0000278001-11-000014.txt : 20110401 0000278001-11-000014.hdr.sgml : 20110401 20110207131010 ACCESSION NUMBER: 0000278001-11-000014 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110131 FILED AS OF DATE: 20110207 DATE AS OF CHANGE: 20110207 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: 11577578 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 2011-01-31 0000278001 S000007150 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 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 54 99 2733804392.70 2163965.34 573809.55 2735394548.49 0.0024 1.0002 2011-01-31 1.0002 2011-01-31 C000019554 2500.00 2735394548.49 1.00 -61904689.03 79076760.69 140981449.72 0.0001 1.0002 2011-01-31 1.0002 2011-01-31 Fannie Mae Fannie Mae, 0.20% 31359MJH7 Government Agency Debt First Tier Security 2011-05-15 2011-05-15 N N N 15000000.00 15248594.11 0.0056 N 15251085.00 15251085.00 Fannie Mae Fannie Mae, 0.25% 31398APG1 Government Agency Debt First Tier Security 2011-04-11 2011-04-11 N N N 14000000.00 14066230.75 0.0051 N 14069342.00 14069342.00 Fannie Mae Fannie Mae, 0.27% 31398AVQ2 Government Agency Debt First Tier Security 2011-03-23 2011-03-23 N N N 27000000.00 27054790.54 0.0099 N 27060372.00 27060372.00 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 53986470.35 0.0197 N 53978670.00 53978670.00 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 36988008.56 0.0135 N 36966848.00 36966848.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133XWRZ4 Government Agency Debt First Tier Security 2011-02-01 2011-08-01 N N N 27000000.00 26989851.17 0.0099 N 26990010.00 26990010.00 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 124988631.32 0.0457 N 124978750.00 124978750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133XWT90 Government Agency Debt First Tier Security 2011-04-26 2011-07-26 N N N 65000000.00 64984208.33 0.0238 N 64967045.00 64967045.00 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 16996350.17 0.0062 N 16986417.00 16986417.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133XXGY7 Government Agency Debt First Tier Security 2011-02-15 2011-09-15 N N N 13000000.00 12995928.54 0.0048 N 12994865.00 12994865.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3133XVX89 Government Agency Debt First Tier Security 2011-02-25 2011-05-25 N N N 40000000.00 39995511.46 0.0146 N 39993760.00 39993760.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313370B98 Government Agency Debt First Tier Security 2011-04-25 2011-04-25 N N N 14000000.00 14005156.38 0.0051 N 14004886.00 14004886.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XXMM6 Government Agency Debt First Tier Security 2011-02-15 2011-09-15 N N N 40000000.00 39987475.75 0.0146 N 39991600.00 39991600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XXH83 Government Agency Debt First Tier Security 2011-02-25 2011-09-23 N N N 12000000.00 11997654.01 0.0044 N 11997264.00 11997264.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XVTZ4 Government Agency Debt First Tier Security 2011-02-25 2011-05-25 N N N 48000000.00 47995537.62 0.0175 N 47996160.00 47996160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313370HZ4 Government Agency Debt First Tier Security 2011-02-03 2012-02-03 N N N 75000000.00 74977438.53 0.0274 N 74984775.00 74984775.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3133XXSJ7 Government Agency Debt First Tier Security 2011-02-26 2011-09-26 N N N 35000000.00 34988516.94 0.0128 N 34996745.00 34996745.00 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 28996697.04 0.0106 N 28999188.00 28999188.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3133XX3U9 Government Agency Debt First Tier Security 2011-02-01 2011-02-22 N N N 35000000.00 34999392.06 0.0128 N 34999755.00 34999755.00 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 35997656.87 0.0132 N 36000576.00 36000576.00 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 10001873.62 0.0037 N 10002950.00 10002950.00 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 8007465.67 0.0029 N 8007856.00 8007856.00 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 13001413.30 0.0048 N 13002873.00 13002873.00 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 17998641.78 0.0066 N 18000954.00 18000954.00 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 59988029.39 0.0219 N 59996040.00 59996040.00 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 34992938.88 0.0128 N 34997235.00 34997235.