0000278001-14-000058.txt : 20141030 0000278001-14-000058.hdr.sgml : 20141030 20140908133551 ACCESSION NUMBER: 0000278001-14-000058 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140831 FILED AS OF DATE: 20140908 DATE AS OF CHANGE: 20140908 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: 141090197 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 2014-08-31 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 55 100 2267401909.52 3659499.25 2608940.93 2268452467.84 0.0011 1.0002 2014-08-29 1.0002 2014-08-29 C000019554 2500.00 2268452467.84 1.00 -16890310.90 54161548.13 71051859.03 0.0001 1.0002 2014-08-29 1.0002 2014-08-29 Fannie Mae Fannie Mae, 0.13% 3135G0YF4 Government Agency Debt First Tier Security 2014-09-05 2015-08-05 N N N 24000000.00 23995482.73 0.0106 N 24002808.00 24002808.00 Fannie Mae Fannie Mae, 0.13% 3135G0FY4 Government Agency Debt First Tier Security 2014-12-19 2014-12-19 N N N 4000000.00 4007311.10 0.0018 N 4007920.00 4007920.00 Fannie Mae Fannie Mae, 0.14% 3135G0PG2 Government Agency Debt First Tier Security 2014-09-11 2014-09-11 N N N 46000000.00 45999747.46 0.0203 N 46001380.00 46001380.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-09-21 2015-10-21 N N N 18000000.00 17997913.93 0.0079 N 18004950.00 18004950.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EC6Q2 Government Agency Debt First Tier Security 2014-09-12 2015-01-12 N N N 6000000.00 5999672.17 0.0026 N 6001266.00 6001266.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EC2H6 Government Agency Debt First Tier Security 2014-09-13 2015-01-13 N N N 9000000.00 8999338.56 0.0040 N 9001899.00 9001899.00 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 13500618.66 0.0060 N 13500108.00 13500108.00 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 26999064.66 0.0119 N 26997705.00 26997705.00 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 20998980.92 0.0093 N 20997858.00 20997858.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1MP0 Government Agency Debt First Tier Security 2014-09-09 2015-01-09 N N N 11000000.00 11000006.92 0.0048 N 11000385.00 11000385.00 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 15999516.00 0.0071 N 15999936.00 15999936.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A0CG3 Government Agency Debt First Tier Security 2014-09-20 2014-11-20 N N N 10000000.00 9999808.16 0.0044 N 10000260.00 10000260.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1FQ6 Government Agency Debt First Tier Security 2014-09-24 2014-12-24 N N N 27000000.00 26999659.35 0.0119 N 27000540.00 27000540.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A0CL2 Government Agency Debt First Tier Security 2014-09-26 2014-11-26 N N N 8000000.00 7999816.65 0.0035 N 8000216.00 8000216.00 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 15003671.14 0.0066 N 15002625.00 15002625.00 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 12995965.66 0.0057 N 12998037.00 12998037.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313382Z22 Government Agency Debt First Tier Security 2014-09-14 2014-11-14 N N N 43000000.00 42998867.65 0.0190 N 43002451.00 43002451.00 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 11450319.64 0.0050 N 11449851.15 11449851.15 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 20996720.66 0.0093 N 20996808.00 20996808.00 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 10997470.82 0.0048 N 10996018.00 10996018.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313382Y64 Government Agency Debt First Tier Security 2014-09-10 2014-11-10 N N N 14000000.00 13999591.22 0.0062 N 14000966.00 14000966.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A22U9 Government Agency Debt First Tier Security 2014-11-23 2015-11-23 N N N 23000000.00 22994182.28 0.0101 N 22991260.00 22991260.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A23N4 Government Agency Debt First Tier Security 2014-11-23 2015-02-23 N N N 20000000.00 19999926.70 0.0088 N 19994440.00 19994440.00 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 9998413.26 0.0044 N 9997540.00 9997540.00 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 22998049.83 0.0101 N 22995768.00 22995768.00 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 11998722.78 0.0053 N 11997756.00 11997756.00 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 8998848.27 0.0040 N 8998317.00 8998317.00 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 9998390.09 0.0044 N 9998340.00 9998340.00 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 15997375.32 0.0071 N 15997216.00 15997216.00 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 15997370.21 0.0071 N 15996992.00 15996992.00 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 15997299.89 0.0071 N 15996880.00 15996880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0G95 Government Agency Debt First Tier Security 2014-11-18 2014-11-18 N N N 11000000.00 11000798.14 0.0048 N 11000143.00 11000143.