0000278001-14-000038.txt : 20140730 0000278001-14-000038.hdr.sgml : 20140730 20140606123811 ACCESSION NUMBER: 0000278001-14-000038 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140531 FILED AS OF DATE: 20140606 DATE AS OF CHANGE: 20140606 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: 14895747 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 2014-05-31 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 47 107 2278582578.12 20026415.06 358910.88 2298250082.30 0.0011 1.0003 2014-05-30 1.0003 2014-05-30 C000019554 2500.00 2298250082.30 1.00 -10865384.12 49464476.86 60329860.98 0.0001 1.0003 2014-05-30 1.0003 2014-05-30 Fannie Mae Fannie Mae, 0.12% 3135G0YF4 Government Agency Debt First Tier Security 2014-06-05 2015-08-05 N N N 24000000.00 23994253.17 0.0104 N 24000792.00 24000792.00 Fannie Mae Fannie Mae, 0.13% 3135G0PG2 Government Agency Debt First Tier Security 2014-06-11 2014-09-11 N N N 46000000.00 45997424.09 0.0200 N 46006118.00 46006118.00 Fannie Mae Fannie Mae, 0.13% 3135G0FY4 Government Agency Debt First Tier Security 2014-12-19 2014-12-19 N N N 4000000.00 4013481.94 0.0017 N 4014412.00 4014412.00 Fannie Mae Fannie Mae, 0.14% 3135G0YU1 Government Agency Debt First Tier Security 2014-06-21 2015-10-21 N N N 18000000.00 17997451.47 0.0078 N 18003582.00 18003582.00 Fannie Mae Fannie Mae, 0.20% 3135G0BY8 Government Agency Debt First Tier Security 2014-08-28 2014-08-28 N N N 5000000.00 5008118.74 0.0022 N 5009505.00 5009505.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EA4L9 Government Agency Debt First Tier Security 2014-06-12 2014-08-12 N N N 10000000.00 9999410.15 0.0044 N 10000620.00 10000620.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC6Q2 Government Agency Debt First Tier Security 2014-06-12 2015-01-12 N N N 6000000.00 5999445.41 0.0026 N 6001446.00 6001446.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC2H6 Government Agency Debt First Tier Security 2014-06-13 2015-01-13 N N N 9000000.00 8998884.43 0.0039 N 9002160.00 9002160.00 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 55998468.06 0.0244 N 55999552.00 55999552.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130A0NM8 Government Agency Debt First Tier Security 2014-10-15 2014-10-15 N N N 13500000.00 13501912.23 0.0059 N 13501012.50 13501012.50 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A1FQ6 Government Agency Debt First Tier Security 2014-06-24 2014-12-24 N N N 27000000.00 26999384.44 0.0117 N 26998272.00 26998272.00 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 21999053.47 0.0096 N 21998592.00 21998592.00 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 26997606.15 0.0117 N 26994924.00 26994924.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1MP0 Government Agency Debt First Tier Security 2014-06-09 2015-01-09 N N N 11000000.00 11000011.81 0.0048 N 10999516.00 10999516.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313382Z22 Government Agency Debt First Tier Security 2014-06-14 2014-11-14 N N N 43000000.00 42997459.88 0.0187 N 43000731.00 43000731.00 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 24906263.50 0.0108 N 24908903.96 24908903.96 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A23B0 Government Agency Debt First Tier Security 2014-08-23 2015-02-23 N N N 16000000.00 15998808.17 0.0070 N 15994448.00 15994448.00 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 15995468.00 0.0070 N 15997728.00 15997728.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313382Y64 Government Agency Debt First Tier Security 2014-06-10 2014-11-10 N N N 14000000.00 13999053.97 0.0061 N 14000784.00 14000784.00 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 11999995.33 0.0052 N 12000108.00 12000108.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A22U9 Government Agency Debt First Tier Security 2014-08-23 2015-11-23 N N N 23000000.00 22992987.56 0.0100 N 22991559.00 22991559.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A23N4 Government Agency Debt First Tier Security 2014-08-23 2015-02-23 N N N 20000000.00 19999888.17 0.0087 N 19994500.00 19994500.00 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 13999506.91 0.0061 N 14000700.00 14000700.00 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 26998766.06 0.0117 N 27000756.00 27000756.