-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, GfWTOHOyDlANSu9NEVhFaeP5WAYGgQJv2eiGukUTu8CMyViaqbPqt1b2dtm4Jrz0 C3cB3f5DCVofg4V7acWQaQ== 0000278001-10-000019.txt : 20110131 0000278001-10-000019.hdr.sgml : 20110131 20101207082834 ACCESSION NUMBER: 0000278001-10-000019 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101130 FILED AS OF DATE: 20101207 DATE AS OF CHANGE: 20101207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 042667982 STATE OF INCORPORATION: MA FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 101235612 BUSINESS ADDRESS: STREET 1: 82 DEVONSHIRE ST CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 2142816360 MAIL ADDRESS: STREET 1: FIDLEITY INVESTMENTS MAILZONE DW4B STREET 2: P.O. BOX 650471 CITY: DALLAS STATE: TX ZIP: 75265-0471 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 2010-11-30 0000278001 S000007150 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY RESEARCH & ANALYSIS COMPANY (FRAC) 801-28774 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 57 110 2917478148.85 1337942.04 63424049.61 2855392041.28 0.2600 1.0002 2010-11-30 1.0002 2010-11-30 C000019554 2500.00 2855392041.28 1.00 -64408724.72 137324100.07 201732824.79 0.0100 1.0002 2010-11-30 1.0002 2010-11-30 Fannie Mae Fannie Mae, 0.25% 31398APG1 Government Agency Debt First Tier Security 2011-04-11 2011-04-11 N N N 14000000.00 14125742.44 0.0049 N 14130326.00 14130326.00 Fannie Mae Fannie Mae, 0.27% 31398AVQ2 Government Agency Debt First Tier Security 2011-03-23 2011-03-23 N N N 27000000.00 27122730.81 0.0095 N 27132597.00 27132597.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133XWRZ4 Government Agency Debt First Tier Security 2010-12-01 2011-08-01 N N N 27000000.00 26986374.78 0.0095 N 26987796.00 26987796.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133XWT90 Government Agency Debt First Tier Security 2011-01-26 2011-07-26 N N N 65000000.00 64978613.57 0.0228 N 64963665.00 64963665.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133XWTY5 Government Agency Debt First Tier Security 2011-02-01 2011-08-01 N N N 54000000.00 53981835.88 0.0189 N 53968626.00 53968626.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313370JL3 Government Agency Debt First Tier Security 2011-02-17 2012-02-17 N N N 37000000.00 36986057.20 0.0130 N 36972250.00 36972250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133XXGY7 Government Agency Debt First Tier Security 2010-12-15 2011-09-15 N N N 13000000.00 12994811.59 0.0046 N 12994202.00 12994202.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133XVTH4 Government Agency Debt First Tier Security 2011-02-20 2011-05-20 N N N 125000000.00 124982104.85 0.0438 N 124965125.00 124965125.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133XVX89 Government Agency Debt First Tier Security 2010-12-25 2011-05-25 N N N 40000000.00 39993048.72 0.0140 N 39992000.00 39992000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313370K98 Government Agency Debt First Tier Security 2011-02-09 2012-02-09 N N N 17000000.00 16995743.50 0.0060 N 16988746.00 16988746.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133XXMM6 Government Agency Debt First Tier Security 2010-12-15 2011-09-15 N N N 40000000.00 39984039.89 0.0140 N 39991560.00 39991560.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133XVTZ4 Government Agency Debt First Tier Security 2010-12-25 2011-05-25 N N N 48000000.00 47993089.23 0.0168 N 47994720.00 47994720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133XXH83 Government Agency Debt First Tier Security 2010-12-25 2011-09-23 N N N 12000000.00 11997032.42 0.0042 N 11997264.00 11997264.