0000278001-15-000089.txt : 20150831 0000278001-15-000089.hdr.sgml : 20150831 20150708102702 ACCESSION NUMBER: 0000278001-15-000089 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150708 DATE AS OF CHANGE: 20150708 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: 15978054 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 2015-06-30 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 44 82 1769409617.38 218553341.67 13254375.95 1974708583.10 0.0016 1.0003 2015-06-30 1.0003 2015-06-30 C000019554 2500.00 1974708583.10 1.00 29563266.80 93131811.12 63568544.32 0.0001 1.0003 2015-06-30 1.0003 2015-06-30 Fannie Mae Fannie Mae, 0.16% 3135G0YF4 Government Agency Debt First Tier Security 2015-07-05 2015-08-05 N N N 24000000.00 23999532.24 0.0122 N 24000768.00 24000768.00 Fannie Mae Fannie Mae, 0.18% 3135G0YU1 Government Agency Debt First Tier Security 2015-07-21 2015-10-21 N N N 18000000.00 17999437.01 0.0091 N 18002628.00 18002628.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 3133EDK50 Government Agency Debt First Tier Security 2015-07-25 2016-01-25 N N N 14700000.00 14699613.61 0.0074 N 14702028.60 14702028.60 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EDV90 Government Agency Debt First Tier Security 2015-07-19 2016-09-19 N N N 14000000.00 13999135.24 0.0071 N 14005040.00 14005040.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133ED3B6 Government Agency Debt First Tier Security 2015-07-03 2016-10-03 N N N 11000000.00 11004253.76 0.0056 N 11008173.00 11008173.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384MK2 Government Agency Debt First Tier Security 2015-10-01 2015-10-01 N N N 13000000.00 12996677.20 0.0066 N 12996711.00 12996711.00 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 20998810.04 0.0106 N 20998257.00 20998257.00 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 22998660.32 0.0116 N 22997976.00 22997976.00 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 10998485.05 0.0056 N 10999549.00 10999549.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A3DA9 Government Agency Debt First Tier Security 2015-07-16 2015-10-16 N N N 17000000.00 17000000.00 0.0086 N 17000799.00 17000799.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A1ZH4 Government Agency Debt First Tier Security 2015-07-20 2015-11-20 N N N 9000000.00 9000402.86 0.0046 N 9000261.00 9000261.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5RG6 Government Agency Debt First Tier Security 2015-07-24 2016-06-24 N N N 4000000.00 4000000.00 0.0020 N 3999996.00 3999996.00 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 24995661.11 0.0127 N 24998775.00 24998775.00 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 20999664.36 0.0106 N 21000378.00 21000378.00 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 9999925.05 0.0051 N 10000160.00 10000160.00 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 9997959.09 0.0051 N 9997800.00 9997800.00 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 6999061.17 0.0035 N 6998691.00 6998691.00 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 15030419.00 0.0076 N 15030825.00 15030825.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A3GT5 Government Agency Debt First Tier Security 2015-09-07 2016-06-07 N N N 5000000.00 4999358.13 0.0025 N 4999220.00 4999220.00 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 22998146.54 0.0116 N 22996711.00 22996711.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384PZ6 Government Agency Debt First Tier Security 2015-12-02 2015-12-02 N N N 26000000.00 25982204.20 0.0132 N 25985648.00 25985648.00 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 15999382.40 0.0081 N 16000784.00 16000784.00 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 15999340.12 0.0081 N 16000720.00 16000720.00 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 10999881.97 0.0056 N 11000187.00 11000187.