0000278001-15-000106.txt : 20151030 0000278001-15-000106.hdr.sgml : 20151030 20150908094919 ACCESSION NUMBER: 0000278001-15-000106 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150831 FILED AS OF DATE: 20150908 DATE AS OF CHANGE: 20150908 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: 151095618 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 2015-08-31 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 34 87 2012978285.74 379286.68 42315973.24 1971041599.18 0.0017 1.0003 2015-08-31 1.0003 2015-08-31 C000019554 2500.00 1971041599.18 1.00 15742714.12 86010518.95 70267804.83 0.0001 1.0003 2015-08-31 1.0003 2015-08-31 Fannie Mae Fannie Mae, 0.09% 3135G0NV1 Government Agency Debt First Tier Security 2015-09-28 2015-09-28 N N N 7366000.00 7368201.26 0.0037 N 7368084.58 7368084.58 Fannie Mae Fannie Mae, 0.19% 3135G0YU1 Government Agency Debt First Tier Security 2015-09-21 2015-10-21 N N N 18000000.00 17999748.67 0.0091 N 18001224.00 18001224.00 Fannie Mae Fannie Mae, 0.25% 313588SN6 Government Agency Debt First Tier Security 2016-02-01 2016-02-01 N N N 42000000.00 41955375.00 0.0213 N 41953422.00 41953422.00 Fannie Mae Fannie Mae, 0.28% 313588TM7 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 7000000.00 6990417.78 0.0035 N 6991068.00 6991068.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EDK50 Government Agency Debt First Tier Security 2015-09-25 2016-01-25 N N N 14700000.00 14699728.79 0.0075 N 14701999.20 14701999.20 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EDV90 Government Agency Debt First Tier Security 2015-09-19 2016-09-19 N N N 14000000.00 13999255.45 0.0071 N 14006846.00 14006846.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.21% 3133ED3B6 Government Agency Debt First Tier Security 2015-09-03 2016-10-03 N N N 11000000.00 11003680.43 0.0056 N 11009306.00 11009306.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.21% 3133EDSF0 Government Agency Debt First Tier Security 2015-09-10 2017-02-10 N N N 14000000.00 14011329.97 0.0071 N 14006076.00 14006076.00 Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313384LM9 Government Agency Debt First Tier Security 2015-09-09 2015-09-09 N N N 20000000.00 19999671.11 0.0101 N 19999880.00 19999880.00 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 12998916.48 0.0066 N 12999090.00 12999090.00 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 20999879.28 0.0107 N 20999958.00 20999958.00 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 22999830.18 0.0117 N 22999931.00 22999931.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VX4 Government Agency Debt First Tier Security 2015-10-17 2016-10-17 N N N 4000000.00 3999543.49 0.0020 N 3998512.00 3998512.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5VY2 Government Agency Debt First Tier Security 2015-09-15 2016-07-15 N N N 4000000.00 4000000.00 0.0020 N 4000236.00 4000236.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5X79 Government Agency Debt First Tier Security 2015-09-17 2017-01-17 N N N 6000000.00 5998745.09 0.0030 N 6000150.00 6000150.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A6BJ5 Government Agency Debt First Tier Security 2015-09-19 2016-08-19 N N N 17000000.00 17000000.00 0.0086 N 17000850.00 17000850.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A1ZH4 Government Agency Debt First Tier Security 2015-09-20 2015-11-20 N N N 9000000.00 9000226.96 0.0046 N 9000288.00 9000288.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5RG6 Government Agency Debt First Tier Security 2015-09-24 2016-06-24 N N N 4000000.00 4000000.00 0.0020 N 4000400.00 4000400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W62 Government Agency Debt First Tier Security 2015-10-23 2017-01-23 N N N 8000000.00 7998306.87 0.0041 N 7998016.00 7998016.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6DV6 Government Agency Debt First Tier Security 2015-09-02 2016-06-02 N N N 20000000.00 20000000.00 0.0101 N 20003720.00 20003720.00 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 4999474.49 0.0025 N 4999200.00 4999200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A3DA9 Government Agency Debt First Tier Security 2015-09-16 2015-10-16 N N N 17000000.00 17000000.00 0.0086 N 17000408.00 17000408.