0000278001-15-000120.txt : 20151229 0000278001-15-000120.hdr.sgml : 20151229 20151106102248 ACCESSION NUMBER: 0000278001-15-000120 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20151031 FILED AS OF DATE: 20151106 DATE AS OF CHANGE: 20151106 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: 151202849 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 2015-10-31 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 42 104 1936957717.29 15245547.24 24340552.69 1927862711.84 0.0017 1.0003 2015-10-30 1.0003 2015-10-30 C000019554 2500.00 1927862711.84 1.00 -39850940.61 41656627.94 81507568.55 0.0001 1.0003 2015-10-30 1.0003 2015-10-30 Fannie Mae Fannie Mae, 0.23% 313588SW6 Government Agency Debt First Tier Security 2016-02-09 2016-02-09 N N N 8000000.00 7995000.00 0.0041 N 7997360.00 7997360.00 Fannie Mae Fannie Mae, 0.25% 313588SN6 Government Agency Debt First Tier Security 2016-02-01 2016-02-01 N N N 42000000.00 41973166.67 0.0218 N 41987274.00 41987274.00 Fannie Mae Fannie Mae, 0.26% 313588SP1 Government Agency Debt First Tier Security 2016-02-02 2016-02-02 N N N 21000000.00 20985895.00 0.0109 N 20993553.00 20993553.00 Fannie Mae Fannie Mae, 0.28% 313588TM7 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 7000000.00 6993738.89 0.0036 N 6997340.00 6997340.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EDK50 Government Agency Debt First Tier Security 2015-11-25 2016-01-25 N N N 14700000.00 14699842.10 0.0076 N 14699147.40 14699147.40 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EDV90 Government Agency Debt First Tier Security 2015-11-19 2016-09-19 N N N 14000000.00 13999373.72 0.0073 N 13998796.00 13998796.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EFEP8 Government Agency Debt First Tier Security 2015-11-29 2016-06-29 N N N 20000000.00 19999331.53 0.0104 N 20000600.00 20000600.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.21% 3133ED3B6 Government Agency Debt First Tier Security 2015-11-03 2016-10-03 N N N 11000000.00 11003116.34 0.0057 N 11002156.00 11002156.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.22% 3133EDSF0 Government Agency Debt First Tier Security 2015-11-10 2017-02-10 N N N 14000000.00 14010021.01 0.0073 N 13994330.00 13994330.00 Federal Home Loan Bank Federal Home Loan Bank, 0.00% 3130A6M53 Government Agency Debt First Tier Security 2016-01-15 2016-07-15 N N N 20000000.00 20000000.00 0.0104 N 19991880.00 19991880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384RM3 Government Agency Debt First Tier Security 2016-01-07 2016-01-07 N N N 14000000.00 13997394.45 0.0073 N 13997690.00 13997690.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% to 0.25% 313384SA8 Government Agency Debt First Tier Security 2016-01-20 2016-01-20 N N N 26000000.00 25990467.16 0.0135 N 25994852.00 25994852.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A6BJ5 Government Agency Debt First Tier Security 2015-11-19 2016-08-19 N N N 17000000.00 17000000.00 0.0088 N 16993115.00 16993115.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A1ZH4 Government Agency Debt First Tier Security 2015-11-20 2015-11-20 N N N 9000000.00 9000053.90 0.0047 N 8999703.00 8999703.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A6DV6 Government Agency Debt First Tier Security 2015-11-02 2016-06-02 N N N 20000000.00 20000000.00 0.0104 N 19996320.00 19996320.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5VY2 Government Agency Debt First Tier Security 2015-11-15 2016-07-15 N N N 4000000.00 4000000.00 0.0021 N 3998592.00 3998592.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5X79 Government Agency Debt First Tier Security 2015-11-17 2017-01-17 N N N 6000000.00 5998896.98 0.0031 N 5995740.00 5995740.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5RG6 Government Agency Debt First Tier Security 2015-11-24 2016-06-24 N N N 4000000.00 4000000.00 0.0021 N 3998872.00 3998872.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W39 Government Agency Debt First Tier Security 2015-11-24 2017-01-24 N N N 4000000.00 3999502.05 0.0021 N 3997332.00 3997332.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% to 0.18% 313384QR3 Government Agency Debt First Tier Security 2015-12-18 2015-12-18 N N N 21000000.00 20995202.02 0.0109 N 20998929.00 20998929.00 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 22999955.87 0.0119 N 22999977.00 22999977.