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0D56 Government Agency Debt First Tier Security 2015-07-25 2015-11-25 N N N 10000000.00 9999190.45 0.0051 N 10001490.00 10001490.00 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 12000815.14 0.0061 N 12001332.00 12001332.00 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 6999374.71 0.0035 N 6999321.00 6999321.00 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 4999325.13 0.0025 N 4999205.00 4999205.00 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 10000063.61 0.0051 N 10000880.00 10000880.00 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 22998117.03 0.0116 N 22998781.00 22998781.00 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 7000298.93 0.0035 N 7000903.00 7000903.00 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 5000137.09 0.0025 N 5000385.00 5000385.00 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 14000648.55 0.0071 N 14000770.00 14000770.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2CH7 Government Agency Debt First Tier Security 2015-09-09 2015-12-09 N N N 11000000.00 10999122.42 0.0056 N 10999384.00 10999384.00 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 9999725.13 0.0051 N 10000390.00 10000390.00 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 24998389.52 0.0127 N 25000125.00 25000125.00 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 18000693.68 0.0091 N 17999892.00 17999892.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A0EP1 Government Agency Debt First Tier Security 2015-07-11 2015-12-11 N N N 22000000.00 21998998.23 0.0111 N 22004840.00 22004840.00 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 11999241.65 0.0061 N 11999952.00 11999952.00 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 7000117.33 0.0035 N 7001008.00 7001008.00 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 9980170.23 0.0051 N 9981227.54 9981227.54 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 11999724.53 0.0061 N 11999364.00 11999364.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A15R5 Government Agency Debt First Tier Security 2015-09-03 2015-09-03 N N N 21000000.00 20999428.13 0.0106 N 20999076.00 20999076.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A1DP0 Government Agency Debt First Tier Security 2015-09-14 2015-09-14 N N N 10000000.00 9999680.57 0.0051 N 9999270.00 9999270.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A1ES3 Government Agency Debt First Tier Security 2015-09-21 2015-09-21 N N N 16000000.00 15999440.98 0.0081 N 15998704.00 15998704.00 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 19999319.88 0.0101 N 20001100.00 20001100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313384QR3 Government Agency Debt First Tier Security 2015-12-18 2015-12-18 N N N 18000000.00 17984700.00 0.0091 N 17989038.00 17989038.00 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 10999125.57 0.0056 N 11000440.00 11000440.00 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 10999038.56 0.0056 N 11000473.00 11000473.00 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 5999475.55 0.0030 N 6000282.00 6000282.00 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 14998698.76 0.0076 N 15000690.00 15000690.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A3T53 Government Agency Debt First Tier Security 2015-09-23 2016-12-23 N N N 12000000.00 11997755.78 0.0061 N 12000972.00 12000972.00 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 25997805.31 0.0132 N 26000286.00 26000286.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A22T2 Government Agency Debt First Tier Security 2015-12-04 2015-12-04 N N N 10000000.00 10001350.84 0.0051 N 10002210.00 10002210.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313384QJ1 Government Agency Debt First Tier Security 2015-12-11 2015-12-11 N N N 10000000.00 9991623.45 0.0051 N 9994160.00 9994160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5NZ8 Government Agency Debt First Tier Security 2015-12-17 2015-12-17 N N N 20000000.00 19997862.66 0.0101 N 19994800.00 19994800.00 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 10999808.95 0.0056 N 11001034.00 11001034.00 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 10016933.75 0.0051 N 10017920.00 10017920.00 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 11001562.00 11001562.00 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 0.0081 N 16002256.00 16002256.00 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 7999778.72 0.0041 N 8001216.00 8001216.00 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 12889806.93 0.0065 N 12891585.47 12891585.47 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 13994041.05 0.0071 N 13998180.00 13998180.00 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 22597774.02 0.0114 N 22600497.20 22600497.20 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 11998773.88 0.0061 N 12000132.00 12000132.