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5W39 Government Agency Debt First Tier Security 2015-09-24 2017-01-24 N N N 4000000.00 3999434.56 0.0020 N 4000368.00 4000368.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6E45 Government Agency Debt First Tier Security 2015-09-26 2016-05-26 N N N 12000000.00 12000000.00 0.0061 N 12002664.00 12002664.00 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 22999058.56 0.0117 N 23000828.00 23000828.00 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 25989368.74 0.0132 N 25988716.00 25988716.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 0.00% 3130A6EV5 Government Agency Debt First Tier Security 2015-09-01 2016-09-01 N N N 9000000.00 9000000.00 0.0046 N 9003123.00 9003123.00 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 10999460.37 0.0056 N 11000748.00 11000748.00 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 9999923.29 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 24999463.17 0.0127 N 25001025.00 25001025.00 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 18000352.35 0.0091 N 18001908.00 18001908.00 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 20999982.13 0.0107 N 21000000.00 21000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A0EP1 Government Agency Debt First Tier Security 2015-09-11 2015-12-11 N N N 22000000.00 21999379.27 0.0112 N 22003718.00 22003718.00 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 9999944.63 0.0051 N 9999820.00 9999820.00 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 15999863.65 0.0081 N 15999520.00 15999520.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A0D56 Government Agency Debt First Tier Security 2015-09-25 2015-11-25 N N N 10000000.00 9999531.89 0.0051 N 10001030.00 10001030.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A1KJ6 Government Agency Debt First Tier Security 2015-10-02 2015-10-02 N N N 16000000.00 15999794.13 0.0081 N 15999216.00 15999216.00 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 19999773.29 0.0101 N 20001160.00 20001160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A1LD8 Government Agency Debt First Tier Security 2015-10-07 2015-10-07 N N N 16000000.00 15999757.60 0.0081 N 15999072.00 15999072.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A56Y0 Government Agency Debt First Tier Security 2015-10-27 2016-10-27 N N N 10000000.00 9998220.53 0.0051 N 10000050.00 10000050.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A67B7 Government Agency Debt First Tier Security 2015-11-07 2017-02-07 N N N 19000000.00 18995671.21 0.0096 N 18995611.00 18995611.00 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 17990280.00 0.0091 N 17990820.00 17990820.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5XF1 Government Agency Debt First Tier Security 2016-01-20 2016-01-20 N N N 17000000.00 16998438.17 0.0086 N 16990599.00 16990599.00 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 11998012.97 0.0061 N 12004980.00 12004980.00 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 25999031.17 0.0132 N 26002054.00 26002054.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A3FR0 Government Agency Debt First Tier Security 2015-11-06 2016-05-06 N N N 7000000.00 6999499.77 0.0036 N 6999055.00 6999055.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313384PU7 Government Agency Debt First Tier Security 2015-11-27 2015-11-27 N N N 19000000.00 18991184.00 0.0096 N 18993426.00 18993426.00 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 10000813.97 0.0051 N 10002950.00 10002950.00 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 9994809.62 0.0051 N 9995230.00 9995230.00 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 19998646.77 0.0101 N 19997660.00 19997660.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5ZL6 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 6000000.00 5999174.98 0.0030 N 5996262.00 5996262.00 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 12889975.53 0.0065 N 12890322.25 12890322.25 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 13998839.17 0.0071 N 13999860.00 13999860.00 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 22599063.84 0.0115 N 22601695.00 22601695.00 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 11999458.74 0.0061 N 12000948.00 12000948.