0000278001-14-000042.txt : 20140829 0000278001-14-000042.hdr.sgml : 20140829 20140708103941 ACCESSION NUMBER: 0000278001-14-000042 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140708 DATE AS OF CHANGE: 20140708 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: 14964426 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 2014-06-30 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 47 104 2289974278.92 9168282.21 27459283.55 2271683277.58 0.0011 1.0002 2014-06-30 1.0002 2014-06-30 C000019554 2500.00 2271683277.58 1.00 -25480968.92 62333555.31 87814524.23 0.0001 1.0002 2014-06-30 1.0002 2014-06-30 Fannie Mae Fannie Mae, 0.12% 3135G0YF4 Government Agency Debt First Tier Security 2014-07-05 2015-08-05 N N N 24000000.00 23994654.12 0.0106 N 24001632.00 24001632.00 Fannie Mae Fannie Mae, 0.13% 3135G0PG2 Government Agency Debt First Tier Security 2014-07-11 2014-09-11 N N N 46000000.00 45998181.71 0.0202 N 46004692.00 46004692.00 Fannie Mae Fannie Mae, 0.13% 3135G0FY4 Government Agency Debt First Tier Security 2014-12-19 2014-12-19 N N N 4000000.00 4011469.71 0.0018 N 4011828.00 4011828.00 Fannie Mae Fannie Mae, 0.14% 3135G0YU1 Government Agency Debt First Tier Security 2014-07-21 2015-10-21 N N N 18000000.00 17997602.27 0.0079 N 18004158.00 18004158.00 Fannie Mae Fannie Mae, 0.20% 3135G0BY8 Government Agency Debt First Tier Security 2014-08-28 2014-08-28 N N N 5000000.00 5005350.99 0.0022 N 5006175.00 5006175.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EA4L9 Government Agency Debt First Tier Security 2014-07-12 2014-08-12 N N N 10000000.00 9999655.92 0.0044 N 10000450.00 10000450.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC6Q2 Government Agency Debt First Tier Security 2014-07-12 2015-01-12 N N N 6000000.00 5999519.35 0.0026 N 6001326.00 6001326.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC2H6 Government Agency Debt First Tier Security 2014-07-13 2015-01-13 N N N 9000000.00 8999032.52 0.0040 N 9001989.00 9001989.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385G91 Government Agency Debt First Tier Security 2014-09-24 2014-09-24 N N N 32000000.00 31994031.12 0.0141 N 31996992.00 31996992.00 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 13501490.41 0.0059 N 13501417.50 13501417.50 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A0CG3 Government Agency Debt First Tier Security 2014-07-20 2014-11-20 N N N 10000000.00 9999659.49 0.0044 N 9999740.00 9999740.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A1FQ6 Government Agency Debt First Tier Security 2014-07-24 2014-12-24 N N N 27000000.00 26999474.09 0.0119 N 26998731.00 26998731.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A0CL2 Government Agency Debt First Tier Security 2014-07-26 2014-11-26 N N N 8000000.00 7999684.47 0.0035 N 7999784.00 7999784.00 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 21999260.74 0.0097 N 21999956.00 21999956.00 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 26998081.75 0.0119 N 26997732.00 26997732.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1MP0 Government Agency Debt First Tier Security 2014-07-09 2015-01-09 N N N 11000000.00 11000010.21 0.0048 N 10999670.00 10999670.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313382Z22 Government Agency Debt First Tier Security 2014-07-14 2014-11-14 N N N 43000000.00 42997918.93 0.0189 N 43001032.00 43001032.00 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 24908339.33 0.0110 N 24909501.80 24909501.80 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 15998942.09 0.0070 N 15995776.00 15995776.00 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 15996788.00 0.0070 N 15998704.00 15998704.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385U46 Government Agency Debt First Tier Security 2014-12-24 2014-12-24 N N N 13000000.00 12993771.57 0.0057 N 12995554.00 12995554.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313382Y64 Government Agency Debt First Tier Security 2014-07-10 2014-11-10 N N N 14000000.00 13999229.16 0.0062 N 14000756.00 14000756.00 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 19999900.73 0.0088 N 19996000.00 19996000.00 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 22993377.14 0.0101 N 22992387.00 22992387.00 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 13999680.94 0.0062 N 14000546.00 14000546.00 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 26999186.72 0.0119 N 27000648.00 27000648.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A1KA5 Government Agency Debt First Tier Security 2015-01-08 2015-01-08 N N N 11450000.00 11450473.27 0.0050 N 11450458.00 11450458.00 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 6119885.25 0.0027 N 6120055.08 6120055.08 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 10798516.50 0.0048 N 10799611.20 10799611.20 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 11997929.05 0.0053 N 11998728.00 11998728.