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6E45 Government Agency Debt First Tier Security 2015-11-26 2016-05-26 N N N 12000000.00 12000000.00 0.0062 N 11998272.00 11998272.00 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 25996417.73 0.0135 N 25999142.00 25999142.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A6EV5 Government Agency Debt First Tier Security 2015-11-01 2016-09-01 N N N 9000000.00 9000000.00 0.0047 N 8998380.00 8998380.00 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 18000016.52 0.0093 N 18000018.00 18000018.00 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 18996174.18 0.0099 N 18990310.00 18990310.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A6FL6 Government Agency Debt First Tier Security 2015-11-09 2016-09-09 N N N 17000000.00 17000000.00 0.0088 N 16997535.00 16997535.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A6JC2 Government Agency Debt First Tier Security 2015-11-24 2016-03-24 N N N 14000000.00 14000000.00 0.0073 N 13999804.00 13999804.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A0D56 Government Agency Debt First Tier Security 2015-11-25 2015-11-25 N N N 10000000.00 9999867.83 0.0052 N 9999800.00 9999800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5VX4 Government Agency Debt First Tier Security 2016-01-17 2016-10-17 N N N 4000000.00 3999611.08 0.0021 N 3997004.00 3997004.00 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 16999113.86 0.0088 N 16997076.00 16997076.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5W62 Government Agency Debt First Tier Security 2016-01-23 2017-01-23 N N N 8000000.00 7998509.39 0.0041 N 7995288.00 7995288.00 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 6999622.81 0.0036 N 7000259.00 7000259.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A0EP1 Government Agency Debt First Tier Security 2015-11-11 2015-12-11 N N N 22000000.00 21999754.17 0.0114 N 22000066.00 22000066.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A6MN4 Government Agency Debt First Tier Security 2015-11-15 2016-07-15 N N N 20000000.00 20000000.00 0.0104 N 19999400.00 19999400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A6N37 Government Agency Debt First Tier Security 2015-11-19 2016-04-19 N N N 5000000.00 5000000.00 0.0026 N 5000235.00 5000235.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A6GS0 Government Agency Debt First Tier Security 2015-11-21 2016-06-21 N N N 20000000.00 20000000.00 0.0104 N 19999900.00 19999900.00 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 18997365.33 0.0099 N 18999677.00 18999677.00 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 10000285.75 0.0052 N 10000080.00 10000080.00 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 9997944.41 0.0052 N 9999570.00 9999570.00 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 19999418.24 0.0104 N 19999680.00 19999680.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5MV8 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 3000000.00 2999978.36 0.0016 N 3000021.00 3000021.00 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 5999515.02 0.0031 N 5998752.00 5998752.00 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 6999428.93 0.0036 N 6999335.00 6999335.00 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 4999587.82 0.0026 N 4999905.00 4999905.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384QB8 Government Agency Debt First Tier Security 2015-12-04 2015-12-04 N N N 19000000.00 18996603.75 0.0099 N 18999316.00 18999316.00 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 12997327.77 0.0067 N 12999480.00 12999480.00 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 29997428.51 0.0156 N 29997900.00 29997900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A56Y0 Government Agency Debt First Tier Security 2016-01-27 2016-10-27 N N N 10000000.00 9998477.75 0.0052 N 9996960.00 9996960.00 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 7999160.26 0.0041 N 7998336.00 7998336.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384SW0 Government Agency Debt First Tier Security 2016-02-09 2016-02-09 N N N 13000000.00 12992777.78 0.0067 N 12995710.00 12995710.00 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 22999714.31 0.0119 N 22999011.00 22999011.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313384QG7 Government Agency Debt First Tier Security 2015-12-09 2015-12-09 N N N 21000000.00 20995345.00 0.0109 N 20999139.00 20999139.