 due 04/01/2014 48T99SNP9_55501 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2042-12-01 3.5 - 4.5 Government Agency Debt 1021171.55 848744.79 FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2044-03-01 2.5 - 6 Government Agency Debt 6178992.53 2280510.60 Unrated Security 2014-04-01 2014-04-01 N N N 3067877.00 3067876.99 0.0013 N 3067876.99 3067876.99 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SLX8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2042-03-15 2 - 4 Government Agency Debt 635449.00 596113.23 FEDERAL NATIONAL MORTGAGE ASSOC 2031-04-25 2044-03-01 0.604 - 4.5 Government Agency Debt 112336933.00 68905929.52 First Tier Security 2014-04-07 2014-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 67960000.00 67960000.00 0.0293 N 67960000.00 67960000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SLP5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2024-08-27 2024-08-27 2.47 - 2.47 Government Agency Debt 10000.00 9090.13 FEDERAL HOME LOAN MORTGAGE CORP 2019-12-15 2043-10-01 2.352 - 9 Government Agency Debt 15217437.00 13188576.09 FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2044-03-01 2.151 - 5 Government Agency Debt 54918022.00 50474994.95 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-15 2042-03-20 2.5 - 4.5 Government Agency Debt 3904738.00 2576234.23 First Tier Security 2014-04-07 2014-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 64946000.00 64946000.00 0.0280 N 64946000.00 64946000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SME9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2042-12-01 2.53 - 4 Government Agency Debt 7127646.00 6753411.02 FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2044-02-01 3 - 4.5 Government Agency Debt 19579679.00 18123977.84 First Tier Security 2014-04-07 2014-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24389000.00 24389000.00 0.0105 N 24389000.00 24389000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 3/31/2014 due 04/01/2014 48T99SNP9_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-10-01 2044-03-01 0 - 8 Government Agency Debt 15079628.44 9982800.16 FINANCE CORPORATION 2015-04-05 2019-04-05 0 - 0 Government Agency Debt 37528.45 35553.04 FEDERAL NATIONAL MORTGAGE ASSOC 2014-05-01 2044-04-01 0 - 7 Government Agency Debt 30546279.14 22141438.26 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-11-16 2044-03-20 2.5 - 6.5 Government Agency Debt 13617025.94 5798482.44 Unrated Security 2014-04-01 2014-04-01 N N N 37121312.00 37121311.53 0.0160 N 37121311.53 37121311.53 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% 48P993QV2 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2044-03-01 0 - 4 Government Agency Debt 1174393.00 1118178.23 FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2044-02-01 2.5 - 5 Government Agency Debt 33341029.00 31570614.10 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-16 2044-03-16 3 - 5.5 Government Agency Debt 8945877.00 7524292.51 First Tier Security 2014-05-13 2014-05-13 N N N 39413000.00 39413000.00 0.0170 Y 39413000.00 39413000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% 48P993RR0 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-10-15 2033-10-15 5.5 - 5.5 Government Agency Debt 823057.00 1606841.52 FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2043-10-01 2.5 - 4.5 Government Agency Debt 3385010.00 3211726.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-15 2044-03-16 3 - 5 Government Agency Debt 4147315.00 4378539.42 First Tier Security 2014-05-20 2014-05-20 N N N 9000000.00 9000000.00 0.0039 Y 9000000.00 9000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48P993QD2 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-03-01 2029-03-01 3 - 3 Government Agency Debt 20950847.00 21577486.83 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2043-09-01 2.5 - 4 Government Agency Debt 30395831.00 24139059.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-12-15 2044-03-16 3 - 6 Government Agency Debt 24414100.00 10403734.44 First Tier Security 2014-05-08 2014-05-08 N N N 55000000.00 55000000.00 0.0237 Y 55000000.00 55000000.00