0000278001-14-000063.txt : 20141128 0000278001-14-000063.hdr.sgml : 20141127 20141007160208 ACCESSION NUMBER: 0000278001-14-000063 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141007 DATE AS OF CHANGE: 20141007 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: 141145688 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 2014-09-30 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 50 102 2181169163.77 140732069.47 59434593.32 2262466639.92 0.0010 1.0003 2014-09-30 1.0003 2014-09-30 C000019554 2500.00 2262466639.92 1.00 -5986475.88 67069951.31 73056427.19 0.0001 1.0003 2014-09-30 1.0003 2014-09-30 Fannie Mae Fannie Mae, 0.13% 3135G0YF4 Government Agency Debt First Tier Security 2014-10-05 2015-08-05 N N N 24000000.00 23995883.67 0.0106 N 24005280.00 24005280.00 Fannie Mae Fannie Mae, 0.13% 3135G0FY4 Government Agency Debt First Tier Security 2014-12-19 2014-12-19 N N N 4000000.00 4005298.87 0.0018 N 4005452.00 4005452.00 Fannie Mae Fannie Mae, 0.14% 3135G0YU1 Government Agency Debt First Tier Security 2014-10-21 2015-10-21 N N N 18000000.00 17998064.73 0.0080 N 18006930.00 18006930.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EDK50 Government Agency Debt First Tier Security 2014-10-25 2016-01-25 N N N 14700000.00 14699106.48 0.0065 N 14700147.00 14700147.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133ECPC2 Government Agency Debt First Tier Security 2014-11-13 2015-04-13 N N N 24800000.00 24805286.86 0.0110 N 24805286.86 24805286.86 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC6Q2 Government Agency Debt First Tier Security 2014-10-12 2015-01-12 N N N 6000000.00 5999746.12 0.0027 N 6001218.00 6001218.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC2H6 Government Agency Debt First Tier Security 2014-10-13 2015-01-13 N N N 9000000.00 8999486.64 0.0040 N 9001836.00 9001836.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EDV90 Government Agency Debt First Tier Security 2014-10-19 2016-09-19 N N N 14000000.00 13998605.91 0.0062 N 14000140.00 14000140.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133ED3B6 Government Agency Debt First Tier Security 2014-10-03 2016-10-03 N N N 11000000.00 11006778.27 0.0049 N 11006501.00 11006501.00 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 13500196.85 0.0060 N 13499986.50 13499986.50 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A0CG3 Government Agency Debt First Tier Security 2014-10-20 2014-11-20 N N N 10000000.00 9999880.10 0.0044 N 10000360.00 10000360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A0CL2 Government Agency Debt First Tier Security 2014-10-26 2014-11-26 N N N 8000000.00 7999880.61 0.0035 N 8000320.00 8000320.00 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 26999540.25 0.0119 N 26998677.00 26998677.00 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 20999358.36 0.0093 N 20998425.00 20998425.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1MP0 Government Agency Debt First Tier Security 2014-10-09 2015-01-09 N N N 11000000.00 11000005.32 0.0049 N 11000693.00 11000693.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313382Z22 Government Agency Debt First Tier Security 2014-10-14 2014-11-14 N N N 43000000.00 42999326.72 0.0190 N 43002365.00 43002365.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1FQ6 Government Agency Debt First Tier Security 2014-10-24 2014-12-24 N N N 27000000.00 26999749.00 0.0119 N 27001215.00 27001215.00 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 15002360.02 0.0066 N 15001545.00 15001545.00 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 12997027.34 0.0057 N 12999545.00 12999545.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313382Y64 Government Agency Debt First Tier Security 2014-10-10 2014-11-10 N N N 14000000.00 13999766.41 0.0062 N 14000784.00 14000784.00 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 11450245.31 0.0051 N 11449645.05 11449645.05 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 22994571.86 0.0102 N 22996826.00 22996826.00 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 19999939.27 0.0088 N 19997800.00 19997800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A13K2 Government Agency Debt First Tier Security 2014-11-25 2015-02-25 N N N 33000000.00 33004851.00 0.0146 N 33004851.00 33004851.