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313381GC3 Government Agency Debt First Tier Security 2014-06-05 2014-06-05 N N N 25000000.00 24999944.14 0.0109 N 25000050.00 25000050.00 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 11999918.00 0.0052 N 12000252.00 12000252.00 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 6119728.77 0.0027 N 6120030.60 6120030.60 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 10797481.50 0.0047 N 10799136.00 10799136.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A13N6 Government Agency Debt First Tier Security 2014-08-26 2015-08-26 N N N 12000000.00 11997781.48 0.0052 N 11998500.00 11998500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A25E2 Government Agency Debt First Tier Security 2015-02-27 2015-02-27 N N N 10000000.00 9997597.73 0.0044 N 9997580.00 9997580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A1FG8 Government Agency Debt First Tier Security 2015-03-02 2015-03-02 N N N 28000000.00 28003857.40 0.0122 N 28000112.00 28000112.00 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 21999987.05 0.0096 N 22000000.00 22000000.00 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 20995898.60 0.0091 N 20997312.00 20997312.00 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 17999807.91 0.0078 N 17999964.00 17999964.00 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 41999212.50 0.0183 N 41999874.00 41999874.00 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 9997998.26 0.0044 N 9998610.00 9998610.00 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 15996748.13 0.0070 N 15997664.00 15997664.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313381JE6 Government Agency Debt First Tier Security 2014-06-25 2014-06-25 N N N 11000000.00 11000428.94 0.0048 N 11000627.00 11000627.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0D56 Government Agency Debt First Tier Security 2014-06-25 2015-11-25 N N N 10000000.00 9997015.13 0.0043 N 10000120.00 10000120.00 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 15996759.25 0.0070 N 15997472.00 15997472.00 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 1999993.57 0.0009 N 2000124.00 2000124.00 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 15996680.42 0.0070 N 15997376.00 15997376.00 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 19119790.58 0.0083 N 19120650.08 19120650.08 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0GM6 Government Agency Debt First Tier Security 2014-08-01 2014-08-01 N N N 21000000.00 21000000.00 0.0091 N 21000609.00 21000609.00 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 26993369.99 0.0117 N 26998002.00 26998002.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0G95 Government Agency Debt First Tier Security 2014-08-18 2014-11-18 N N N 11000000.00 11001739.53 0.0048 N 11000561.00 11000561.00 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 9999217.93 0.0044 N 9999340.00 9999340.00 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 10992174.73 0.0048 N 10995809.00 10995809.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0EP1 Government Agency Debt First Tier Security 2014-06-11 2015-12-11 N N N 22000000.00 21996570.62 0.0096 N 22003190.00 22003190.00 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 16999037.41 0.0074 N 17000068.00 17000068.00 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 10998910.71 0.0048 N 10999659.00 10999659.00 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 10998526.45 0.0048 N 10999604.00 10999604.00 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 7001197.00 0.0030 N 7000721.00 7000721.00 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 19999835.84 0.0087 N 20000520.00 20000520.00 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 27288850.58 0.0119 N 27289170.00 27289170.00 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 9000312.63 0.0039 N 9002187.00 9002187.00 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 7999953.52 0.0035 N 8001536.00 8001536.00 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 19999325.49 0.0087 N 20003000.00 20003000.00 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 10999626.27 0.0048 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 10999033.63 0.0048 N 11000649.00 11000649.00 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 7000645.17 0.0030 N 7001134.00 7001134.00 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 