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A3G99 Government Agency Debt First Tier Security 2015-11-10 2016-05-10 N N N 7000000.00 6999246.54 0.0036 N 6997928.00 6997928.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A3GR9 Government Agency Debt First Tier Security 2015-11-12 2016-05-12 N N N 5000000.00 4999457.55 0.0025 N 4999060.00 4999060.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384QF9 Government Agency Debt First Tier Security 2015-12-08 2015-12-08 N N N 13000000.00 12993427.77 0.0066 N 12993981.00 12993981.00 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 29995249.89 0.0152 N 29985690.00 29985690.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5ZR3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 8000000.00 7998571.48 0.0041 N 7995016.00 7995016.00 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 11999924.43 0.0061 N 12000252.00 12000252.00 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 17999892.55 0.0091 N 18000972.00 18000972.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130A22U9 Government Agency Debt First Tier Security 2015-11-23 2015-11-23 N N N 23000000.00 22998922.16 0.0117 N 22996228.00 22996228.00 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 18998235.40 0.0096 N 18992172.00 18992172.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313384SH3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 19000000.00 18982815.56 0.0096 N 18983128.00 18983128.00 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 6903189.88 0.0035 N 6902849.70 6902849.70 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 8000131.31 0.0041 N 8000808.00 8000808.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384SA8 Government Agency Debt First Tier Security 2016-01-20 2016-01-20 N N N 9000000.00 8991187.50 0.0046 N 8992386.00 8992386.00 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 10001560.15 0.0051 N 10002600.00 10002600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384TM1 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 4000000.00 3994524.44 0.0020 N 3994896.00 3994896.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384UB3 Government Agency Debt First Tier Security 2016-03-09 2016-03-09 N N N 8000000.00 7987333.07 0.0041 N 7988512.00 7988512.00 Freddie Mac Freddie Mac, 0.16% 3134G7TF8 Government Agency Debt First Tier Security 2015-09-24 2016-08-24 N N N 19000000.00 19000000.00 0.0096 N 19002869.00 19002869.00 Freddie Mac Freddie Mac, 0.20% 3134G5Z24 Government Agency Debt First Tier Security 2015-09-12 2017-01-12 N N N 22000000.00 21996935.47 0.0112 N 21996810.00 21996810.00 Freddie Mac Freddie Mac, 0.20% 3134G6AE3 Government Agency Debt First Tier Security 2015-09-21 2016-07-21 N N N 21000000.00 20998091.40 0.0107 N 21012012.00 21012012.00 Freddie Mac Freddie Mac, 0.20% 3134G5PN9 Government Agency Debt First Tier Security 2015-11-14 2016-11-14 N N N 19000000.00 18996461.01 0.0096 N 18999886.00 18999886.00 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 15001588.81 0.0076 N 15001755.00 15001755.00 Bank of America NA In a joint trading account with Bank of America NA at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 139011045.50 137119608.83 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-03-20 3 - 3 Government Agency Debt 220024518.00 66189018.14 Unrated Security 2015-09-01 2015-09-01 N N N 197386194.00 197386194.02 0.1001 N 197386194.02 197386194.02 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.11% 49B99L4R8 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2020-11-30 2044-05-15 0 - 6.875 Treasury Debt 2975487.68 1435048.02 FEDERAL FARM CREDIT 2016-08-25 2018-01-30 0.19 - 5.125 Government Agency Debt 295700.00 299351.83 FEDERAL HOME LOAN BANK 2017-06-21 2036-07-15 1 - 5.5 Government Agency Debt 95000.00 99957.03 FEDERAL HOME LOAN MORTGAGE CORP 2015-10-27 2045-06-01 0 - 7.69 Government Agency Debt 5439080.00 3475132.42 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2045-07-01 0 - 8.1 Government Agency