0000278001-15-000080.txt : 20150730 0000278001-15-000080.hdr.sgml : 20150730 20150605125106 ACCESSION NUMBER: 0000278001-15-000080 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150531 FILED AS OF DATE: 20150605 DATE AS OF CHANGE: 20150605 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: 15915185 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 2015-05-31 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 42 87 1945185028.02 513881.76 553593.26 1945145316.52 0.0015 1.0003 2015-05-29 1.0003 2015-05-29 C000019554 2500.00 1945145316.52 1.00 -8382895.57 49794164.89 58177060.46 0.0001 1.0003 2015-05-29 1.0003 2015-05-29 Fannie Mae Fannie Mae, 0.15% 3135G0YF4 Government Agency Debt First Tier Security 2015-06-05 2015-08-05 N N N 24000000.00 23999131.29 0.0123 N 24001056.00 24001056.00 Fannie Mae Fannie Mae, 0.18% 3135G0YU1 Government Agency Debt First Tier Security 2015-06-21 2015-10-21 N N N 18000000.00 17999286.21 0.0093 N 18002646.00 18002646.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EDK50 Government Agency Debt First Tier Security 2015-06-25 2016-01-25 N N N 14700000.00 14699557.88 0.0076 N 14701278.90 14701278.90 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EDV90 Government Agency Debt First Tier Security 2015-06-19 2016-09-19 N N N 14000000.00 13999077.07 0.0072 N 14002968.00 14002968.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133ED3B6 Government Agency Debt First Tier Security 2015-06-03 2016-10-03 N N N 11000000.00 11004531.18 0.0057 N 11006743.00 11006743.00 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 22998915.56 0.0118 N 22999793.00 22999793.00 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 20998292.66 0.0108 N 20997102.00 20997102.00 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 22998094.26 0.0118 N 22996688.00 22996688.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1ZH4 Government Agency Debt First Tier Security 2015-06-20 2015-11-20 N N N 9000000.00 9000487.97 0.0046 N 8999874.00 8999874.00 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 10997256.72 0.0057 N 10998977.00 10998977.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A3DA9 Government Agency Debt First Tier Security 2015-06-16 2015-10-16 N N N 17000000.00 17000000.00 0.0087 N 17000374.00 17000374.00 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 24992702.78 0.0128 N 24997425.00 24997425.00 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 4999301.82 0.0026 N 4998590.00 4998590.00 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 10998958.89 0.0057 N 11000275.00 11000275.00 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 20999206.67 0.0108 N 21000840.00 21000840.00 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 20999160.06 0.0108 N 21001029.00 21001029.00 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 15999236.46 0.0082 N 16000448.00 16000448.00 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 9999752.07 0.0051 N 10000580.00 10000580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A56Y0 Government Agency Debt First Tier Security 2015-07-27 2016-10-27 N N N 10000000.00 9997832.59 0.0051 N 9997410.00 9997410.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A3G99 Government Agency Debt First Tier Security 2015-08-10 2016-05-10 N N N 7000000.00 6998971.47 0.0036 N 6998278.00 6998278.00 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 15048670.40 0.0077 N 15045480.00 15045480.00 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 22997705.24 0.0118 N 22996803.00 22996803.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0EP1 Government Agency Debt First Tier Security 2015-06-11 2015-12-11 N N N 22000000.00 21998813.85 0.0113 N 22004444.00 22004444.00 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 9999552.80 0.0051 N 10000360.00 10000360.00 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 10999770.21 0.0057 N 11000000.00 11000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0D56 Government Agency Debt First Tier Security 2015-06-25 2015-11-25 N N N 10000000.00 9999025.24 0.0051 N 10001290.00 10001290.00 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 15999183.17 0.0082 N 16000224.00 16000224.00 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 15999138.12 0.0082 N 16000128.00 16000128.00 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 10999645.90 0.0057 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 12001688.50 0.0062 N 12002676.00 12002676.