0000278001-14-000073.txt : 20150129 0000278001-14-000073.hdr.sgml : 20150129 20141205161047 ACCESSION NUMBER: 0000278001-14-000073 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20141130 FILED AS OF DATE: 20141205 DATE AS OF CHANGE: 20141205 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: 141269746 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 2014-11-30 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 55 109 2247040540.02 507594.22 21531143.63 2226016990.61 0.0012 1.0002 2014-11-28 1.0002 2014-11-28 C000019554 2500.00 2226016990.61 1.00 -37222887.06 38011738.84 75234625.90 0.0001 1.0002 2014-11-28 1.0002 2014-11-28 Fannie Mae Fannie Mae, 0.13% 3135G0YF4 Government Agency Debt First Tier Security 2014-12-05 2015-08-05 N N N 24000000.00 23996698.92 0.0108 N 24005256.00 24005256.00 Fannie Mae Fannie Mae, 0.13% 3135G0FY4 Government Agency Debt First Tier Security 2014-12-19 2014-12-19 N N N 4000000.00 4001207.34 0.0018 N 4001336.00 4001336.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-12-21 2015-10-21 N N N 18000000.00 17998371.35 0.0081 N 18007020.00 18007020.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133ECPC2 Government Agency Debt First Tier Security 2014-12-02 2015-04-13 N N N 24800000.00 24803624.50 0.0111 N 24801116.00 24801116.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EDK50 Government Agency Debt First Tier Security 2014-12-25 2016-01-25 N N N 14700000.00 14699219.79 0.0066 N 14701719.90 14701719.90 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC6Q2 Government Agency Debt First Tier Security 2014-12-12 2015-01-12 N N N 6000000.00 5999896.48 0.0027 N 6000570.00 6000570.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC2H6 Government Agency Debt First Tier Security 2014-12-13 2015-01-13 N N N 9000000.00 8999787.75 0.0040 N 9000864.00 9000864.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EDV90 Government Agency Debt First Tier Security 2014-12-19 2016-09-19 N N N 14000000.00 13998724.18 0.0063 N 14000924.00 14000924.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133ED3B6 Government Agency Debt First Tier Security 2014-12-03 2016-10-03 N N N 11000000.00 11006214.19 0.0049 N 11006655.00 11006655.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384AR0 Government Agency Debt First Tier Security 2015-01-16 2015-01-16 N N N 22000000.00 21997666.78 0.0099 N 21998900.00 21998900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1MP0 Government Agency Debt First Tier Security 2014-12-09 2015-01-09 N N N 11000000.00 11000002.07 0.0049 N 11000319.00 11000319.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1FQ6 Government Agency Debt First Tier Security 2014-12-24 2014-12-24 N N N 27000000.00 26999931.27 0.0121 N 27000351.00 27000351.00 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 12999186.06 0.0058 N 12999792.00 12999792.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A3DA9 Government Agency Debt First Tier Security 2014-12-16 2015-10-16 N N N 17000000.00 17000000.00 0.0076 N 17001717.00 17001717.00 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 11450094.16 0.0051 N 11450091.60 11450091.60 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A23N4 Government Agency Debt First Tier Security 2015-02-23 2015-02-23 N N N 20000000.00 19999964.82 0.0090 N 19996460.00 19996460.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A13K2 Government Agency Debt First Tier Security 2015-02-25 2015-02-25 N N N 33000000.00 33002838.00 0.0148 N 33000000.00 33000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GT5 Government Agency Debt First Tier Security 2014-12-07 2016-06-07 N N N 5000000.00 4998960.24 0.0022 N 4997365.00 4997365.00 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 10997966.84 0.0049 N 10999527.00 10999527.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3FR0 Government Agency Debt First Tier Security 2015-02-06 2016-05-06 N N N 7000000.00 6998947.09 0.0031 N 6997214.00 6997214.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3G99 Government Agency Debt First Tier Security 2015-02-10 2016-05-10 N N N 7000000.00 6998427.31 0.0031 N 6998362.00 6998362.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GR9 Government Agency Debt First Tier Security 2015-02-12 2016-05-12 N N N 5000000.00 4998872.38 0.0022 N 4997565.00 4997565.