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313370HZ4 Government Agency Debt First Tier Security 2010-12-03 2012-02-03 N N N 75000000.00 74973627.05 0.0263 N 74982000.00 74982000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3133XXSJ7 Government Agency Debt First Tier Security 2010-12-26 2011-09-26 N N N 35000000.00 34985512.93 0.0123 N 34997935.00 34997935.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313371M94 Government Agency Debt First Tier Security 2011-05-12 2011-05-12 N N N 29000000.00 28994649.21 0.0102 N 28999826.00 28999826.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3133XX3U9 Government Agency Debt First Tier Security 2010-12-01 2011-02-22 N N N 35000000.00 34997597.21 0.0123 N 34993490.00 34993490.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3133715C6 Government Agency Debt First Tier Security 2011-03-30 2011-03-30 N N N 36000000.00 35995108.19 0.0126 N 36004752.00 36004752.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3133706U7 Government Agency Debt First Tier Security 2011-04-12 2011-04-12 N N N 10000000.00 10003533.12 0.0035 N 10006540.00 10006540.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3133XVDM0 Government Agency Debt First Tier Security 2011-04-18 2011-04-18 N N N 8000000.00 8013556.09 0.0028 N 8014904.00 8014904.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313370FS2 Government Agency Debt First Tier Security 2011-04-21 2011-04-21 N N N 13000000.00 13002522.48 0.0046 N 13006565.00 13006565.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313371JB3 Government Agency Debt First Tier Security 2011-08-01 2011-08-01 N N N 18000000.00 17998176.54 0.0063 N 17986770.00 17986770.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3133XVZ20 Government Agency Debt First Tier Security 2010-12-01 2010-12-07 N N N 20000000.00 19999967.12 0.0070 N 19999840.00 19999840.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313371GE0 Government Agency Debt First Tier Security 2011-08-03 2011-08-03 N N N 60000000.00 59983973.77 0.0210 N 59946660.00 59946660.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313371G59 Government Agency Debt First Tier Security 2011-08-04 2011-08-04 N N N 35000000.00 34990559.59 0.0123 N 34968535.00 34968535.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3133717G5 Government Agency Debt First Tier Security 2010-12-01 2011-09-29 N N N 36000000.00 35998493.08 0.0126 N 35983260.00 35983260.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313371CA2 Government Agency Debt First Tier Security 2010-12-01 2011-10-14 N N N 30000000.00 29998678.24 0.0105 N 29985150.00 29985150.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313370DS4 Government Agency Debt First Tier Security 2011-01-21 2011-01-21 N N N 18000000.00 17998588.58 0.0063 N 18001998.00 18001998.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313370AZ1 Government Agency Debt First Tier Security 2011-01-21 2011-01-21 N N N 18000000.00 17998837.63 0.0063 N 18002250.00 18002250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3133XRRU6 Government Agency Debt First Tier Security 2011-07-01 2011-07-01 N N N 20935000.00 21339353.54 0.0075 N 21347838.20 21347838.20 Federal Home Loan Bank Federal 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17984664.00 17984664.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257KRF3 Government Agency Debt First Tier Security 2010-12-09 2010-12-09 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 58000000.00 57997986.11 0.0203 N 57998260.00 57998260.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LZM7 Government Agency Debt First Tier Security 2010-12-13 2010-12-13 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 90000000.00 89995625.01 0.0315 N 89993907.00 89993907.