0000278001-15-000062.txt : 20150601 0000278001-15-000062.hdr.sgml : 20150601 20150407101250 ACCESSION NUMBER: 0000278001-15-000062 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150407 DATE AS OF CHANGE: 20150407 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: 15755199 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 2015-03-31 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 47 96 2171802089.79 481817.61 449311.14 2171834596.26 0.0015 1.0003 2015-03-31 1.0003 2015-03-31 C000019554 2500.00 2171834596.26 1.00 9945471.12 83651174.31 73705703.19 0.0001 1.0003 2015-03-31 1.0003 2015-03-31 Fannie Mae Fannie Mae, 0.14% 3135G0YF4 Government Agency Debt First Tier Security 2015-04-05 2015-08-05 N N N 24000000.00 23998316.05 0.0110 N 24003648.00 24003648.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2015-04-21 2015-10-21 N N N 18000000.00 17998979.58 0.0083 N 18005436.00 18005436.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ECPC2 Government Agency Debt First Tier Security 2015-04-07 2015-04-13 N N N 24800000.00 24800327.02 0.0114 N 24800099.20 24800099.20 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EDK50 Government Agency Debt First Tier Security 2015-04-25 2016-01-25 N N N 14700000.00 14699444.57 0.0068 N 14702969.40 14702969.40 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EDV90 Government Agency Debt First Tier Security 2015-04-19 2016-09-19 N N N 14000000.00 13998958.79 0.0064 N 14002212.00 14002212.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133ED3B6 Government Agency Debt First Tier Security 2015-04-03 2016-10-03 N N N 11000000.00 11005095.26 0.0051 N 11006523.00 11006523.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384ER6 Government Agency Debt First Tier Security 2015-04-22 2015-04-22 N N N 21000000.00 20998738.25 0.0097 N 20999517.00 20999517.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384EJ4 Government Agency Debt First Tier Security 2015-04-15 2015-04-15 N N N 21000000.00 20999142.50 0.0097 N 20999664.00 20999664.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384EL9 Government Agency Debt First Tier Security 2015-04-17 2015-04-17 N N N 16000000.00 15999239.11 0.0074 N 15999712.00 15999712.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384GZ6 Government Agency Debt First Tier Security 2015-06-17 2015-06-17 N N N 23000000.00 22994781.10 0.0106 N 22997010.00 22997010.00 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 14000000.00 0.0064 N 14000000.00 14000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A3DA9 Government Agency Debt First Tier Security 2015-04-16 2015-10-16 N N N 17000000.00 17000000.00 0.0078 N 17002125.00 17002125.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384KC2 Government Agency Debt First Tier Security 2015-08-07 2015-08-07 N N N 11000000.00 10994759.12 0.0051 N 10996051.00 10996051.00 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 27999378.23 0.0129 N 28001316.00 28001316.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A3G99 Government Agency Debt First Tier Security 2015-05-10 2016-05-10 N N N 7000000.00 6998789.09 0.0032 N 6998530.00 6998530.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A3GR9 Government Agency Debt First Tier Security 2015-05-12 2016-05-12 N N N 5000000.00 4999130.79 0.0023 N 4998875.00 4998875.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384KK4 Government Agency Debt First Tier Security 2015-08-14 2015-08-14 N N N 25000000.00 24986687.50 0.0115 N 24990525.00 24990525.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A1KJ6 Government Agency Debt First Tier Security 2015-04-02 2015-10-02 N N N 16000000.00 15998778.08 0.0074 N 16001168.00 16001168.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A1LD8 Government Agency Debt First Tier Security 2015-04-07 2015-10-07 N N N 16000000.00 15998727.38 0.0074 N 16001152.00 16001152.00 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 7999926.67 0.0037 N 7999952.00 7999952.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0D56 Government Agency Debt First Tier Security 2015-04-25 2015-11-25 N N N 10000000.00 9998689.30 0.0046 N 10002690.00 10002690.00 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 19669592.34 0.0091 N 19669724.62 19669724.62 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A3FR0 Government Agency Debt First Tier Security 2015-05-06 2016-05-06 N N N 7000000.00 6999191.15 0.0032 N 6998971.00 6998971.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A22U9 Government Agency Debt First Tier Security 2015-05-23 2015-11-23 N N N 23000000.00 22996935.31 0.0106 N 22998827.00 22998827.