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313371CA2 Government Agency Debt First Tier Security 2011-02-01 2011-10-14 N N N 30000000.00 29998936.75 0.0110 N 29997480.00 29997480.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3133717G5 Government Agency Debt First Tier Security 2011-02-01 2011-09-29 N N N 36000000.00 35998802.45 0.0132 N 35997732.00 35997732.00 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 21221099.21 0.0078 N 21240546.33 21240546.33 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3133XWEZ8 Government Agency Debt First Tier Security 2011-07-08 2011-07-08 N N N 19680000.00 19717885.73 0.0072 N 19726661.28 19726661.28 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313371H41 Government Agency Debt First Tier Security 2011-11-04 2011-11-04 N N N 30000000.00 29999109.62 0.0110 N 29995230.00 29995230.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3133XYLM5 Government Agency Debt First Tier Security 2011-11-21 2011-11-21 N N N 15000000.00 15052839.89 0.0055 N 15051045.00 15051045.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313371H74 Government Agency Debt First Tier Security 2011-11-16 2011-11-16 N N N 15000000.00 14998848.00 0.0055 N 14997015.00 14997015.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313371SY3 Government Agency Debt First Tier Security 2011-11-17 2011-11-17 N N N 11000000.00 10992663.78 0.0040 N 10994302.00 10994302.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313371QU3 Government Agency Debt First Tier Security 2011-11-22 2011-11-22 N N N 14000000.00 13990504.22 0.0051 N 13992440.00 13992440.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313372A95 Government Agency Debt First Tier Security 2011-12-29 2011-12-29 N N N 32800000.00 32792578.41 0.0120 N 32809216.80 32809216.80 Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3133XYRB3 Government Agency Debt First Tier Security 2011-06-01 2011-06-01 N N N 18000000.00 17996617.91 0.0066 N 18020970.00 18020970.00 Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3133XYR23 Government Agency Debt First Tier Security 2011-06-01 2011-06-01 N N N 36000000.00 35996804.38 0.0132 N 36045540.00 36045540.00 Freddie Mac Freddie Mac, 0.23% 313396KM4 Government Agency Debt First Tier Security 2011-08-16 2011-08-16 N N N 35000000.00 34956172.22 0.0128 N 34967590.00 34967590.00 Freddie Mac Freddie Mac, 0.25% to 0.28% 3137EABK4 Government Agency Debt First Tier Security 2011-04-11 2011-04-11 N N N 21000000.00 21098056.31 0.0077 N 21104013.00 21104013.00 Freddie Mac Freddie Mac, 0.25% 3137EAAF6 Government Agency Debt First Tier Security 2011-07-18 2011-07-18 N N N 17000000.00 17389062.96 0.0064 N 17399823.00 17399823.00 Freddie Mac Freddie Mac, 0.27% 3137EAAB5 Government Agency Debt First Tier Security 2011-04-18 2011-04-18 N N N 31000000.00 31312400.25 0.0114 N 31326213.00 31326213.00 Freddie Mac Freddie Mac, 0.35% 313396PW7 Government Agency Debt First Tier Security 2011-11-29 2011-11-29 N N N 15000000.00 14956104.17 0.0055 N 14973660.00 14973660.00 Freddie Mac Freddie Mac, 0.40% 3134G1UJ1 Government Agency Debt First Tier Security 2011-09-22 2011-09-22 N N N 18000000.00 18000000.00 0.0066 N 17998884.00 17998884.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CT44 Government Agency Debt First Tier Security 2011-03-14 2011-03-14 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 67000000.00 66983250.01 0.0245 N 66986271.70 66986271.70 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZU7 Government Agency Debt First Tier Security 2011-03-15 2011-03-15 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 11000000.00 10997173.61 0.0040 N 10997670.20 10997670.20 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZS2 Government Agency Debt First Tier Security 2011-03-15 2011-03-15 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 10000000.00 9997430.56 0.0037 N 9997882.00 9997882.