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A22U9 Government Agency Debt First Tier Security 2015-02-23 2015-11-23 N N N 23000000.00 22995364.00 0.0103 N 22998436.00 22998436.00 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 9999219.93 0.0045 N 9999040.00 9999040.00 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 22998983.86 0.0103 N 22998367.00 22998367.00 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 11999331.30 0.0054 N 11999124.00 11999124.00 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 8999397.00 0.0040 N 8999343.00 8999343.00 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 20997533.80 0.0094 N 21001533.00 21001533.00 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 9999963.34 0.0045 N 10000000.00 10000000.00 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 9998777.66 0.0045 N 10000680.00 10000680.00 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 10999443.89 0.0049 N 10999890.00 10999890.00 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 15997995.70 0.0072 N 16001040.00 16001040.00 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 15997974.53 0.0072 N 16000944.00 16000944.00 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 15997912.64 0.0072 N 16000912.00 16000912.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A13N6 Government Agency Debt First Tier Security 2015-02-26 2015-08-26 N N N 12000000.00 11998681.68 0.0054 N 12000612.00 12000612.00 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 13998984.84 0.0063 N 13998712.00 13998712.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0D56 Government Agency Debt First Tier Security 2014-12-25 2015-11-25 N N N 10000000.00 9998022.94 0.0045 N 10003000.00 10003000.00 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 10999869.08 0.0049 N 11000077.00 11000077.00 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 10999763.42 0.0049 N 11000088.00 11000088.00 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 7000236.25 0.0031 N 7000280.00 7000280.00 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 27997344.87 0.0126 N 27995296.00 27995296.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0EP1 Government Agency Debt First Tier Security 2014-12-11 2015-12-11 N N N 22000000.00 21997695.31 0.0099 N 22008602.00 22008602.00 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 7998817.59 0.0036 N 7999088.00 7999088.00 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 19667830.69 0.0088 N 19668760.79 19668760.79 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A2PG5 Government Agency Debt First Tier Security 2015-07-23 2015-07-23 N N N 21000000.00 20996430.00 0.0094 N 20995191.00 20995191.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2BS4 Government Agency Debt First Tier Security 2015-06-19 2015-06-19 N N N 11000000.00 10997446.78 0.0049 N 10998988.00 10998988.00 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 12006986.88 0.0054 N 12004524.00 12004524.00 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 10000370.08 0.0045 N 9999280.00 9999280.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2RH1 Government Agency Debt First Tier Security 2015-08-25 2015-08-25 N N N 7000000.00 7001451.19 0.0031 N 6998439.00 6998439.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2WJ1 Government Agency Debt First Tier Security 2015-08-25 2015-08-25 N N N 5000000.00 5000665.52 0.0022 N 4998875.00 4998875.00 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 14003019.13 0.0063 N 13995128.00 13995128.00 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 9999383.35 0.0045 N 10000310.00 10000310.00 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 11994896.52 0.0054 N 11996340.00 11996340.00 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 7000635.56 0.0031 N 7001575.00 7001575.00 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 9980906.73 0.0045 N 9982205.58 9982205.58 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 10994814.41 0.0049 N 10993752.00 10993752.00 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 5996948.63 0.0027 N 5996328.00 5996328.00 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 10994406.19 0.0049 N 10991640.00 10991640.00 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 14992829.34 0.0067 N 14991210.00 14991210.