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A2CH7 Government Agency Debt First Tier Security 2014-12-09 2015-12-09 N N N 11000000.00 10997634.34 0.0049 N 10998581.00 10998581.00 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 9998679.19 0.0044 N 9997690.00 9997690.00 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 22998357.75 0.0102 N 22996136.00 22996136.00 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 8999029.17 0.0040 N 8998470.00 8998470.00 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 11998923.39 0.0053 N 11997960.00 11997960.00 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 15997569.44 0.0071 N 16000768.00 16000768.00 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 15997501.90 0.0071 N 16000672.00 16000672.00 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 11000491.16 0.0049 N 11000440.00 11000440.00 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 11998381.61 0.0053 N 12000564.00 12000564.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A15R5 Government Agency Debt First Tier Security 2014-12-03 2015-09-03 N N N 21000000.00 20996988.73 0.0093 N 21001239.00 21001239.00 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 9999714.87 0.0044 N 9999710.00 9999710.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1DP0 Government Agency Debt First Tier Security 2014-12-14 2015-09-14 N N N 10000000.00 9998517.86 0.0044 N 10000360.00 10000360.00 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 10997020.84 0.0049 N 10999659.00 10999659.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1ES3 Government Agency Debt First Tier Security 2014-12-21 2015-09-21 N N N 16000000.00 15997579.84 0.0071 N 16000512.00 16000512.00 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 13998473.06 0.0062 N 13997844.00 13997844.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0EP1 Government Agency Debt First Tier Security 2014-10-11 2015-12-11 N N N 22000000.00 21997320.42 0.0097 N 22007458.00 22007458.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0D56 Government Agency Debt First Tier Security 2014-10-25 2015-11-25 N N N 10000000.00 9997687.00 0.0044 N 10002430.00 10002430.00 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 10999549.62 0.0049 N 10999747.00 10999747.00 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 10999351.10 0.0049 N 10999681.00 10999681.00 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 7000556.50 0.0031 N 7000266.00 7000266.00 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 27996319.78 0.0124 N 27997536.00 27997536.00 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 7999997.14 0.0035 N 8000048.00 8000048.00 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 19999935.05 0.0088 N 20000120.00 20000120.00 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 10999961.53 0.0049 N 11000077.00 11000077.00 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 10999814.41 0.0049 N 11000000.00 11000000.00 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 7998258.46 0.0035 N 7998568.00 7998568.00 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 19666942.58 0.0087 N 19671435.91 19671435.91 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 10996668.05 0.0049 N 10996392.00 10996392.00 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 9998508.57 0.0044 N 10000210.00 10000210.00 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 10993573.94 0.0049 N 10992861.00 10992861.00 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 5996221.55 0.0027 N 5995464.00 5995464.00 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 10993073.29 0.0049 N 10990243.00 10990243.00 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 14991140.50 0.0066 N 14989905.00 14989905.00 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 10997946.18 0.0049 N 11002475.00 11002475.00 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 10132506.56 0.0045 N 10134230.00 10134230.00 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 16001072.00 16001072.00 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 0.0049 N 10999835.00 10999835.00 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 7998718.91 0.0035 N 7998824.00 7998824.