0000278001-14-000069.txt : 20141229 0000278001-14-000069.hdr.sgml : 20141225 20141107113331 ACCESSION NUMBER: 0000278001-14-000069 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20141031 FILED AS OF DATE: 20141107 DATE AS OF CHANGE: 20141107 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: 141203329 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 2014-10-31 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 53 104 2263335340.12 439264.85 534772.51 2263239832.46 0.0012 1.0002 2014-10-31 1.0002 2014-10-31 C000019554 2500.00 2263239832.46 1.00 773187.56 79560101.34 78786913.78 0.0001 1.0002 2014-10-31 1.0002 2014-10-31 Fannie Mae Fannie Mae, 0.12% 3135G0YF4 Government Agency Debt First Tier Security 2014-11-05 2015-08-05 N N N 24000000.00 23996297.97 0.0106 N 24005328.00 24005328.00 Fannie Mae Fannie Mae, 0.13% 3135G0FY4 Government Agency Debt First Tier Security 2014-12-19 2014-12-19 N N N 4000000.00 4003219.57 0.0018 N 4003468.00 4003468.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-11-21 2015-10-21 N N N 18000000.00 17998220.55 0.0080 N 18007110.00 18007110.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133ECPC2 Government Agency Debt First Tier Security 2014-11-04 2015-04-13 N N N 24800000.00 24804442.05 0.0110 N 24801190.40 24801190.40 Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EDK50 Government Agency Debt First Tier Security 2014-11-25 2016-01-25 N N N 14700000.00 14699164.06 0.0065 N 14701014.30 14701014.30 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC6Q2 Government Agency Debt First Tier Security 2014-11-12 2015-01-12 N N N 6000000.00 5999822.53 0.0027 N 6000864.00 6000864.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC2H6 Government Agency Debt First Tier Security 2014-11-13 2015-01-13 N N N 9000000.00 8999639.66 0.0040 N 9001314.00 9001314.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EDV90 Government Agency Debt First Tier Security 2014-11-19 2016-09-19 N N N 14000000.00 13998666.01 0.0062 N 14000560.00 14000560.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133ED3B6 Government Agency Debt First Tier Security 2014-11-03 2016-10-03 N N N 11000000.00 11006491.61 0.0049 N 11006611.00 11006611.00 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 20999748.38 0.0093 N 20999601.00 20999601.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A1FQ6 Government Agency Debt First Tier Security 2014-11-24 2014-12-24 N N N 27000000.00 26999841.63 0.0119 N 27000810.00 27000810.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A0CL2 Government Agency Debt First Tier Security 2014-11-26 2014-11-26 N N N 8000000.00 7999946.70 0.0035 N 8000144.00 8000144.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1MP0 Government Agency Debt First Tier Security 2014-11-09 2015-01-09 N N N 11000000.00 11000003.67 0.0049 N 11000517.00 11000517.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313382Z22 Government Agency Debt First Tier Security 2014-11-14 2014-11-14 N N N 43000000.00 42999801.07 0.0190 N 43000903.00 43000903.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A0CG3 Government Agency Debt First Tier Security 2014-11-20 2014-11-20 N N N 10000000.00 9999954.44 0.0044 N 10000130.00 10000130.00 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 15001005.19 0.0066 N 15000750.00 15000750.00 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 12998124.39 0.0057 N 12999545.00 12999545.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313382Y64 Government Agency Debt First Tier Security 2014-11-10 2014-11-10 N N N 14000000.00 13999947.44 0.0062 N 14000182.00 14000182.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A3DA9 Government Agency Debt First Tier Security 2014-11-16 2015-10-16 N N N 22000000.00 22000000.00 0.0097 N 22001782.00 22001782.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313383A35 Government Agency Debt First Tier Security 2014-11-17 2014-11-17 N N N 21000000.00 21000410.59 0.0093 N 21000567.00 21000567.00 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 11450168.49 0.0051 N 11450125.95 11450125.95 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 22994974.42 0.0102 N 22998114.00 22998114.00 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 19999952.25 0.0088 N 19999400.00 19999400.00 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 33003828.00 0.0146 N 33000330.00 33000330.00 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 10997803.32 0.0049 N 10999142.00 10999142.00 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 9998953.99 0.0044 N 9998490.00 9998490.00 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 22998675.94 0.0102 N 22997378.00 22997378.00 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 8999216.10 0.0040 N 8998956.00 8998956.00 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 11999130.69 0.0053 N 11998608.00 11998608.00 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 11000173.95 0.0049 N 11000143.00 11000143.