0000278001-14-000035.txt : 20140630 0000278001-14-000035.hdr.sgml : 20140630 20140507111339 ACCESSION NUMBER: 0000278001-14-000035 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140430 FILED AS OF DATE: 20140507 DATE AS OF CHANGE: 20140507 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: 14819495 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 2014-04-30 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 47 105 2306212725.27 838414.06 270367.70 2306780771.63 0.0011 1.0003 2014-04-30 1.0003 2014-04-30 C000019554 2500.00 2306780771.63 1.00 -10732428.03 56308337.36 67040765.39 0.0001 1.0003 2014-04-30 1.0003 2014-04-30 Fannie Mae Fannie Mae, 0.12% 3135G0YF4 Government Agency Debt First Tier Security 2014-05-05 2015-08-05 N N N 24000000.00 23993838.87 0.0104 N 23999832.00 23999832.00 Fannie Mae Fannie Mae, 0.13% 3135G0PG2 Government Agency Debt First Tier Security 2014-05-11 2014-09-11 N N N 46000000.00 45996641.22 0.0199 N 46007406.00 46007406.00 Fannie Mae Fannie Mae, 0.13% 3135G0FY4 Government Agency Debt First Tier Security 2014-12-19 2014-12-19 N N N 4000000.00 4015561.24 0.0017 N 4015908.00 4015908.00 Fannie Mae Fannie Mae, 0.14% 3135G0YU1 Government Agency Debt First Tier Security 2014-05-21 2015-10-21 N N N 18000000.00 17997295.64 0.0078 N 18002916.00 18002916.00 Fannie Mae Fannie Mae, 0.20% 3135G0BY8 Government Agency Debt First Tier Security 2014-08-28 2014-08-28 N N N 5000000.00 5010978.75 0.0022 N 5013015.00 5013015.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EA4L9 Government Agency Debt First Tier Security 2014-05-12 2014-08-12 N N N 10000000.00 9999156.19 0.0043 N 10000770.00 10000770.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC6Q2 Government Agency Debt First Tier Security 2014-05-12 2015-01-12 N N N 6000000.00 5999368.99 0.0026 N 6001548.00 6001548.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC2H6 Government Agency Debt First Tier Security 2014-05-13 2015-01-13 N N N 9000000.00 8998731.41 0.0039 N 9002322.00 9002322.00 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 55993719.03 0.0243 N 55998096.00 55998096.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A1FQ6 Government Agency Debt First Tier Security 2014-05-24 2014-12-24 N N N 27000000.00 26999291.81 0.0117 N 26997759.00 26997759.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A1QF8 Government Agency Debt First Tier Security 2014-10-16 2014-10-16 N N N 22000000.00 21998839.29 0.0095 N 21998020.00 21998020.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A1VG0 Government Agency Debt First Tier Security 2014-10-30 2014-10-30 N N N 27000000.00 26997114.70 0.0117 N 26995518.00 26995518.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1MP0 Government Agency Debt First Tier Security 2014-05-09 2015-01-09 N N N 11000000.00 11000013.46 0.0048 N 10999329.00 10999329.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313382Z22 Government Agency Debt First Tier Security 2014-05-14 2014-11-14 N N N 43000000.00 42996985.51 0.0186 N 43000344.00 43000344.00 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 24904118.46 0.0108 N 24907658.46 24907658.46 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 15994104.00 0.0069 N 15997024.00 15997024.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313382Y64 Government Agency Debt First Tier Security 2014-05-10 2014-11-10 N N N 14000000.00 13998872.94 0.0061 N 14000770.00 14000770.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313380F77 Government Agency Debt First Tier Security 2014-05-15 2014-05-15 N N N 17000000.00 16999767.48 0.0074 N 17000510.00 17000510.00 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 11999980.86 0.0052 N 12000348.00 12000348.00 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 13999327.07 0.0061 N 14001330.00 14001330.00 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 26998331.37 0.0117 N 27001485.00 27001485.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313381GC3 Government Agency Debt First Tier Security 2014-05-05 2014-06-05 N N N 25000000.00 24999511.18 0.0108 N 25000575.00 25000575.00 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 11999802.47 0.0052 N 12000468.00 12000468.00 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 6119567.08 0.0027 N 6120287.64 6120287.64 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 10796412.00 0.0047 N 10798747.20 10798747.20 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0D56 Government Agency Debt First Tier Security 2014-05-25 2015-11-25 N N N 10000000.00 9996844.41 0.0043 N 9999830.00 9999830.