0000278001-15-000004.txt : 20150302 0000278001-15-000004.hdr.sgml : 20150302 20150108105559 ACCESSION NUMBER: 0000278001-15-000004 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150108 DATE AS OF CHANGE: 20150108 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: 15515250 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 2014-12-31 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) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 52 105 2195121207.66 608371.85 755277.17 2194974302.34 0.0013 1.0002 2014-12-31 1.0002 2014-12-31 C000019554 2500.00 2194974302.34 1.00 -31042689.04 70862213.52 101904902.56 0.0001 1.0002 2014-12-31 1.0002 2014-12-31 Fannie Mae Fannie Mae, 0.13% 3135G0YF4 Government Agency Debt First Tier Security 2015-01-05 2015-08-05 N N N 24000000.00 23997113.22 0.0109 N 24005064.00 24005064.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2015-01-21 2015-10-21 N N N 18000000.00 17998527.18 0.0082 N 18006714.00 18006714.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ECPC2 Government Agency Debt First Tier Security 2015-01-06 2015-04-13 N N N 24800000.00 24802779.69 0.0113 N 24800967.20 24800967.20 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EDK50 Government Agency Debt First Tier Security 2015-01-25 2016-01-25 N N N 14700000.00 14699277.38 0.0067 N 14702322.60 14702322.60 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EC6Q2 Government Agency Debt First Tier Security 2015-01-12 2015-01-12 N N N 6000000.00 5999972.89 0.0027 N 6000138.00 6000138.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EC2H6 Government Agency Debt First Tier Security 2015-01-13 2015-01-13 N N N 9000000.00 8999940.77 0.0041 N 9000216.00 9000216.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EDV90 Government Agency Debt First Tier Security 2015-01-19 2016-09-19 N N N 14000000.00 13998784.29 0.0064 N 14001232.00 14001232.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133ED3B6 Government Agency Debt First Tier Security 2015-01-03 2016-10-03 N N N 11000000.00 11005927.52 0.0050 N 11006677.00 11006677.00 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 21999239.17 0.0100 N 21999824.00 21999824.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A1MP0 Government Agency Debt First Tier Security 2015-01-09 2015-01-09 N N N 11000000.00 11000000.43 0.0050 N 11000011.00 11000011.00 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 11450017.34 0.0052 N 11449965.65 11449965.65 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 19999977.80 0.0091 N 19997380.00 19997380.00 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 33001815.00 0.0150 N 32999175.00 32999175.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3DA9 Government Agency Debt First Tier Security 2015-01-16 2015-10-16 N N N 17000000.00 17000000.00 0.0077 N 17001938.00 17001938.00 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 6999009.62 0.0032 N 6998068.00 6998068.00 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 6998520.00 0.0032 N 6998383.00 6998383.00 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 4998938.58 0.0023 N 4998165.00 4998165.00 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 22995766.57 0.0105 N 22998482.00 22998482.00 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 9999494.73 0.0046 N 9998880.00 9998880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GT5 Government Agency Debt First Tier Security 2015-03-07 2016-06-07 N N N 5000000.00 4999018.42 0.0023 N 4997965.00 4997965.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A2CH7 Government Agency Debt First Tier Security 2015-03-09 2015-12-09 N N N 11000000.00 10998135.82 0.0050 N 10999384.00 10999384.00 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 22999302.04 0.0105 N 22997424.00 22997424.00 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 8999583.93 0.0041 N 8998974.00 8998974.00 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 11999538.59 0.0055 N 11998632.00 11998632.00 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 15998180.40 0.0073 N 16001184.00 16001184.00 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 15998121.37 0.0073 N 16001136.00 16001136.00 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 11998834.17 0.0055 N 12000408.00 12000408.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A15R5 Government Agency Debt First Tier Security 2015-03-03 2015-09-03 N N N 21000000.00 20997810.80 0.0096 N 21000924.00 21000924.00 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 13999244.92 0.0064 N 13997914.00 13997914.00 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 10999972.96 0.0050 N 10999978.00 10999978.00 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 7000073.50 0.0032 N 7000014.00 7000014.