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A0D56 Government Agency Debt First Tier Security 2014-11-25 2015-11-25 N N N 10000000.00 9997857.73 0.0044 N 10002760.00 10002760.00 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 11998534.10 0.0053 N 12000792.00 12000792.00 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 20997265.73 0.0093 N 21001470.00 21001470.00 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 9999841.14 0.0044 N 10000030.00 10000030.00 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 9998649.89 0.0044 N 10000570.00 10000570.00 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 10998252.22 0.0049 N 10999681.00 10999681.00 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 15997791.18 0.0071 N 16000864.00 16000864.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1KJ6 Government Agency Debt First Tier Security 2015-01-02 2015-10-02 N N N 16000000.00 15997775.31 0.0071 N 16000784.00 16000784.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1LD8 Government Agency Debt First Tier Security 2015-01-07 2015-10-07 N N N 16000000.00 15997710.63 0.0071 N 16000736.00 16000736.00 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 13998733.14 0.0062 N 13998208.00 13998208.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0EP1 Government Agency Debt First Tier Security 2014-11-11 2015-12-11 N N N 22000000.00 21997510.94 0.0097 N 22008096.00 22008096.00 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 10999711.97 0.0049 N 11000132.00 11000132.00 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 10999560.64 0.0049 N 11000121.00 11000121.00 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 7000393.75 0.0031 N 7000427.00 7000427.00 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 27996840.73 0.0124 N 27994876.00 27994876.00 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 7998542.61 0.0035 N 7998808.00 7998808.00 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 19667393.91 0.0087 N 19668682.11 19668682.11 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 10997063.80 0.0049 N 10997052.00 10997052.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0PS3 Government Agency Debt First Tier Security 2015-07-29 2015-07-29 N N N 12000000.00 12007860.24 0.0053 N 12006156.00 12006156.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2R24 Government Agency Debt First Tier Security 2015-08-14 2015-08-14 N N N 10000000.00 10000413.45 0.0044 N 10000080.00 10000080.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2S31 Government Agency Debt First Tier Security 2015-08-28 2015-08-28 N N N 14000000.00 14003354.58 0.0062 N 13995800.00 13995800.00 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 9998953.13 0.0044 N 10000480.00 10000480.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A2TH9 Government Agency Debt First Tier Security 2015-08-07 2015-08-07 N N N 12000000.00 11994281.64 0.0053 N 11995224.00 11995224.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A2PH3 Government Agency Debt First Tier Security 2015-08-18 2015-08-18 N N N 7000000.00 7000708.89 0.0031 N 7000252.00 7000252.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A2PQ3 Government Agency Debt First Tier Security 2015-08-19 2015-08-19 N N N 9980000.00 9981010.95 0.0044 N 9983303.38 9983303.38 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 10994204.34 0.0049 N 10994027.00 10994027.00 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 10993750.66 0.0049 N 10991673.00 10991673.00 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 5996591.05 0.0026 N 5996448.00 5996448.00 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 14991998.76 0.0066 N 14991555.00 14991555.00 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 10998157.70 0.0049 N 11001661.00 11001661.00 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 10119382.90 0.0045 N 10120500.00 10120500.00 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 11000308.00 11000308.00 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 15995248.00 15995248.00 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 7998839.26 0.0035 N 7999312.00 7999312.00 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 12889148.87 0.0057 N 12889329.72 12889329.72 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 17997971.14 0.0080 N 17998542.00 17998542.00 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 10996821.00 10996821.00 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 11002959.00 11002959.00 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 11004565.00 11004565.00 Freddie Mac Freddie Mac, 0.10% 3134G26E7 Government Agency Debt First Tier Security 2014-12-01 2014-12-01 N N N 23000000.00 22998082.53 0.0102 N 22996642.00 22996642.00 Freddie Mac Freddie Mac, 0.13% 3137EACY3 Government Agency Debt First Tier Security 2014-11-25 2014-11-25 N N N 4088000.00 4089635.78 0.0018 N 4089725.14 4089725.14 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-11-16 2015-07-16 N N N 18000000.00 17998716.05 0.0080 N 18006588.00 18006588.