Debt 49258316.00 19912111.94 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-03-20 2044-11-20 1.75 - 4.5 Government Agency Debt 35789989.00 28858678.55 First Tier Security 2015-09-02 2015-09-02 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 53000000.00 53000000.00 0.0269 N 53000000.00 53000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.11% 49B99L7T1 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2015-11-15 2045-02-15 0 - 6 Treasury Debt 4822930.77 5441719.01 FEDERAL FARM CREDIT 2016-06-20 2025-08-11 0.25 - 5.125 Government Agency Debt 352132.00 351993.33 FEDERAL HOME LOAN BANK 2017-11-17 2036-07-15 5 - 5.5 Government Agency Debt 85000.00 103596.78 FEDERAL HOME LOAN MORTGAGE CORP 2015-11-05 2045-07-01 0 - 6.5 Government Agency Debt 12366415.00 6171016.35 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-09 2044-06-01 0 - 8.1 Government Agency Debt 4998593.00 4605896.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-02-15 2045-07-20 2.5 - 5.5 Government Agency Debt 20300155.00 3777625.07 First Tier Security 2015-09-04 2015-09-04 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 20000000.00 20000000.00 0.0101 N 20000000.00 20000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-09-10 2044-11-15 0 - 9.25 Treasury Debt 4982690.35 5057671.69 FEDERAL FARM CREDIT 2023-08-17 2023-08-17 2.87 - 2.87 Government Agency Debt 11.96 11.95 FEDERAL HOME LOAN BANK 2016-06-13 2016-06-13 5.625 - 5.625 Government Agency Debt 90.18 94.84 FEDERAL HOME LOAN MORTGAGE CORP 2017-08-01 2048-04-25 0 - 8 Government Agency Debt 9705513.28 4087386.79 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2048-03-01 0.49 - 7.5 Government Agency Debt 24638857.01 8064807.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-03-20 2045-07-20 0.603 - 7 Government Agency Debt 15847405.94 3721347.98 GINNIE MAE 2041-08-20 2041-10-20 3 - 3.5 Government Agency Debt 55703.15 30532.42 Unrated Security 2015-09-01 2015-09-01 N N N 20505990.00 20505990.40 0.0104 N 20505990.40 20505990.40 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-09-03 2044-11-15 0 - 8.875 Treasury Debt 403760.69 405173.06 FEDERAL FARM CREDIT 2015-12-16 2039-08-03 0.65 - 5 Government Agency Debt 124331.52 126797.66 FEDERAL HOME LOAN BANK 2015-09-04 2035-08-08 0 - 5.375 Government Agency Debt 5021271.16 5073379.01 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-04 2045-05-01 0 - 4 Government Agency Debt 3327246.81 3296879.61 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-06 2045-09-01 0 - 5.375 Government Agency Debt 849273.85 847355.91 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-05-15 2045-08-20 2.5 - 9.5 Government Agency Debt 1431683.15 348212.96 Unrated Security 2015-09-01 2015-09-01 N N N 9899007.00 9899006.72 0.0050 N 9899006.72 9899006.72 Citibank NA Citibank NA, 0.13% 49K99SKC8 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2016-04-15 2045-02-15 0.125 - 3.625 Treasury Debt 10100800.00 10176820.35 FEDERAL NATIONAL MORTGAGE ASSOC 2029-10-01 2029-10-01 3.5 - 3.5 Government Agency Debt 38614.00 39051.49 First Tier Security 2015-09-01 2015-09-01 N N N 10000000.00 10000000.00 0.0051 N 10000000.00 10000000.00 Citibank NA Citibank NA, 0.14% 49K99SKD6 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2016-01-15 2043-08-15 0.125 - 3.625 Treasury Debt 60222446.00 60984595.24 FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2042-01-01 1 - 2.554 Government Agency Debt 58620.00 25197.91 FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2026-08-01 4 - 4 Government Agency Debt 538772.00 198778.