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2Y91 Government Agency Debt First Tier Security 2015-09-10 2015-09-10 N N N 12890000.00 12889064.57 0.0057 N 12888478.98 12888478.98 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130A35D2 Government Agency Debt First Tier Security 2015-09-18 2015-09-18 N N N 18000000.00 17997775.20 0.0080 N 17997210.00 17997210.00 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 0.0049 N 10996062.00 10996062.00 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 0.0049 N 11002717.00 11002717.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XR2 Government Agency Debt First Tier Security 2015-10-02 2015-10-02 N N N 11000000.00 11000000.00 0.0049 N 11004895.00 11004895.00 Freddie Mac Freddie Mac, 0.10% 3134G26E7 Government Agency Debt First Tier Security 2014-12-01 2014-12-01 N N N 23000000.00 22996101.14 0.0102 N 22993100.00 22993100.00 Freddie Mac Freddie Mac, 0.13% 3137EACY3 Government Agency Debt First Tier Security 2014-11-25 2014-11-25 N N N 4088000.00 4091748.66 0.0018 N 4092276.05 4092276.05 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-10-16 2015-07-16 N N N 18000000.00 17998561.18 0.0080 N 18006984.00 18006984.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-10-17 2015-07-17 N N N 18000000.00 17998556.18 0.0080 N 18006840.00 18006840.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-10-26 2015-06-26 N N N 11000000.00 10999192.33 0.0049 N 11004125.00 11004125.00 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 16146294.25 0.0071 N 16153120.00 16153120.00 Bank of America NA In a joint trading account with Bank of America NA at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2024-07-25 0 - 3.531 Government Agency Debt 110548420.01 112907393.27 FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-25 2041-07-25 5.8 - 6 Government Agency Debt 65165342.15 18392819.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-02-20 2040-04-16 3 - 5.25 Government Agency Debt 59080949.49 25939794.05 Unrated Security 2014-10-01 2014-10-01 N N N 152660158.00 152660158.31 0.0675 N 152660158.31 152660158.31 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2043-11-15 0 - 9.25 Treasury Debt 8347.16 9236.71 FEDERAL FARM CREDIT 2014-11-26 2016-08-26 0.133 - 0.174 Government Agency Debt 75.00 75.05 FEDERAL HOME LOAN BANK 2014-12-12 2017-06-21 0.25 - 4.75 Government Agency Debt 13.93 14.11 FEDERAL HOME LOAN MORTGAGE CORP 2015-11-17 2043-03-15 0.1 - 5.172 Government Agency Debt 2494.01 1408.96 FEDERAL NATIONAL MORTGAGE ASSOC 2015-02-27 2044-03-01 0 - 4.833 Government Agency Debt 5495.32 1344.16 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2044-07-20 0.683 - 4.5 Government Agency Debt 8614.93 6295.40 TENNESEE VALLEY AUTHORITY 2042-12-15 2042-12-15 3.5 - 3.5 Government Agency Debt 0.24 0.23 Unrated Security 2014-10-01 2014-10-01 N N N 17976.00 17976.09 0.0000 N 17976.09 17976.09 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.05% 48X997QH5 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2043-08-01 2.248 - 6.5 Government Agency Debt 9669312.00 8711228.26 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2043-07-01 2.155 - 6.5 Government Agency Debt 7608434.00 5822682.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-05-15 2043-02-20 2 - 5.5 Government Agency Debt 141844435.00 34374952.50 First Tier Security 2014-10-07 2014-10-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 47949000.00 47949000.00 0.0212 N 47949000.00 47949000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.06% 48X997NF2 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2042-01-01 2.248 - 6 Government Agency Debt 499699.00 90284.73 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2042-08-01 3.5 - 6.5 Government Agency Debt 31927529.00 22289704.