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2G75 Government Agency Debt First Tier Security 2015-07-17 2015-07-17 N N N 5000000.00 5000000.00 0.0022 N 4999855.00 4999855.00 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 10998362.40 0.0049 N 11000341.00 11000341.00 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 10106682.60 0.0045 N 10109780.00 10109780.00 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 0.0072 N 15994464.00 15994464.00 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 10999417.00 10999417.00 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 7998955.72 0.0036 N 7998768.00 7998768.00 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 12889230.45 0.0058 N 12888440.31 12888440.31 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 17998160.75 0.0081 N 17997372.00 17997372.00 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 11000616.00 11000616.00 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 11001870.00 11001870.00 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 11003696.00 11003696.00 Freddie Mac Freddie Mac, 0.10% 3134G26E7 Government Agency Debt First Tier Security 2014-12-01 2014-12-01 N N N 23000000.00 23000000.00 0.0103 N 23000000.00 23000000.00 Freddie Mac Freddie Mac, 0.12% 3134G5PN9 Government Agency Debt First Tier Security 2015-02-14 2016-11-14 N N N 19000000.00 18994257.18 0.0085 N 18988999.00 18988999.00 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-12-16 2015-07-16 N N N 18000000.00 17998865.93 0.0081 N 18006246.00 18006246.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-12-17 2015-07-17 N N N 18000000.00 17998860.93 0.0081 N 18006120.00 18006120.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-12-26 2015-06-26 N N N 11000000.00 10999376.16 0.0049 N 11003575.00 11003575.00 Freddie Mac Freddie Mac, 0.18% 3134G3ZA1 Government Agency Debt First Tier Security 2015-08-28 2015-08-28 N N N 8000000.00 8019050.49 0.0036 N 8021368.00 8021368.00 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 16086801.26 0.0072 N 16090000.00 16090000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2024-07-25 2.413 - 3.531 Government Agency Debt 37443250.42 39327538.93 FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-25 2042-07-01 3.5 - 5.8 Government Agency Debt 44685114.89 12050318.15 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-04-16 3 - 5.25 Government Agency Debt 84155678.10 32347435.90 Unrated Security 2014-12-01 2014-12-01 N N N 81295637.00 81295636.50 0.0365 N 81295636.50 81295636.50 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_06453 Government Agency Repurchase Agreement Y US TREASURY 2015-07-31 2021-08-31 0.25 - 2.375 Treasury Debt 3774147.20 3810324.05 FEDERAL HOME LOAN MORTGAGE CORP 2019-05-01 2044-11-01 2.021 - 8 Government Agency Debt 14691751.41 8642297.70 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2052-11-01 1.921 - 6.5 Government Agency Debt 54611821.02 33499061.03 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-07-15 2064-11-20 1.144 - 8 Government Agency Debt 21042673.66 12850595.78 Unrated Security 2014-12-01 2014-12-01 N N N 57648908.00 57648908.35 0.0259 N 57648908.35 57648908.35 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997UT4 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2021-01-15 2021-01-15 1.125 - 1.125 Treasury Debt 837200.00 967169.09 FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2044-10-01 3 - 6.5 Government Agency Debt 10888401.00 9046219.98 FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2044-06-01 2.155 - 6.5 Government Agency Debt 39171558.00 32671212.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-05-15 2044-11-20 1.625 - 5 Government Agency Debt 63119699.00 6952134.07 TENNESEE VALLEY AUTHORITY 2042-12-15 2042-12-15 3.5 - 3.5 Government Agency Debt 8000.00 7867.90 First Tier Security 2014-12-05 2014-12-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 48658000.00 48658000.00 0.0219 N 48658000.00 48658000.00 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 2043-09-01 0.75 - 5.5 Government Agency Debt 13962530.00 13573266.24 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2041-10-01 2.3 - 6 Government Agency Debt 883649.00 267250.