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313384TD1 Government Agency Debt First Tier Security 2016-02-16 2016-02-16 N N N 4000000.00 3997503.34 0.0021 N 3998588.00 3998588.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313384TE9 Government Agency Debt First Tier Security 2016-02-17 2016-02-17 N N N 9000000.00 8994330.00 0.0047 N 8996787.00 8996787.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6QP5 Government Agency Debt First Tier Security 2015-11-02 2016-05-02 N N N 5000000.00 5000000.00 0.0026 N 4999995.00 4999995.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313384PD5 Government Agency Debt First Tier Security 2015-11-12 2015-11-12 N N N 20000000.00 19998655.56 0.0104 N 19999860.00 19999860.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A3GT5 Government Agency Debt First Tier Security 2015-12-07 2016-06-07 N N N 5000000.00 4999588.98 0.0026 N 4999950.00 4999950.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A2CH7 Government Agency Debt First Tier Security 2015-12-09 2015-12-09 N N N 11000000.00 10999792.87 0.0057 N 10999230.00 10999230.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6N86 Government Agency Debt First Tier Security 2016-01-19 2016-04-19 N N N 5000000.00 5000000.00 0.0026 N 5000400.00 5000400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6MA2 Government Agency Debt First Tier Security 2016-01-19 2016-07-19 N N N 3000000.00 3000000.00 0.0016 N 3000189.00 3000189.00 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 18998998.81 0.0099 N 18998271.00 18998271.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6MV6 Government Agency Debt First Tier Security 2016-01-21 2016-07-21 N N N 19000000.00 19000000.00 0.0099 N 19001159.00 19001159.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6P35 Government Agency Debt First Tier Security 2016-01-21 2016-04-21 N N N 5000000.00 5000000.00 0.0026 N 5000400.00 5000400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6PW1 Government Agency Debt First Tier Security 2016-01-27 2016-04-27 N N N 5000000.00 5000000.00 0.0026 N 5000395.00 5000395.00 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 18989898.33 0.0099 N 18995915.00 18995915.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6PN1 Government Agency Debt First Tier Security 2016-01-28 2016-04-28 N N N 20000000.00 20000000.00 0.0104 N 20001580.00 20001580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6NM5 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 10000000.00 10000000.00 0.0052 N 10000980.00 10000980.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6QX8 Government Agency Debt First Tier Security 2015-11-02 2016-05-02 N N N 5000000.00 5000000.00 0.0026 N 5000610.00 5000610.00 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 6901568.36 0.0036 N 6901380.00 6901380.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6Q75 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 4000000.00 4000000.00 0.0021 N 4000392.00 4000392.00 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 8000050.40 0.0041 N 8000264.00 8000264.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A3T53 Government Agency Debt First Tier Security 2015-12-23 2016-12-23 N N N 12000000.00 11998266.01 0.0062 N 11999760.00 11999760.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A6HK6 Government Agency Debt First Tier Security 2016-02-25 2016-02-25 N N N 6000000.00 5999341.07 0.0031 N 5997060.00 5997060.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 313384VH9 Government Agency Debt First Tier Security 2016-04-08 2016-04-08 N N N 23000000.00 22975620.01 0.0119 N 22980818.00 22980818.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6LT2 Government Agency Debt First Tier Security 2016-04-11 2016-04-11 N N N 12000000.00 11998189.66 0.0062 N 11997408.00 11997408.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384VN6 Government Agency Debt First Tier Security 2016-04-13 2016-04-13 N N N 16000000.00 15981777.78 0.0083 N 15986240.00 15986240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6JS7 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 2000000.00 1999868.66 0.0010 N 1999680.00 1999680.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384VQ9 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 12000000.00 11986166.68 0.0062 N 11989548.00 11989548.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384VX4 Government Agency Debt First Tier Security 2016-04-22 2016-04-22 N N N 12000000.00 11985583.33 0.0062 N 11989104.00 11989104.00 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 10000816.64 0.0052 N 10002870.00 10002870.