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-11-17 2015-07-17 N N N 18000000.00 17998711.05 0.0080 N 18006498.00 18006498.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-11-26 2015-06-26 N N N 11000000.00 10999285.75 0.0049 N 11003839.00 11003839.00 Freddie Mac Freddie Mac, 0.18% 3134G3ZA1 Government Agency Debt First Tier Security 2015-08-28 2015-08-28 N N N 8000000.00 8021167.21 0.0035 N 8021008.00 8021008.00 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 16116060.11 0.0071 N 16118752.00 16118752.00 Bank of America NA In a joint trading account with Bank of America NA at 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2024-07-25 0 - 3.531 Government Agency Debt 57260602.32 59907086.61 FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-25 2041-07-25 5.8 - 5.8 Government Agency Debt 45003007.53 11676380.10 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-03-20 3 - 3 Government Agency Debt 145383737.64 56470057.34 Unrated Security 2014-11-03 2014-11-03 N N N 124322463.00 124322462.92 0.0549 N 124322462.92 124322462.92 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997TV1 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2021-01-15 2021-01-15 1.125 - 1.125 Treasury Debt 942900.00 1087518.98 FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2042-11-01 1.996 - 5 Government Agency Debt 16931347.00 5815087.71 FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-01 2044-05-01 3 - 6.5 Government Agency Debt 19056586.00 12686900.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-09-15 2044-07-20 2 - 4.5 Government Agency Debt 24642911.00 19010546.95 First Tier Security 2014-11-07 2014-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 37831000.00 37831000.00 0.0167 N 37831000.00 37831000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997UY3 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-01-12 2041-08-01 0.75 - 2.5 Government Agency Debt 14871407.00 14726813.20 FEDERAL NATIONAL MORTGAGE ASSOC 2039-03-01 2044-07-01 4.5 - 4.5 Government Agency Debt 270123.00 131103.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-15 2043-09-20 3 - 5 Government Agency Debt 42057238.00 34917253.76 First Tier Security 2014-11-07 2014-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 48797000.00 48797000.00 0.0216 N 48797000.00 48797000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997UT4 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2044-10-01 2.249 - 6.5 Government Agency Debt 10427920.00 9150671.94 FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2044-05-01 2.155 - 6.5 Government Agency Debt 43093293.00 31395633.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-05-15 2044-09-20 1.625 - 5 Government Agency Debt 65381421.00 9086205.90 First Tier Security 2014-11-07 2014-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 48658000.00 48658000.00 0.0215 N 48658000.00 48658000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-11-15 2044-05-15 0 - 8.75 Treasury Debt 1298170.72 1292505.36 FEDERAL FARM CREDIT 2015-11-05 2027-02-11 1.49 - 6.125 Government Agency Debt 391954.61 392515.54 FEDERAL HOME LOAN BANK 2015-02-17 2027-12-07 0 - 5.375 Government Agency Debt 5181991.61 5231094.16 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-10 2044-11-01 0 - 7 Government Agency Debt 20303526.73 16698734.78 FEDERAL NATIONAL MORTGAGE ASSOC 2014-11-20 2044-11-01 0.557 - 7.5 Government Agency Debt 27278685.31 16945749.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-10-20 2.5 - 10 Government Agency Debt 23271075.53 22080251.00 Unrated Security 2014-11-03 2014-11-03 N N N 61343321.00 61343320.52 0.0271 N 61343320.52 61343320.52 Citibank NA Citibank NA, 0.09% 48Y99QLK0 0000036684 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-02-15 2042-03-15 3.5 - 4.5 Government Agency Debt 23916289.00 6116324.02 US TREASURY 2034-02-15 2040-08-15 N/A Treasury Debt 2205067.00 1151151.29 FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2044-09-01 2.11 - 7 Government Agency Debt 193531908.00 33220973.61 FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-01 2044-10-01 2.218 - 6 Government Agency Debt 138028222.00 32605803.83 First Tier Security 2014-11-04 2014-11-04 N N N 71649000.00 71649000.00 0.0317 N 71648792.22 71648792.22 Citibank NA In a joint trading account with Citibank NA at 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_26602 Government Agency Repurchase Agreement Y US TREASURY 2020-01-15 2040-02-15 0 - 1.375 Treasury Debt 114385.42 68903.14 FEDERAL HOME LOAN MORTGAGE CORP 2014-11-01 2048-05-01 1.902 - 12.5 Government Agency Debt 47226063.99 5349413.87 FEDERAL NATIONAL MORTGAGE ASSOC 2014-11-01 2047-11-01 0.587 - 11.5 Government Agency Debt 64919007.06 8757317.