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-15 2044-11-20 2 - 5 Government Agency Debt 44789871.00 35936391.40 First Tier Security 2014-12-05 2014-12-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 48797000.00 48797000.00 0.0219 N 48797000.00 48797000.00 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 787700.00 909984.59 FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2044-08-01 1.995 - 5.5 Government Agency Debt 32495141.00 16843466.60 FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-01 2044-11-01 2.598 - 6.5 Government Agency Debt 34557190.00 17124235.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-20 2044-11-20 1.625 - 5 Government Agency Debt 8397221.00 3722745.01 First Tier Security 2014-12-05 2014-12-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 37831000.00 37831000.00 0.0170 N 37831000.00 37831000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_07629 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2044-08-15 0 - 11.25 Treasury Debt 2381847.02 2475498.17 FEDERAL AGRICULTURE MORTGAGE CORP 2015-08-03 2015-08-03 0 - 0 Government Agency Debt 86124.60 86068.62 FEDERAL FARM CREDIT 2017-04-03 2017-04-03 0.16 - 0.16 Government Agency Debt 70209.29 70208.59 FEDERAL HOME LOAN MORTGAGE CORP 2016-01-31 2050-11-15 0.065 - 7 Government Agency Debt 1766930.56 867953.19 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2044-10-01 0.467 - 7 Government Agency Debt 2834119.72 1023349.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2044-11-20 0.685 - 6.5 Government Agency Debt 1490620.70 631015.95 Unrated Security 2014-12-01 2014-12-01 N N N 5053034.00 5053033.57 0.0023 N 5053033.57 5053033.57 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2041-08-15 0 - 9 Treasury Debt 191687.96 205390.97 FEDERAL FARM CREDIT 2015-01-05 2022-12-13 0.171 - 3.85 Government Agency Debt 294543.22 298572.93 FEDERAL HOME LOAN BANK 2014-12-12 2028-04-17 0 - 7.375 Government Agency Debt 3508576.62 3534979.94 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2044-11-01 0.455 - 7 Government Agency Debt 17663174.79 14572166.91 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-06 2044-12-25 0 - 7.5 Government Agency Debt 24538326.43 18388076.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-11-20 2.5 - 10 Government Agency Debt 17845529.28 16131026.36 TENNESEE VALLEY AUTHORITY 2017-12-15 2017-12-15 0 - 0 Government Agency Debt 3095.96 2978.10 Unrated Security 2014-12-01 2014-12-01 N N N 52044153.00 52044153.37 0.0234 N 52044153.37 52044153.37 Citibank NA Citibank NA, 0.09% 48Y99QPN0 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2019-01-31 2021-08-15 0 - 3.375 Treasury Debt 1978177.00 1856896.18 FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2044-10-01 2.11 - 7 Government Agency Debt 200202115.00 39085829.41 FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-01 2044-11-01 2.182 - 6 Government Agency Debt 79534907.00 24992034.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-02-15 2043-05-15 3.5 - 5.5 Government Agency Debt 25329340.00 6350201.74 First Tier Security 2014-12-02 2014-12-02 N N N 70849000.00 70849000.00 0.0318 N 70848681.18 70848681.18 Citibank NA Citibank NA, 0.09% 48Y99QPP5 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2015-04-02 2016-06-30 0 - 1.5 Treasury Debt 4620600.00 4732099.13 FEDERAL FARM CREDIT 2014-12-29 2023-12-20 1.72 - 5.08 Government Agency Debt 929000.00 963031.99 FEDERAL HOME LOAN BANK 2015-01-13 2024-09-13 0 - 5.125 Government Agency Debt 1658000.00 1729910.87 FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-19 2030-05-15 0.5 - 7.25 Government Agency Debt 4135000.00 4524249.29 RESOLUTION FUNDING CORP 2017-01-15 2017-01-15 N/A Government Agency Debt 98000.00 96386.92 First Tier Security 2014-12-02 2014-12-02 N N N 11808000.00 11808000.00 0.0053 N 11807946.86 11807946.86 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48Z99TBQ1 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2023-02-15 2023-02-15 N/A Treasury Debt 29305000.00 24403739.41 First Tier Security 2014-12-05 2014-12-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 23690000.00 23690000.00 0.0106 N 23690000.00 23690000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48Z99TBB4 