0000278001-14-000049.txt : 20140929 0000278001-14-000049.hdr.sgml : 20140929 20140807104834 ACCESSION NUMBER: 0000278001-14-000049 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140731 FILED AS OF DATE: 20140807 DATE AS OF CHANGE: 20140807 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: 141022315 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 2014-07-31 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 49 100 2263800912.43 35382802.26 13840639.01 2285343075.68 0.0011 1.0002 2014-07-31 1.0002 2014-07-31 C000019554 2500.00 2285343075.68 1.00 13657900.48 82001409.32 68343508.84 0.0001 1.0002 2014-07-31 1.0002 2014-07-31 Fannie Mae Fannie Mae, 0.13% 3135G0YF4 Government Agency Debt First Tier Security 2014-08-05 2015-08-05 N N N 24000000.00 23995068.42 0.0105 N 24002280.00 24002280.00 Fannie Mae Fannie Mae, 0.13% 3135G0PG2 Government Agency Debt First Tier Security 2014-08-11 2014-09-11 N N N 46000000.00 45998964.58 0.0201 N 46003496.00 46003496.00 Fannie Mae Fannie Mae, 0.13% 3135G0FY4 Government Agency Debt First Tier Security 2014-12-19 2014-12-19 N N N 4000000.00 4009390.41 0.0018 N 4009816.00 4009816.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-08-21 2015-10-21 N N N 18000000.00 17997758.10 0.0079 N 18004590.00 18004590.00 Fannie Mae Fannie Mae, 0.20% 3135G0BY8 Government Agency Debt First Tier Security 2014-08-28 2014-08-28 N N N 5000000.00 5002490.98 0.0022 N 5002855.00 5002855.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EA4L9 Government Agency Debt First Tier Security 2014-08-12 2014-08-12 N N N 10000000.00 9999909.88 0.0044 N 10000200.00 10000200.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC6Q2 Government Agency Debt First Tier Security 2014-08-12 2015-01-12 N N N 6000000.00 5999595.76 0.0026 N 6001422.00 6001422.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC2H6 Government Agency Debt First Tier Security 2014-08-13 2015-01-13 N N N 9000000.00 8999185.54 0.0039 N 9002133.00 9002133.00 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 13501054.54 0.0059 N 13501012.50 13501012.50 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A0CL2 Government Agency Debt First Tier Security 2014-08-26 2014-11-26 N N N 8000000.00 7999750.56 0.0035 N 8000200.00 8000200.00 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 26998573.20 0.0118 N 26998137.00 26998137.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A1ZJ0 Government Agency Debt First Tier Security 2014-11-21 2014-11-21 N N N 21000000.00 20998590.91 0.0092 N 20999181.00 20999181.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1MP0 Government Agency Debt First Tier Security 2014-08-09 2015-01-09 N N N 11000000.00 11000008.57 0.0048 N 11000330.00 11000330.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313382Z22 Government Agency Debt First Tier Security 2014-08-14 2014-11-14 N N N 43000000.00 42998393.30 0.0188 N 43002666.00 43002666.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A0CG3 Government Agency Debt First Tier Security 2014-08-20 2014-11-20 N N N 10000000.00 9999733.83 0.0044 N 10000250.00 10000250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1FQ6 Government Agency Debt First Tier Security 2014-08-24 2014-12-24 N N N 27000000.00 26999566.72 0.0118 N 27000351.00 27000351.00 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 15998152.00 0.0070 N 15999360.00 15999360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313383D57 Government Agency Debt First Tier Security 2014-11-24 2014-11-24 N N N 15000000.00 15005025.96 0.0066 N 15005280.00 15005280.00 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 12994868.62 0.0057 N 12995814.00 12995814.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313382Y64 Government Agency Debt First Tier Security 2014-08-10 2014-11-10 N N N 14000000.00 13999410.19 0.0061 N 14001148.00 14001148.00 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 19999913.72 0.0088 N 19996760.00 19996760.00 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 22993779.71 0.0101 N 22990501.00 22990501.00 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 13999860.77 0.0061 N 14000294.00 14000294.00 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 26999621.40 0.0118 N 27000459.00 27000459.00 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 11450396.45 0.0050 N 11451236.60 11451236.60 