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-03-15 2032-03-15 6 - 6 Government Agency Debt 3.00 0.13 First Tier Security 2015-09-01 2015-09-01 N N N 60000000.00 60000000.00 0.0304 N 60000000.00 60000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 48Z99TXN4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 21734171.00 16321237.28 First Tier Security 2015-09-08 2015-09-08 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 16000000.00 16000000.00 0.0081 N 16000000.00 16000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 48Z99TXG9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 22730000.00 16323445.63 First Tier Security 2015-09-08 2015-09-08 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 16000000.00 16000000.00 0.0081 N 16000000.00 16000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 48Z99TXK0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 17050000.00 12244379.58 First Tier Security 2015-09-08 2015-09-08 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 12000000.00 12000000.00 0.0061 N 12000000.00 12000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-11-30 2045-05-15 0.25 - 9.25 Treasury Debt 7925959.86 8300041.79 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2048-06-01 1.179 - 9 Government Agency Debt 17470363.87 6080857.39 U.S. TREASURY 2016-01-31 2017-07-31 0 - 0.134 Treasury Debt 718545.99 718479.13 Unrated Security 2015-09-01 2015-09-01 N N N 14793571.00 14793570.59 0.0075 N 14793570.59 14793570.59 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.18% 49K99CUH1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2032-07-15 N/A Government Agency Debt 37066000.00 20401867.72 First Tier Security 2015-09-08 2015-09-08 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 20000000.00 20000000.00 0.0101 N 20000000.00 20000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.20% 49K99CUS7 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2045-06-20 2045-08-20 3 - 4.5 Government Agency Debt 79983818.00 82625967.82 First Tier Security 2015-09-08 2015-09-08 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 81000000.00 81000000.00 0.0411 N 81000000.00 81000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_53651 Government Agency Repurchase Agreement Y US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 Treasury Debt 4265478.06 4268751.44 FEDERAL HOME LOAN MORTGAGE CORP 2015-10-01 2045-08-01 1.895 - 10.5 Government Agency Debt 26957759.42 1648271.79 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-25 2048-08-01 1.902 - 10.5 Government Agency Debt 33093982.38 2848634.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-20 2065-08-20 1.216 - 5.555 Government Agency Debt 28110501.16 22686575.77 Unrated Security 2015-09-01 2015-09-01 N N N 30835406.00 30835405.94 0.0156 N 30835405.94 30835405.94 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.20% 45G99R9L6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2045-04-01 2.238 - 4.5 Government Agency Debt 66005896.00 26052432.35 FEDERAL NATIONAL MORTGAGE ASSOC 2020-02-01 2045-04-01 1.368 - 5.964 Government Agency Debt 26627133.00 7336540.94 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2045-06-20 3 - 4.5 Government Agency Debt 306746.00 276262.69 First Tier Security 2015-10-06 2015-10-06 N N N 33000000.00 33000000.00 0.0167 Y 32994390.00 32994390.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.20% 45G99R9N2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2042-11-15 3 - 4.5 Government Agency Debt 13109.00 7124.80 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2043-08-01 0.941 - 3.94 Government Agency Debt 65420338.00 28556805.14 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-08-20 2041-09-20 4.5 - 5.5 Government Agency Debt 22203696.00 5100508.58 First Tier Security 2015-10-09 2015-10-09 N N N 33000000.00 33000000.00 0.0167 Y 32993730.00 32993730.00 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 2028-06-01 2045-02-01 2.238 - 5.5 Government Agency Debt 12881478.00 7681458.43 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2045-01-01 2.39 - 5.5 Government Agency Debt 32407972.00 4429478.55 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-09-20 2045-07-20 3 - 6.43 Government Agency Debt 6527974.00 2175477.36 First Tier Security 2015-09-16 2015-09-16 N N N 14000000.00 14000000.00 0.0071 Y 13999300.00 13999300.