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A3GT5 Government Agency Debt First Tier Security 2015-06-07 2016-06-07 N N N 5000000.00 4999187.34 0.0023 N 4998755.00 4998755.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A2CH7 Government Agency Debt First Tier Security 2015-06-09 2015-12-09 N N N 11000000.00 10998626.39 0.0051 N 10999439.00 10999439.00 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 20998276.03 0.0097 N 20998530.00 20998530.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A13N6 Government Agency Debt First Tier Security 2015-05-26 2015-08-26 N N N 12000000.00 11999276.89 0.0055 N 11999976.00 11999976.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A15R5 Government Agency Debt First Tier Security 2015-06-03 2015-09-03 N N N 21000000.00 20998614.99 0.0097 N 21000105.00 21000105.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A1ES3 Government Agency Debt First Tier Security 2015-06-21 2015-09-21 N N N 16000000.00 15998820.60 0.0074 N 15999504.00 15999504.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A3WJ9 Government Agency Debt First Tier Security 2015-07-14 2015-07-14 N N N 10000000.00 9999400.36 0.0046 N 9999520.00 9999520.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313370NE4 Government Agency Debt First Tier Security 2015-08-20 2015-08-20 N N N 15000000.00 15085781.59 0.0069 N 15082215.00 15082215.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0EP1 Government Agency Debt First Tier Security 2015-04-11 2015-12-11 N N N 22000000.00 21998438.96 0.0101 N 22007766.00 22007766.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A1DP0 Government Agency Debt First Tier Security 2015-06-14 2015-09-14 N N N 10000000.00 9999293.00 0.0046 N 9999770.00 9999770.00 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 10998991.48 0.0051 N 10998680.00 10998680.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A3WY6 Government Agency Debt First Tier Security 2015-07-16 2015-07-16 N N N 11000000.00 10999165.89 0.0051 N 10999285.00 10999285.00 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 12003464.33 0.0055 N 12002652.00 12002652.00 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 10000195.16 0.0046 N 9999710.00 9999710.00 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 7000793.53 0.0032 N 7000014.00 7000014.00 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 5000363.92 0.0023 N 4999325.00 4999325.00 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 14001666.11 0.0064 N 13997074.00 13997074.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A4FN7 Government Agency Debt First Tier Security 2015-09-25 2015-09-25 N N N 10000000.00 9999434.27 0.0046 N 9996210.00 9996210.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A3T53 Government Agency Debt First Tier Security 2015-06-23 2016-12-23 N N N 12000000.00 11997378.28 0.0055 N 11998524.00 11998524.00 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 11997376.52 0.0055 N 11997048.00 11997048.00 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 7000339.78 0.0032 N 7000070.00 7000070.00 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 9980486.37 0.0046 N 9980349.30 9980349.30 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A4FL1 Government Agency Debt First Tier Security 2015-10-02 2015-10-02 N N N 20000000.00 19998654.39 0.0092 N 19993380.00 19993380.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A2UE4 Government Agency Debt First Tier Security 2015-08-13 2015-08-13 N N N 11000000.00 10997275.02 0.0051 N 10998119.00 10998119.00 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 5998390.88 0.0028 N 5999418.00 5999418.00 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 10997050.14 0.0051 N 11000715.00 11000715.00 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 14996179.34 0.0069 N 15000390.00 15000390.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.20% 3130A4PV8 Government Agency Debt First Tier Security 2015-10-20 2015-10-20 N N N 26000000.00 25996006.08 0.0120 N 25983438.00 25983438.00 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 35984200.02 0.0166 N 35995176.00 35995176.00 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 10999188.03 0.0051 N 10999483.00 10999483.00 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 10055458.02 0.0046 N 10056390.00 10056390.00 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 0.0074 N 15997120.00 15997120.00 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 0.0051 N 10999725.00 10999725.00 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 7999425.45 0.0037 N 7999192.00 7999192.00 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 12889559.48 0.0059 N 12888504.76 12888504.76 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384LU1 Government Agency Debt First Tier Security 2015-09-16 2015-09-16 N N N 14000000.00 13986998.66 0.0064 N 13991502.00 13991502.