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313381JE6 Government Agency Debt First Tier Security 2014-05-25 2014-06-25 N N N 11000000.00 11000982.98 0.0048 N 11000924.00 11000924.00 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 11997628.98 0.0052 N 11998200.00 11998200.00 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 21999585.53 0.0095 N 22000550.00 22000550.00 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 20995621.60 0.0091 N 20996850.00 20996850.00 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 17997823.05 0.0078 N 17999496.00 17999496.00 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 41994330.00 0.0182 N 41998740.00 41998740.00 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 9997866.23 0.0043 N 9998310.00 9998310.00 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 15996536.79 0.0069 N 15997168.00 15997168.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1KJ6 Government Agency Debt First Tier Security 2014-07-02 2015-10-02 N N N 16000000.00 15996553.39 0.0069 N 15996960.00 15996960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1LD8 Government Agency Debt First Tier Security 2014-07-07 2015-10-07 N N N 16000000.00 15996471.68 0.0069 N 15996880.00 15996880.00 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 1999988.03 0.0009 N 2000196.00 2000196.00 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 19119615.12 0.0083 N 19121567.84 19121567.84 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 26990347.50 0.0117 N 26997030.00 26997030.00 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 9999091.66 0.0043 N 10000150.00 10000150.00 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 10990943.34 0.0048 N 10995127.00 10995127.00 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 21001071.00 21001071.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0EP1 Government Agency Debt First Tier Security 2014-05-11 2015-12-11 N N N 22000000.00 21996380.10 0.0095 N 22002772.00 22002772.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0G95 Government Agency Debt First Tier Security 2014-05-18 2014-11-18 N N N 11000000.00 11002056.74 0.0048 N 11000693.00 11000693.00 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 16998291.40 0.0074 N 17000510.00 17000510.00 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 10998748.37 0.0048 N 11000616.00 11000616.00 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 10998316.90 0.0048 N 11000528.00 11000528.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0M80 Government Agency Debt First Tier Security 2015-01-15 2015-01-15 N N N 7000000.00 7001359.75 0.0030 N 7001435.00 7001435.00 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 19999553.13 0.0087 N 20001180.00 20001180.00 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 27411513.15 0.0119 N 27415233.00 27415233.00 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 9000410.53 0.0039 N 9002412.00 9002412.00 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 7999942.44 0.0035 N 8001752.00 8001752.00 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 19999170.61 0.0087 N 20003440.00 20003440.00 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 10999541.09 0.0048 N 11001881.00 11001881.00 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 10998835.23 0.0048 N 11001210.00 11001210.00 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 7000898.33 0.0030 N 7001799.00 7001799.00 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 9996314.45 0.0043 N 9999980.00 9999980.00 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 13096746.53 0.0057 N 13100615.70 13100615.70 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 9367723.38 0.0041 N 9371330.54 9371330.54 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 2999716.74 0.0013 N 3000897.00 3000897.00 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 12999679.91 0.0056 N 13002366.00 13002366.00 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 4998803.69 0.0022 N 5000725.00 5000725.00 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 16006016.00 16006016.00 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 10999202.53 0.0048 N 11004851.00 11004851.00 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 7999861.98 0.0035 N 8001784.00 8001784.00 Freddie Mac Freddie Mac, 0.10% 313397ZX2 Government Agency Debt First Tier