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A15R5 Government Agency Debt First Tier Security 2014-09-03 2015-09-03 N N N 21000000.00 20996166.66 0.0092 N 20997942.00 20997942.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A2CH7 Government Agency Debt First Tier Security 2014-09-09 2015-12-09 N N N 11000000.00 10997132.87 0.0048 N 10996535.00 10996535.00 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 9997863.66 0.0044 N 9995750.00 9995750.00 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 28003435.06 0.0123 N 27996864.00 27996864.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A2BA3 Government Agency Debt First Tier Security 2015-03-10 2015-03-10 N N N 23000000.00 22997413.46 0.0101 N 22991743.00 22991743.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A2DH6 Government Agency Debt First Tier Security 2015-03-11 2015-03-11 N N N 12000000.00 11998308.18 0.0053 N 11995620.00 11995620.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A2DJ2 Government Agency Debt First Tier Security 2015-03-11 2015-03-11 N N N 9000000.00 8998474.41 0.0040 N 8996715.00 8996715.00 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 15996958.48 0.0070 N 15997984.00 15997984.00 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 15996882.42 0.0070 N 15997888.00 15997888.00 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 1999998.93 0.0009 N 1999990.00 1999990.00 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 19119960.38 0.0084 N 19120172.08 19120172.08 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0D56 Government Agency Debt First Tier Security 2014-07-25 2015-11-25 N N N 10000000.00 9997180.35 0.0044 N 10000590.00 10000590.00 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 0.0092 N 21000399.00 21000399.00 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 26996295.00 0.0119 N 26999136.00 26999136.00 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 11001432.56 0.0048 N 11000638.00 11000638.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1DP0 Government Agency Debt First Tier Security 2014-09-14 2015-09-14 N N N 10000000.00 9998126.03 0.0044 N 9998730.00 9998730.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1ES3 Government Agency Debt First Tier Security 2014-09-21 2015-09-21 N N N 16000000.00 15996952.65 0.0070 N 15997840.00 15997840.00 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 9999340.13 0.0044 N 10000540.00 10000540.00 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 10993366.39 0.0048 N 10996425.00 10996425.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A2HP4 Government Agency Debt First Tier Security 2015-04-01 2015-04-01 N N N 14000000.00 13997701.20 0.0062 N 13994078.00 13994078.00 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 16999759.35 0.0075 N 17000068.00 17000068.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0EP1 Government Agency Debt First Tier Security 2014-07-11 2015-12-11 N N N 22000000.00 21996755.00 0.0097 N 22003916.00 22003916.00 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 10999067.82 0.0048 N 11000814.00 11000814.00 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 10998729.23 0.0048 N 11000539.00 11000539.00 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 7001039.50 0.0031 N 6999692.00 6999692.00 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 27170144.86 0.0120 N 27170829.00 27170829.00 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 9000217.89 0.0040 N 9000081.00 9000081.00 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 7999964.25 0.0035 N 8001504.00 8001504.00 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 19999475.38 0.0088 N 20003260.00 20003260.00 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 10999708.71 0.0048 N 11001793.00 11001793.00 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 10999225.62 0.0048 N 11001254.00 11001254.00 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 7000400.17 0.0031 N 7000847.00 7000847.00 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 9997189.23 0.0044 N 10001260.00 10001260.00 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 13098334.22 0.0058 N 13101165.90 13101165.90 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 9368783.48 0.0041 N 9369465.91 9369465.91 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 2999846.65 0.0013 N 3000492.00 3000492.00 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 12999954.92 0.0057 N 13000416.00 13000416.00 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 4999449.48 0.0022 N 5000370.00 5000370.00 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 16004128.00 16004128.00 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 10999386.79 0.0048 N 10999230.00 10999230.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A2GG5 Government Agency Debt First Tier Security 2015-07-17 2015-07-17 N N N 11000000.00 11000000.00 0.0048 N 10997657.00 10997657.