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A3FR0 Government Agency Debt First Tier Security 2015-08-06 2016-05-06 N N N 7000000.00 6999314.19 0.0036 N 6998460.00 6998460.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A3GR9 Government Agency Debt First Tier Security 2015-08-12 2016-05-12 N N N 5000000.00 4999261.07 0.0026 N 4998590.00 4998590.00 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 10000106.98 0.0051 N 10001390.00 10001390.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A22U9 Government Agency Debt First Tier Security 2015-08-23 2015-11-23 N N N 23000000.00 22997727.45 0.0118 N 22997654.00 22997654.00 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 7000461.99 0.0036 N 7001309.00 7001309.00 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 5000211.87 0.0026 N 5000535.00 5000535.00 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 14000984.02 0.0072 N 14000994.00 14000994.00 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 9999629.24 0.0051 N 10000290.00 10000290.00 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 24997870.02 0.0129 N 24999625.00 24999625.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A42Q4 Government Agency Debt First Tier Security 2015-11-04 2015-11-04 N N N 18000000.00 18000858.84 0.0093 N 18000558.00 18000558.00 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 11997631.33 0.0062 N 12001680.00 12001680.00 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 11998626.77 0.0062 N 11999796.00 11999796.00 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 7000190.67 0.0036 N 7001792.00 7001792.00 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 9980274.45 0.0051 N 9981876.24 9981876.24 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A13N6 Government Agency Debt First Tier Security 2015-08-26 2015-08-26 N N N 12000000.00 11999576.96 0.0062 N 11998980.00 11998980.00 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 19999100.49 0.0103 N 20001040.00 20001040.00 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 10998515.50 0.0057 N 11000638.00 11000638.00 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 10998383.04 0.0057 N 11002090.00 11002090.00 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 5999117.96 0.0031 N 6000414.00 6000414.00 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 14997868.18 0.0077 N 15002655.00 15002655.00 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 25997212.16 0.0134 N 26000546.00 26000546.00 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 35996400.00 0.0185 N 35999640.00 35999640.00 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 10999604.25 0.0057 N 11001001.00 11001001.00 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 10029634.05 0.0052 N 10031600.00 10031600.00 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 16000992.00 16000992.00 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 0.0057 N 11001639.00 11001639.00 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 7999662.26 0.0041 N 8001760.00 8001760.00 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 12889725.35 0.0066 N 12892049.51 12892049.51 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 13991719.39 0.0072 N 13997508.00 13997508.00 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 22597149.91 0.0116 N 22600655.40 22600655.40 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 11998442.49 0.0062 N 12000252.00 12000252.00 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 11999229.19 0.0062 N 12001200.00 12001200.00 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 17999311.07 0.0093 N 18004374.00 18004374.00 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 8000253.33 0.0041 N 8002416.00 8002416.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XR2 Government Agency Debt First Tier Security 2015-06-04 2015-06-04 N N N 11000000.00 11000000.00 0.0057 N 11000154.00 11000154.00 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 10002681.50 0.0051 N 10001970.00 10001970.00 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 10001370.00 10001370.