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A1DP0 Government Agency Debt First Tier Security 2015-03-14 2015-09-14 N N N 10000000.00 9998909.69 0.0046 N 10000180.00 10000180.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A1ES3 Government Agency Debt First Tier Security 2015-03-21 2015-09-21 N N N 16000000.00 15998207.04 0.0073 N 16000192.00 16000192.00 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 27997865.81 0.0128 N 27993056.00 27993056.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0EP1 Government Agency Debt First Tier Security 2015-01-11 2015-12-11 N N N 22000000.00 21997885.83 0.0100 N 22008668.00 22008668.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0D56 Government Agency Debt First Tier Security 2015-01-25 2015-11-25 N N N 10000000.00 9998193.66 0.0046 N 10002970.00 10002970.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384CC1 Government Agency Debt First Tier Security 2015-02-20 2015-02-20 N N N 18000000.00 17996275.00 0.0082 N 17999388.00 17999388.00 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 7999101.73 0.0036 N 7998600.00 7998600.00 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 19668282.02 0.0090 N 19666970.82 19666970.82 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 20996902.95 0.0096 N 20988723.00 20988723.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A3T53 Government Agency Debt First Tier Security 2015-03-23 2016-12-23 N N N 12000000.00 11997004.93 0.0055 N 11997768.00 11997768.00 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 10997842.53 0.0050 N 10997613.00 10997613.00 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 12006084.41 0.0055 N 11999148.00 11999148.00 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 10000325.27 0.0046 N 9994780.00 9994780.00 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 7001282.70 0.0032 N 6995226.00 6995226.00 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 5000588.25 0.0023 N 4996580.00 4996580.00 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 14002672.49 0.0064 N 13988772.00 13988772.00 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 9999827.91 0.0046 N 10000000.00 10000000.00 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 11995531.89 0.0055 N 11991504.00 11991504.00 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 7000559.78 0.0032 N 7002380.00 7002380.00 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 9980799.03 0.0045 N 9978243.52 9978243.52 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 10995444.82 0.0050 N 10991354.00 10991354.00 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 10995083.57 0.0050 N 10995974.00 10995974.00 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 5997318.14 0.0027 N 5994024.00 5994024.00 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 14993687.60 0.0068 N 14987970.00 14987970.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384HB8 Government Agency Debt First Tier Security 2015-06-19 2015-06-19 N N N 36000000.00 35966200.03 0.0164 N 35984880.00 35984880.00 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 0.0023 N 4998470.00 4998470.00 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 10998573.93 0.0050 N 10997250.00 10997250.00 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 10093558.94 0.0046 N 10087040.00 10087040.00 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 0.0050 N 10994357.00 10994357.00 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 0.0073 N 15987680.00 15987680.00 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 7999076.06 0.0036 N 7994984.00 7994984.00 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 12889314.75 0.0059 N 12881866.41 12881866.41 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130A2WZ5 Government Agency Debt First Tier Security 2015-09-11 2015-09-11 N N N 12000000.00 11998088.09 0.0055 N 11994564.00 11994564.00 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 17998356.68 0.0082 N 17987886.00 17987886.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A2GG5 Government Agency Debt First Tier Security 2015-01-02 2015-01-02 N N N 11000000.00 11000000.00 0.0050 N 11000000.00 11000000.00 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 0.0050 N 10996348.00 10996348.00 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 0.0050 N 10997701.00 10997701.