0000278001-15-000073.txt : 20150629 0000278001-15-000073.hdr.sgml : 20150629 20150507121320 ACCESSION NUMBER: 0000278001-15-000073 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150430 FILED AS OF DATE: 20150507 DATE AS OF CHANGE: 20150507 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: 15840365 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 2015-04-30 0000278001 S000007150 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 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 48 98 2020598282.10 395045.08 67465163.46 1953528163.72 0.0015 1.0003 2015-04-30 1.0003 2015-04-30 C000019554 2500.00 1953528163.72 1.00 -218391443.15 43994135.64 262385578.79 0.0001 1.0003 2015-04-30 1.0003 2015-04-30 Fannie Mae Fannie Mae, 0.15% 3135G0YF4 Government Agency Debt First Tier Security 2015-05-05 2015-08-05 N N N 24000000.00 23998716.99 0.0123 N 24001752.00 24001752.00 Fannie Mae Fannie Mae, 0.17% 3135G0YU1 Government Agency Debt First Tier Security 2015-05-21 2015-10-21 N N N 18000000.00 17999130.38 0.0092 N 18003204.00 18003204.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EDK50 Government Agency Debt First Tier Security 2015-05-25 2016-01-25 N N N 14700000.00 14699500.30 0.0075 N 14700867.30 14700867.30 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EDV90 Government Agency Debt First Tier Security 2015-05-19 2016-09-19 N N N 14000000.00 13999016.96 0.0072 N 13999174.00 13999174.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133ED3B6 Government Agency Debt First Tier Security 2015-05-03 2016-10-03 N N N 11000000.00 11004817.85 0.0056 N 11003762.00 11003762.00 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 22996814.43 0.0118 N 22998597.00 22998597.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A5AT6 Government Agency Debt First Tier Security 2015-09-08 2015-09-08 N N N 21000000.00 20997758.04 0.0107 N 20996136.00 20996136.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A5BM0 Government Agency Debt First Tier Security 2015-09-10 2015-09-10 N N N 23000000.00 22997509.33 0.0118 N 22995676.00 22995676.00 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 10995987.45 0.0056 N 10998053.00 10998053.00 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 27999882.37 0.0143 N 28000420.00 28000420.00 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 6998878.78 0.0036 N 6998887.00 6998887.00 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 4999194.86 0.0026 N 4999555.00 4999555.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A3DA9 Government Agency Debt First Tier Security 2015-05-16 2015-10-16 N N N 17000000.00 17000000.00 0.0087 N 17000493.00 17000493.00 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 24989645.83 0.0128 N 24995250.00 24995250.00 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 6999251.67 0.0036 N 6999923.00 6999923.00 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 22997324.89 0.0118 N 22999862.00 22999862.00 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 4999243.64 0.0026 N 4999465.00 4999465.00 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 10998789.92 0.0056 N 10999846.00 10999846.00 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 20998733.72 0.0107 N 21001386.00 21001386.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A0D56 Government Agency Debt First Tier Security 2015-05-25 2015-11-25 N N N 10000000.00 9998854.52 0.0051 N 10001390.00 10001390.00 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 11999424.46 0.0061 N 12000312.00 12000312.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A56Y0 Government Agency Debt First Tier Security 2015-05-27 2016-10-27 N N N 10000000.00 9997701.87 0.0051 N 9995650.00 9995650.00 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 20998883.06 0.0107 N 21000546.00 21000546.00 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 15999025.12 0.0082 N 15999952.00 15999952.00 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 9999573.33 0.0051 N 10000630.00 10000630.00 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 15067530.19 0.0077 N 15067650.00 15067650.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5B81 Government Agency Debt First Tier Security 2015-11-04 2015-11-04 N N N 23000000.00 22997293.36 0.0118 N 22996021.00 22996021.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0EP1 Government Agency Debt First Tier Security 2015-05-11 2015-12-11 N N N 22000000.00 21998623.33 0.0113 N 22004620.00 22004620.00 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 9999420.77 0.0051 N 10000050.00 10000050.00 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 10999374.46 0.0056 N 10999813.00 10999813.