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CE65 Government Agency Debt First Tier Security 2010-12-16 2010-12-16 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 138000000.00 137988500.02 0.0483 N 137990657.40 137990657.40 U.S. Treasury Bills U.S. Treasury Bills, 0.21% to 0.22% 912795W64 Treasury Debt First Tier Security 2011-06-02 2011-06-02 N N N 50000000.00 49946823.13 0.0175 N 49944100.00 49944100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.31% to 0.32% 912828LW8 Treasury Debt First Tier Security 2011-09-30 2011-09-30 N N N 50000000.00 50278844.34 0.0176 N 50294900.00 50294900.00 BNP Paribas Securities Corp. 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Deutsche Bank Securities, Inc., 0.23% 37F99EVR5 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 20984696.00 9182111.45 First Tier Security 2010-12-07 2011-04-25 Y DEUTSEC N/A N/A N N 9000000.00 9000000.00 0.0032 N 9000000.00 9000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EXF9 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 30309486.00 13262287.83 First Tier Security 2010-12-07 2011-04-29 Y DEUTSEC N/A N/A N N 13000000.00 13000000.00 0.0046 N 13000000.00 13000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYJ0 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 18650763.00 8160870.40 First Tier Security 2010-12-07 2011-05-16 Y DEUTSEC N/A N/A N N 8000000.00 8000000.00 0.0028 N 8000000.00 8000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99ESN8 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 34981992.00 15306800.21 First Tier Security 2010-12-07 2011-03-28 Y DEUTSEC N/A N/A N N 15000000.00 15000000.00 0.0053 N 15000000.00 15000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E3X3 0000058056 Government Agency Repurchase Agreement Y First Tier Security 2010-12-07 2011-06-06 Y DEUTSEC N/A N/A N N 8000000.00 8000000.00 0.0028 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 11/30. The agreement contemplated the delivery of Mortgage Backed Securities as collateral on settlement date. N 8000000.00 8000000.00 Bank of America NA; Credit Agricole Securities (USA), Inc.; UBS Securities LLC; Deutsche Bank Securities, Inc.; RBC Capital Markets Corp. In a joint trading account at 0.26%, dated 11/30/2010 due 12/01/2010 # 39A99PQA4 Government Agency Repurchase Agreement Y BANK AMER NA MEDIUM TERM SR NTS BOOK ENTRY FDIC 2010-12-23 2018-12-23 0 - 1.7 Other Instrument OTHER 845541.81 851801.64 BANK OF THE WEST 2012-03-27 2012-03-27 2.15 - 2.15 Other Instrument OTHER 172009.44 176299.79 CITIGROUP INC FDIC GTD TLGP 2011-12-09 2012-04-30 2.125 - 3.329 Other Instrument OTHER 742086.11 759386.94 CITIGROUP FDG INC FDIC GTD TLGP 2011-05-05 2012-12-10 0.46 - 2.25 Other Instrument OTHER 4235159.08 4343250.82 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2010-12-02 2012-06-22 0.189 - 3.125 Other Instrument OTHER 1644806.85 1709140.89 BANCO BILBAO VIZCAYA ARGENTARI 2012-05-25 2012-06-22 0.284 - 2.45 Other Instrument OTHER 395601.16 395575.87 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 0.327 - 0.327 Other Instrument OTHER 37676.30 38078.04 TENNESEE VALLEY AUTHORITY 2011-04-15 2056-04-01 0 - 8.25 Government Agency Debt 1926577.63 2175714.01 RESOLUTION FUNDING CORP 2014-01-15 2030-04-15 0 - 9.375 Government Agency Debt 14741948.60 8858608.