9996759.01 0.0043 N 10000780.00 10000780.00 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 13097553.39 0.0057 N 13101794.70 13101794.70 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 9368262.12 0.0041 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 2999782.76 0.0013 N 3000801.00 3000801.00 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 12999819.67 0.0057 N 13001469.00 13001469.00 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 4999131.88 0.0022 N 5000520.00 5000520.00 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 0.0070 N 16004048.00 16004048.00 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 10999296.17 0.0048 N 11003465.00 11003465.00 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 7999878.13 0.0035 N 8000912.00 8000912.00 Freddie Mac Freddie Mac, 0.10% 313397ZX2 Government Agency Debt First Tier Security 2014-07-28 2014-07-28 N N N 9400000.00 9398511.66 0.0041 N 9399558.20 9399558.20 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 8014557.33 0.0035 N 8016256.00 8016256.00 Freddie Mac Freddie Mac, 0.12% 313397YM7 Government Agency Debt First Tier Security 2014-06-24 2014-06-24 N N N 22000000.00 21998313.33 0.0096 N 21999604.00 21999604.00 Freddie Mac Freddie Mac, 0.13% 313397XW6 Government Agency Debt First Tier Security 2014-06-09 2014-06-09 N N N 11000000.00 10999682.22 0.0048 N 10999934.00 10999934.00 Freddie Mac Freddie Mac, 0.13% 313397YP0 Government Agency Debt First Tier Security 2014-06-26 2014-06-26 N N N 20000000.00 19998194.44 0.0087 N 19999600.00 19999600.00 Freddie Mac Freddie Mac, 0.13% 3137EACY3 Government Agency Debt First Tier Security 2014-11-25 2014-11-25 N N N 4088000.00 4100063.88 0.0018 N 4100897.64 4100897.64 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-06-16 2015-07-16 N N N 18000000.00 17997951.67 0.0078 N 18005130.00 18005130.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-06-17 2015-07-17 N N N 18000000.00 17997946.68 0.0078 N 18005148.00 18005148.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-06-26 2015-06-26 N N N 11000000.00 10998824.66 0.0048 N 11003223.00 11003223.00 Freddie Mac Freddie Mac, 0.19% 3134G2WG3 Government Agency Debt First Tier Security 2014-09-22 2014-09-22 N N N 1000000.00 1001708.86 0.0004 N 1002073.00 1002073.00 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 21555125.05 0.0094 N 21558577.04 21558577.04 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 11094937.71 0.0048 N 11093676.00 11093676.00 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 16265280.24 0.0071 N 16271248.00 16271248.00 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 13002937.29 0.0057 N 13002535.00 13002535.00 Bank of America NA In a joint trading account with Bank of America NA at 0.09%, dated 5/30/2014 due 06/02/2014 48X99JHP1_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2042-05-01 2.034 - 5.5 Government Agency Debt 83153054.23 49113820.94 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2043-11-01 2.034 - 6.5 Government Agency Debt 192043350.49 68477241.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-06-20 0.341 - 5.25 Government Agency Debt 52551782.59 23383594.50 Unrated Security 2014-06-02 2014-06-02 N N N 137447904.00 137447904.27 0.0598 N 137447904.27 137447904.27 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48S99W4G2 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2043-06-01 2.266 - 3.618 Government Agency Debt 93264944.00 29236361.51 FEDERAL NATIONAL MORTGAGE ASSOC 2022-07-01 2044-03-01 1.916 - 5.731 Government Agency Debt 175855058.00 20139774.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-08-20 2043-09-20 2 - 4.5 Government Agency Debt 2215446.00 1745218.42 First Tier Security 2014-06-06 2014-06-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 50118000.00 50118000.00 0.0218 N 50118000.00 50118000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.09%, dated 5/30/2014 due 06/02/2014 48X99JHP1_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-01-15 2042-02-15 0 - 3.875 Treasury Debt 15379.33 16539.09 FEDERAL FARM CREDIT 2014-06-10 2028-11-24 0.165 - 6.32 Government Agency Debt 329780.97 333558.05 FEDERAL HOME LOAN BANK 2014-06-13 2027-09-27 0 - 7.375 Government Agency Debt 5944674.08 6013158.59 FEDERAL HOME LOAN MORTGAGE CORP 2014-07-15 2044-06-01 0 - 7 Government Agency Debt 20534440.59 15460921.08 FEDERAL NATIONAL MORTGAGE ASSOC 2014-08-28 2044-06-01 0.16 - 7.5 Government Agency Debt 24396794.64 16914676.