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.25% 49B99G9L7 0000812291 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2015-11-27 2016-01-15 N/A Government Agency Debt 6123000.00 6120917.64 First Tier Security 2015-09-08 2015-09-08 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 8/31/2015 due 09/01/2015 49Q99HDL4_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-11-12 2045-02-15 0 - 6.875 Treasury Debt 49926869.66 50522610.09 FEDERAL HOME LOAN MORTGAGE CORP 2018-12-25 2047-02-25 0 - 7.5 Government Agency Debt 29340358.11 17775598.72 FEDERAL NATIONAL MORTGAGE ASSOC 2021-08-01 2049-12-25 0 - 8.5 Government Agency Debt 95087591.24 43142505.16 GOVERNMENT NATIONAL MORTAGE ASSOC 2030-02-20 2045-05-20 1.5 - 4.5 Government Agency Debt 2427101.38 2293081.94 Unrated Security 2015-09-01 2015-09-01 N N N 111363826.00 111363825.61 0.0565 N 111363825.61 111363825.61 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.13% 48P99SPP1 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2045-07-01 1.5 - 4 Government Agency Debt 294841.00 248473.64 FEDERAL NATIONAL MORTGAGE ASSOC 2025-08-01 2045-07-01 0.691 - 4.866 Government Agency Debt 12735830.00 12633781.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2045-08-20 1.625 - 7.522 Government Agency Debt 5327676.00 4466328.64 First Tier Security 2015-09-08 2015-09-08 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., 0.13% 48P99SPQ9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2044-05-01 1.5 - 4.5 Government Agency Debt 16406152.00 8893120.70 FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2045-07-01 0.691 - 4 Government Agency Debt 5533809.00 5223110.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2039-10-20 3.5 - 4.5 Government Agency Debt 160551.00 167584.40 First Tier Security 2015-09-08 2015-09-08 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 14000000.00 14000000.00 0.0071 N 14000000.00 14000000.00 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 2045-07-01 1.5 - 4.5 Government Agency Debt 20378635.00 5149160.25 FEDERAL NATIONAL MORTGAGE ASSOC 2025-08-01 2045-07-01 2.366 - 5 Government Agency Debt 31849703.00 18565391.24 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2045-08-20 3 - 7.522 Government Agency Debt 8575367.00 8944920.46 First Tier Security 2015-09-08 2015-09-08 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 32000000.00 32000000.00 0.0162 N 32000000.00 32000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-06-23 2043-02-15 0 - 4 Treasury Debt 1162902.31 1188835.45 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-15 2045-09-01 0 - 7.5 Government Agency Debt 10441550.13 2407743.67 FEDERAL NATIONAL MORTGAGE ASSOC 2015-12-01 2045-09-01 0.52 - 8 Government Agency Debt 17987394.36 4780742.96 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-07-16 2045-08-20 0.453 - 5.5 Government Agency Debt 2475034.29 1728250.13 Unrated Security 2015-09-01 2015-09-01 N N N 9899007.00 9899006.72 0.0050 N 9899006.72 9899006.72 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 49J991SP2 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-01-01 2045-08-01 3.5 - 4 Government Agency Debt 9968839.00 10200155.89 First Tier Security 2015-09-03 2015-09-03 N N N 10000000.00 10000000.00 0.0051 N 9999906.00 9999906.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% 49J991SL1 0000276523 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2017-04-19 2017-04-19 5.125 - 5.125 Government Agency Debt 7515000.00 8062849.76 FEDERAL HOME LOAN MORTGAGE CORP 2030-07-01 2030-07-01 3.5 - 3.5 Government Agency Debt 8339330.00 8764639.41 FEDERAL NATIONAL MORTGAGE ASSOC 2030-06-01 2045-09-01 3.5 - 3.5 Government Agency Debt 22956402.00 23973327.32 First Tier Security 2015-09-02 2015-09-02 N N N 40000000.00 40000000.00 0.0203 N 39999812.00 39999812.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.14% 49J991SG2 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2044-02-01 4.5 - 4.5 Government Agency Debt 3574022.00 2495297.23 FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-25 2041-10-01 3 - 5 Government Agency Debt 32517363.00 17929189.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-15 2045-05-15 4 - 4 Government Agency Debt 58957.00 63247.64 First Tier Security 2015-09-01 2015-09-01 N N N 20000000.00 20000000.00 0.0101 N 20000000.00 20000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.15% 49J991QB5 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2030-07-01 2045-07-01 3.5 - 4 Government Agency Debt 11568069.00 12241480.00 First Tier Security 2015-10-05 2015-10-05 N N N 12000000.00 12000000.00 0.0061 Y 11997960.00 11997960.00