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A0JD3 Government Agency Debt First Tier Security 2014-07-02 2014-07-02 N N N 8000000.00 7999893.75 0.0035 N 8000040.00 8000040.00 Freddie Mac Freddie Mac, 0.10% 313397ZX2 Government Agency Debt First Tier Security 2014-07-28 2014-07-28 N N N 9400000.00 9399295.00 0.0041 N 9399793.20 9399793.20 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 8009098.33 0.0035 N 8009784.00 8009784.00 Freddie Mac Freddie Mac, 0.13% 3137EACY3 Government Agency Debt First Tier Security 2014-11-25 2014-11-25 N N N 4088000.00 4098019.16 0.0018 N 4098641.06 4098641.06 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-07-16 2015-07-16 N N N 18000000.00 17998101.55 0.0079 N 18005418.00 18005418.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-07-17 2015-07-17 N N N 18000000.00 17998096.56 0.0079 N 18005436.00 18005436.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-07-26 2015-06-26 N N N 11000000.00 10998915.07 0.0048 N 11003333.00 11003333.00 Freddie Mac Freddie Mac, 0.19% 3134G2WG3 Government Agency Debt First Tier Security 2014-09-22 2014-09-22 N N N 1000000.00 1001255.18 0.0004 N 1001517.00 1001517.00 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 21557101.38 0.0095 N 21559417.88 21559417.88 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 11056962.63 0.0049 N 11056716.00 11056716.00 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 16236021.39 0.0071 N 16242496.00 16242496.00 Bank of America NA In a joint trading account with Bank of America NA at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2038-12-15 2.51 - 5.5 Government Agency Debt 67173679.20 53884585.59 FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-25 2041-07-25 5 - 6 Government Agency Debt 63432320.07 18221059.26 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.342 - 5.25 Government Agency Debt 68952898.47 29965090.48 Unrated Security 2014-07-01 2014-07-01 N N N 99097471.00 99097470.96 0.0436 N 99097470.96 99097470.96 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997AR0 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2042-09-01 4 - 4 Government Agency Debt 13308800.00 9810763.15 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-01 2043-09-01 2.257 - 6 Government Agency Debt 50605336.00 45205312.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-15 2043-09-20 4.5 - 6 Government Agency Debt 32394858.00 7214911.31 First Tier Security 2014-07-07 2014-07-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 60936000.00 60936000.00 0.0268 N 60936000.00 60936000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-07-15 2022-02-15 0 - 2.125 Treasury Debt 9683817.82 9683480.96 FEDERAL HOME LOAN BANK 2014-12-19 2015-05-08 0 - 0.125 Government Agency Debt 4981448.07 4979663.98 FEDERAL HOME LOAN MORTGAGE CORP 2018-12-25 2044-06-01 1 - 7.302 Government Agency Debt 6258148.47 6343813.27 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2044-05-01 0 - 5.5 Government Agency Debt 8848032.01 6894038.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-09-20 2044-06-20 0.875 - 6 Government Agency Debt 231003894.82 34349983.34 TENNESEE VALLEY AUTHORITY 2042-12-15 2042-12-15 3.5 - 3.5 Government Agency Debt 435.41 399.74 GINNIE MAE 2041-04-20 2041-04-20 3 - 3 Government Agency Debt 16396.32 15989.32 Unrated Security 2014-07-01 2014-07-01 N N N 60957248.00 60957247.94 0.0268 N 60957247.94 60957247.94 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-07-15 2042-02-15 0 - 4.125 Treasury Debt 44565.90 42229.45 FEDERAL FARM CREDIT 2014-08-28 2027-12-06 0.166 - 6.125 Government Agency Debt 334090.46 344939.56 FEDERAL HOME LOAN BANK 2014-07-02 2020-05-06 0 - 5.625 Government Agency Debt 12580681.19 12647414.30 FEDERAL HOME LOAN MORTGAGE CORP 2014-07-15 2044-07-01 0 - 7 Government Agency Debt 15000036.83 14017654.91 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-14 2044-07-01 0.162 - 7.5 Government Agency Debt 21712915.90 14927827.57 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-06-20 2.5 - 10 Government Agency Debt 14813917.75 12183176.63 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 65990.42 75075.43 Unrated Security 2014-07-01 2014-07-01 N N N 53127877.00 53127876.64 0.0234 N 53127876.64 53127876.64 Citibank NA Citibank NA, 0.08% 48S99B5V4 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-01-01 2041-10-01 2.21 - 5.864 Government Agency Debt 14473758.00 2825778.53 FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-01 2044-05-01 2.366 - 4.799 Government Agency Debt 23998268.00 17611316.44 First Tier Security 2014-07-01 2014-07-01 N N N 19949000.00 19949000.00 0.0088 N 19949000.00 19949000.00 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_04361 Government Agency Repurchase Agreement Y US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 Treasury Debt 142202.79 142136.10 FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2044-07-01 2.54 - 4.5 Government Agency Debt 