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A3SW5 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 10000000.00 10000000.00 0.0046 N 10000060.00 10000060.00 Freddie Mac Freddie Mac, 0.12% 3134G5PN9 Government Agency Debt First Tier Security 2015-02-14 2016-11-14 N N N 19000000.00 18994506.52 0.0087 N 18989816.00 18989816.00 Freddie Mac Freddie Mac, 0.15% 3134G4DT2 Government Agency Debt First Tier Security 2015-01-16 2015-07-16 N N N 18000000.00 17999020.80 0.0082 N 18005634.00 18005634.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2015-01-17 2015-07-17 N N N 18000000.00 17999015.80 0.0082 N 18005544.00 18005544.00 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2015-01-26 2015-06-26 N N N 11000000.00 10999469.59 0.0050 N 11003113.00 11003113.00 Freddie Mac Freddie Mac, 0.18% 3134G3ZA1 Government Agency Debt First Tier Security 2015-08-28 2015-08-28 N N N 8000000.00 8016863.21 0.0037 N 8014000.00 8014000.00 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 16056567.11 0.0073 N 16057504.00 16057504.00 Bank of America NA In a joint trading account with Bank of America NA at 0.08%, dated 12/31/2014 due 01/02/2015 49A99XYP4_04197 Government Agency Repurchase Agreement Y US TREASURY 2019-01-31 2019-01-31 1.5 - 1.5 Treasury Debt 33070.59 33287.15 FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 5 Government Agency Debt 90126282.40 90258741.97 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2044-10-25 3 - 7 Government Agency Debt 14492355.74 14727752.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-04-16 3 - 5.25 Government Agency Debt 64099716.07 25971772.13 Unrated Security 2015-01-02 2015-01-02 N N N 127194579.00 127194579.46 0.0579 N 127194579.46 127194579.46 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997UT4 0001197610 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-15 2042-10-15 3 - 3 Government Agency Debt 60733885.00 49638301.32 First Tier Security 2015-01-07 2015-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 48658000.00 48658000.00 0.0222 N 48658000.00 48658000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997UY3 0001197610 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-09-15 2042-10-15 3 - 3 Government Agency Debt 60435071.00 49780005.39 First Tier Security 2015-01-07 2015-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 48797000.00 48797000.00 0.0222 N 48797000.00 48797000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997TV1 0001197610 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-09-15 2042-09-15 3 - 3 Government Agency Debt 46294887.00 38593997.79 First Tier Security 2015-01-07 2015-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 37831000.00 37831000.00 0.0172 N 37831000.00 37831000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.08%, dated 12/31/2014 due 01/02/2015 49A99XYP4_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-01-15 2043-08-15 0 - 10.625 Treasury Debt 10035449.39 10583563.71 FEDERAL HOME LOAN MORTGAGE CORP 2016-01-31 2047-01-25 0.065 - 5.5 Government Agency Debt 2601945.60 2067056.68 FEDERAL NATIONAL MORTGAGE ASSOC 2039-09-25 2045-01-25 0.555 - 3 Government Agency Debt 1118396.96 1139150.45 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-08-20 2044-12-20 0.475 - 4 Government Agency Debt 4256384.84 4435890.23 Unrated Security 2015-01-02 2015-01-02 N N N 17825322.00 17825321.94 0.0081 N 17825321.94 17825321.94 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.12% 48X9976K0 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-07-01 2038-07-01 2.361 - 2.361 Government Agency Debt 2906589.00 2922447.52 FEDERAL NATIONAL MORTGAGE ASSOC 2038-01-01 2043-01-01 2.928 - 4 Government Agency Debt 57830187.00 39921836.54 First Tier Security 2015-01-07 2015-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 42000000.00 42000000.00 0.0191 N 42000000.00 42000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.08%, dated 12/31/2014 due 01/02/2015 49A99XYP4_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-01-15 2042-02-15 0 - 9.125 Treasury Debt 1762004.10 1770044.41 FEDERAL FARM CREDIT 2015-04-27 2041-12-23 0.184 - 5.05 Government Agency Debt 267124.34 267347.00 FEDERAL HOME LOAN BANK 2015-01-02 2028-04-17 0 - 5.125 Government Agency Debt 4815391.82 4812950.88 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-10 2044-12-01 0.5 - 7 Government Agency Debt 18429134.10 16200109.84 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-06 2044-12-01 0 - 7.5 Government Agency Debt 19240518.86 13073162.