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