548019.20 552436.17 FEDERAL NATIONAL MORTGAGE ASSOC 2019-09-01 2044-07-01 2.157 - 5 Government Agency Debt 2872430.94 2328315.55 GOVERNMENT NATIONAL MORTAGE ASSOC 2062-10-20 2062-10-20 4.472 - 4.472 Government Agency Debt 53130.77 57418.29 Unrated Security 2014-07-01 2014-07-01 N N N 3019900.00 3019900.36 0.0013 N 3019900.36 3019900.36 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-06-15 2044-03-15 2 - 7 Government Agency Debt 7540059.69 6336226.51 Unrated Security 2014-07-01 2014-07-01 N N N 6151649.00 6151648.87 0.0027 N 6151648.87 6151648.87 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_39304 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2048-08-01 2.5 - 5.5 Government Agency Debt 15435654.71 9857276.79 Unrated Security 2014-07-01 2014-07-01 N N N 9663961.00 9663960.76 0.0043 N 9663960.76 9663960.76 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995WN8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-11-01 3.5 - 3.5 Government Agency Debt 90594171.00 83105413.21 First Tier Security 2014-07-07 2014-07-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 81469000.00 81469000.00 0.0359 N 81469000.00 81469000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995XH0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-11-01 3.5 - 3.5 Government Agency Debt 33606666.00 29584321.71 First Tier Security 2014-07-07 2014-07-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 29000000.00 29000000.00 0.0128 N 29000000.00 29000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48P995YM8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 18055000.00 14919454.98 First Tier Security 2014-07-07 2014-07-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 14625000.00 14625000.00 0.0064 N 14625000.00 14625000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2016-12-01 2048-01-01 1.324 - 5.71 Government Agency Debt 40838656.52 14659959.39 Unrated Security 2014-07-01 2014-07-01 N N N 14372489.00 14372488.73 0.0063 N 14372488.73 14372488.73 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48S99RUB5 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2017-04-19 2017-04-19 5.125 - 5.125 Government Agency Debt 310000.00 346210.63 FEDERAL HOME LOAN MORTGAGE CORP 2022-07-01 2042-10-01 1.94 - 2.848 Government Agency Debt 61356300.00 598633.46 FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2039-03-01 1.831 - 7.852 Government Agency Debt 70044835.00 1306687.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-05-20 2044-05-20 4 - 4 Government Agency Debt 93271710.00 99958043.09 First Tier Security 2014-07-07 2014-07-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 100195000.00 100195000.00 0.0441 N 100195000.00 100195000.00 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 2043-07-01 2044-04-01 2.244 - 3.106 Government Agency Debt 230942.00 231571.25 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2043-11-01 2.098 - 5.4 Government Agency Debt 10873867.00 6909380.74 Unrated Security 2014-07-07 2014-07-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0031 N 7000000.00 7000000.00 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 2036-07-01 2036-07-01 2.198 - 2.198 Government Agency Debt 8760.00 5348.66 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2041-07-01 2.5 - 4.5 Government Agency Debt 77166.00 37322.75 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-06-20 2044-06-20 4 - 4 Government Agency Debt 6608300.00 7098022.76 Unrated Security 2014-07-07 2014-07-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0031 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 2043-07-01 2044-04-01 2.244 - 3.106 Government Agency Debt 21029.00 20274.35 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2044-01-01 2.5 - 5.4 Government Agency Debt 6861628.00 6100270.17 Unrated Security 2014-07-07 2014-07-07 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 U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48Q99A7J3 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2019-02-15 2019-02-15 8.875 - 8.875 Treasury Debt 1000.00 1365.60 FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 2.32 - 2.32 Government Agency Debt 8631400.00 7140000.37 First Tier Security 2014-07-07 2014-07-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0031 N 7000000.00 7000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-07-24 2043-11-15 0 - 7.875 Treasury Debt 30355044.05 30372146.84 FEDERAL NATIONAL MORTGAGE ASSOC 2044-06-01 2044-06-01 4 - 4 Government Agency Debt 26026.62 27673.