Security 2014-07-28 2014-07-28 N N N 9400000.00 9397702.22 0.0041 N 9399078.80 9399078.80 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 8020198.29 0.0035 N 8021848.00 8021848.00 Freddie Mac Freddie Mac, 0.12% 313397YM7 Government Agency Debt First Tier Security 2014-06-24 2014-06-24 N N N 22000000.00 21996040.00 0.0095 N 21999010.00 21999010.00 Freddie Mac Freddie Mac, 0.13% 313397XW6 Government Agency Debt First Tier Security 2014-06-09 2014-06-09 N N N 11000000.00 10998450.83 0.0048 N 10999637.00 10999637.00 Freddie Mac Freddie Mac, 0.13% 313397YP0 Government Agency Debt First Tier Security 2014-06-26 2014-06-26 N N N 20000000.00 19995955.55 0.0087 N 19999060.00 19999060.00 Freddie Mac Freddie Mac, 0.13% 3137EACY3 Government Agency Debt First Tier Security 2014-11-25 2014-11-25 N N N 4088000.00 4102176.77 0.0018 N 4103272.77 4103272.77 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-05-16 2015-07-16 N N N 18000000.00 17997796.80 0.0078 N 18004770.00 18004770.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-05-17 2015-07-17 N N N 18000000.00 17997791.80 0.0078 N 18004770.00 18004770.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-05-26 2015-06-26 N N N 11000000.00 10998731.23 0.0048 N 11003047.00 11003047.00 Freddie Mac Freddie Mac, 0.19% 3134G2WG3 Government Agency Debt First Tier Security 2014-09-22 2014-09-22 N N N 1000000.00 1002177.67 0.0004 N 1002680.00 1002680.00 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 22679117.99 0.0098 N 22679909.28 22679909.28 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 21553082.84 0.0093 N 21558275.20 21558275.20 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 11134178.63 0.0048 N 11134926.00 11134926.00 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 19002072.47 0.0082 N 19002223.00 19002223.00 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 5001668.20 0.0022 N 5001760.00 5001760.00 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 16295514.39 0.0071 N 16302496.00 16302496.00 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 13009441.30 0.0056 N 13010660.00 13010660.00 Bank of America NA In a joint trading account with Bank of America NA at 0.07%, dated 4/30/2014 due 05/01/2014 48T99S2X5_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2042-05-01 0 - 5.5 Government Agency Debt 87039176.59 50770422.26 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2043-11-01 2.033 - 6.5 Government Agency Debt 199427137.86 70388791.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2041-09-15 0.342 - 5.25 Government Agency Debt 59046805.53 26419681.02 Unrated Security 2014-05-01 2014-05-01 N N N 143871473.00 143871473.19 0.0624 N 143871473.19 143871473.19 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 48S99WPK0 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-05-01 2044-05-01 N/A Government Agency Debt 9349.00 9698.73 FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2026-04-01 4 - 4 Government Agency Debt 45832396.00 24954639.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-20 2040-10-20 4.5 - 4.5 Government Agency Debt 50154.00 21652.05 First Tier Security 2014-05-07 2014-05-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 24494000.00 24494000.00 0.0106 N 24494000.00 24494000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.07%, dated 4/30/2014 due 05/01/2014 48T99S2X5_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-05-01 2041-05-15 0 - 9 Treasury Debt 4010804.39 4041360.52 FEDERAL FARM CREDIT 2014-09-22 2029-05-01 0.167 - 5.55 Government Agency Debt 22340.73 23425.86 FEDERAL HOME LOAN BANK 2014-06-18 2032-10-04 0.375 - 5.25 Government Agency Debt 464842.72 466302.75 FEDERAL HOME LOAN MORTGAGE CORP 2014-12-29 2044-04-01 0 - 8.25 Government Agency Debt 26669409.17 20200877.86 FEDERAL NATIONAL MORTGAGE ASSOC 2014-09-16 2044-05-01 0.5 - 7.5 Government Agency Debt 39650161.87 27076560.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-04-15 2044-04-20 2.5 - 9.5 Government Agency Debt 23634705.78 19532858.43 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 98765.82 108554.34 Unrated Security 2014-05-01 2014-05-01 N N N 69991528.00 69991527.50 0.0303 N 69991527.50 69991527.50 Citibank NA In a joint trading account with Citibank NA at 0.07%, dated 4/30/2014 due 05/01/2014 48T99S2X5_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2014-06-01 2048-05-01 1.915 - 13 Government Agency Debt 54523466.76 8673755.76 FEDERAL NATIONAL MORTGAGE ASSOC 2014-05-01 2046-07-01 1.626 - 11.5 Government Agency Debt 69474408.83 17319996.