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 10799586.00 0.0047 N 10799892.00 10799892.00 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 11998081.54 0.0053 N 11997816.00 11997816.00 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 20996443.66 0.0092 N 20996115.00 20996115.00 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 10997301.84 0.0048 N 10995479.00 10995479.00 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 9998138.46 0.0044 N 9997180.00 9997180.00 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 22997731.64 0.0101 N 22994365.00 22994365.00 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 11998515.48 0.0053 N 11996976.00 11996976.00 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 8998661.34 0.0039 N 8997732.00 8997732.00 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 21000000.00 21000000.00 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 26999317.50 0.0118 N 26999838.00 26999838.00 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 11001115.35 0.0048 N 11000132.00 11000132.00 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 9998258.06 0.0044 N 9997920.00 9997920.00 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 15997163.99 0.0070 N 15996496.00 15996496.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1KJ6 Government Agency Debt First Tier Security 2014-10-02 2015-10-02 N N N 16000000.00 15997164.35 0.0070 N 15996240.00 15996240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1LD8 Government Agency Debt First Tier Security 2014-10-07 2015-10-07 N N N 16000000.00 15997091.16 0.0070 N 15996112.00 15996112.00 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 9999466.40 0.0044 N 10000980.00 10000980.00 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 10994597.78 0.0048 N 10996678.00 10996678.00 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 13997961.28 0.0061 N 13995128.00 13995128.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0EP1 Government Agency Debt First Tier Security 2014-08-11 2015-12-11 N N N 22000000.00 21996945.52 0.0096 N 22004642.00 22004642.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0D56 Government Agency Debt First Tier Security 2014-08-25 2015-11-25 N N N 10000000.00 9997351.07 0.0044 N 10000970.00 10000970.00 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 10999230.17 0.0048 N 11001309.00 11001309.00 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 10998938.77 0.0048 N 11001221.00 11001221.00 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 7000876.75 0.0031 N 7000357.00 7000357.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A1WS3 Government Agency Debt First Tier Security 2015-05-08 2015-05-08 N N N 28000000.00 27995294.70 0.0122 N 27984992.00 27984992.00 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 27047482.29 0.0118 N 27048627.00 27048627.00 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 9000120.00 0.0039 N 9000099.00 9000099.00 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 7999975.33 0.0035 N 8001064.00 8001064.00 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 19999630.27 0.0088 N 20002320.00 20002320.00 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 10999793.90 0.0048 N 11001287.00 11001287.00 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 10999424.02 0.0048 N 11000880.00 11000880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A1U97 Government Agency Debt First Tier Security 2015-04-29 2015-04-29 N N N 19670000.00 19666054.47 0.0086 N 19665751.28 19665751.28 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 7000147.00 0.0031 N 7000294.00 7000294.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2BS4 Government Agency Debt First Tier Security 2015-06-19 2015-06-19 N N N 11000000.00 10995889.32 0.0048 N 10992333.00 10992333.00 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 9997633.79 0.0044 N 10001900.00 10001900.00 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 13099141.08 0.0057 N 13100628.80 13100628.80 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 9369322.23 0.0041 N 9369756.38 9369756.38 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 2999912.67 0.0013 N 3000042.00 3000042.00 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 4999777.68 0.0022 N 5000125.00 5000125.00 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 16000800.00 16000800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2RB4 Government Agency Debt First Tier Security 2015-07-29 2015-07-29 N N N 11000000.00 10997529.96 0.0048 N 10994214.00 10994214.