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A4N81 Government Agency Debt First Tier Security 2015-10-16 2015-10-16 N N N 22600000.00 22595880.89 0.0104 N 22586937.20 22586937.20 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A4PY2 Government Agency Debt First Tier Security 2015-10-20 2015-10-20 N N N 12000000.00 11997768.67 0.0055 N 11992356.00 11992356.00 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 11998768.21 0.0055 N 11997432.00 11997432.00 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 17998925.52 0.0083 N 17999640.00 17999640.00 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 0.0051 N 11001353.00 11001353.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A2KD7 Government Agency Debt First Tier Security 2016-01-07 2016-01-07 N N N 10000000.00 10003425.01 0.0046 N 10000340.00 10000340.00 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 10001700.00 10001700.00 Freddie Mac Freddie Mac, 0.15% 3134G5PN9 Government Agency Debt First Tier Security 2015-05-14 2016-11-14 N N N 19000000.00 18995230.41 0.0087 N 18992267.00 18992267.00 Freddie Mac Freddie Mac, 0.16% 3134G4DT2 Government Agency Debt First Tier Security 2015-04-16 2015-07-16 N N N 18000000.00 17999470.43 0.0083 N 18003438.00 18003438.00 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2015-04-26 2015-06-26 N N N 11000000.00 10999740.82 0.0051 N 11001617.00 11001617.00 Freddie Mac Freddie Mac, 0.17% 3134G4DU9 Government Agency Debt First Tier Security 2015-04-17 2015-07-17 N N N 18000000.00 17999465.44 0.0083 N 18003366.00 18003366.00 Freddie Mac Freddie Mac, 0.17% 3134G6AE3 Government Agency Debt First Tier Security 2015-04-21 2016-07-21 N N N 21000000.00 20997190.11 0.0097 N 21009681.00 21009681.00 Freddie Mac Freddie Mac, 0.18% 3134G5Z24 Government Agency Debt First Tier Security 2015-04-12 2017-01-12 N N N 22000000.00 21995995.85 0.0101 N 21996062.00 21996062.00 Freddie Mac Freddie Mac, 0.18% 3134G3ZA1 Government Agency Debt First Tier Security 2015-08-28 2015-08-28 N N N 8000000.00 8010513.05 0.0037 N 8010384.00 8010384.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828MY3 Treasury Debt First Tier Security 2015-04-15 2015-04-15 N N N 60391520.00 60439710.63 0.0278 N 60552042.60 60552042.60 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828WB2 Treasury Debt First Tier Security 2015-10-31 2015-10-31 N N N 15000000.00 15005640.26 0.0069 N 15004680.00 15004680.00 Bank of America NA In a joint trading account with Bank of America NA at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2038-12-15 2.413 - 5.5 Government Agency Debt 56384360.02 45139453.21 FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-25 2044-10-25 4 - 6 Government Agency Debt 23112089.12 11409705.69 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.364 - 5.25 Government Agency Debt 90496508.53 35432226.91 Unrated Security 2015-04-01 2015-04-01 N N N 89301919.00 89301919.41 0.0411 N 89301919.41 89301919.41 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.10% 49B99LKA7 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-05-01 2045-04-01 1.647 - 6 Government Agency Debt 34474764.00 28364014.85 FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-01 2044-02-01 2.406 - 6 Government Agency Debt 8721883.00 3610673.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-06-15 2042-11-20 3.5 - 5.5 Government Agency Debt 18787683.00 13930539.14 First Tier Security 2015-04-07 2015-04-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 45000000.00 45000000.00 0.0207 N 45000000.00 45000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-04-15 2044-11-15 0 - 8.125 Treasury Debt 12358371.68 13143369.28 FEDERAL HOME LOAN MORTGAGE CORP 2018-12-25 2043-03-15 1.321 - 3.989 Government Agency Debt 1260315.86 973861.26 FEDERAL NATIONAL MORTGAGE ASSOC 2019-10-09 2045-04-25 0 - 5.5 Government Agency Debt 30781909.70 25355586.12 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-02-20 2044-12-20 1.625 - 5 Government Agency Debt 49976532.92 6898797.93 Unrated Security 2015-04-01 2015-04-01 N N N 45367105.00 45367105.02 0.0209 N 45367105.02 45367105.02 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-04-15 2042-11-15 0 - 8.75 Treasury Debt 874651.75 874697.41 FEDERAL FARM CREDIT 2015-11-13 2039-08-03 0.33 - 4.875 Government Agency Debt 584966.35 592552.63 FEDERAL HOME LOAN BANK 2015-09-11 2033-02-07 0.5 - 5.625 Government Agency Debt 3406537.15 3465752.06 FEDERAL HOME LOAN MORTGAGE CORP 2015-04-05 2045-04-01 0 - 7 Government Agency Debt 18435443.32 15400031.91 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-06 2045-04-01 0 - 10.35 Government Agency Debt 37078259.90 30129084.