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-05-20 2 - 10 Government Agency Debt 15679530.58 11559881.95 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 74259.47 84884.88 Unrated Security 2014-06-02 2014-06-02 N N N 49349646.00 49349646.48 0.0215 N 49349646.48 49349646.48 Citibank NA Citibank NA, 0.06% 48S99B2C9 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-06-01 2043-10-01 2.21 - 4.5 Government Agency Debt 47046931.00 24360883.59 FEDERAL NATIONAL MORTGAGE ASSOC 2018-09-01 2044-05-01 2.667 - 5 Government Agency Debt 35171311.00 20593192.21 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-01-15 2044-03-20 3 - 6.5 Government Agency Debt 50808141.00 37938346.10 First Tier Security 2014-06-03 2014-06-03 N N N 81203000.00 81203000.00 0.0353 N 81203000.00 81203000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995SK9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 75930000.00 31114457.04 First Tier Security 2014-06-06 2014-06-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 30499000.00 30499000.00 0.0133 N 30499000.00 30499000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995WN8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-08-01 3.5 - 4 Government Agency Debt 100055000.00 83100653.23 First Tier Security 2014-06-06 2014-06-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 81469000.00 81469000.00 0.0354 N 81469000.00 81469000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995TT9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-10-01 3.5 - 3.5 Government Agency Debt 18970000.00 15650488.35 First Tier Security 2014-06-06 2014-06-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 15340000.00 15340000.00 0.0067 N 15340000.00 15340000.00 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 33191000.00 23481449.74 First Tier Security 2014-06-06 2014-06-06 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% 48S99RUB5 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2044-02-20 2044-02-20 4.5 - 4.5 Government Agency Debt 94039249.00 102202988.52 First Tier Security 2014-06-06 2014-06-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 100195000.00 100195000.00 0.0436 N 100195000.00 100195000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R6U9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 26068.00 10367.09 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2039-06-01 3.5 - 3.928 Government Agency Debt 6852214.00 7129752.15 Unrated Security 2014-06-06 2014-06-06 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., 0.10% 45G99R6L9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 1811.00 720.22 FEDERAL NATIONAL MORTGAGE ASSOC 2028-04-01 2042-10-01 2.096 - 2.622 Government Agency Debt 10818898.00 7139656.90 Unrated Security 2014-06-06 2014-06-06 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., 0.10% 45G99R7E4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 20824.00 8281.58 FEDERAL NATIONAL MORTGAGE ASSOC 2026-11-01 2044-01-01 2.515 - 3.928 Government Agency Debt 6795689.00 6114345.21 Unrated Security 2014-06-06 2014-06-06 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 U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48Q99A7J3 0000812291 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-01-15 2038-01-15 4 - 4 Government Agency Debt 470148.00 237692.14 FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-25 2038-03-25 2 - 2 Government Agency Debt 7661422.00 6992157.88 First Tier Security 2014-06-06 2014-06-06 Y MIZUHO 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 0.09%, dated 5/30/2014 due 06/02/2014 48X99JHP1_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-05-31 2044-05-15 0 - 8.125 Treasury Debt 13111597.91 13332231.49 FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2044-04-15 0 - 7.5 Government Agency Debt 10487575.69 6964719.87 FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-25 2043-09-01 2 - 8.311 Government Agency Debt 9804279.57 2873201.