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A1KJ6 Government Agency Debt First Tier Security 2015-07-02 2015-10-02 N N N 16000000.00 15998977.31 0.0082 N 15999728.00 15999728.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A1LD8 Government Agency Debt First Tier Security 2015-07-07 2015-10-07 N N N 16000000.00 15998929.38 0.0082 N 15999632.00 15999632.00 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 10999401.96 0.0056 N 11000594.00 11000594.00 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 12002590.97 0.0061 N 12003552.00 12003552.00 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 10000151.79 0.0051 N 10001630.00 10001630.00 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 5000289.14 0.0026 N 5000620.00 5000620.00 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 7000630.48 0.0036 N 7001631.00 7001631.00 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 14001330.66 0.0072 N 14001078.00 14001078.00 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 9999530.16 0.0051 N 10000590.00 10000590.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A4SQ6 Government Agency Debt First Tier Security 2015-10-02 2015-10-02 N N N 25000000.00 24997333.19 0.0128 N 25000400.00 25000400.00 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 11997502.73 0.0061 N 11999160.00 11999160.00 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 11997991.40 0.0061 N 11999256.00 11999256.00 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 7000266.44 0.0036 N 7002338.00 7002338.00 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 9980382.15 0.0051 N 9982325.34 9982325.34 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 19998873.79 0.0102 N 20001980.00 20001980.00 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 10997885.09 0.0056 N 11000550.00 11000550.00 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 10997705.66 0.0056 N 11002596.00 11002596.00 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 5998748.46 0.0031 N 6000396.00 6000396.00 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 14997009.92 0.0077 N 15003270.00 15003270.00 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 25996599.23 0.0133 N 26002548.00 26002548.00 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 35990200.01 0.0184 N 35997696.00 35997696.00 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 10999392.72 0.0056 N 11001056.00 11001056.00 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 10042757.71 0.0051 N 10044990.00 10044990.00 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 0.0082 N 16000912.00 16000912.00 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 0.0056 N 11001958.00 11001958.00 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 7999541.91 0.0041 N 8002216.00 8002216.00 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 12889641.06 0.0066 N 12892642.45 12892642.45 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 13989320.33 0.0072 N 13995926.00 13995926.00 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 22596505.00 0.0116 N 22602214.80 22602214.80 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 11998100.06 0.0061 N 12001176.00 12001176.00 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 11998994.92 0.0061 N 12001560.00 12001560.00 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 17999115.14 0.0092 N 18005778.00 18005778.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A3QM9 Government Agency Debt First Tier Security 2015-12-09 2015-12-09 N N N 8000000.00 8000294.44 0.0041 N 7999320.00 7999320.00 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 0.0056 N 11001749.00 11001749.00 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 10003059.35 0.0051 N 10005090.00 10005090.00 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 0.0051 N 10002790.00 10002790.00 Freddie Mac Freddie Mac, 0.15% 3134G5PN9 Government Agency Debt First Tier Security 2015-05-14 2016-11-14 N N N 19000000.00 18995471.70 0.0097 N 18993730.00 18993730.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2015-05-16 2015-07-16 N N N 18000000.00 17999620.31 0.0092 N 18001854.00 18001854.00 Freddie Mac Freddie Mac, 0.17% 3134G4DU9 Government Agency Debt First Tier Security 2015-05-17 2015-07-17 N N N 18000000.00 17999615.31 0.0092 N 18001746.00 18001746.00 Freddie Mac Freddie Mac, 0.17% 3134G4C97 Government Agency Debt First Tier Security 2015-05-26 2015-06-26 N N N 11000000.00 10999831.23 0.0056 N 11000715.00 11000715.00 Freddie Mac Freddie Mac, 0.18% 3134G6AE3 Government Agency Debt First Tier Security 2015-05-21 2016-07-21 N N N 21000000.00 20997366.83 0.0107 N 21005208.00 21005208.00 Freddie Mac Freddie Mac, 0.18% 3134G3ZA1 Government Agency Debt First Tier Security 2015-08-28 2015-08-28 N N N 8000000.00 8008396.33 0.0041 N 8009864.00 8009864.00 Freddie Mac Freddie Mac, 0.19% 3134G5Z24 Government Agency Debt First Tier Security 2015-05-12 2017-01-12 N N N 22000000.00 21996180.09 0.0113 N 21996216.00 21996216.00 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 15004845.86 0.0077 N 15011715.00 15011715.00 Bank of America NA In a joint trading account with Bank of America NA at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 48799538.63 49479441.