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2P91 Government Agency Debt First Tier Security 2015-08-17 2015-08-17 N N N 16000000.00 16000000.00 0.0070 N 15991360.00 15991360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2P83 Government Agency Debt First Tier Security 2015-08-17 2015-08-17 N N N 11000000.00 11000000.00 0.0048 N 10994060.00 10994060.00 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 10999480.44 0.0048 N 11000264.00 11000264.00 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 10998933.00 10998933.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2S72 Government Agency Debt First Tier Security 2015-08-27 2015-08-27 N N N 11000000.00 11000000.00 0.0048 N 10997987.00 10997987.00 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 8003457.37 0.0035 N 8003368.00 8003368.00 Freddie Mac Freddie Mac, 0.13% 3137EACY3 Government Agency Debt First Tier Security 2014-11-25 2014-11-25 N N N 4088000.00 4095906.27 0.0018 N 4096347.70 4096347.70 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-08-16 2015-07-16 N N N 18000000.00 17998256.42 0.0079 N 18005508.00 18005508.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-08-17 2015-07-17 N N N 18000000.00 17998251.43 0.0079 N 18005382.00 18005382.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-08-26 2015-06-26 N N N 11000000.00 10999008.49 0.0048 N 11003355.00 11003355.00 Freddie Mac Freddie Mac, 0.19% 3134G2WG3 Government Agency Debt First Tier Security 2014-09-22 2014-09-22 N N N 1000000.00 1000786.38 0.0004 N 1000923.00 1000923.00 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 21559143.59 0.0094 N 21559913.76 21559913.76 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 11017721.71 0.0048 N 11017182.00 11017182.00 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 16205787.25 0.0071 N 16212496.00 16212496.00 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 7/31/2014 due 08/01/2014 48Y99MHF5_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2038-12-15 2.51 - 5.5 Government Agency Debt 49912177.70 39688270.12 FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-25 2041-07-25 5 - 6 Government Agency Debt 47132229.01 13109174.91 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-11-20 0.342 - 5.25 Government Agency Debt 53513003.95 23032043.15 Unrated Security 2014-08-01 2014-08-01 N N N 73632569.00 73632569.18 0.0322 N 73632569.18 73632569.18 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 48X997EQ8 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2041-09-01 0 - 5.935 Government Agency Debt 141813783.00 17199911.35 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2044-07-01 1.063 - 6.169 Government Agency Debt 489744313.00 33026728.51 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-10-20 2043-01-20 1.625 - 3 Government Agency Debt 651045958.00 11277804.48 First Tier Security 2014-08-07 2014-08-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 60297000.00 60297000.00 0.0264 N 60297000.00 60297000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 7/31/2014 due 08/01/2014 48Y99MHF5_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-02-15 2043-11-15 0 - 6.5 Treasury Debt 22117.11 25967.62 FEDERAL FARM CREDIT 2014-08-28 2027-12-06 0.169 - 6.125 Government Agency Debt 574115.33 592122.94 FEDERAL HOME LOAN BANK 2014-09-12 2020-05-06 0.125 - 7.375 Government Agency Debt 25998767.11 26166747.55 FEDERAL HOME LOAN MORTGAGE CORP 2014-11-13 2044-08-01 0.075 - 7 Government Agency Debt 20989551.72 20402486.50 FEDERAL NATIONAL MORTGAGE ASSOC 2014-08-28 2044-08-01 0.165 - 7.5 Government Agency Debt 29716422.94 15598141.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-07-20 2.5 - 10 Government Agency Debt 28233453.71 25472022.39 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 107532.71 121638.73 Unrated Security 2014-08-01 2014-08-01 N N N 86572946.00 86572946.43 0.0379 N 86572946.43 86572946.43 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.10% 48S99EXV7 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-25 2043-02-25 3.5 - 6.5 Government Agency Debt 24034496.00 24720206.61 First Tier Security 2014-08-05 2014-08-05 N N N 24000000.00 24000000.00 0.0105 N 23999896.80 23999896.80 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.1%, dated 7/31/2014 due 08/01/2014 48Y99MHF5_06399 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-25 2052-11-25 1.965 - 7 Government Agency Debt 28356911.57 21449677.