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5J91 Government Agency Debt First Tier Security 2016-01-12 2016-01-12 N N N 30000000.00 29993035.55 0.0152 N 29985450.00 29985450.00 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 11999455.90 0.0061 N 12000996.00 12000996.00 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 17999500.68 0.0091 N 18002232.00 18002232.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A5QD4 Government Agency Debt First Tier Security 2016-01-20 2016-01-20 N N N 19000000.00 18997459.47 0.0096 N 18993844.00 18993844.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A0GK0 Government Agency Debt First Tier Security 2015-12-30 2015-12-30 N N N 6900000.00 6904837.99 0.0035 N 6901994.10 6901994.10 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 8000213.54 0.0041 N 8001928.00 8001928.00 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 10002315.84 0.0051 N 10002960.00 10002960.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2015-07-16 2015-07-16 N N N 18000000.00 17999925.06 0.0091 N 18000396.00 18000396.00 Freddie Mac Freddie Mac, 0.17% 3134G5PN9 Government Agency Debt First Tier Security 2015-08-14 2016-11-14 N N N 19000000.00 18995962.33 0.0096 N 18996903.00 18996903.00 Freddie Mac Freddie Mac, 0.18% 3134G4DU9 Government Agency Debt First Tier Security 2015-07-17 2015-07-17 N N N 18000000.00 17999920.07 0.0091 N 18000252.00 18000252.00 Freddie Mac Freddie Mac, 0.18% 3134G6AE3 Government Agency Debt First Tier Security 2015-07-21 2016-07-21 N N N 21000000.00 20997726.17 0.0106 N 21011277.00 21011277.00 Freddie Mac Freddie Mac, 0.18% 3134G3ZA1 Government Agency Debt First Tier Security 2015-08-28 2015-08-28 N N N 8000000.00 8004092.33 0.0041 N 8003640.00 8003640.00 Freddie Mac Freddie Mac, 0.19% 3134G5Z24 Government Agency Debt First Tier Security 2015-07-12 2017-01-12 N N N 22000000.00 21996554.71 0.0111 N 21996524.00 21996524.00 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 15003230.57 0.0076 N 15007035.00 15007035.00 Bank of America NA In a joint trading account with Bank of America NA at 0.15%, dated 6/30/2015 due 07/01/2015 49L994LN5_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 31968578.35 31623734.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-03-20 3 - 3 Government Agency Debt 47960145.53 15131441.51 Unrated Security 2015-07-01 2015-07-01 N N N 45393199.00 45393198.69 0.0230 N 45393198.69 45393198.69 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.11% 49B99LRM4 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2019-02-15 2044-08-15 0 - 3.5 Treasury Debt 8811588.28 4507329.20 FEDERAL FARM CREDIT 2016-08-25 2024-05-29 0.187 - 5.125 Government Agency Debt 2270621.00 2232277.12 FEDERAL HOME LOAN BANK 2016-12-09 2017-06-21 0.75 - 1.625 Government Agency Debt 620000.00 623219.65 FEDERAL HOME LOAN MORTGAGE CORP 2015-11-17 2045-03-01 0 - 6.25 Government Agency Debt 29905761.00 9033030.83 FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-11 2044-08-01 3 - 6.625 Government Agency Debt 36238023.00 25976593.35 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-01-20 2044-02-20 1.625 - 3.5 Government Agency Debt 114897616.00 1542853.66 First Tier Security 2015-07-06 2015-07-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 43000000.00 43000000.00 0.0218 N 43000000.00 43000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.15%, dated 6/30/2015 due 07/01/2015 49L994LN5_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-02-15 2044-08-15 0 - 9.25 Treasury Debt 3126524.87 3272181.23 FEDERAL FARM CREDIT 2024-03-25 2024-05-29 2.22 - 2.3 Government Agency Debt 4300.53 4226.14 FEDERAL HOME LOAN BANK 2016-06-13 2016-12-09 1.625 - 5.625 Government Agency Debt 1275.12 1296.44 FEDERAL HOME LOAN MORTGAGE CORP 2015-11-17 2045-04-15 0.756 - 6.5 Government Agency Debt 922243.65 288682.92 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2048-03-01 1.257 - 6.625 Government Agency Debt 2589659.16 1062170.