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A13N6 Government Agency Debt First Tier Security 2014-11-26 2015-08-26 N N N 12000000.00 11998234.04 0.0053 N 11998032.00 11998032.00 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 9999592.67 0.0044 N 9999790.00 9999790.00 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 10995829.17 0.0048 N 10998471.00 10998471.00 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 13998221.37 0.0062 N 13997158.00 13997158.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0D56 Government Agency Debt First Tier Security 2014-09-25 2015-11-25 N N N 10000000.00 9997521.79 0.0044 N 10001310.00 10001310.00 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 10999392.51 0.0048 N 10999934.00 10999934.00 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 10999148.31 0.0048 N 10999879.00 10999879.00 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 7000714.00 0.0031 N 6999594.00 6999594.00 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 27995815.65 0.0123 N 27989836.00 27989836.00 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 9000022.11 0.0040 N 8999946.00 8999946.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0EP1 Government Agency Debt First Tier Security 2014-09-11 2015-12-11 N N N 22000000.00 21997136.04 0.0097 N 22005280.00 22005280.00 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 7999986.41 0.0035 N 8000312.00 8000312.00 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 19999785.16 0.0088 N 20000620.00 20000620.00 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 10999879.09 0.0048 N 11000352.00 11000352.00 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 10999622.41 0.0048 N 11000121.00 11000121.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A2K21 Government Agency Debt First Tier Security 2015-04-09 2015-04-09 N N N 8000000.00 7997983.48 0.0035 N 7998136.00 7998136.00 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 19666505.80 0.0087 N 19675409.25 19675409.25 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 10996285.07 0.0048 N 10995512.00 10995512.00 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 9998078.35 0.0044 N 10000550.00 10000550.00 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 13099947.94 0.0058 N 13100013.10 13100013.10 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 9369860.97 0.0041 N 9369868.82 9369868.82 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 2999978.70 0.0013 N 3000051.00 3000051.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A2UE4 Government Agency Debt First Tier Security 2015-08-13 2015-08-13 N N N 11000000.00 10992963.87 0.0048 N 10991530.00 10991530.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A2UN4 Government Agency Debt First Tier Security 2015-08-14 2015-08-14 N N N 11000000.00 10992417.76 0.0048 N 10988659.00 10988659.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A2UC8 Government Agency Debt First Tier Security 2015-08-14 2015-08-14 N N N 6000000.00 5995863.97 0.0026 N 5994672.00 5994672.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A2UV6 Government Agency Debt First Tier Security 2015-08-17 2015-08-17 N N N 15000000.00 14990309.92 0.0066 N 14988735.00 14988735.00 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 0.0071 N 15999056.00 15999056.00 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 10997741.48 0.0048 N 11002211.00 11002211.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313370LC0 Government Agency Debt First Tier Security 2015-08-10 2015-08-10 N N N 10000000.00 10145206.87 0.0045 N 10149050.00 10149050.00 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 10999131.00 10999131.00 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 0.0071 N 16003632.00 16003632.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2WX0 Government Agency Debt First Tier Security 2015-08-27 2015-08-27 N N N 8000000.00 7998602.45 0.0035 N 7998192.00 7998192.00 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 10999574.08 0.0048 N 10999769.00 10999769.00 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 11003047.00 11003047.00 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 11002233.00 11002233.00 Freddie Mac Freddie Mac, 0.10% 3134G26E7 Government Agency Debt First Tier Security 2014-12-01 2014-12-01 N N N 23000000.00 22994183.66 0.0101 N 22985004.00 22985004.00 Freddie Mac Freddie Mac, 0.13% 3137EACY3 Government Agency Debt First Tier Security 2014-11-25 2014-11-25 N N N 4088000.00 4093793.39 0.0018 N 4094168.79 4094168.79 Freddie Mac Freddie Mac, 0.15% 3134G4DT2 Government Agency Debt First Tier Security 2014-09-16 2015-07-16 N N N 18000000.00 17998411.30 0.0079 N 18005598.00 18005598.