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-03-20 3 - 3 Government Agency Debt 66379111.17 21891589.48 Unrated Security 2015-05-01 2015-05-01 N N N 69292013.00 69292013.20 0.0355 N 69292013.20 69292013.20 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.10% 49B99LUG3 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2017-07-15 2044-02-15 0.875 - 8.75 Treasury Debt 12903400.00 17442584.09 FEDERAL FARM CREDIT 2017-01-17 2017-01-17 4.875 - 4.875 Government Agency Debt 828000.00 899838.04 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-10 2042-10-01 1.647 - 6 Government Agency Debt 21910816.00 4497295.34 FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-01 2045-04-01 2.427 - 6 Government Agency Debt 21311242.00 16249219.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-06-20 2061-08-20 2.038 - 5.5 Government Agency Debt 8387375.00 4923577.16 First Tier Security 2015-05-07 2015-05-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 43000000.00 43000000.00 0.0220 N 43000000.00 43000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.11% 49B99LRM4 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2015-10-29 2016-03-03 N/A Treasury Debt 24997900.00 24989081.54 FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2044-12-01 2.375 - 5.5 Government Agency Debt 2464109.00 2254573.09 FEDERAL NATIONAL MORTGAGE ASSOC 2029-08-01 2045-04-01 3 - 5.5 Government Agency Debt 8940681.00 8892947.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-03-15 2065-01-20 2.038 - 4 Government Agency Debt 7666427.00 7726755.76 First Tier Security 2015-05-07 2015-05-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 43000000.00 43000000.00 0.0220 N 43000000.00 43000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-05-15 2044-11-15 0 - 8.125 Treasury Debt 3632044.76 3714413.84 FEDERAL FARM CREDIT 2015-07-30 2039-08-03 0.35 - 5 Government Agency Debt 132519.73 137924.65 FEDERAL HOME LOAN BANK 2015-06-12 2028-03-07 0.5 - 5.625 Government Agency Debt 688446.47 710446.72 FEDERAL HOME LOAN MORTGAGE CORP 2015-05-05 2045-04-01 0 - 7 Government Agency Debt 16137607.68 9778731.12 FEDERAL NATIONAL MORTGAGE ASSOC 2015-05-01 2045-05-01 0 - 10.35 Government Agency Debt 25090980.41 18264240.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2045-04-20 2 - 10 Government Agency Debt 25657039.94 23188722.96 Unrated Security 2015-05-01 2015-05-01 N N N 54678059.00 54678059.20 0.0280 N 54678059.20 54678059.20 Citibank NA Citibank NA, 0.09% 48Y99Q9T5 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2018-04-30 2027-01-15 1.125 - 7.625 Treasury Debt 23349851.00 30780135.66 FEDERAL HOME LOAN BANK 2024-12-13 2024-12-13 2.75 - 2.75 Government Agency Debt 9670000.00 10035155.32 FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2044-11-01 2.143 - 4 Government Agency Debt 11210026.00 11901615.03 FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-15 2030-11-15 6.625 - 6.625 Government Agency Debt 453000.00 681647.03 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-09-20 2042-09-20 3.5 - 3.5 Government Agency Debt 17865440.00 11803460.35 First Tier Security 2015-05-05 2015-05-05 N N N 63806000.00 63806000.00 0.0327 N 63805081.19 63805081.19 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 2043-04-01 3 - 4 Government Agency Debt 60703706.00 36084062.96 First Tier Security 2015-05-04 2015-05-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 35371000.00 35371000.00 0.0181 N 35371000.00 35371000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.11% 48Z99TRF8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-04-01 4 - 4 Government Agency Debt 29900000.00 28905881.02 First Tier Security 2015-05-07 2015-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 28334000.00 28334000.00 0.0145 N 28334000.00 28334000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.11% 48Z99TRK7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2043-04-01 3.5 - 4 Government Agency Debt 25732246.00 22442388.50 First Tier Security 2015-05-07 2015-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 22000000.00 22000000.00 0.0113 N 