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-03-20 2065-04-20 1.5 - 7.5 Government Agency Debt 2960465.70 523713.45 GINNIE MAE 2041-08-20 2041-10-20 3 - 3.5 Government Agency Debt 12369.79 7572.28 Unrated Security 2015-07-01 2015-07-01 N N N 5041652.00 5041651.71 0.0026 N 5041651.71 5041651.71 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.15%, dated 6/30/2015 due 07/01/2015 49L994LN5_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-08-15 2045-02-15 0 - 8.75 Treasury Debt 163234.02 162163.97 FEDERAL FARM CREDIT 2015-07-01 2039-08-03 0 - 6.125 Government Agency Debt 139240.54 141132.63 FEDERAL HOME LOAN BANK 2015-07-10 2027-08-02 0 - 3.25 Government Agency Debt 224087.67 224702.57 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-07 2045-07-01 0 - 7 Government Agency Debt 3790728.99 2915296.46 FEDERAL NATIONAL MORTGAGE ASSOC 2015-07-08 2045-07-01 0 - 7.5 Government Agency Debt 6171660.41 5402657.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2045-06-20 2 - 10 Government Agency Debt 9953253.21 8919295.68 Unrated Security 2015-07-01 2015-07-01 N N N 17416615.00 17416615.01 0.0088 N 17416615.01 17416615.01 Citibank NA Citibank NA, 0.12% 49K99SEW1 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2015-07-15 2019-02-28 1.5 - 1.875 Treasury Debt 9209336.00 11330117.47 First Tier Security 2015-07-07 2015-07-07 N N N 11000000.00 11000000.00 0.0056 N 11000000.00 11000000.00 Citibank NA Citibank NA, 0.13% 49K99SEV3 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2016-06-30 2041-02-15 0.5 - 4.75 Treasury Debt 59384900.00 59716231.23 FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-22 2020-06-22 1.5 - 1.5 Government Agency Debt 5645000.00 5578690.07 First Tier Security 2015-07-07 2015-07-07 N N N 64000000.00 64000000.00 0.0324 N 64000000.00 64000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.15%, dated 6/30/2015 due 07/01/2015 49L994LN5_39304 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2045-03-01 3 - 6 Government Agency Debt 2524354.19 1290305.45 Unrated Security 2015-07-01 2015-07-01 N N N 1264996.00 1264996.25 0.0006 N 1264996.25 1264996.25 ING Financial Markets LLC ING Financial Markets LLC, 0.11% 48Z99TUJ6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 Government Agency Debt 11390000.00 7142529.04 First Tier Security 2015-07-02 2015-07-02 N N N 7000000.00 7000000.00 0.0035 N 6999934.20 6999934.20 ING Financial Markets LLC ING Financial Markets LLC, 0.11% 48Z99TUG2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 Government Agency Debt 17895000.00 11221734.61 First Tier Security 2015-07-02 2015-07-02 N N N 11000000.00 11000000.00 0.0056 N 10999896.60 10999896.60 ING Financial Markets LLC ING Financial Markets LLC, 0.11% 48Z99TUM9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 Government Agency Debt 21150000.00 13262905.11 First Tier Security 2015-07-07 2015-07-07 N N N 13000000.00 13000000.00 0.0066 N 13000000.00 13000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.12% 49K99CKY5 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2026-09-08 2026-09-08 3.54 - 3.54 Government Agency Debt 5000000.00 5058216.67 FEDERAL HOME LOAN BANK 2024-09-10 2033-07-25 3.24 - 4.7 Government Agency Debt 5700000.00 5881103.68 FEDERAL NATIONAL MORTGAGE ASSOC 2029-05-15 2029-05-15 6.25 - 6.25 Government Agency Debt 7896000.00 4958372.16 TENNESEE VALLEY AUTHORITY 2030-05-01 2030-05-01 7.125 - 7.125 Government Agency Debt 3842000.00 5528115.81 First Tier Security 2015-07-07 2015-07-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 21000000.00 21000000.00 0.0106 N 21000000.00 21000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.12% 49K99CLP3 