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZY9 Government Agency Debt First Tier Security 2011-03-15 2011-03-15 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 17054000.00 17049618.07 0.0062 N 17050387.96 17050387.96 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CT93 Government Agency Debt First Tier Security 2011-04-06 2011-04-06 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 7000000.00 6997131.94 0.0026 N 6996966.90 6996966.90 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LQ21 Government Agency Debt First Tier Security 2011-04-08 2011-04-08 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 50000000.00 49978125.00 0.0183 N 49976535.00 49976535.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CV41 Government Agency Debt First Tier Security 2011-04-14 2011-04-14 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 34204000.00 34187610.58 0.0125 N 34185666.66 34185666.66 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912795X22 Treasury Debt First Tier Security 2011-06-30 2011-06-30 N N N 50000000.00 49953437.50 0.0183 N 49965850.00 49965850.00 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 35000000.00 35154666.03 0.0129 N 35181825.00 35181825.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 38Z996JW1 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-10-15 2039-12-15 0.611 - 5.85 Government Agency Debt 193913078.00 38978721.96 FEDERAL NATIONAL MORTGAGE ASSOC 2018-09-25 2040-02-25 0.51 - 6.25 Government Agency Debt 116673104.00 24899780.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-05-20 2041-01-20 4 - 5 Government Agency Debt 8569000.00 8253282.66 Unrated Security 2011-02-07 2011-02-07 Y PARBCORP N/A N/A N N 70000000.00 70000000.00 0.0256 N 70000000.00 70000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.21% 40H99WAF6 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-07-01 2040-12-01 2.96 - 7 Government Agency Debt 107826979.00 54061576.82 First Tier Security 2011-02-07 2011-02-07 Y DEUTSEC N/A N/A N N 53000000.00 53000000.00 0.0194 N 53000000.00 53000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EVR5 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-10-01 2037-10-01 7 - 7 Government Agency Debt 24927712.00 9185747.97 First Tier Security 2011-02-07 2011-02-07 Y DEUTSEC N/A N/A N N 9000000.00 9000000.00 0.0033 N 9000000.00 9000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EXF9 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 4.964 - 4.964 Government Agency Debt 8613190.00 5283918.03 FEDERAL NATIONAL MORTGAGE ASSOC 2039-12-01 2039-12-01 5 - 5 Government Agency Debt 15062054.00 7983622.42 First Tier Security 2011-02-07 2011-02-07 Y DEUTSEC N/A N/A N N 13000000.00 13000000.00 0.0048 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 2034-05-01 2037-10-01 5 - 7 Government Agency Debt 19887763.00 8164243.37 First Tier Security 2011-02-07 2011-02-07 Y DEUTSEC N/A N/A N N 8000000.00 8000000.00 0.0029 N 8000000.00 8000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E3X3 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2034-05-01 2038-12-01 5 - 7 Government Agency Debt 19890659.00 8163513.53 First Tier Security 2011-02-07 2011-02-07 Y DEUTSEC N/A N/A N N 8000000.00 8000000.00 0.0029 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 2036-08-01 2040-02-01 3.554 - 5.831 Government Agency Debt 28374918.00 15313387.86 First Tier Security 2011-02-07 2011-02-07 Y DEUTSEC N/A N/A N N 15000000.00 15000000.00 0.0055 N 15000000.00 15000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.22% 35J99FVQ4 0000769993 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-15 2039-07-15 5 - 5 Government Agency Debt 27295335.00 19380119.07 First Tier Security 2011-02-07 2011-02-07 Y GOLDMAN N/A N/A N N 19000000.00 19000000.00 0.0069 N 19000000.00 19000000.00 Bank of America NA; UBS Securities LLC; Deutsche Bank Securities, Inc.; Wells Fargo Securities LLC; Citibank NA; RBS Securities, Inc. In a joint trading account at 0.24%, dated 1/31/2011 due 02/01/2011 # 40F99QCU6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2011-02-18 2047-08-01 0 - 238 Government Agency Debt 280039099.92 152723286.82 FEDERAL HOME LOAN BANK 2011-02-01 2036-07-15 0 - 5.625 Government Agency Debt 28129422.74 28665543.27 FEDERAL FARM CREDIT 2011-11-17 2023-07-24 0 - 5.875 Government Agency Debt 3397353.34 3410704.86 FEDERAL AGRICULTURE