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-09-17 2015-07-17 N N N 18000000.00 17998406.30 0.0079 N 18005436.00 18005436.00 Freddie Mac Freddie Mac, 0.15% 3134G4C97 Government Agency Debt First Tier Security 2014-09-26 2015-06-26 N N N 11000000.00 10999101.92 0.0048 N 11003366.00 11003366.00 Freddie Mac Freddie Mac, 0.19% 3134G2WG3 Government Agency Debt First Tier Security 2014-09-22 2014-09-22 N N N 1000000.00 1000317.58 0.0004 N 1000375.00 1000375.00 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 16175553.10 0.0071 N 16181248.00 16181248.00 Bank of America NA In a joint trading account with Bank of America NA at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2038-12-15 2.51 - 5.5 Government Agency Debt 90249116.15 72336359.00 FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-01 2041-07-25 5 - 6 Government Agency Debt 90699629.76 23659109.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2041-08-15 0.342 - 5.25 Government Agency Debt 100822764.65 41129486.87 Unrated Security 2014-09-02 2014-09-02 N N N 133139338.00 133139337.81 0.0587 N 133139337.81 133139337.81 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 48X997EQ8 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2043-06-01 2.266 - 3 Government Agency Debt 41217921.00 30487346.35 FEDERAL NATIONAL MORTGAGE ASSOC 2043-02-01 2043-02-01 2.143 - 2.143 Government Agency Debt 20260222.00 16926989.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2044-05-20 3.5 - 4.5 Government Agency Debt 16409114.00 14094481.46 First Tier Security 2014-09-05 2014-09-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 60297000.00 60297000.00 0.0266 N 60297000.00 60297000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 48X997JT7 0001197610 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-05-20 2044-04-20 4 - 4.5 Government Agency Debt 37171594.00 24499067.93 First Tier Security 2014-09-05 2014-09-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 24018000.00 24018000.00 0.0106 N 24018000.00 24018000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-11-15 2015-05-15 0 - 0 Treasury Debt 4679.14 4676.90 FEDERAL FARM CREDIT 2014-09-22 2028-05-01 0.17 - 6.125 Government Agency Debt 460541.81 456160.69 FEDERAL HOME LOAN BANK 2015-02-13 2027-08-02 0.125 - 7.375 Government Agency Debt 11333506.45 11498650.91 FEDERAL HOME LOAN MORTGAGE CORP 2014-09-02 2044-09-01 0 - 7 Government Agency Debt 24198878.44 22188676.61 FEDERAL NATIONAL MORTGAGE ASSOC 2014-09-16 2044-08-01 0 - 7.5 Government Agency Debt 42253655.48 27749953.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-08-20 1.625 - 10 Government Agency Debt 19453922.41 16790195.72 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 95912.34 111928.21 Unrated Security 2014-09-02 2014-09-02 N N N 77217565.00 77217564.66 0.0340 N 77217564.66 77217564.66 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.09% 48S99E3P3 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2044-09-25 2044-09-25 3 - 3 Government Agency Debt 24744136.00 23690415.22 First Tier Security 2014-09-02 2014-09-02 N N N 23000000.00 23000000.00 0.0101 N 23000000.00 23000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_39304 Government Agency Repurchase Agreement Y US TREASURY 2014-09-30 2044-02-15 0.25 - 11.25 Treasury Debt 16271191.64 16864022.67 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2044-06-01 2.5 - 5.226 Government Agency Debt 5746134.90 5619541.45 Unrated Security 2014-09-02 2014-09-02 N N N 22037324.00 22037323.98 0.0097 N 22037323.98 22037323.98 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48P9955M0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-08-01 3.5 - 4 Government Agency Debt 36785000.00 28979897.14 First Tier Security 2014-09-05 2014-09-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 28410000.00 28410000.00 0.0125 N 28410000.00 28410000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48P9956B3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2026-08-01 4 - 4 Government Agency Debt 53265000.00 22136170.55 First Tier Security 2014-09-05 2014-09-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 21700000.00 21700000.00 0.0096 N 21700000.00 21700000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48P9954J8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 45520000.00 37030977.95 First Tier Security 2014-09-05 2014-09-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 36300000.00 36300000.00 