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313384VA4 Government Agency Debt First Tier Security 2016-04-01 2016-04-01 N N N 20000000.00 19978466.66 0.0104 N 19984060.00 19984060.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313384VV8 Government Agency Debt First Tier Security 2016-04-20 2016-04-20 N N N 21000000.00 20974164.75 0.0109 N 20981163.00 20981163.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313384WC9 Government Agency Debt First Tier Security 2016-04-27 2016-04-27 N N N 10000000.00 9987144.45 0.0052 N 9990660.00 9990660.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6M61 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 5000000.00 4998902.00 0.0026 N 4997340.00 4997340.00 Federal Home Loan Bank Federal Home Loan Bank, 0.27% 313384QP7 Government Agency Debt First Tier Security 2015-12-16 2015-12-16 N N N 20000000.00 19993250.00 0.0104 N 19999020.00 19999020.00 Federal Home Loan Bank Federal Home Loan Bank, 0.27% 313384QU6 Government Agency Debt First Tier Security 2015-12-21 2015-12-21 N N N 20000000.00 19992500.00 0.0104 N 19998920.00 19998920.00 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 3996422.23 0.0021 N 3998480.00 3998480.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.33% 313384UB3 Government Agency Debt First Tier Security 2016-03-09 2016-03-09 N N N 29000000.00 28966567.33 0.0150 N 28980918.00 28980918.00 Freddie Mac Freddie Mac, 0.15% 3134G7TF8 Government Agency Debt First Tier Security 2015-11-24 2016-08-24 N N N 19000000.00 19000000.00 0.0099 N 18993749.00 18993749.00 Freddie Mac Freddie Mac, 0.19% 3134G6AE3 Government Agency Debt First Tier Security 2015-11-21 2016-07-21 N N N 21000000.00 20998450.73 0.0109 N 21001197.00 21001197.00 Freddie Mac Freddie Mac, 0.20% 3134G5Z24 Government Agency Debt First Tier Security 2015-11-12 2017-01-12 N N N 22000000.00 21997310.09 0.0114 N 21999252.00 21999252.00 Freddie Mac Freddie Mac, 0.20% 3134G5PN9 Government Agency Debt First Tier Security 2015-11-14 2016-11-14 N N N 19000000.00 18996951.64 0.0099 N 18997359.00 18997359.00 Freddie Mac Freddie Mac, 0.21% 313396TG8 Government Agency Debt First Tier Security 2016-02-19 2016-02-19 N N N 20000000.00 19987166.67 0.0104 N 19992740.00 19992740.00 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 108218654.27 106369665.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-03-20 3 - 3 Government Agency Debt 181032820.23 51904646.92 Unrated Security 2015-11-02 2015-11-02 N N N 153663101.00 153663100.74 0.0797 N 153663100.74 153663100.74 Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_04240 Government Agency Repurchase Agreement Y US TREASURY 2022-02-28 2044-02-15 1.75 - 7.625 Treasury Debt 1842833.34 2125579.26 Unrated Security 2015-11-02 2015-11-02 N N N 2066255.00 2066255.47 0.0011 N 2066255.47 2066255.47 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-02-15 2045-05-15 0 - 9.25 Treasury Debt 93316365.85 97602481.15 FEDERAL HOME LOAN BANK 2016-06-13 2016-06-13 5.625 - 5.625 Government Agency Debt 15700.15 16532.08 FEDERAL HOME LOAN MORTGAGE CORP 2016-10-01 2048-04-25 0 - 8 Government Agency Debt 35355175.99 10355872.25 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-25 2048-03-01 0.494 - 7.5 Government Agency Debt 71240697.13 30120737.65 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-09-20 2045-09-20 0.594 - 7 Government Agency Debt 151492803.30 11781107.79 GINNIE MAE 2041-08-20 2041-10-20 3 - 3.5 Government Agency Debt 143861.30 71548.55 Unrated Security 2015-11-02 2015-11-02 N N N 146740754.00 146740754.24 0.0761 N 146740754.24 146740754.24 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-11-05 2045-08-15 0 - 7.5 Treasury Debt 5524487.22 5583112.62 FEDERAL FARM CREDIT 2016-03-01 2039-08-03 0.41 - 5.3 Government Agency Debt 242904.13 246223.75 FEDERAL HOME LOAN BANK 2015-11-20 2034-09-21 0 - 5.375 Government Agency Debt 7456030.86 7478856.28 FEDERAL HOME LOAN MORTGAGE CORP 2015-11-24 2045-11-01 0 - 6 Government Agency Debt 8842355.69 8357589.83 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-09 2045-11-01 0 - 6.5 Government Agency Debt 18580689.28 17147124.