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2015-06-16 2015-07-16 N N N 18000000.00 17999775.18 0.0093 N 18001044.00 18001044.00 Freddie Mac Freddie Mac, 0.17% 3134G4DU9 Government Agency Debt First Tier Security 2015-06-17 2015-07-17 N N N 18000000.00 17999770.19 0.0093 N 18000900.00 18000900.00 Freddie Mac Freddie Mac, 0.17% 3134G4C97 Government Agency Debt First Tier Security 2015-06-26 2015-06-26 N N N 11000000.00 10999924.66 0.0057 N 11000176.00 11000176.00 Freddie Mac Freddie Mac, 0.17% 3134G5PN9 Government Agency Debt First Tier Security 2015-08-14 2016-11-14 N N N 19000000.00 18995721.04 0.0098 N 18995497.00 18995497.00 Freddie Mac Freddie Mac, 0.18% 3134G6AE3 Government Agency Debt First Tier Security 2015-06-21 2016-07-21 N N N 21000000.00 20997549.45 0.0108 N 21008988.00 21008988.00 Freddie Mac Freddie Mac, 0.18% 3134G3ZA1 Government Agency Debt First Tier Security 2015-08-28 2015-08-28 N N N 8000000.00 8006209.05 0.0041 N 8007456.00 8007456.00 Freddie Mac Freddie Mac, 0.19% 3134G5Z24 Government Agency Debt First Tier Security 2015-06-12 2017-01-12 N N N 22000000.00 21996370.47 0.0113 N 21996348.00 21996348.00 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 15004024.97 0.0077 N 15007035.00 15007035.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_06453 Government Agency Repurchase Agreement Y US TREASURY 2015-08-15 2026-08-15 0 - 6.75 Treasury Debt 13176605.63 13702586.91 Unrated Security 2015-06-01 2015-06-01 N N N 13433833.00 13433833.09 0.0069 N 13433833.09 13433833.09 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.10% 49B99LUG3 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2015-11-15 2044-05-15 0 - 4.375 Treasury Debt 6584475.00 5352468.94 FEDERAL FARM CREDIT 2017-07-13 2017-11-27 0.195 - 0.216 Government Agency Debt 17752000.00 17748452.87 FEDERAL HOME LOAN BANK 2016-06-10 2016-06-10 2.125 - 2.125 Government Agency Debt 65000.00 66785.27 FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2045-03-01 1 - 6.5 Government Agency Debt 24763007.00 5578987.33 FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2044-08-01 0.875 - 6.5 Government Agency Debt 22085243.00 13560888.57 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-06-15 2044-08-20 3.5 - 5.5 Government Agency Debt 7512244.00 1609504.14 First Tier Security 2015-06-05 2015-06-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 43000000.00 43000000.00 0.0221 N 43000000.00 43000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.11% 49B99LRM4 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2021-07-31 2042-05-15 0 - 2.25 Treasury Debt 23327809.00 23678917.65 FEDERAL FARM CREDIT 2017-07-13 2017-07-24 0.185 - 0.216 Government Agency Debt 60000.00 59995.41 FEDERAL HOME LOAN MORTGAGE CORP 2019-04-01 2045-03-01 2.096 - 6 Government Agency Debt 14697663.00 8765939.24 FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-11 2045-05-01 3 - 6 Government Agency Debt 11603952.00 9557927.33 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-01-20 2044-08-20 1.625 - 4.5 Government Agency Debt 115196609.00 1808766.70 First Tier Security 2015-06-05 2015-06-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 43000000.00 43000000.00 0.0221 N 43000000.00 43000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-07-23 2020-11-30 0 - 2.625 Treasury Debt 1850193.05 1884825.71 FEDERAL HOME LOAN MORTGAGE CORP 2017-04-01 2048-07-01 1.28 - 8.5 Government Agency Debt 48794188.48 10803766.33 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2047-11-01 0 - 8 Government Agency Debt 67051495.84 26710038.83 GOVERNMENT NATIONAL MORTAGE ASSOC 2019-08-20 2065-05-20 1.5 - 7.5 Government Agency Debt 63773281.70 12073011.66 GINNIE MAE 2041-08-20 2041-10-20 3 - 3.5 Government Agency Debt 234918.48 155825.37 Unrated Security 2015-06-01 2015-06-01 N N N 50446419.00 50446419.29 0.0259 N 50446419.29 50446419.29 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-06-25 2042-11-15 0 - 8.75 Treasury Debt 1408880.10 1420695.87 FEDERAL FARM CREDIT 2015-06-02 2039-08-03 0 - 5 Government Agency Debt 752477.43 766428.19 FEDERAL HOME LOAN BANK 2015-06-12 2037-08-28 0 - 5.625 Government Agency Debt 6193088.44 6255063.52 FEDERAL HOME LOAN MORTGAGE CORP 2015-06-08 2045-05-01 0 - 7 Government Agency Debt 29885019.04 22941474.81 FEDERAL NATIONAL MORTGAGE ASSOC 2015-06-17 2045-06-01 0 - 7.5 Government Agency Debt 48455930.44 35638421.26 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2045-05-20 2 - 10 Government Agency Debt 22278598.24 16881816.16 Unrated Security 2015-06-01 2015-06-01 N N N 82247958.00 82247957.67 0.0423 N 82247957.67 82247957.67 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_04361 Government Agency Repurchase Agreement Y US TREASURY 2015-06-25 2045-05-15 0 - 10.625 Treasury Debt 13954729.34 14849102.76 FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-11-01 2.349 - 2.405 Government Agency Debt 382238.94 238974.90 FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2045-05-01 2.345 - 7 Government Agency Debt 7637620.31 3385497.