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2028-02-04 2028-02-04 2.99 - 2.99 Government Agency Debt 7146000.00 6948313.85 FEDERAL HOME LOAN BANK 2035-08-08 2035-08-08 3.3 - 3.3 Government Agency Debt 11735000.00 10967843.93 RESOLUTION FUNDING CORP 2026-04-15 2030-01-15 N/A Government Agency Debt 74901000.00 49406771.70 First Tier Security 2015-07-07 2015-07-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 66000000.00 66000000.00 0.0334 N 66000000.00 66000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.15%, dated 6/30/2015 due 07/01/2015 49L994LN5_53651 Government Agency Repurchase Agreement Y US TREASURY 2022-04-30 2022-04-30 1.75 - 1.75 Treasury Debt 2134140.08 2102315.39 FEDERAL AGRICULTURE MORTGAGE CORP 2044-09-25 2044-09-25 0 - 0 Government Agency Debt 248003.57 255222.21 FEDERAL FARM CREDIT 2025-04-01 2025-07-11 2.37 - 2.62 Government Agency Debt 514525.80 505280.77 FEDERAL HOME LOAN BANK 2032-09-07 2032-09-07 3.3 - 3.3 Government Agency Debt 250763.37 238372.73 FEDERAL HOME LOAN MORTGAGE CORP 2022-11-01 2045-07-01 1.929 - 5.782 Government Agency Debt 5588386.12 2338081.75 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2045-06-01 0 - 6 Government Agency Debt 14424114.90 6320593.15 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-07-20 2065-05-20 1.625 - 8.5 Government Agency Debt 4058327.20 2263309.61 RESOLUTION FUNDING CORP 2029-01-15 2029-01-15 0 - 0 Government Agency Debt 434147.65 282339.24 Unrated Security 2015-07-01 2015-07-01 N N N 14024958.00 14024958.40 0.0071 N 14024958.40 14024958.40 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.18% 45G99R9H5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2045-04-01 2.238 - 3.641 Government Agency Debt 46909176.00 26577126.77 FEDERAL NATIONAL MORTGAGE ASSOC 2019-06-01 2044-04-01 1.346 - 5.962 Government Agency Debt 26362622.00 8489789.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-12-15 2043-11-20 4 - 4 Government Agency Debt 1162900.00 637724.97 First Tier Security 2015-08-04 2015-08-04 N N N 35000000.00 35000000.00 0.0177 Y 34993350.00 34993350.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.18% 45G99R9J1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2045-02-01 2.191 - 3.221 Government Agency Debt 19486334.00 7985441.66 FEDERAL NATIONAL MORTGAGE ASSOC 2015-12-01 2045-04-01 1.346 - 5.869 Government Agency Debt 47446253.00 17786783.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2045-05-15 3 - 5 Government Agency Debt 26489564.00 9931880.78 First Tier Security 2015-08-10 2015-08-10 N N N 35000000.00 35000000.00 0.0177 Y 34991950.00 34991950.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.21% 45G99R9K8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-12-01 2045-02-01 2.238 - 5.5 Government Agency Debt 271644.00 152709.47 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2042-05-01 2.5 - 5 Government Agency Debt 5446215.00 545831.57 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-08-20 2043-11-20 3 - 6.43 Government Agency Debt 61608469.00 13582708.53 First Tier Security 2015-09-16 2015-09-16 N N N 14000000.00 14000000.00 0.0071 Y 13995940.00 13995940.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.18% 49B99GUV1 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2016-01-31 2021-08-15 2 - 2.125 Treasury Debt 6002600.00 6121481.54 First Tier Security 2015-07-07 2015-07-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0030 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.15%, dated 6/30/2015 due 07/01/2015 49L994LN5_08126 Government Agency Repurchase Agreement Y US TREASURY 2016-06-23 2024-11-15 0 - 2.25 Treasury Debt 4693722.74 4675002.65 FEDERAL HOME LOAN MORTGAGE CORP 2023-07-25 2044-11-01 2 - 7.5 Government Agency Debt 7842881.28 5210290.34 FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-01 2048-01-25 0 - 8.5 Government Agency Debt 28986670.16 14102440.58 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-01-17 2063-09-20 1.135 - 5.5 Government Agency Debt 426746.83 413962.07 Unrated Security 2015-07-01 2015-07-01 N N N 23833263.00 23833262.64 0.0121 N 23833262.64 23833262.64 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.12% 48P99SPK2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2044-08-01 2.157 - 4.5 Government Agency Debt 17989945.00 10730783.29 FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2044-08-01 2.5 - 4.5 Government Agency Debt 19422318.00 17698150.