0.0160 N 36300000.00 36300000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48P9956T4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2026-08-01 4 - 4 Government Agency Debt 35375000.00 14701342.97 First Tier Security 2014-09-05 2014-09-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 14411000.00 14411000.00 0.0064 N 14411000.00 14411000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48S99R4M0 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2024-02-20 2055-03-15 1.625 - 5.5 Government Agency Debt 904441023.00 82629180.85 First Tier Security 2014-09-05 2014-09-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 81000000.00 81000000.00 0.0357 N 81000000.00 81000000.00 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 2024-08-01 2044-04-01 2.244 - 6.5 Government Agency Debt 4281528.00 3210636.50 FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2044-07-01 2.28 - 5 Government Agency Debt 3129562.00 2872739.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-12-20 2043-12-20 4 - 4 Government Agency Debt 37435.00 37202.15 Unrated Security 2014-09-05 2014-09-05 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% 45G99R7N4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2044-04-01 2.244 - 6 Government Agency Debt 1712974.00 893983.42 FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2044-07-01 2.096 - 5.5 Government Agency Debt 12591896.00 7267150.03 Unrated Security 2014-09-05 2014-09-05 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% 45G99R7X2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2043-07-01 2.244 - 6 Government Agency Debt 26781351.00 11342978.66 FEDERAL NATIONAL MORTGAGE ASSOC 2029-05-01 2044-07-01 2.926 - 5 Government Agency Debt 78731884.00 36941117.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-12-20 2043-12-20 4 - 4 Government Agency Debt 1711548.00 1700901.99 Unrated Security 2014-09-05 2014-09-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 49000000.00 49000000.00 0.0216 N 49000000.00 49000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.13% 45G99R8A1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2043-07-01 2.244 - 5 Government Agency Debt 35543849.00 20486848.57 FEDERAL NATIONAL MORTGAGE ASSOC 2029-05-01 2044-07-01 2.28 - 5 Government Agency Debt 59459046.00 23378220.10 Unrated Security 2014-10-01 2014-10-01 N N N 43000000.00 43000000.00 0.0190 Y 42963450.00 42963450.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48Q99A7J3 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2015-07-31 2021-02-15 0.25 - 3.625 Treasury Debt 6571400.00 7143234.36 First Tier Security 2014-09-05 2014-09-05 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 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-10-15 2044-08-15 0 - 4.75 Treasury Debt 20486320.72 20499737.27 FEDERAL AGRICULTURE MORTGAGE CORP 2017-01-26 2017-01-26 1.1 - 1.1 Government Agency Debt 82196.83 82481.91 FEDERAL HOME LOAN MORTGAGE CORP 2029-05-15 2043-07-15 1.5 - 6 Government Agency Debt 21066839.78 10513744.73 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 2 - 6.5 Government Agency Debt 11161435.23 10124490.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-16 2044-07-20 3 - 3.5 Government Agency Debt 557523.28 410845.35 Unrated Security 2014-09-02 2014-09-02 N N N 40640824.00 40640823.51 0.0179 N 40640823.51 40640823.51 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNR9 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-12-01 2044-09-01 1.322 - 4 Government Agency Debt 40993953.00 37189252.08 First Tier Security 2014-09-05 2014-09-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 36456000.00 36456000.00 0.0161 N 36456000.00 36456000.00 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 2.337 - 5 Government Agency Debt 32813129.00 31342658.64 FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2044-09-01 1.322 - 5 Government Agency Debt 22184736.00 17169077.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-07-20 2044-07-20 4 - 4 Government Agency Debt 1155293.00 1232713.81 First Tier Security 2014-09-05 2014-09-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 48763000.00 48763000.00 0.0215 N 48763000.00 48763000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNT5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2044-04-01 2.469 - 4.5 Government Agency Debt 9460957.00 8293323.83 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2044-09-01 1.322 - 4 Government Agency Debt 34276518.00 26459198.94 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-07-20 2044-07-20 4 - 4 Government Agency Debt 3307295.00 3528930.08 First Tier Security 2014-09-05 2014-09-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 37527000.00 