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2045-03-20 2 - 10 Government Agency Debt 29182516.52 28661595.26 Unrated Security 2015-04-01 2015-04-01 N N N 77550097.00 77550097.02 0.0357 N 77550097.02 77550097.02 Citibank NA Citibank NA, 0.12% 48Y99Q6T8 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2017-07-15 2041-11-15 0.875 - 3.125 Treasury Debt 11100900.00 12142987.37 First Tier Security 2015-04-07 2015-04-07 N N N 11820000.00 11820000.00 0.0054 N 11820000.00 11820000.00 Citibank NA Citibank NA, 0.13% 48Y99Q6X9 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2020-02-15 2023-08-15 3.625 - 6.25 Treasury Debt 6879100.00 7714739.16 FEDERAL HOME LOAN MORTGAGE CORP 2035-11-23 2044-03-01 3.5 - 5.625 Government Agency Debt 21961968.00 21730353.72 FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-06 2043-10-01 2 - 4.5 Government Agency Debt 58016420.00 42894666.75 First Tier Security 2015-04-07 2015-04-07 N N N 70921000.00 70921000.00 0.0327 N 70921000.00 70921000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_39304 Government Agency Repurchase Agreement Y US TREASURY 2015-04-30 2042-11-15 0 - 8.75 Treasury Debt 18941269.94 19750196.80 FEDERAL HOME LOAN MORTGAGE CORP 2018-03-07 2020-05-01 0.875 - 1.375 Government Agency Debt 94206.02 93963.89 FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-20 2017-08-28 0.75 - 0.875 Government Agency Debt 246313.59 247235.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-02-20 2045-02-20 3.5 - 3.5 Government Agency Debt 6783496.23 7157029.69 U.S. TREASURY 2016-01-31 2016-10-31 0 - 0.09 Treasury Debt 86084.82 86098.55 Unrated Security 2015-04-01 2015-04-01 N N N 26773217.00 26773216.53 0.0123 N 26773216.53 26773216.53 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48Z99TMQ9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 Government Agency Debt 40595000.00 27480556.90 First Tier Security 2015-04-07 2015-04-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 26935000.00 26935000.00 0.0124 N 26935000.00 26935000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48Z99TQU6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-08-01 3.5 - 4 Government Agency Debt 97025000.00 36080456.52 First Tier Security 2015-04-07 2015-04-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 35371000.00 35371000.00 0.0163 N 35371000.00 35371000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48Z99TNK1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 Government Agency Debt 19595000.00 13264725.03 First Tier Security 2015-04-07 2015-04-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 13000000.00 13000000.00 0.0060 N 13000000.00 13000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48Z99TMU0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 Government Agency Debt 34045000.00 23046571.25 First Tier Security 2015-04-07 2015-04-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 22591000.00 22591000.00 0.0104 N 22591000.00 22591000.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2032-05-01 2048-08-01 3 - 5.5 Government Agency Debt 9006466.91 5537171.04 Unrated Security 2015-04-01 2015-04-01 N N N 5428507.00 5428506.79 0.0025 N 5428506.79 5428506.79 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-05-14 2044-11-15 0 - 8.125 Treasury Debt 960184.94 983585.75 FEDERAL NATIONAL MORTGAGE ASSOC 2022-08-01 2048-08-01 0.487 - 7.5 Government Agency Debt 171435178.53 95154741.13 U.S. TREASURY 2016-01-31 2016-07-31 0 - 0.09 Treasury Debt 859.47 859.60 Unrated Security 2015-04-01 2015-04-01 N N N 94253195.00 94253194.84 0.0434 N 94253194.84 94253194.84 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.09% 48Z99AVR8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-10-11 2033-10-11 4.125 - 4.125 Government Agency Debt 10785000.00 11509850.86 RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 N/A Government Agency Debt 102983000.00 67068708.58 First Tier Security 2015-04-07 2015-04-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 77024000.00 77024000.00 0.0355 N 77024000.00 77024000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.09% 48Z99AVM9 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2021-06-01 2021-06-01 3.84 - 3.84 Government Agency Debt 2726000.00 3000644.50 RESOLUTION FUNDING CORP 2024-04-15 2027-10-15 N/A Government Agency Debt 30460000.00 23090362.72 First Tier Security 2015-04-07 2015-04-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 25574000.00 25574000.00 0.0118 N 25574000.00 25574000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% 45G99R8W3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2045-02-01 2.812 - 5.318 Government Agency Debt 14959429.00 7084030.68 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-25 2045-03-01 0.608 - 5.282 Government Agency Debt 27777358.00 24715070.