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2047-11-16 0.499 - 6.792 Government Agency Debt 9350581.40 3521879.88 Unrated Security 2014-06-02 2014-06-02 N N N 26110924.00 26110924.06 0.0114 N 26110924.06 26110924.06 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SMN9 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-01 2044-02-01 2.334 - 4 Government Agency Debt 20299921.00 17821348.26 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-15 2043-05-15 4 - 4 Government Agency Debt 45283814.00 33613769.09 First Tier Security 2014-06-06 2014-06-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 50423000.00 50423000.00 0.0219 N 50423000.00 50423000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SMT6 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-12-15 2044-05-01 2.339 - 9 Government Agency Debt 29037144.00 25812771.73 FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2044-01-01 2.167 - 5 Government Agency Debt 30624610.00 24875315.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-15 2042-03-20 2.5 - 4.5 Government Agency Debt 1670924.00 996783.29 First Tier Security 2014-06-06 2014-06-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 50645000.00 50645000.00 0.0220 N 50645000.00 50645000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNC2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2043-09-01 2.426 - 4 Government Agency Debt 17783626.00 8534838.30 FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2043-07-01 2.5 - 4 Government Agency Debt 64515427.00 51948918.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-05-20 2044-05-20 2.5 - 2.5 Government Agency Debt 831982.00 852194.08 First Tier Security 2014-06-06 2014-06-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 59646000.00 59646000.00 0.0260 N 59646000.00 59646000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SNJ7 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3.5 - 3.5 Government Agency Debt 2717139.00 2357312.33 FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2043-04-01 3 - 4 Government Agency Debt 247615.00 246787.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-20 2042-10-20 3.5 - 3.5 Government Agency Debt 25906131.00 22855949.52 First Tier Security 2014-06-06 2014-06-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24960000.00 24960000.00 0.0109 N 24960000.00 24960000.00 Societe Generale In a joint trading account with Societe Generale at 0.09%, dated 5/30/2014 due 06/02/2014 48X99JHP1_74037 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2014-07-28 2015-05-01 0.16 - 0.5 Government Agency Debt 463364.51 464189.62 FEDERAL HOME LOAN BANK 2017-06-09 2019-06-14 1 - 5 Government Agency Debt 1660044.72 1754430.92 FEDERAL HOME LOAN MORTGAGE CORP 2014-08-27 2044-05-01 0.5 - 6.75 Government Agency Debt 15722845.04 13667154.14 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2044-05-01 0 - 5.5 Government Agency Debt 18320472.08 12961570.12 Unrated Security 2014-06-02 2014-06-02 N N N 28281525.00 28281525.18 0.0123 N 28281525.18 28281525.18 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 48P9932W6 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2030-10-15 2044-05-01 2.58 - 6.25 Government Agency Debt 27963410.00 20557873.65 FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2044-05-01 2.5 - 6 Government Agency Debt 4023197.00 2813597.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-20 2043-05-15 0.669 - 3.5 Government Agency Debt 98889013.00 10491191.60 First Tier Security 2014-08-07 2014-08-07 N N N 33000000.00 33000000.00 0.0144 Y 33000000.00 33000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 48P9933C9 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-08-01 2043-10-01 3 - 4.5 Government Agency Debt 20208823.00 17866240.10 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-01 2044-05-01 2.4 - 5 Government Agency Debt 14531208.00 9387527.12 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-06-20 2044-05-15 2.25 - 6.5 Government Agency Debt 36469849.00 10571835.31 First Tier Security 2014-08-08 2014-08-08 N N N 37000000.00 37000000.00 0.0161 Y 37000000.00 37000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 48P9934H7 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-06-15 2044-05-01 1.5 - 5 Government Agency Debt 18195716.00 10251120.15 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-01 2044-05-01 0.63 - 5 Government Agency Debt 38263545.00 33823525.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-04-15 2044-02-15 3.5 - 3.5 Government Agency Debt 131971.00 116985.93 First Tier Security 2014-08-13 2014-08-13 N N N 43315000.00 43315000.00 0.0188 Y 43315000.00 43315000.00