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-05-20 2047-04-16 1.35 - 7 Government Agency Debt 16703336.66 15063258.17 Unrated Security 2014-08-01 2014-08-01 N N N 35449343.00 35449343.33 0.0155 N 35449343.33 35449343.33 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48P995XH0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 Government Agency Debt 33910000.00 29587823.22 First Tier Security 2014-08-06 2014-08-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 29000000.00 29000000.00 0.0127 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 2042-06-01 2042-12-01 3.5 - 3.5 Government Agency Debt 18751000.00 14920884.67 First Tier Security 2014-08-07 2014-08-07 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 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48P9954J8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2042-12-01 3.5 - 4 Government Agency Debt 51893001.00 37030132.10 First Tier Security 2014-08-07 2014-08-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 36300000.00 36300000.00 0.0159 N 36300000.00 36300000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.1%, dated 7/31/2014 due 08/01/2014 48Y99MHF5_55502 Government Agency Repurchase Agreement Y US TREASURY 2014-09-15 2044-02-15 0 - 11.25 Treasury Debt 54805142.40 56603690.89 FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-01 2054-02-01 1.323 - 12.5 Government Agency Debt 235016873.83 111425396.47 Unrated Security 2014-08-01 2014-08-01 N N N 164701112.00 164701112.02 0.0721 N 164701112.02 164701112.02 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48S99R4M0 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2016-09-19 2016-09-19 0.19 - 0.19 Government Agency Debt 33030000.00 33006273.45 FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2032-07-15 N/A Government Agency Debt 100052000.00 49617787.84 First Tier Security 2014-08-07 2014-08-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 81000000.00 80999982.00 0.0354 N 81000000.00 81000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.09% 45G99R7W4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2043-05-01 2.363 - 5.5 Government Agency Debt 34012362.00 19928303.75 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2043-11-01 2.28 - 4.5 Government Agency Debt 58859310.00 23917579.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-07-20 2042-07-20 3 - 3 Government Agency Debt 16740.00 14555.17 Unrated Security 2014-08-01 2014-08-01 N N N 43000000.00 43000000.00 0.0188 N 43000000.00 43000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R7Y0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2044-04-01 2.244 - 5 Government Agency Debt 4249954.00 3273020.06 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2044-01-01 2.28 - 4 Government Agency Debt 3103314.00 2847014.28 Unrated Security 2014-08-07 2014-08-07 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., 0.10% 45G99R7X2 Government Agency Repurchase Agreement Y US TREASURY 2017-06-30 2017-06-30 2.5 - 2.5 Treasury Debt 1900.00 1986.24 FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2042-03-01 2.666 - 3.23 Government Agency Debt 31429781.00 13151484.10 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2041-09-01 2.888 - 3.5 Government Agency Debt 84168014.00 36827086.09 Unrated Security 2014-08-07 2014-08-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 49000000.00 49000000.00 0.0214 N 49000000.00 49000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R7N4 Government Agency Repurchase Agreement Y US TREASURY 2016-09-15 2017-06-30 0.875 - 2.5 Treasury Debt 154900.00 159890.14 FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2044-04-01 2.244 - 6 Government Agency Debt 2973516.00 771600.94 FEDERAL NATIONAL MORTGAGE ASSOC 2025-08-01 2043-11-01 2.099 - 4.5 Government Agency Debt 11967086.00 7160948.15 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-05-20 2044-06-20 4 - 4 Government Agency Debt 79497.00 68007.98 Unrated Security 2014-08-07 2014-08-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0035 N 8000000.00 8000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48Q99A7J3 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2015-01-31 2015-01-31 0.25 - 0.25 Treasury Debt 7135600.00 7142286.06 First Tier Security 2014-08-07 2014-08-07 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 0.1%, dated 7/31/2014 due 08/01/2014 48Y99MHF5_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-11-20 2043-05-15 0 - 4.75 Treasury Debt 46760145.37 46425353.18 FEDERAL HOME LOAN MORTGAGE CORP 2028-11-15 2044-04-15 0 - 6.5 Government Agency Debt 61407888.28 39615754.48 FEDERAL NATIONAL MORTGAGE ASSOC 2041-08-25 2043-06-25 2.5 - 6.5 Government Agency Debt 6943879.34 6585467.