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-01-15 2054-12-15 1.125 - 13 Government Agency Debt 260602993.89 16931642.43 Unrated Security 2014-11-03 2014-11-03 N N N 30496394.00 30496393.63 0.0135 N 30496393.63 30496393.63 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48Z99TAL3 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2021-02-15 2021-02-15 N/A Treasury Debt 42495000.00 37500563.15 First Tier Security 2014-11-07 2014-11-07 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, 0.08% 48Z99TBQ1 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2020-02-15 2020-08-15 N/A Treasury Debt 26957000.00 24403062.98 First Tier Security 2014-11-07 2014-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 23690000.00 23690000.00 0.0105 N 23690000.00 23690000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48Z99TBB4 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2020-08-15 2020-08-15 N/A Treasury Debt 33000000.00 29588130.71 First Tier Security 2014-11-07 2014-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 28724000.00 28724000.00 0.0127 N 28724000.00 28724000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48Z99TCH0 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2020-02-15 2020-02-15 N/A Treasury Debt 16495000.00 15038821.03 First Tier Security 2014-11-07 2014-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 14597000.00 14597000.00 0.0064 N 14597000.00 14597000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2044-10-01 2.5 - 3.5 Government Agency Debt 3116848.44 2537396.45 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2053-01-01 0 - 12.5 Government Agency Debt 123454848.09 72093454.15 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2056-06-15 2.35 - 9.5 Government Agency Debt 8873065.53 7246843.91 Unrated Security 2014-11-03 2014-11-03 N N N 80272117.00 80272116.57 0.0355 N 80272116.57 80272116.57 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48Z99AHY9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2018-12-14 2018-12-14 1.75 - 1.75 Government Agency Debt 2055000.00 2083358.43 FEDERAL HOME LOAN MORTGAGE CORP 2027-07-09 2027-07-09 3.005 - 3.005 Government Agency Debt 23249000.00 22736333.72 First Tier Security 2014-11-07 2014-11-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 24329000.00 24329000.00 0.0107 N 24329000.00 24329000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48Z99ADA5 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2017-03-15 2017-03-15 0.16 - 0.16 Government Agency Debt 17893000.00 17896121.33 FEDERAL HOME LOAN BANK 2015-09-11 2015-09-11 N/A Government Agency Debt 64801000.00 64732958.95 First Tier Security 2014-11-07 2014-11-07 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 Merrill Lynch, Pierce, Fenner & Smith, 0.09% 48Z99ALE8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-12-17 2029-12-17 N/A Government Agency Debt 46776000.00 27301747.92 First Tier Security 2014-11-06 2014-11-06 N N N 26766000.00 26766000.00 0.0118 N 26765801.93 26765801.93 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.09% 45G99R8E3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 5.5 - 5.5 Government Agency Debt 24432.00 5559.47 FEDERAL NATIONAL MORTGAGE ASSOC 2040-08-01 2044-02-01 2.332 - 5 Government Agency Debt 7214028.00 6114945.61 Unrated Security 2014-11-07 2014-11-07 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., 0.09% 45G99R8D5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2044-08-01 2.24 - 6 Government Agency Debt 1737999.00 1372047.37 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-02-01 2.332 - 5 Government Agency Debt 7681276.00 3301131.12 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-12-20 2044-04-20 4 - 4.5 Government Agency Debt 1497590.00 1447403.04 Unrated Security 2014-11-07 2014-11-07 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% 45G99R8B9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2044-08-01 2.106 - 6.5 Government Agency Debt 1774513.00 1100409.46 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-07-01 2.099 - 5.5 Government Agency Debt 12000026.00 6040661.60 Unrated Security 2014-11-07 2014-11-07 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% 45G99R8F0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2044-08-01 2.106 - 5.5 Government Agency Debt 31128174.00 18033654.07 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-10-01 2.28 - 5 Government Agency Debt 41883436.00 25831572.75 Unrated Security 2014-12-01 2014-12-01 N N N 43000000.00 43000000.00 0.0190 Y 42996130.00 42996130.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48X991QS4 0000812291 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2016-10-06 2016-10-06 0.67 - 0.67 Government Agency Debt 7142000.00 7141466.33 First Tier Security 2014-11-07 2014-11-07 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 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-11-15 2044-08-15 0 - 8.125 Treasury Debt 34580462.72 35157869.09 FEDERAL FARM CREDIT 2015-01-20 2026-07-17 0.163 - 2.95 Government Agency Debt 924882.01 923410.91 FEDERAL HOME LOAN BANK 2014-12-12 2026-07-09 0 - 3.1 Government Agency Debt 1095182.75 1090047.56 FEDERAL HOME LOAN MORTGAGE CORP 2015-01-12 2044-11-01 0 - 7.5 Government Agency Debt 20373517.88 11738667.86 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-16 2048-01-25 0 - 8.273 Government Agency Debt 80729639.24 29879855.