22000000.00 22000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.11% 48Z99TRS0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 4 - 4 Government Agency Debt 27445000.00 13262211.22 First Tier Security 2015-05-07 2015-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 13000000.00 13000000.00 0.0067 N 13000000.00 13000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.11% 49K99CBU3 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-02 2015-11-02 N/A Government Agency Debt 39857000.00 39835078.65 FEDERAL HOME LOAN MORTGAGE CORP 2037-05-04 2037-05-04 N/A Government Agency Debt 99382000.00 29527386.02 First Tier Security 2015-05-07 2015-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 68000000.00 68000000.00 0.0348 N 68000000.00 68000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.12% 49K99CBF6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2029-10-24 2029-10-24 4 - 4 Government Agency Debt 24550000.00 27434543.17 FEDERAL HOME LOAN MORTGAGE CORP 2028-06-14 2028-06-14 3.06 - 3.06 Government Agency Debt 11004000.00 11066612.76 FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-08 2027-10-08 6.03 - 6.03 Government Agency Debt 10790000.00 7401508.40 First Tier Security 2015-05-07 2015-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 45000000.00 45000000.00 0.0230 N 45000000.00 45000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2045-05-01 2.475 - 4.978 Government Agency Debt 1204954.81 684750.89 FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2045-05-01 2.052 - 5.5 Government Agency Debt 2250744.03 1263677.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-08-20 2063-04-20 2 - 5.303 Government Agency Debt 2044473.29 1803492.30 Unrated Security 2015-05-01 2015-05-01 N N N 3678342.00 3678342.16 0.0019 N 3678342.16 3678342.16 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% 45G99R9E2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-01-01 2044-09-01 3.034 - 4.5 Government Agency Debt 12330466.00 5560429.37 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-01 2045-03-01 1.328 - 5.848 Government Agency Debt 29801011.00 25643802.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-15 2042-01-15 4 - 4 Government Agency Debt 18306053.00 9600584.83 First Tier Security 2015-06-05 2015-06-05 N N N 40000000.00 40000000.00 0.0205 Y 39996000.00 39996000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% 45G99R9F9 Government Agency Repurchase Agreement Y US TREASURY 2022-02-28 2044-11-15 1.75 - 3 Treasury Debt 1038500.00 1035744.90 FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2044-06-01 2.207 - 5.5 Government Agency Debt 6886492.00 1351954.88 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2051-05-01 1.328 - 5.5 Government Agency Debt 15414622.00 8688645.80 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-20 2040-05-20 4.5 - 4.5 Government Agency Debt 66958534.00 29728308.29 First Tier Security 2015-06-08 2015-06-08 N N N 40000000.00 40000000.00 0.0205 Y 39995600.00 39995600.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.18% 49B99GEJ6 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2015-10-29 2015-10-29 N/A Treasury Debt 7025800.00 7024394.84 First Tier Security 2015-05-07 2015-05-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 6883000.00 6883000.00 0.0035 N 6883000.00 6883000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2048-12-25 2.048 - 7.5 Government Agency Debt 24921499.11 17876791.36 FINANCE CORPORATION 2015-06-27 2015-06-27 0 - 0 Government Agency Debt 248536.63 248260.76 FEDERAL NATIONAL MORTGAGE ASSOC 2027-06-18 2048-01-25 0 - 8.5 Government Agency Debt 71667326.32 31594731.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2063-09-20 0.623 - 5 Government Agency Debt 18743657.83 13874082.52 Unrated Security 2015-05-01 2015-05-01 N N N 62134158.00 62134158.18 0.0318 N 62134158.18 62134158.18 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 2044-03-01 2.153 - 4 Government Agency Debt 17293549.00 10750989.98 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2045-02-01 2.717 - 5 Government Agency Debt 24363555.00 23638700.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-20 2045-04-20 3.5 - 6 Government Agency Debt 74972.00 56988.31 First Tier Security 2015-05-05 2015-05-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 33763000.00 33763000.00 0.0173 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 2044-06-15 2 - 4 Government Agency Debt 25876477.00 10671750.83 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2045-02-01 2.306 - 5 Government Agency Debt 54035071.00 20141010.03 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-04-20 2045-04-20 2.5 - 4.5 Government Agency Debt 5781596.00 3876268.26 First Tier Security 2015-05-07 2015-05-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 34000000.00 34000000.00 0.0174 N 34000000.00 34000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.13% 48P99SPJ5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 3.583 - 3.583 Government Agency Debt 27627.00 10704.65 FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-01 2045-05-01 2.717 - 6 Government Agency Debt 18413855.00 17327525.