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-15 2042-02-15 2 - 5 Government Agency Debt 557374.00 72558.10 First Tier Security 2014-10-07 2014-10-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 22000000.00 22000000.00 0.0097 N 22000000.00 22000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-10-31 2030-05-15 0 - 7.25 Treasury Debt 184661.97 183269.32 FEDERAL FARM CREDIT 2014-12-29 2022-12-13 0.184 - 6.125 Government Agency Debt 412357.27 415396.26 FEDERAL HOME LOAN BANK 2014-12-12 2024-04-29 0.34 - 5.375 Government Agency Debt 4733885.51 4804973.95 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-04 2044-10-01 0 - 7 Government Agency Debt 21348014.62 16257063.78 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-14 2048-04-25 0 - 7.5 Government Agency Debt 19190144.44 12949029.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-09-20 2.5 - 10 Government Agency Debt 22527637.15 21187085.24 Unrated Security 2014-10-01 2014-10-01 N N N 54638568.00 54638567.76 0.0241 N 54638567.76 54638567.76 Citibank NA In a joint trading account with Citibank NA at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_26602 Government Agency Repurchase Agreement Y US TREASURY 2014-10-31 2024-05-15 0.25 - 5.125 Treasury Debt 6149484.66 6257833.71 FEDERAL HOME LOAN MORTGAGE CORP 2014-10-15 2048-05-01 1.893 - 12.5 Government Agency Debt 18702975.02 3242946.75 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-25 2047-11-01 1.695 - 11.5 Government Agency Debt 21445758.83 5022116.45 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-08-20 2044-06-15 3.5 - 5 Government Agency Debt 181364.56 78716.76 Unrated Security 2014-10-01 2014-10-01 N N N 14315305.00 14315304.75 0.0063 N 14315304.75 14315304.75 Citibank NA Citibank NA, 0.03% 48Y99QHJ8 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2015-01-31 2017-04-15 0.25 - 0.875 Treasury Debt 784000.00 785298.71 FEDERAL HOME LOAN BANK 2015-12-10 2015-12-29 0.27 - 1.9 Government Agency Debt 4445000.00 4473339.12 FEDERAL NATIONAL MORTGAGE ASSOC 2015-07-28 2019-06-20 1.625 - 2.375 Government Agency Debt 6981000.00 7067545.88 First Tier Security 2014-10-07 2014-10-07 N N N 12084000.00 12084000.00 0.0053 N 12084000.00 12084000.00 Citibank NA Citibank NA, 0.04% 48Y99QHK5 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-10-01 2044-09-01 2.21 - 7 Government Agency Debt 69604707.00 42744496.54 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2043-11-01 1.625 - 6 Government Agency Debt 99552864.00 31211706.54 First Tier Security 2014-10-07 2014-10-07 N N N 72506000.00 72506000.00 0.0320 N 72506000.00 72506000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_39304 Government Agency Repurchase Agreement Y US TREASURY 2014-10-15 2043-11-15 0.25 - 11.25 Treasury Debt 17446186.80 18220818.78 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2044-02-01 2.5 - 5 Government Agency Debt 6790907.20 6172246.37 Unrated Security 2014-10-01 2014-10-01 N N N 24204886.00 24204885.52 0.0107 N 24204885.52 24204885.52 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2044-10-01 1.318 - 4.945 Government Agency Debt 43153507.64 15326167.01 Unrated Security 2014-10-01 2014-10-01 N N N 15025606.00 15025606.13 0.0066 N 15025606.13 15025606.13 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48Z99TAL3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 42585000.00 37134345.01 First Tier Security 2014-10-07 2014-10-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 36403000.00 36403000.00 0.0161 N 36403000.00 36403000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48P9955M0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 36140000.00 28983622.50 First Tier Security 2014-10-06 2014-10-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 28410000.00 28410000.00 0.0126 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 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 27605000.00 22138707.78 First Tier Security 2014-10-07 2014-10-07 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% 48P9956T4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-08-01 3.5 - 4 Government Agency Debt 27825000.00 14701878.96 First Tier Security 2014-10-07 2014-10-07 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 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-01-31 2043-02-15 0.25 - 11.25 Treasury Debt 2178927.99 2300847.50 FEDERAL NATIONAL MORTGAGE ASSOC 2015-12-01 2053-05-01 2.5 - 9 Government Agency Debt 6370541.69 4611238.14 Unrated Security 2014-10-01 2014-10-01 N N N 6775182.00 6775182.40 0.0030 N 6775182.40 6775182.40 