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2012-11-15 2060-10-20 0.356 - 9.5 Government Agency Debt 469123254.68 346252858.54 FEDERAL NATIONAL MORTGAGE ASSOC 2010-12-01 2050-10-01 0 - 15.5 Government Agency Debt 639007159.97 307363517.82 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 702063.61 556369.98 FEDERAL HOME LOAN MORTGAGE CORP 2010-12-01 2047-08-01 0 - 238 Government Agency Debt 342079045.32 177999273.59 FEDERAL HOME LOAN BANK 2010-12-01 2036-07-15 0 - 5.5 Government Agency Debt 56259279.42 56771366.95 FEDERAL FARM CREDIT 2010-12-07 2023-06-27 0 - 6.27 Government Agency Debt 7891558.02 7944703.93 FEDERAL AGRICULTURE MORTGAGE CORP 2011-08-19 2011-08-19 3.875 - 3.875 Government Agency Debt 112600.76 115620.04 US TREASURY 2010-12-30 2016-10-31 0 - 11.25 Treasury Debt 10289856.80 10797036.05 CITIGROUP FDG IN. FDIC 2012-03-30 2012-04-30 0.339 - 1.053 Other Instrument OTHER 358781.13 360961.66 WELLS FARGO & CO FDIC GTD TLGP 2011-12-09 2012-06-15 1.142 - 3 Other Instrument OTHER 497327.17 517238.74 US BANCORP FDIC TLGP 2012-05-15 2012-05-15 1.8 - 1.8 Other Instrument OTHER 7946.27 8094.39 UNION BANK, N.A. 2012-03-16 2012-03-16 0.492 - 0.492 Other Instrument OTHER 34251.18 34351.92 SUNTRUST BNK FDIC TLGP 2010-12-16 2010-12-16 0.942 - 0.942 Other Instrument OTHER 88881.82 89081.46 STATE STREET CORPORATION 2012-04-30 2012-04-30 2.15 - 2.15 Other Instrument OTHER 804.90 824.26 STATE STREET BANK AND TRUST CO 2011-03-15 2011-09-15 0.492 - 1.85 Other Instrument OTHER 9316.32 9344.77 SOVEREIGN BANCORP, INC. 2012-01-17 2012-06-15 2.5 - 2.75 Other Instrument OTHER 176153.83 182558.59 REGIONS BANK FDIC TLGP 2010-12-10 2010-12-10 0.942 - 2.75 Other Instrument OTHER 69084.63 69858.38 PNC FUNDING CORP 2012-04-01 2012-06-22 0.26 - 2.3 Other Instrument OTHER 41837.82 42547.11 CITIBANK N A FDIC GTD TLGP 2011-03-30 2012-12-28 0.263 - 1.75 Other Instrument OTHER 426786.86 434261.16 JOHN DEERE CP FDIC 2012-06-19 2012-06-19 2.875 - 2.875 Other Instrument OTHER 873.41 915.83 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER 59151.79 60425.83 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 100133.33 104211.64 GE CAPITAL CORP FDIC 2010-12-09 2012-12-21 0.289 - 3 Other Instrument OTHER 4437450.40 4568433.32 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2010-12-03 2012-03-15 0.292 - 2.152 Other Instrument OTHER 105757.00 106985.20 HSBC USA INC. 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 14351.25 14955.38 JPMORGAN CHASE & CO FDIC GTD TLGP 2010-12-01 2012-12-26 0.522 - 3.125 Other Instrument OTHER 309172.06 317378.85 KEYBANK NA FDIC 2012-06-15 2012-06-15 3.2 - 3.2 Other Instrument OTHER 362326.13 382586.20 MORGAN STANLEY (FDIC TLGP) 2010-12-01 2012-03-13 2 - 2.9 Other Instrument OTHER 42762.60 43614.76 NEW YORK COMMUNITY BANK 2011-12-16 2011-12-16 3 - 3 Other Instrument OTHER 5360.31 5574.37 Unrated Security 2010-12-01 2010-12-01 N N N 912359000.00 912359000.00 0.3195 N 912359000.00 912359000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SQT8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-01 2040-04-01 5 - 5 Government Agency Debt 7260000.00 7145763.68 Unrated Security 2010-12-07 2011-05-09 Y INGFIN N/A N/A N N 7000000.00 7000000.00 0.0025 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SKU1 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2025-05-01 4 - 4 Government Agency Debt 4185000.00 4085639.40 Unrated Security 2010-12-07 2011-01-18 Y INGFIN N/A N/A N N 4000000.00 4000000.00 0.0014 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SMR6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2025-05-01 4 - 4 Government Agency Debt 4185000.00 4085639.40 Unrated Security 2010-12-07 2011-01-24 Y INGFIN N/A N/A N N 4000000.00 4000000.00 0.0014 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SQK7 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-01 2037-03-01 5.5 - 5.5 Government Agency Debt 14050000.00 7143429.83 Unrated Security 2010-12-07 2011-02-07 Y INGFIN N/A N/A N N 7000000.00 7000000.00 0.0025 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRM2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-01 