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-20 2043-10-20 3.5 - 4 Government Agency Debt 6998.00 2772.24 First Tier Security 2015-05-07 2015-05-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 17000000.00 17000000.00 0.0087 N 17000000.00 17000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.14% 48P99SPH9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2044-10-01 3 - 4 Government Agency Debt 736949.00 714444.76 FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-01 2045-02-01 2.461 - 6 Government Agency Debt 26215599.00 23740206.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2045-01-20 4 - 4 Government Agency Debt 29492.00 28775.94 First Tier Security 2015-05-07 2015-05-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 24000000.00 24000000.00 0.0123 N 24000000.00 24000000.00 Societe Generale In a joint trading account with Societe Generale at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_74037 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2016-04-25 2022-01-18 0.39 - 2.09 Government Agency Debt 1436541.74 1435364.75 FEDERAL HOME LOAN BANK 2017-02-27 2018-07-13 0.875 - 1.2 Government Agency Debt 1236740.38 1240084.75 FEDERAL HOME LOAN MORTGAGE CORP 2018-03-01 2045-03-01 0 - 6 Government Agency Debt 15816257.75 1307853.69 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2045-04-01 0 - 6 Government Agency Debt 8991221.77 2241744.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2045-03-20 4 - 5 Government Agency Debt 3966051.96 2394246.20 Unrated Security 2015-05-01 2015-05-01 N N N 8450246.00 8450245.51 0.0043 N 8450245.51 8450245.51 Wachovia Bank NA In a joint trading account with Wachovia Bank NA at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_81240 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2043-05-01 3 - 3.5 Government Agency Debt 14301960.16 11465803.33 FEDERAL NATIONAL MORTGAGE ASSOC 2041-12-01 2043-12-01 3 - 4 Government Agency Debt 47535679.09 37955622.32 Unrated Security 2015-05-01 2015-05-01 N N N 48452217.00 48452216.55 0.0248 N 48452216.55 48452216.55 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_08395 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2016-07-27 2018-04-09 0.95 - 2 Government Agency Debt 206217.61 209211.81 FEDERAL FARM CREDIT 2015-10-01 2017-04-28 0.15 - 0.625 Government Agency Debt 866962.72 866422.23 FEDERAL HOME LOAN BANK 2015-05-26 2018-03-09 0 - 5.375 Government Agency Debt 7299962.42 7339918.19 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-27 2045-03-15 0.58 - 4.5 Government Agency Debt 7528534.07 7573258.62 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-30 2045-04-25 0 - 5 Government Agency Debt 8706261.95 8278439.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-20 2045-03-16 2.75 - 4.5 Government Agency Debt 17022.53 10599.97 TENNESEE VALLEY AUTHORITY 2015-05-29 2056-04-01 0 - 5.88 Government Agency Debt 454168.09 463089.28 Unrated Security 2015-05-01 2015-05-01 N N N 24190965.00 24190965.19 0.0124 N 24190965.19 24190965.19 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 49J991EN2 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2045-04-20 3.5 - 5 Government Agency Debt 33286596.00 21694561.01 First Tier Security 2015-05-05 2015-05-05 N N N 21269000.00 21269000.00 0.0109 N 21268717.12 21268717.12 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 49J991ES1 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-04-01 2045-04-01 3.5 - 3.5 Government Agency Debt 49630093.00 52122290.18 First Tier Security 2015-05-06 2015-05-06 N N N 51100000.00 51100000.00 0.0262 N 51099218.17 51099218.17 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 48Y99A5G2 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-15 2045-04-15 3.5 - 4.5 Government Agency Debt 19816252.00 20405360.96 First Tier Security 2015-05-04 2015-05-04 N N N 20000000.00 20000000.00 0.0102 N 20000000.00 20000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 49J991EX0 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2045-04-20 3.5 - 5 Government Agency Debt 31704279.00 21420077.97 First Tier Security 2015-05-07 2015-05-07 N N N 21000000.00 21000000.00 0.0107 N 21000000.00 21000000.00