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2045-06-20 2.5 - 7.519 Government Agency Debt 5958357.00 4217727.20 First Tier Security 2015-07-07 2015-07-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 32000000.00 32000000.00 0.0162 N 32000000.00 32000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.13% 48P99SPJ5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2043-05-15 2.5 - 3 Government Agency Debt 91203.00 68356.48 FEDERAL NATIONAL MORTGAGE ASSOC 2030-04-01 2045-05-01 3 - 4.867 Government Agency Debt 12734030.00 12758778.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2045-06-20 2.5 - 7.519 Government Agency Debt 5357266.00 4518242.73 First Tier Security 2015-07-07 2015-07-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 17000000.00 17000000.00 0.0086 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 2036-03-01 2044-09-01 4.5 - 4.5 Government Agency Debt 126840.00 105230.71 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2044-11-01 3 - 5 Government Agency Debt 33760165.00 19573711.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-11-20 2045-05-20 4 - 4 Government Agency Debt 1638136.00 1744557.05 First Tier Security 2015-07-07 2015-07-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 21000000.00 21000000.00 0.0106 N 21000000.00 21000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.14% 48P99SPN6 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2044-08-01 2 - 4.5 Government Agency Debt 20188821.00 5229483.41 FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2045-05-01 2.339 - 5 Government Agency Debt 31971160.00 18956304.05 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-02-20 2045-06-20 2.5 - 7.519 Government Agency Debt 8040503.00 8457779.98 First Tier Security 2015-07-07 2015-07-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 32000000.00 32000000.00 0.0162 N 32000000.00 32000000.00 Societe Generale In a joint trading account with Societe Generale at 0.15%, dated 6/30/2015 due 07/01/2015 49L994LN5_74037 Government Agency Repurchase Agreement Y US TREASURY 2020-03-31 2020-03-31 1.375 - 1.375 Treasury Debt 5.77 5.74 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-05-01 1.985 - 6 Government Agency Debt 10920115.40 696024.62 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2045-06-01 1.849 - 6 Government Agency Debt 6662349.46 2981642.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-04-20 2045-06-20 3.5 - 4 Government Agency Debt 2007850.82 1838835.54 Unrated Security 2015-07-01 2015-07-01 N N N 5408317.00 5408317.29 0.0027 N 5408317.29 5408317.29 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 49J991KX3 0000276523 Government Agency Repurchase Agreement Y US TREASURY 2043-08-15 2043-08-15 3.625 - 3.625 Treasury Debt 46951800.00 52531112.74 First Tier Security 2015-07-01 2015-07-01 N N N 51000000.00 51000000.00 0.0258 N 51000000.00 51000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 49J991LB0 0000276523 Government Agency Repurchase Agreement Y US TREASURY 2020-04-30 2020-04-30 1.375 - 1.375 Treasury Debt 11309300.00 11220207.73 First Tier Security 2015-07-02 2015-07-02 N N N 11000000.00 11000000.00 0.0056 N 10999896.60 10999896.60 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 49J991FJ0 0000276523 Government Agency Repurchase Agreement Y US TREASURY 2020-04-30 2020-04-30 1.375 - 1.375 Treasury Debt 13368100.00 13262788.94 First Tier Security 2015-08-03 2015-08-03 N N N 13000000.00 13000000.00 0.0066 Y 12997530.00 12997530.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.15% 49J991LJ3 0000276523 Government Agency Repurchase Agreement Y US TREASURY 2020-04-30 2020-04-30 1.375 - 1.375 Treasury Debt 21590200.00 21420116.98 First Tier Security 2015-07-07 2015-07-07 N N N 21000000.00 21000000.00 0.0106 N 21000000.00 21000000.00