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2061-10-20 0.502 - 7.28 Government Agency Debt 13558968.51 6115772.25 TENNESEE VALLEY AUTHORITY 2037-01-15 2038-01-15 0 - 6.15 Government Agency Debt 25881.04 16261.81 Unrated Security 2014-11-03 2014-11-03 N N N 82959538.00 82959538.23 0.0367 N 82959538.23 82959538.23 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNY4 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-09-01 3 - 4 Government Agency Debt 338181.00 340740.62 FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2044-11-01 1.318 - 5 Government Agency Debt 24173673.00 18729092.56 First Tier Security 2014-11-07 2014-11-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 18695000.00 18695000.00 0.0083 N 18695000.00 18695000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SNV0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2044-07-01 2.21 - 5 Government Agency Debt 34907766.00 30434611.59 FEDERAL NATIONAL MORTGAGE ASSOC 2032-06-01 2044-11-01 1.318 - 5 Government Agency Debt 27909091.00 18095542.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-05-20 2044-10-20 3.5 - 4 Government Agency Debt 425761.00 419504.71 First Tier Security 2014-11-07 2014-11-07 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 2038-07-01 2044-09-01 2.401 - 4 Government Agency Debt 28554221.00 12355691.53 FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2044-10-01 1.318 - 5 Government Agency Debt 26858666.00 23974370.01 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-09-20 2044-10-20 3 - 4 Government Agency Debt 950183.00 991026.98 First Tier Security 2014-11-07 2014-11-07 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 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_08395 Government Agency Repurchase Agreement Y US TREASURY 2015-08-15 2021-10-31 0.25 - 3.25 Treasury Debt 18765734.42 19142834.19 FEDERAL FARM CREDIT 2017-01-17 2017-01-17 4.875 - 4.875 Government Agency Debt 2606186.20 2880495.98 FEDERAL HOME LOAN BANK 2014-12-17 2018-07-20 0 - 1.625 Government Agency Debt 4445671.90 4445944.15 FEDERAL HOME LOAN MORTGAGE CORP 2016-07-31 2044-10-01 0.08 - 6.25 Government Agency Debt 5415703.88 5915763.65 FINANCE CORPORATION 2014-12-06 2016-12-27 0 - 0 Government Agency Debt 209162.13 209022.53 FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-01 2044-10-01 0 - 6 Government Agency Debt 10441123.74 7402977.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-06-15 2052-11-16 0.802 - 5.5 Government Agency Debt 10150149.14 5720087.75 Unrated Security 2014-11-03 2014-11-03 N N N 44804168.00 44804168.13 0.0198 N 44804168.13 44804168.13 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% 48Y99ARF0 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2044-09-01 2044-10-01 3.5 - 3.5 Government Agency Debt 55384038.00 57543000.10 First Tier Security 2014-11-05 2014-11-05 N N N 56414000.00 56414000.00 0.0249 N 56413701.01 56413701.01 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 48Y99ARN3 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2042-03-01 4 - 4.5 Government Agency Debt 5231359.00 5088682.08 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-25 2044-10-01 0.558 - 5 Government Agency Debt 8050553.00 7630574.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-12-20 2045-10-16 1.663 - 6 Government Agency Debt 24078240.00 11690811.40 First Tier Security 2014-11-07 2014-11-07 N N N 23874000.00 23874000.00 0.0105 N 23874000.00 23874000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99AFB2 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-10-01 2024-10-01 2.5 - 3.5 Government Agency Debt 3712255.00 3601380.03 FEDERAL NATIONAL MORTGAGE ASSOC 2024-04-01 2044-10-01 2.5 - 4.5 Government Agency Debt 21003082.00 14092806.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2044-09-20 2.875 - 4.5 Government Agency Debt 12976717.00 11307142.21 First Tier Security 2014-11-06 2014-11-06 N N N 28410000.00 28410000.00 0.0126 N 28409715.90 28409715.90 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99AFA4 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-10-01 2028-11-15 2 - 3.5 Government Agency Debt 7447238.00 5797839.88 FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2044-08-01 2.5 - 4.5 Government Agency Debt 16921226.00 8101867.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-09-20 2051-08-16 0.507 - 5.5 Government Agency Debt 48269904.00 18762123.97 First Tier Security 2014-11-07 2014-11-07 N N N 31961000.00 31961000.00 0.0141 N 31960680.39 31960680.39