37527000.00 0.0165 N 37527000.00 37527000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.09% 48P99SNL2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2044-07-01 2.507 - 4 Government Agency Debt 8178798.00 5523425.72 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2044-09-01 1.322 - 4.5 Government Agency Debt 42921667.00 33031419.33 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2044-08-20 3.5 - 5 Government Agency Debt 9873158.00 10006882.22 First Tier Security 2014-09-02 2014-09-02 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 47602000.00 47602000.00 0.0210 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 2044-05-01 2.534 - 4 Government Agency Debt 1343776.00 1356683.24 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2044-09-01 1.322 - 5 Government Agency Debt 34084888.00 23087681.01 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2044-08-20 4 - 5 Government Agency Debt 978464.00 1022190.49 First Tier Security 2014-09-05 2014-09-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24960000.00 24960000.00 0.0110 N 24960000.00 24960000.00 Societe Generale In a joint trading account with Societe Generale at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_74037 Government Agency Repurchase Agreement Y US TREASURY 2014-10-31 2044-05-15 0 - 8.75 Treasury Debt 65145843.50 66610209.98 FEDERAL HOME LOAN MORTGAGE CORP 2017-10-03 2029-02-01 1.1 - 3.5 Government Agency Debt 2287333.99 2293854.49 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2052-05-01 2.5 - 4.5 Government Agency Debt 8898555.63 7083721.96 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2062-11-20 1.625 - 6 Government Agency Debt 161504043.86 15265690.16 Unrated Security 2014-09-02 2014-09-02 N N N 89409812.00 89409811.72 0.0394 N 89409811.72 89409811.72 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_08395 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2015-09-15 2016-07-27 0.25 - 2.125 Government Agency Debt 2730738.21 2743799.27 FEDERAL FARM CREDIT 2015-12-30 2023-11-09 0.15 - 6.03 Government Agency Debt 4123414.70 4148492.06 FEDERAL HOME LOAN BANK 2015-06-19 2023-10-17 0 - 5.375 Government Agency Debt 20883454.34 21320710.73 FEDERAL HOME LOAN MORTGAGE CORP 2015-06-16 2044-08-01 0 - 6.75 Government Agency Debt 50892589.24 52341589.91 FINANCE CORPORATION 2014-09-07 2019-06-06 0 - 0 Government Agency Debt 126497.43 121718.79 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-15 2043-08-01 0 - 7.125 Government Agency Debt 42405874.93 43655058.08 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-15 2044-08-20 2.5 - 5 Government Agency Debt 45866341.62 47791814.79 TENNESEE VALLEY AUTHORITY 2014-11-01 2048-01-15 0 - 6.75 Government Agency Debt 3540589.50 2044977.24 Unrated Security 2014-09-02 2014-09-02 N N N 170671138.00 170671138.32 0.0752 N 170671138.32 170671138.32 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.08% 48Y99AJB8 0000276523 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2017-11-06 2017-11-06 5.05 - 5.05 Government Agency Debt 1000000.00 1140171.39 FEDERAL HOME LOAN BANK 2016-12-09 2016-12-09 3.5 - 3.5 Government Agency Debt 1000000.00 1068307.78 FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2044-07-01 1 - 4 Government Agency Debt 3934846.00 4046767.68 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-15 2017-10-27 2.2 - 5 Government Agency Debt 473000.00 495912.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-02-20 2044-02-20 4.5 - 4.5 Government Agency Debt 2751961.00 2890009.85 First Tier Security 2014-09-03 2014-09-03 N N N 9452000.00 9452000.00 0.0042 N 9452000.95 9452000.95 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.08% 48Y99AJL6 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2029-08-01 3 - 3 Government Agency Debt 22721467.00 23578960.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-02-20 2044-08-20 4.5 - 4.5 Government Agency Debt 478211.00 511614.65 First Tier Security 2014-09-05 2014-09-05 N N N 23618000.00 23618000.00 0.0104 N 23618000.00 23618000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99AFB2 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 Government Agency Debt 11513966.00 12219324.35 FEDERAL NATIONAL MORTGAGE ASSOC 2029-08-01 2029-08-01 2.5 - 2.5 Government Agency Debt 16495319.00 16780942.78 First Tier Security 2014-11-06 2014-11-06 N N N 28410000.00 28410000.00 0.0125 Y 28407443.10 28407443.10 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99AFA4 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2029-07-01 2029-07-01 3 - 3 Government Agency Debt 31385342.00 32630220.67 First Tier Security 2014-11-07 2014-11-07 N N N 31961000.00 31961000.00 0.0141 Y 31958123.51 31958123.51