2038-08-01 5.5 - 5.5 Government Agency Debt 2845000.00 2041080.03 Unrated Security 2010-12-07 2011-02-11 Y INGFIN N/A N/A N N 2000000.00 2000000.00 0.0007 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSB5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-01 2038-08-01 5.5 - 5.5 Government Agency Debt 2845000.00 2041080.03 Unrated Security 2010-12-07 2011-05-13 Y INGFIN N/A N/A N N 2000000.00 2000000.00 0.0007 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNH7 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-05-01 2040-08-01 4.5 - 6.5 Government Agency Debt 4835000.00 4081963.17 Unrated Security 2010-12-07 2011-04-25 Y INGFIN N/A N/A N N 4000000.00 4000000.00 0.0014 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SLJ5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-05-01 2037-05-01 6.5 - 6.5 Government Agency Debt 16865000.00 4081188.99 Unrated Security 2010-12-07 2011-04-18 Y INGFIN N/A N/A N N 4000000.00 4000000.00 0.0014 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SKL1 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-02-01 2036-09-01 2.779 - 5.895 Government Agency Debt 85061848.00 35712513.38 Unrated Security 2010-12-07 2011-04-11 Y INGFIN N/A N/A N N 35000000.00 35000000.00 0.0123 N 35000000.00 35000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.25% 38B99SJN9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-08-01 2040-08-01 4.5 - 4.5 Government Agency Debt 5000000.00 5102917.55 Unrated Security 2010-12-07 2011-04-01 Y INGFIN N/A N/A N N 5000000.00 5000000.00 0.0018 N 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 38B99SDM7 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-05-01 2039-07-01 6 - 7 Government Agency Debt 27028778.00 14292270.81 Unrated Security 2010-12-07 2011-02-07 Y INGFIN N/A N/A N N 14000000.00 14000000.00 0.0049 N 14000000.00 14000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 38B99SFE3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2025-05-01 4 - 4 Government Agency Debt 3140000.00 3065449.87 Unrated Security 2010-12-07 2011-03-01 Y INGFIN N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.24% 38W99BBS0 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4 - 4 Government Agency Debt 8027061.00 8161415.33 Unrated Security 2010-12-07 2011-01-28 Y MSTANLEY N/A N/A N N 8000000.00 8000000.00 0.0028 N 8000000.00 8000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.24% 36U99E4Q2 0000050916 Government Agency Repurchase Agreement Y First Tier Security 2010-12-07 2011-03-01 Y RBC CAP N/A N/A N N 4000000.00 4000000.00 0.0014 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 11/30. The agreement contemplated the delivery of Collateralized Mortgage Obligations as collateral on settlement date. N 4000000.00 4000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLN8 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-09-01 2038-09-01 5.345 - 5.345 Government Agency Debt 4745000.00 4084287.13 Unrated Security 2010-12-07 2011-04-25 Y RBSSECUR N/A N/A N N 4000000.00 4000000.00 0.0014 N 4000000.00 4000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% 37V99JNP9 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2025-11-01 3.5 - 3.5 Government Agency Debt 1987087.00 2040558.41 Unrated Security 2010-12-07 2011-01-19 Y WELLSFAR N/A N/A N N 2000000.00 2000000.00 0.0007 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JNX2 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2025-11-01 3.5 - 3.5 Government Agency Debt 1987109.00 2040581.00 Unrated Security 2010-12-07 2011-04-19 Y WELLSFAR N/A N/A N N 2000000.00 2000000.00 0.0007 N 2000000.00 2000000.00 -----END PRIVACY-ENHANCED MESSAGE-----