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-16 2040-04-16 3.5 - 3.5 Government Agency Debt 651826.58 502255.50 Unrated Security 2014-08-01 2014-08-01 N N N 90856029.00 90856029.04 0.0398 N 90856029.04 90856029.04 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNT5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2044-03-01 2.5 - 4 Government Agency Debt 11932948.00 9808329.11 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2044-09-01 1.323 - 4.5 Government Agency Debt 32991858.00 28551997.05 First Tier Security 2014-08-07 2014-08-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 37527000.00 37527000.00 0.0164 N 37527000.00 37527000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNM0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-03-01 2044-07-01 2.34 - 4 Government Agency Debt 23233312.00 22276282.84 FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2044-09-01 1.323 - 5 Government Agency Debt 34019442.00 27280981.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-03-20 2042-03-20 2.5 - 2.5 Government Agency Debt 393817.00 192428.61 First Tier Security 2014-08-07 2014-08-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 48763000.00 48763000.00 0.0213 N 48763000.00 48763000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNR9 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-01 2044-09-01 1.323 - 4 Government Agency Debt 41176623.00 37186608.31 First Tier Security 2014-08-07 2014-08-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 36456000.00 36456000.00 0.0160 N 36456000.00 36456000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.09% 48P99SNL2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-04-01 2044-03-01 2.5 - 4.5 Government Agency Debt 9993770.00 6901760.85 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2044-09-01 1.323 - 6 Government Agency Debt 32069137.00 27482195.07 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2044-07-20 4 - 5.5 Government Agency Debt 14350873.00 14220207.56 First Tier Security 2014-08-07 2014-08-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 47602000.00 47602000.00 0.0208 N 47602000.00 47602000.00 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 2.533 - 4.5 Government Agency Debt 627938.00 606487.37 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2044-09-01 1.323 - 4 Government Agency Debt 20417604.00 19063373.00 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-07-20 2044-07-20 4 - 4 Government Agency Debt 5518810.00 5874294.95 First Tier Security 2014-08-07 2014-08-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24960000.00 24960000.00 0.0109 N 24960000.00 24960000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 48P9932W6 0000276523 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2017-01-17 2017-01-17 4.875 - 4.875 Government Agency Debt 7199000.00 7912304.52 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-28 2015-09-28 0.5 - 0.5 Government Agency Debt 25652000.00 25756104.37 First Tier Security 2014-08-07 2014-08-07 N N N 33000000.00 33000000.00 0.0144 N 32999818.50 32999818.50 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 48P9933C9 0000276523 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2015-12-10 2015-12-10 0.203 - 0.203 Government Agency Debt 32110000.00 32146866.29 FEDERAL HOME LOAN BANK 2019-06-14 2019-06-14 1.75 - 1.75 Government Agency Debt 5625000.00 5602831.25 First Tier Security 2014-08-08 2014-08-08 N N N 37000000.00 37000000.00 0.0162 Y 36999785.40 36999785.40 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 48P9934H7 0000276523 Government Agency Repurchase Agreement Y US TREASURY 2015-01-31 2015-01-31 2.25 - 2.25 Treasury Debt 43720800.00 44192153.94 First Tier Security 2014-08-13 2014-08-13 N N N 43315000.00 43315000.00 0.0190 Y 43314709.79 43314709.79