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2023-02-15 2023-08-15 N/A Treasury Debt 36091000.00 29589428.54 First Tier Security 2014-12-05 2014-12-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 28724000.00 28724000.00 0.0129 N 28724000.00 28724000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48Z99TCH0 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2016-02-15 2016-02-15 N/A Treasury Debt 15085000.00 15037783.67 First Tier Security 2014-12-05 2014-12-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 14597000.00 14597000.00 0.0066 N 14597000.00 14597000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48Z99TGA1 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2017-02-15 2024-08-15 N/A Treasury Debt 45387000.00 36490423.82 First Tier Security 2014-12-05 2014-12-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 35425000.00 35425000.00 0.0159 N 35425000.00 35425000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-03-01 2048-06-01 2.5 - 8 Government Agency Debt 35641167.10 27054951.09 FEDERAL NATIONAL MORTGAGE ASSOC 2043-03-01 2044-09-01 3.5 - 4 Government Agency Debt 8076298.90 8462864.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-10-15 2064-11-20 1.5 - 8.5 Government Agency Debt 94785028.00 78546964.66 Unrated Security 2014-12-01 2014-12-01 N N N 111828206.00 111828206.48 0.0502 N 111828206.48 111828206.48 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48Z99AHY9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2015-06-01 2020-06-12 0 - 1.75 Government Agency Debt 24805000.00 24818155.65 First Tier Security 2014-12-05 2014-12-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 24329000.00 24329000.00 0.0109 N 24329000.00 24329000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.10% 48Z99ANJ5 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2017-04-19 2017-04-19 5.125 - 5.125 Government Agency Debt 1900000.00 2133723.75 FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2044-11-01 1.595 - 6.073 Government Agency Debt 374517189.00 32095886.50 FEDERAL NATIONAL MORTGAGE ASSOC 2022-01-01 2050-08-01 1.669 - 5.737 Government Agency Debt 489331143.00 62123119.58 First Tier Security 2014-12-05 2014-12-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 94459000.00 94459000.00 0.0424 N 94459000.00 94459000.00 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 2042-03-01 2042-03-01 2.951 - 2.951 Government Agency Debt 125693.00 86490.47 FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-01 2044-02-01 2.334 - 3.053 Government Agency Debt 6899050.00 5903034.16 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-06-20 2044-06-20 3.5 - 3.5 Government Agency Debt 128045.00 131409.26 Unrated Security 2014-12-01 2014-12-01 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% 45G99R8H6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2044-08-01 2.24 - 6 Government Agency Debt 1946411.00 1502898.68 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-02-01 2.334 - 5 Government Agency Debt 5912706.00 2284639.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-20 2044-06-20 3.5 - 3.5 Government Agency Debt 54518574.00 45173277.74 Unrated Security 2014-12-02 2014-12-02 N N N 48000000.00 48000000.00 0.0216 N 47999798.40 47999798.40 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 2026-03-01 2044-08-01 2.106 - 5 Government Agency Debt 31498242.00 18379775.09 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-07-01 2.28 - 5 Government Agency Debt 40387465.00 24800730.03 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2044-06-20 3.5 - 3.5 Government Agency Debt 671572.00 689157.02 Unrated Security 2014-12-01 2014-12-01 N N N 43000000.00 43000000.00 0.0193 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 FEDERAL HOME LOAN MORTGAGE CORP 2015-01-05 2042-09-01 0 - 2.321 Government Agency Debt 7691264.00 7142231.42 First Tier Security 2014-12-05 2014-12-05 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 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-02-26 2044-11-15 0 - 8.125 Treasury Debt 45720256.54 50788409.62 FEDERAL FARM CREDIT 2016-10-06 2021-01-19 0.67 - 2.2 Government Agency Debt 240524.06 244316.03 FEDERAL HOME LOAN BANK 2015-05-27 2015-05-27 0 - 0 Government Agency Debt 148766.21 148702.24 FEDERAL HOME