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-12-20 2.5 - 10 Government Agency Debt 24881217.11 10021535.37 Unrated Security 2015-01-02 2015-01-02 N N N 45202029.00 45202029.17 0.0206 N 45202029.17 45202029.17 Citibank NA Citibank NA, 0.09% 48Y99QTK2 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2015-03-26 2022-07-15 0 - 2.875 Treasury Debt 4618800.00 4670000.32 FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2044-10-01 1.977 - 7 Government Agency Debt 148273401.00 54029716.66 FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-11 2044-11-01 2.073 - 6 Government Agency Debt 61280094.00 31234748.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-15 2044-10-20 3.5 - 6.5 Government Agency Debt 33694810.00 15130392.32 First Tier Security 2015-01-06 2015-01-06 N N N 103000000.00 103000000.00 0.0469 N 102998022.40 102998022.40 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.08%, dated 12/31/2014 due 01/02/2015 49A99XYP4_39304 Government Agency Repurchase Agreement Y US TREASURY 2015-03-31 2044-08-15 0 - 4.375 Treasury Debt 17532695.79 17041724.63 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2026-10-01 3.5 - 6 Government Agency Debt 24923613.94 1274384.21 FEDERAL NATIONAL MORTGAGE ASSOC 2015-01-12 2015-01-12 0 - 0 Government Agency Debt 245899.04 245896.58 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-05-15 2044-12-20 1.625 - 6 Government Agency Debt 31815998.51 21528310.64 RESOLUTION FUNDING CORP 2030-01-15 2030-01-15 8.625 - 8.625 Government Agency Debt 35768.56 22901.54 Unrated Security 2015-01-02 2015-01-02 N N N 39306112.00 39306112.32 0.0179 N 39306112.32 39306112.32 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48Z99TGA1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 45445000.00 36140377.26 First Tier Security 2015-01-07 2015-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 35425000.00 35425000.00 0.0161 N 35425000.00 35425000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.13% 48Z99TJM2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2026-08-01 4 - 4 Government Agency Debt 36325000.00 14026814.40 First Tier Security 2015-01-07 2015-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 13750000.00 13750000.00 0.0063 N 13750000.00 13750000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.13% 48Z99THN2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 30245000.00 24052496.65 First Tier Security 2015-01-07 2015-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 23577000.00 23577000.00 0.0107 N 23577000.00 23577000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.10% 48S99N9K8 0001287279 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2043-08-01 2043-08-01 3 - 3 Government Agency Debt 34610000.00 33098228.59 First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN SECS LLC (GOV REPO) N/A N/A N N 32447000.00 32447000.00 0.0148 N 32447000.00 32447000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48Z99AHY9 Government Agency Repurchase Agreement Y RESOLUTION FUNDING CORP 2019-10-15 2027-07-15 N/A Government Agency Debt 31903000.00 24819699.23 First Tier Security 2015-01-07 2015-01-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 24329000.00 24329000.00 0.0111 N 24329000.00 24329000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.10% 48Z99ANJ5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2015-09-02 2017-03-10 0.125 - 0.875 Government Agency Debt 32615000.00 32612592.30 RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 N/A Government Agency Debt 100383000.00 63750231.81 First Tier Security 2015-01-07 2015-01-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 94459000.00 94459000.00 0.0430 N 94459000.00 94459000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.12% 45G99R8R4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2044-04-01 2.106 - 4.5 Government Agency Debt 24499120.00 13819541.58 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-01 2044-07-01 2.084 - 5.66 Government Agency Debt 54095930.00 27635654.77 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-06-20 2044-06-20 3.5 - 3.5 Government Agency Debt 360549.00 365361.83 Unrated Security 2015-01-05 2015-01-05 N N N 41000000.00 41000000.00 0.0187 N 40999462.90 40999462.90 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.18% 45G99R8J2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2044-04-01 3.083 - 4.5 Government Agency Debt 17674116.00 15167684.30 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-01 2044-02-01 2.084 - 5.66 Government Agency Debt 49860352.00 28699333.31 Unrated Security 2015-02-02 2015-02-02 N N N 43000000.00 43000000.00 0.0196 Y 42997850.00 42997850.00 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 2025-04-01 2034-11-01 