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-05-15 2045-10-20 2 - 9.5 Government Agency Debt 14105369.05 11975264.94 Unrated Security 2015-11-02 2015-11-02 N N N 49791134.00 49791134.34 0.0258 N 49791134.34 49791134.34 Citibank NA Citibank NA, 0.08% 49K99SPY5 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2020-04-30 2023-02-15 0.125 - 2 Treasury Debt 9119800.00 9215724.84 First Tier Security 2015-11-03 2015-11-03 N N N 9000000.00 9000000.00 0.0047 N 8999992.80 8999992.80 Citibank NA Citibank NA, 0.09% 49K99SQA6 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2020-01-31 2024-11-15 1.25 - 2.25 Treasury Debt 55529400.00 55905064.70 FEDERAL HOME LOAN BANK 2016-04-27 2016-04-27 N/A Government Agency Debt 196000.00 195819.68 First Tier Security 2015-11-03 2015-11-03 N N N 55000000.00 55000000.00 0.0285 N 54999967.00 54999967.00 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_04361 Government Agency Repurchase Agreement Y US TREASURY 2015-11-15 2044-08-15 0 - 9.875 Treasury Debt 44475013.23 45202272.91 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-04 2016-04-04 0 - 0 Government Agency Debt 1367348.41 1366254.53 FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-27 2032-07-01 2.67 - 3 Government Agency Debt 4873123.86 3763746.41 Unrated Security 2015-11-02 2015-11-02 N N N 49331524.00 49331523.87 0.0256 N 49331523.87 49331523.87 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.08% 49R99NBG3 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-20 2042-10-20 3 - 3 Government Agency Debt 12260000.00 9182912.62 First Tier Security 2015-11-04 2015-11-04 N N N 9000000.00 9000000.00 0.0047 N 8999974.80 8999974.80 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_39304 Government Agency Repurchase Agreement Y US TREASURY 2016-08-31 2043-05-15 0.5 - 2.875 Treasury Debt 8490793.97 8547420.99 FEDERAL FARM CREDIT 2015-11-18 2015-11-18 0.11 - 0.11 Government Agency Debt 634986.80 635126.53 FEDERAL HOME LOAN BANK 2016-04-29 2016-04-29 0 - 0 Government Agency Debt 553345.64 552831.02 FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 Government Agency Debt 2229305.88 1835550.98 Unrated Security 2015-11-02 2015-11-02 N N N 11339050.00 11339049.93 0.0059 N 11339049.93 11339049.93 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.28% 45G99R9P7 Government Agency Repurchase Agreement Y US TREASURY 2016-05-26 2016-05-26 N/A Treasury Debt 4400.00 4394.41 FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2045-08-01 2.228 - 4 Government Agency Debt 6851241.00 4050398.00 FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-01 2044-10-01 3 - 5 Government Agency Debt 18191.00 11211.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-15 2042-06-15 4 - 4 Government Agency Debt 33225.00 15582.04 First Tier Security 2015-11-16 2015-11-16 N N N 4000000.00 4000000.00 0.0021 Y 4000000.00 4000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.25% 49B99G9L7 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2018-07-15 2018-07-15 1.375 - 1.375 Treasury Debt 5353000.00 6183515.23 First Tier Security 2015-11-06 2015-11-06 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 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-10-31 2019-04-30 0.875 - 1.375 Treasury Debt 21156658.97 21299161.29 FEDERAL HOME LOAN MORTGAGE CORP 2023-07-25 2045-05-01 0 - 7.5 Government Agency Debt 48382803.52 23954286.23 FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-01 2049-12-25 0 - 8.5 Government Agency Debt 144549145.14 51395277.16 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-15 2045-02-20 1.5 - 5 Government Agency Debt 1403829.78 1193630.92 Unrated Security 2015-11-02 2015-11-02 N N N 95752181.00 95752181.42 0.0497 N 95752181.42 95752181.42 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.08% 49J991YP5 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2044-04-01 2045-10-01 4 - 5 Government Agency Debt 33964593.00 36720408.76 First Tier Security 2015-11-04 2015-11-04 N N N 36000000.00 36000000.00 0.0187 N 35999899.20 35999899.20 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% 49J991YM2 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2045-06-15 2045-08-15 4 - 4.5 Government Agency Debt 16916347.00 18360276.02 First Tier Security 2015-11-03 2015-11-03 N N N 18000000.00 18000000.00 0.0093 N 17999989.20 17999989.20 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 49J991YW0 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-06-01 2038-09-01 4.5 - 7.5 Government Agency Debt 361865205.00 2868854.18 FEDERAL NATIONAL MORTGAGE ASSOC 2041-05-01 2045-10-01 4.5 - 6 Government Agency Debt 5770395.00 6311229.98 First Tier Security 2015-11-06 2015-11-06 N N N 9000000.00 9000000.00 0.0047 N 9000000.00 9000000.00