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2014-12-15 2053-07-15 1.125 - 10 Government Agency Debt 72790699.30 6674374.56 Unrated Security 2014-05-01 2014-05-01 N N N 32027487.00 32027486.70 0.0139 N 32027486.70 32027486.70 Citibank NA Citibank NA, 0.07% 48S99BUR5 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-06-01 2043-10-01 2.21 - 4.5 Government Agency Debt 47104544.00 24210972.93 FEDERAL NATIONAL MORTGAGE ASSOC 2018-09-01 2043-08-01 2.418 - 5.5 Government Agency Debt 33986069.00 16214408.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-01-20 2044-03-20 1.625 - 7 Government Agency Debt 133958419.00 36426817.95 First Tier Security 2014-05-06 2014-05-06 N N N 75345000.00 75345000.00 0.0327 N 75345000.00 75345000.00 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 2038-01-25 2038-01-25 5 - 5 Government Agency Debt 8300000.00 12371288.30 First Tier Security 2014-05-08 2014-05-08 N N N 12000000.00 12000000.00 0.0052 Y 12000000.00 12000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995RR5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-10-01 3.5 - 3.5 Government Agency Debt 46070000.00 37630780.49 First Tier Security 2014-05-07 2014-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 36888000.00 36888000.00 0.0160 N 36888000.00 36888000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995TT9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 37740000.00 15648720.91 First Tier Security 2014-05-07 2014-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 15340000.00 15340000.00 0.0066 N 15340000.00 15340000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995SK9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-10-01 3.5 - 3.5 Government Agency Debt 38090000.00 31112577.14 First Tier Security 2014-05-07 2014-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 30499000.00 30499000.00 0.0132 N 30499000.00 30499000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48P995SY9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2042-10-01 3.5 - 5 Government Agency Debt 43031950.00 23480228.51 First Tier Security 2014-05-07 2014-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 23017000.00 23017000.00 0.0100 N 23017000.00 23017000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48S99RLC3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2042-07-01 2.405 - 5.77 Government Agency Debt 137033138.00 53288421.83 FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2044-03-01 2.44 - 4.784 Government Agency Debt 144191390.00 88975951.47 First Tier Security 2014-05-07 2014-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 139460000.00 139460000.00 0.0605 N 139460000.00 139460000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48S99RLM1 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-20 2040-09-20 4.5 - 4.5 Government Agency Debt 43606139.00 24497750.00 First Tier Security 2014-05-07 2014-05-07 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% 45G99R5Y2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4 - 4 Government Agency Debt 8190.00 3324.32 FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2029-01-01 3 - 3.5 Government Agency Debt 8174242.00 8157061.17 Unrated Security 2014-05-07 2014-05-07 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., 0.10% 45G99R5T3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2043-09-01 2.466 - 4 Government Agency Debt 7463600.00 7520500.87 FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2041-05-01 3.5 - 3.595 Government Agency Debt 1588847.00 639884.70 Unrated Security 2014-05-07 2014-05-07 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., 0.10% 45G99R6E5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4 - 4 Government Agency Debt 7166.00 2908.68 FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2029-01-01 3.5 - 3.5 Government Agency Debt 6863843.00 7137230.83 Unrated Security 2014-05-07 2014-05-07 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., 0.15% 45G99R4N7 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2043-08-01 2.466 - 4 Government Agency Debt 1924497.00 1851274.30 FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2043-08-01 2.512 - 3.5 Government Agency Debt 4272533.00 4270536.19 Unrated Security 2014-05-07 2014-05-07 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 2040-11-01 2040-11-01 4 - 4 Government Agency Debt 6164.00 2501.96 FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2029-03-01 3 - 3.5 Government Agency Debt 5952172.00 6119334.47 Unrated Security 2014-05-07 2014-05-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0026 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.07%, dated 4/30/2014 due 05/01/2014 48T99S2X5_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-05-29 2044-02-15 0 - 8.125 Treasury Debt 24889062.92 24661867.54 FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2043-12-01 2.146 - 7 Government Agency Debt 25063523.05 22245367.44 FEDERAL NATIONAL MORTGAGE ASSOC 2019-10-29 2044-04-25 0 - 8.318 Government Agency Debt 27247443.75 22623323.23 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2047-11-16 0.502 - 6.791 Government Agency Debt 5634086.64 2845450.56 Unrated Security 2014-05-01 2014-05-01 N N N 70698513.00 70698512.62 0.0306 N 70698512.62 70698512.62 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SLP5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2017-04-28 2017-04-28 1.1 - 1.1 Government Agency Debt 10000.00 10001.21 FEDERAL HOME LOAN MORTGAGE CORP 2019-12-15 2042-07-01 2.34 - 9 Government Agency Debt 9292003.00 5578440.69 FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2044-01-01 2.164 - 5 Government Agency Debt 63289785.00 58910391.21 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-15 2042-03-20 2.5 - 4.5 Government Agency Debt 2788498.00 1778189.73 First Tier Security 2014-05-05 2014-05-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 64946000.00 64946000.00 0.0282 N 64946000.00 64946000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SMH2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2017-04-28 2017-04-28 1.1 - 1.1 Government Agency Debt 10000.00 10001.21 FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2034-02-01 4 - 4 Government Agency Debt 16405.00 17351.62 FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2042-04-01 3 - 4 Government Agency Debt 34836860.00 30507704.72 First Tier Security 2014-05-07 2014-05-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 29935000.00 29935000.00 0.0130 N 29935000.00 29935000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SLX8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2042-03-15 2 - 4 Government Agency Debt 18975531.00 9630558.41 FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2043-03-01 3.19 - 4 Government Agency Debt 81898468.00 59814817.73 First Tier Security 2014-05-07 2014-05-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 67960000.00 67960000.00 0.0295 N 67960000.00 67960000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SME9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2017-04-28 2017-04-28 1.1 - 1.1 Government Agency Debt 10000.00 10001.21 FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2034-02-01 4 - 4 Government Agency Debt 20376.00 21551.75 FEDERAL NATIONAL MORTGAGE ASSOC 2016-12-01 2043-03-01 2.5 - 5.5 Government Agency Debt 33196632.00 23975298.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-03-20 2040-09-15 3 - 4.5 Government Agency Debt 952723.00 872194.75 First Tier Security 2014-05-07 2014-05-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24389000.00 24389000.00 0.0106 N 24389000.00 24389000.00 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 2044-04-01 2.5 - 4.5 Government Agency Debt 10316007.00 8560640.81 FEDERAL NATIONAL MORTGAGE ASSOC 2019-07-25 2044-04-01 2.5 - 5 Government Agency Debt 35608358.00 30566901.48 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-15 2044-04-20 3 - 5.5 Government Agency Debt 3237937.00 1120690.54 First Tier Security 2014-05-13 2014-05-13 N N N 39413000.00 39413000.00 0.0171 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 2028-12-01 2043-10-01 3 - 5.5 Government Agency Debt 7160019.00 7770579.58 FEDERAL NATIONAL MORTGAGE ASSOC 2019-07-25 2044-04-01 3 - 5 Government Agency Debt 158272.00 79871.14 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-15 2044-02-15 3.5 - 5.5 Government Agency Debt 4976560.00 1365431.36 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 2027-03-01 2043-10-01 3 - 3.5 Government Agency Debt 22720310.00 21830152.55 FEDERAL NATIONAL MORTGAGE ASSOC 2019-07-25 2044-04-01 3 - 5 Government Agency Debt 34952184.00 24315793.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-12-15 2044-04-20 3 - 6 Government Agency Debt 34798164.00 9972275.03 First Tier Security 2014-05-08 2014-05-08 N N N 55000000.00 55000000.00 0.0238 Y 55000000.00 55000000.00