LOAN MORTGAGE CORP 2015-04-17 2043-05-15 0.5 - 5 Government Agency Debt 28622465.21 20458206.43 FEDERAL NATIONAL MORTGAGE ASSOC 2019-11-26 2044-06-01 1.75 - 7 Government Agency Debt 45573791.07 26948157.43 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-02-16 2061-10-20 0.502 - 6.98 Government Agency Debt 10612064.43 6427137.76 Unrated Security 2014-12-01 2014-12-01 N N N 102433570.00 102433569.56 0.0460 N 102433569.56 102433569.56 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNY4 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-05-01 2043-09-01 3.5 - 4 Government Agency Debt 424919.00 430264.93 FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2044-11-01 1.316 - 4.5 Government Agency Debt 24076353.00 18640585.03 First Tier Security 2014-12-05 2014-12-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 18695000.00 18695000.00 0.0084 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 2.196 - 5 Government Agency Debt 31948520.00 27090508.72 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2044-11-01 1.316 - 5 Government Agency Debt 22544089.00 17359119.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-15 2044-11-20 3.5 - 6 Government Agency Debt 4142931.00 4503388.99 First Tier Security 2014-12-04 2014-12-04 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 47980000.00 47980000.00 0.0216 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 2025-04-01 2044-07-01 2.4 - 4.5 Government Agency Debt 25079184.00 8425572.47 FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-01 2044-11-01 1.316 - 5.5 Government Agency Debt 42367636.00 27668604.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-11-20 2044-11-20 3.5 - 3.5 Government Agency Debt 1171298.00 1232910.62 First Tier Security 2014-12-05 2014-12-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 36584000.00 36584000.00 0.0164 N 36584000.00 36584000.00 Societe Generale In a joint trading account with Societe Generale at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_74037 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2017-08-22 2017-11-13 0.94 - 1.1 Government Agency Debt 25488.08 25517.68 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-05-01 1.787 - 6.5 Government Agency Debt 8227136.09 1105966.95 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2044-11-01 0.875 - 6 Government Agency Debt 7761647.78 2601575.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2044-01-20 1.625 - 4.5 Government Agency Debt 27907364.76 1851184.39 RESOLUTION FUNDING CORP 2021-01-15 2030-01-15 0 - 0 Government Agency Debt 1595041.10 1146192.66 TENNESEE VALLEY AUTHORITY 2017-07-18 2056-04-01 5.375 - 5.5 Government Agency Debt 565434.59 674304.08 Unrated Security 2014-12-01 2014-12-01 N N N 7259492.00 7259492.16 0.0033 N 7259492.16 7259492.16 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 48Y99AUE9 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2014-12-26 2014-12-26 N/A Government Agency Debt 24596000.00 24595508.08 RESOLUTION FUNDING CORP 2018-10-15 2018-10-15 N/A Government Agency Debt 35194000.00 33209410.34 First Tier Security 2014-12-03 2014-12-03 N N N 56670000.00 56670000.00 0.0255 N 56669580.64 56669580.64 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% 48Y99AUJ8 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 3.5 - 3.5 Government Agency Debt 23392319.00 24379264.33 First Tier Security 2014-12-05 2014-12-05 N N N 23901000.00 23901000.00 0.0107 N 23901000.00 23901000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASD4 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 3.5 - 3.5 Government Agency Debt 27721453.00 28891048.82 First Tier Security 2015-02-04 2015-02-04 N N N 28322000.00 28322000.00 0.0127 Y 28315769.16 28315769.16 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASK8 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 3.5 - 3.5 Government Agency Debt 30854466.00 32156246.78 First Tier Security 2015-02-05 2015-02-05 N N N 31523000.00 31523000.00 0.0142 Y 31516064.94 31516064.94 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASS1 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 3.5 - 3.5 Government Agency Debt 7830197.00 8160560.84 First Tier Security 2015-02-10 2015-02-10 N N N 8000000.00 8000000.00 0.0036 Y 7998080.00 7998080.00