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-20 2042-06-20 4 - 4 Government Agency Debt 17105040.00 9826606.68 First Tier Security 2015-04-06 2015-04-06 N N N 40799000.00 40799000.00 0.0188 N 40799000.00 40799000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% 45G99R8Y9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2045-02-01 2.244 - 5 Government Agency Debt 91565153.00 32449227.21 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-25 2044-02-01 0.57 - 5.068 Government Agency Debt 18528930.00 9088785.91 GOVERNMENT NATIONAL MORTAGE ASSOC 2061-11-20 2064-12-20 4.578 - 4.601 Government Agency Debt 258070.00 292605.86 First Tier Security 2015-04-07 2015-04-07 N N N 41000000.00 41000000.00 0.0189 N 40998360.00 40998360.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.18% 49B99GEJ6 0000812291 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2016-02-10 2016-02-10 N/A Government Agency Debt 7039000.00 7024147.71 First Tier Security 2015-04-07 2015-04-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 6883000.00 6883000.00 0.0032 N 6883000.00 6883000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-25 2043-12-01 2.046 - 7.5 Government Agency Debt 16782176.61 8044441.51 FINANCE CORPORATION 2015-06-27 2015-06-27 0 - 0 Government Agency Debt 298269.60 297762.55 FEDERAL NATIONAL MORTGAGE ASSOC 2027-06-18 2048-01-25 0 - 8.5 Government Agency Debt 63652083.50 16889951.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-09-20 2063-09-20 0.686 - 3 Government Agency Debt 6857126.57 5264447.52 Unrated Security 2015-04-01 2015-04-01 N N N 29826960.00 29826960.39 0.0137 N 29826960.39 29826960.39 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SPC0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2041-04-01 3 - 3.571 Government Agency Debt 44517.00 27500.58 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2045-03-01 2.723 - 5 Government Agency Debt 17364684.00 17244746.02 First Tier Security 2015-04-07 2015-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 16930000.00 16930000.00 0.0078 N 16930000.00 16930000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SPD8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2042-11-01 2.152 - 3.571 Government Agency Debt 16522820.00 10190611.63 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2045-03-01 2.723 - 5 Government Agency Debt 24387336.00 24253197.11 First Tier Security 2015-04-07 2015-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 33763000.00 33763000.00 0.0155 N 33763000.00 33763000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.13% 48P99SPF3 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2044-07-01 2 - 4 Government Agency Debt 20038139.00 5451164.88 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2045-02-01 2.295 - 5 Government Agency Debt 58833167.00 25109959.12 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-04-20 2045-03-20 2.5 - 4.5 Government Agency Debt 6165168.00 4124292.43 First Tier Security 2015-04-07 2015-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 34000000.00 34000000.00 0.0157 N 34000000.00 34000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.14% 48P99SPH9 0000050916 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2044-07-20 2045-02-20 3.5 - 4 Government Agency Debt 27042229.00 24480571.58 First Tier Security 2015-04-07 2015-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24000000.00 24000000.00 0.0111 N 24000000.00 24000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 48Y99A5G2 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 3.5 - 3.5 Government Agency Debt 19481174.00 20403491.60 First Tier Security 2015-05-04 2015-05-04 N N N 20000000.00 20000000.00 0.0092 Y 19996800.00 19996800.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 49J991AV8 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 3.5 - 3.5 Government Agency Debt 54875333.00 57473353.29 First Tier Security 2015-04-01 2015-04-01 N N N 56345000.00 56345000.00 0.0259 N 56345000.00 56345000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 49J991BE5 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 3.5 - 3.5 Government Agency Debt 22964789.00 24052035.03 First Tier Security 2015-04-02 2015-04-02 N N N 23580000.00 23580000.00 0.0109 N 23579757.13 23579757.13 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.15% 49J991BN5 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 3.5 - 3.5 Government Agency Debt 23022904.00 24112901.43 First Tier Security 2015-04-07 2015-04-07 N N N 23640000.00 23640000.00 0.0109 N 23640000.00 23640000.00