4 - 7.5 Government Agency Debt 4260954.00 1513439.82 FEDERAL NATIONAL MORTGAGE ASSOC 2033-12-01 2036-09-01 7 - 7.5 Government Agency Debt 14735630.00 5629743.74 First Tier Security 2015-01-07 2015-01-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0032 N 7000000.00 7000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.08%, dated 12/31/2014 due 01/02/2015 49A99XYP4_08126 Government Agency Repurchase Agreement Y US TREASURY 2019-04-30 2022-11-15 0.875 - 8.125 Treasury Debt 7547080.21 7552499.42 FEDERAL HOME LOAN MORTGAGE CORP 2020-07-25 2043-10-25 2.041 - 7.5 Government Agency Debt 16509856.82 8175697.25 FEDERAL NATIONAL MORTGAGE ASSOC 2027-06-18 2048-01-25 0 - 8.5 Government Agency Debt 74774491.63 22217864.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-02-20 2060-03-20 0.687 - 6.798 Government Agency Debt 5246500.01 5073330.30 Unrated Security 2015-01-02 2015-01-02 N N N 42004320.00 42004319.70 0.0191 N 42004319.70 42004319.70 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNY4 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2044-12-01 3 - 4.5 Government Agency Debt 18633454.00 19072205.61 First Tier Security 2015-01-07 2015-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 18695000.00 18695000.00 0.0085 N 18695000.00 18695000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.12% 48P99SPA4 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2042-05-01 2.683 - 2.683 Government Agency Debt 16068427.00 10490790.65 FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-01 2044-12-01 3.164 - 4 Government Agency Debt 40942826.00 38625937.41 First Tier Security 2015-01-07 2015-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 48149000.00 48149000.00 0.0219 N 48149000.00 48149000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.13% 48P99SPB2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-05-01 2044-07-01 2.399 - 4 Government Agency Debt 21185715.00 6404607.15 FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-01 2044-12-01 1.315 - 5.5 Government Agency Debt 43978096.00 28888666.76 First Tier Security 2015-01-07 2015-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 34599000.00 34599000.00 0.0158 N 34599000.00 34599000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.08%, dated 12/31/2014 due 01/02/2015 49A99XYP4_08395 Government Agency Repurchase Agreement Y US TREASURY 2015-01-08 2044-11-15 0 - 9.875 Treasury Debt 8414566.06 8599563.64 FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2045-01-01 0.405 - 6 Government Agency Debt 23914104.87 13636127.52 FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-25 2045-01-01 0.405 - 5.8 Government Agency Debt 49704557.20 28431507.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-12-20 2044-12-20 0.361 - 6 Government Agency Debt 18450345.49 11354644.48 Unrated Security 2015-01-02 2015-01-02 N N N 60688637.00 60688637.42 0.0276 N 60688637.42 60688637.42 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% 48Y99AXR7 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2029-12-01 2039-10-25 3.5 - 3.5 Government Agency Debt 22982810.00 23067945.70 First Tier Security 2015-01-02 2015-01-02 N N N 22422000.00 22422000.00 0.0102 N 22422000.00 22422000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% 48Y99AYF2 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-10-15 2045-01-01 3 - 3.5 Government Agency Debt 45671474.00 47489530.07 FEDERAL NATIONAL MORTGAGE ASSOC 2034-12-01 2034-12-01 4 - 4 Government Agency Debt 5715185.00 6066202.14 First Tier Security 2015-01-07 2015-01-07 N N N 52360000.00 52360000.00 0.0239 N 52360000.00 52360000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASD4 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2029-12-01 2029-12-01 3.5 - 3.5 Government Agency Debt 27234906.00 28914609.75 First Tier Security 2015-02-04 2015-02-04 N N N 28322000.00 28322000.00 0.0129 Y 28319167.80 28319167.80 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASK8 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-06-15 2040-04-01 1.5 - 5 Government Agency Debt 61066367.00 13290190.23 FEDERAL NATIONAL MORTGAGE ASSOC 2029-12-01 2029-12-01 3.5 - 3.5 Government Agency Debt 17818262.00 18917197.37 First Tier Security 2015-02-05 2015-02-05 N N N 31523000.00 31523000.00 0.0144 Y 31519847.70 31519847.70 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASS1 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-10-25 2039-10-25 3.5 - 3.5 Government Agency Debt 8325912.00 8247631.53 First Tier Security 2015-02-10 2015-02-10 N N N 8000000.00 8000000.00 0.0036 Y 7999040.00 7999040.00