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-20 2065-05-20 2 - 7.5 Government Agency Debt 4168622.04 3269814.25 Unrated Security 2015-06-01 2015-06-01 N N N 21293082.00 21293082.37 0.0109 N 21293082.37 21293082.37 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_39304 Government Agency Repurchase Agreement Y US TREASURY 2015-05-31 2045-05-15 0.25 - 10.625 Treasury Debt 3039521.98 3170922.13 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2044-05-01 2.5 - 8 Government Agency Debt 4636739.20 2813267.64 U.S. TREASURY 2016-01-31 2017-04-30 0 - 0.109 Treasury Debt 76969.71 76990.98 Unrated Security 2015-06-01 2015-06-01 N N N 5940130.00 5940130.28 0.0031 N 5940130.28 5940130.28 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48Z99TSC4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 Government Agency Debt 50465000.00 32645215.84 First Tier Security 2015-06-04 2015-06-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 32000000.00 32000000.00 0.0165 N 32000000.00 32000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48Z99TSH3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 Government Agency Debt 39425000.00 25503569.50 First Tier Security 2015-06-05 2015-06-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 25000000.00 25000000.00 0.0129 N 25000000.00 25000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48Z99TST7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-10-01 3.5 - 3.5 Government Agency Debt 16865000.00 12241051.89 First Tier Security 2015-06-05 2015-06-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 12000000.00 12000000.00 0.0062 N 12000000.00 12000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.11% 49K99CBU3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2045-04-01 2.026 - 5.5 Government Agency Debt 58784971.00 15019850.94 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2045-05-01 1.946 - 5.5 Government Agency Debt 177890863.00 40885732.45 GOVERNMENT NATIONAL MORTAGE ASSOC 2030-08-20 2065-04-20 1.625 - 5.5 Government Agency Debt 116476958.00 13463317.89 First Tier Security 2015-06-05 2015-06-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 68000000.00 68000000.00 0.0350 N 68000000.00 68000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.12% 49K99CBF6 Government Agency Repurchase Agreement Y RESOLUTION FUNDING CORP 2019-10-15 2025-10-15 N/A Government Agency Debt 52909000.00 45907602.75 First Tier Security 2015-06-05 2015-06-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 45000000.00 45000000.00 0.0231 N 45000000.00 45000000.00 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 2041-04-01 2045-04-01 3.026 - 3.645 Government Agency Debt 12786176.00 5770967.69 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-01 2045-03-01 1.336 - 5.66 Government Agency Debt 38366193.00 35039822.19 First Tier Security 2015-06-05 2015-06-05 N N N 40000000.00 40000000.00 0.0206 N 39999200.00 39999200.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% 45G99R9F9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2045-04-01 2.175 - 9 Government Agency Debt 20188119.00 2775701.90 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-01 2051-05-01 1.336 - 7.5 Government Agency Debt 87097805.00 29235613.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-20 2045-05-15 3 - 4.5 Government Agency Debt 16600339.00 9028203.76 First Tier Security 2015-06-08 2015-06-08 N N N 40000000.00 40000000.00 0.0206 Y 39998800.00 39998800.