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-11-20 2060-12-20 1.75 - 6.797 Government Agency Debt 31553684.23 26653686.33 Unrated Security 2014-07-01 2014-07-01 N N N 55924081.00 55924080.68 0.0246 N 55924080.68 55924080.68 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.08% 48J99DXR8 0000068136 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2029-02-01 2.5 - 3 Government Agency Debt 58736367.00 55080612.06 First Tier Security 2014-07-03 2014-07-03 N N N 54000000.00 54000000.00 0.0238 N 53999789.40 53999789.40 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.08% 48J99DXX5 0000068136 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2043-05-01 2043-05-01 4 - 4 Government Agency Debt 17351014.00 15300034.39 First Tier Security 2014-07-07 2014-07-07 N N N 15000000.00 15000000.00 0.0066 N 15000000.00 15000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SMN9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2044-05-01 2.511 - 4 Government Agency Debt 9851184.00 7400839.15 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2044-05-01 2.266 - 6 Government Agency Debt 37830036.00 34942930.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2042-09-15 4 - 5.5 Government Agency Debt 10123218.00 9186557.23 First Tier Security 2014-07-01 2014-07-01 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 50423000.00 50423000.00 0.0222 N 50423000.00 50423000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNC2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2044-03-01 2.427 - 4 Government Agency Debt 11362349.00 9357651.79 FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2044-05-01 2.266 - 4 Government Agency Debt 65329212.00 51976467.24 First Tier Security 2014-07-07 2014-07-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 59646000.00 59646000.00 0.0263 N 59646000.00 59646000.00 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 23931380.00 23361262.07 FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2044-04-01 2.167 - 5 Government Agency Debt 34076466.00 27801131.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-15 2042-03-20 2.5 - 4.5 Government Agency Debt 960477.00 502049.65 First Tier Security 2014-07-07 2014-07-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 50645000.00 50645000.00 0.0223 N 50645000.00 50645000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SNJ7 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2044-03-01 3.5 - 4 Government Agency Debt 21326978.00 22501673.74 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2044-05-01 2.266 - 4 Government Agency Debt 3305000.00 3178435.24 First Tier Security 2014-07-07 2014-07-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24960000.00 24960000.00 0.0110 N 24960000.00 24960000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-09-15 2044-06-01 2.5 - 5.5 Government Agency Debt 7686918.18 7553771.95 FINANCE CORPORATION 2014-10-05 2019-04-05 0 - 0 Government Agency Debt 94903.16 91021.72 FEDERAL NATIONAL MORTGAGE ASSOC 2014-07-05 2044-07-01 0 - 4.5 Government Agency Debt 77371372.75 75405915.08 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-15 2044-03-20 2 - 5 Government Agency Debt 5906386.16 5371592.48 Unrated Security 2014-07-01 2014-07-01 N N N 86682325.00 86682325.05 0.0382 N 86682325.05 86682325.05 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 48P9932W6 0000276523 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2015-06-01 2015-06-01 0.13 - 0.13 Government Agency Debt 1000000.00 999829.17 FEDERAL FARM CREDIT 2015-05-18 2015-05-18 0.1 - 0.1 Government Agency Debt 17174000.00 17171137.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-20 2042-10-20 3.5 - 3.5 Government Agency Debt 16866216.00 14683338.37 RESOLUTION FUNDING CORP 2014-07-15 2014-07-15 N/A Government Agency Debt 846000.00 845906.94 First Tier Security 2014-08-07 2014-08-07 N N N 33000000.00 33000000.00 0.0145 Y 32998643.70 32998643.70 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 48P9933C9 0000276523 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2015-09-10 2017-04-17 0.182 - 0.6 Government Agency Debt 8805000.00 8815104.14 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-01 2044-06-01 3.5 - 7 Government Agency Debt 385142.00 8270.55 FEDERAL NATIONAL MORTGAGE ASSOC 2014-07-15 2029-05-01 0 - 5 Government Agency Debt 8757436.00 8869323.16 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-20 2044-02-20 3.5 - 4.5 Government Agency Debt 22997844.00 20052963.21 First Tier Security 2014-08-08 2014-08-08 N N N 37000000.00 37000000.00 0.0163 Y 36998438.60 36998438.60 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 48P9934H7 0000276523 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2015-12-08 2027-05-05 1.375 - 3.91 Government Agency Debt 5210000.00 5361975.46 FEDERAL HOME LOAN MORTGAGE CORP 2018-06-05 2019-07-30 2 - 4.6 Government Agency Debt 525000.00 541939.22 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-12 2037-07-15 1.625 - 6.25 Government Agency Debt 16271840.00 19784326.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-02-20 2044-02-20 4.5 - 4.5 Government Agency Debt 433517.00 468890.38 TENNESEE VALLEY AUTHORITY 2017-12-15 2036-04-01 0 - 6.75 Government Agency Debt 29743000.00 18030783.43 First Tier Security 2014-08-13 2014-08-13 N N N 43315000.00 43315000.00 0.0191 Y 43313444.99 43313444.99