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48Z99ADA5 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2017-04-19 2017-04-19 5.125 - 5.125 Government Agency Debt 900000.00 1013409.75 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-05-20 2044-08-20 4 - 4 Government Agency Debt 77150459.00 81609528.66 First Tier Security 2014-10-07 2014-10-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 81000000.00 81000000.00 0.0358 N 81000000.00 81000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2044-09-01 2.09 - 5 Government Agency Debt 5284715.63 2002770.07 FEDERAL NATIONAL MORTGAGE ASSOC 2022-03-01 2043-10-01 1.948 - 4.5 Government Agency Debt 8001257.65 2734394.42 Unrated Security 2014-10-01 2014-10-01 N N N 4644278.00 4644278.26 0.0021 N 4644278.26 4644278.26 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.09% 45G99R8D5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2044-08-01 2.242 - 6 Government Agency Debt 1744039.00 1352560.34 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2041-09-01 3 - 5 Government Agency Debt 7495751.00 3227587.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-12-20 2044-04-20 4 - 4.5 Government Agency Debt 1581511.00 1540334.49 Unrated Security 2014-10-07 2014-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0027 N 6000000.00 6000000.00 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 2026-03-01 2044-08-01 2.106 - 6.5 Government Agency Debt 4288810.00 3160910.22 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-07-01 2.28 - 5 Government Agency Debt 3416529.00 2947261.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-12-20 2044-04-20 4 - 4.5 Government Agency Debt 13174.00 12899.40 Unrated Security 2014-10-01 2014-10-01 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0027 N 6000000.00 6000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R8B9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2044-08-01 2.106 - 6.5 Government Agency Debt 2045110.00 1176158.52 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-07-01 2.097 - 5.5 Government Agency Debt 11541832.00 5960657.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-04-20 2044-04-20 4.5 - 4.5 Government Agency Debt 3448.00 3600.63 Unrated Security 2014-10-07 2014-10-07 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., 0.13% 45G99R8A1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2044-08-01 2.242 - 5 Government Agency Debt 35375797.00 20059365.27 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-07-01 2.28 - 5 Government Agency Debt 61477370.00 23810296.46 Unrated Security 2014-10-01 2014-10-01 N N N 43000000.00 43000000.00 0.0190 N 43000000.00 43000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48X991QS4 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2014-12-11 2016-02-29 0 - 2.125 Treasury Debt 6950200.00 7140489.19 First Tier Security 2014-10-07 2014-10-07 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 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-12-11 2044-08-15 0 - 6.25 Treasury Debt 32222824.85 33418356.81 FEDERAL HOME LOAN BANK 2014-11-25 2015-03-27 0 - 0.114 Government Agency Debt 1256687.06 1256817.27 FEDERAL HOME LOAN MORTGAGE CORP 2017-06-29 2044-04-01 1 - 6.5 Government Agency Debt 31009403.37 15275532.82 FEDERAL NATIONAL MORTGAGE ASSOC 2015-02-11 2044-09-01 0 - 9 Government Agency Debt 47013237.49 31514811.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-16 2044-07-20 2.5 - 4 Government Agency Debt 2234176.61 1575637.90 Unrated Security 2014-10-01 2014-10-01 N N N 81247550.00 81247550.25 0.0359 N 81247550.25 81247550.25 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.05% 48J99D3R1 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-08-23 2032-06-01 3.5 - 5.5 Government Agency Debt 1733053.00 1430804.33 FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-11 2017-05-11 5 - 5 Government Agency Debt 12353000.00 13869238.79 First Tier Security 2014-10-06 2014-10-06 N N N 15000000.00 15000000.00 0.0066 N 14999973.00 14999973.