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.18% 49B99GUV1 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2041-05-15 2041-05-15 4.375 - 4.375 Treasury Debt 4793700.00 6180615.21 First Tier Security 2015-06-05 2015-06-05 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0031 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-07-25 2044-12-01 2.238 - 7.5 Government Agency Debt 52735054.62 28514887.83 FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-01 2048-01-25 0 - 8.5 Government Agency Debt 167181604.60 86353326.51 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-01-17 2063-09-20 1.094 - 5.5 Government Agency Debt 1880548.47 1821226.94 Unrated Security 2015-06-01 2015-06-01 N N N 114233275.00 114233274.54 0.0587 N 114233274.54 114233274.54 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.12% 48P99SPK2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2044-08-01 2.153 - 4.5 Government Agency Debt 15901476.00 8916791.75 FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2045-02-01 2.717 - 4.5 Government Agency Debt 9352898.00 8257732.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2045-05-20 2.5 - 5 Government Agency Debt 41873257.00 15469463.57 First Tier Security 2015-06-05 2015-06-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 32000000.00 32000000.00 0.0165 N 32000000.00 32000000.00 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 2044-08-01 2 - 4.5 Government Agency Debt 20077466.00 5209066.25 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2045-05-01 2.325 - 5 Government Agency Debt 29091956.00 16647670.62 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-20 2045-05-20 1.75 - 5 Government Agency Debt 14546746.00 12833885.52 First Tier Security 2015-06-05 2015-06-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 34000000.00 34000000.00 0.0175 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 2040-01-15 2040-01-15 3 - 3 Government Agency Debt 23890.00 23470.65 FEDERAL NATIONAL MORTGAGE ASSOC 2044-06-25 2044-06-25 3 - 3 Government Agency Debt 16984945.00 17489502.08 First Tier Security 2015-06-05 2015-06-05 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% 48P99SPL0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-01-01 4.5 - 4.5 Government Agency Debt 24988.00 25547.92 FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2044-11-01 3 - 5 Government Agency Debt 33295045.00 19676025.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-05-20 4 - 4 Government Agency Debt 1599486.00 1719426.83 First Tier Security 2015-06-05 2015-06-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 21000000.00 21000000.00 0.0108 N 21000000.00 21000000.00 Societe Generale In a joint trading account with Societe Generale at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_74037 Government Agency Repurchase Agreement Y US TREASURY 2015-06-15 2044-05-15 0 - 8.875 Treasury Debt 5061679.98 6251292.57 FEDERAL FARM CREDIT 2016-04-25 2020-04-09 0.39 - 1.69 Government Agency Debt 1166196.43 1164233.42 FEDERAL HOME LOAN BANK 2018-07-13 2018-07-13 1.2 - 1.2 Government Agency Debt 433885.12 433148.96 FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2045-04-01 1 - 5.999 Government Agency Debt 23393146.65 2093986.10 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2045-01-01 0 - 4.732 Government Agency Debt 13617180.32 4274840.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-04-20 2045-05-20 4 - 4 Government Agency Debt 4813980.65 4425668.81 Unrated Security 2015-06-01 2015-06-01 N N N 18277324.00 18277323.93 0.0094 N 18277323.93 18277323.93 Wachovia Bank NA In a joint trading account with Wachovia Bank NA at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_81240 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 Government Agency Debt 33237922.63 29677405.89 FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2042-09-01 3 - 3 Government Agency Debt 14548351.39 12269472.00 Unrated Security 2015-06-01 2015-06-01 N N N 41123979.00 41123978.83 0.0211 N 41123978.83 41123978.83 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 49J991HJ8 0000276523 Government Agency Repurchase Agreement Y US TREASURY 2016-06-30 2016-06-30 1.5 - 1.5 Treasury Debt 49064500.00 49980732.10 First Tier Security 2015-06-03 2015-06-03 N N N 49000000.00 49000000.00 0.0252 N 48999715.80 48999715.80 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 49J991FJ0 0000276523 Government Agency Repurchase Agreement Y US TREASURY 2042-11-15 2042-11-15 2.75 - 2.75 Treasury Debt 13742100.00 13391445.52 First Tier Security 2015-08-03 2015-08-03 N N N 13000000.00 13000000.00 0.0067 Y 12996620.00 12996620.00