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.07% 48P99SNX6 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2044-04-01 2.466 - 4.5 Government Agency Debt 11253030.00 10070392.22 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2044-10-01 1.318 - 5 Government Agency Debt 34310575.00 26260426.68 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2044-09-20 3 - 4 Government Agency Debt 3290875.00 3505931.12 First Tier Security 2014-10-07 2014-10-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 39046000.00 39046000.00 0.0173 N 39046000.00 39046000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.09% 48P99SNU2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-07-15 2044-09-01 0.504 - 4 Government Agency Debt 15827409.00 12664679.55 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2044-10-01 1.318 - 5.5 Government Agency Debt 46625497.00 35788633.63 First Tier Security 2014-10-07 2014-10-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 47432000.00 47432000.00 0.0210 N 47432000.00 47432000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SNV0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-03-01 2044-09-01 2.337 - 5 Government Agency Debt 32873090.00 31086209.77 FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2044-10-01 1.318 - 5 Government Agency Debt 22181319.00 16942768.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-09-20 2044-09-20 4 - 4 Government Agency Debt 857694.00 914173.34 First Tier Security 2014-10-07 2014-10-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 47980000.00 47980000.00 0.0212 N 47980000.00 47980000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SNW8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2044-09-01 3.5 - 4 Government Agency Debt 16047034.00 16558572.61 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2044-10-01 1.318 - 5 Government Agency Debt 22474102.00 20758766.48 First Tier Security 2014-10-07 2014-10-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 36584000.00 36584000.00 0.0162 N 36584000.00 36584000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_08395 Government Agency Repurchase Agreement Y US TREASURY 2028-04-15 2028-04-15 3.625 - 3.625 Treasury Debt 1919815.65 3898496.52 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-12 2016-07-27 0.25 - 2 Government Agency Debt 23503.40 23695.78 FEDERAL FARM CREDIT 2016-03-21 2023-11-09 0 - 6.03 Government Agency Debt 1922488.32 2063059.24 FEDERAL HOME LOAN BANK 2014-12-26 2023-10-17 0 - 5.375 Government Agency Debt 6673509.72 6726087.69 FEDERAL HOME LOAN MORTGAGE CORP 2016-09-29 2044-09-15 0 - 6.25 Government Agency Debt 14033991.50 14906601.70 FINANCE CORPORATION 2014-10-05 2017-10-06 0 - 0 Government Agency Debt 116375.39 111909.32 FEDERAL NATIONAL MORTGAGE ASSOC 2015-02-15 2044-01-25 0 - 7.125 Government Agency Debt 6302090.00 6571517.80 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-11-16 2041-10-20 0.354 - 2 Government Agency Debt 1326484.57 553843.47 TENNESEE VALLEY AUTHORITY 2014-11-01 2048-01-15 0 - 6.75 Government Agency Debt 1107435.29 621206.71 Unrated Security 2014-10-01 2014-10-01 N N N 34695491.00 34695490.53 0.0153 N 34695490.53 34695490.53 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.05% 48Y99AMM0 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2044-09-01 3.5 - 3.5 Government Agency Debt 49543718.00 50795115.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-09-20 2044-09-20 4 - 4 Government Agency Debt 8325209.00 8873425.86 First Tier Security 2014-10-01 2014-10-01 N N N 58498000.00 58498000.00 0.0259 N 58498000.00 58498000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.06% 48Y99AMY4 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2044-09-01 3.5 - 3.5 Government Agency Debt 24144729.00 24754587.30 First Tier Security 2014-10-03 2014-10-03 N N N 24269000.00 24269000.00 0.0107 N 24269031.55 24269031.55 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99AFB2 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2044-09-01 3.5 - 3.5 Government Agency Debt 28269902.00 28983955.75 First Tier Security 2014-11-06 2014-11-06 N N N 28410000.00 28410000.00 0.0126 Y 28409147.70 28409147.70 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99AFA4 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2044-09-01 3.5 - 3.5 Government Agency Debt 31803391.00 32606695.18 First Tier Security 2014-11-07 2014-11-07 N N N 31961000.00 31961000.00 0.0141 Y 31960041.17 31960041.17