MORTGAGE CORP 2011-02-01 2015-11-30 0 - 2.1 Government Agency Debt 411416.16 417633.48 US TREASURY 2011-04-28 2017-08-15 0 - 4.75 Treasury Debt 19856583.19 20561359.09 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 1155912.96 954674.55 WELLS FARGO & COMPANY 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER NOTE 1819.22 1863.13 USAA CAPITAL CORPORATION 2012-03-30 2012-03-30 2.24 - 2.24 Other Instrument OTHER NOTE 14917.59 15276.46 SUNTRUST BNK FDIC TLGP 2011-11-16 2011-11-16 3 - 3 Other Instrument OTHER NOTE 148266.27 152332.73 FEDERAL NATIONAL MORTGAGE ASSOC 2011-02-04 2048-11-01 0 - 9.5 Government Agency Debt 510414091.33 262728917.12 GOVERNMENT NATIONAL MORTAGE ASSOC 2012-11-15 2061-01-20 0 - 8 Government Agency Debt 382205550.12 321150243.74 RESOLUTION FUNDING CORP 2011-10-15 2030-04-15 0 - 9.375 Government Agency Debt 4374328.02 3389014.80 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 623737.10 515407.24 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 3.15 - 3.15 Other Instrument OTHER NOTE 20011.40 20578.97 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.604 - 3.125 Other Instrument CORPORATE 3920227.52 4071407.85 CITIBANK N.A. 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER NOTE 48209.28 49284.97 CITIGROUP INC. (FDIC TLGP) 2011-12-09 2011-12-09 2.875 - 2.875 Other Instrument OTHER NOTE 77316.77 79318.73 CITIGROUP FUNDING INC. 2012-07-12 2012-07-12 2.125 - 2.125 Other Instrument OTHER NOTE 72768.72 74516.08 CITIGROUP FDG INC MEDIUM TERM SR NTS BOOK ENTRY 2012-04-30 2012-04-30 0.634 - 0.634 Other Instrument CORPORATE 5124493.86 5160250.02 CITIBANK, N.A. 2011-03-30 2012-12-28 0.273 - 1.875 Other Instrument OTHER NOTE 452821.57 457987.94 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER NOTE 279340.93 286071.67 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER NOTE 464191.68 478816.31 GE CAPITAL CORP FDIC 2011-03-11 2012-12-28 0.382 - 2.625 Other Instrument OTHER NOTE 8137101.90 8284712.02 GOLDMAN SACHS GROUP, INC. 2011-03-15 2012-06-15 0.382 - 3.25 Other Instrument OTHER NOTE 693576.89 699173.55 HSBC USA INC. 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER NOTE 18192.18 18703.37 JPMORGAN CHASE & CO. 2011-02-23 2012-12-26 0.364 - 3.125 Other Instrument OTHER NOTE 11532969.27 11730083.54 KEYCORP FDIC TLGP 2011-12-19 2011-12-19 0.861 - 0.861 Other Instrument OTHER NOTE 36384.36 36594.27 MORGAN STANLEY (FDIC TLGP) 2011-03-04 2012-06-20 0.878 - 1.95 Other Instrument OTHER NOTE 48118.32 49018.43 NEW YORK COMMUNITY BANCORP, IN 2012-06-22 2012-06-22 2.55 - 2.55 Other Instrument OTHER NOTE 100056.99 102931.79 PNC FUNDING CORP 2011-06-22 2012-06-22 1.507 - 2.3 Other Instrument OTHER NOTE 189326.02 194005.04 SOVEREIGN BANCORP, INC. 2012-01-17 2012-06-15 2.5 - 2.75 Other Instrument OTHER NOTE 275702.50 282707.15 Unrated Security 2011-02-01 2011-02-01 N N N 806807000.00 806807000.00 0.2950 N 806807000.00 806807000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 38B99SYH5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-06-01 2040-10-01 5 - 5 Government Agency Debt 5094569.00 5105323.91 Unrated Security 2011-02-07 2011-02-07 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, 0.23% 38B99SXN3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-01 2040-11-01 1.73 - 2.534 Government Agency Debt 150765354.00 34684302.29 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 34000000.00 34000000.00 0.0124 N 34000000.00 34000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SQT8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2021-09-01 2040-09-01 2.352 - 5 Government Agency Debt 189387899.00 7148763.63 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 7000000.00 7000000.00 0.0026 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSB5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-04-01 2040-11-01 5 - 6 Government Agency Debt 2365920.00 2046068.22 Unrated Security 2011-02-07 2011-02-07 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% 38B99SRM2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-09-01 2040-11-01 4 - 5 Government Agency Debt 2018301.00 2043603.57 Unrated Security 2011-02-07 2011-02-07 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 2025-08-01 2040-10-01 4 - 5 Government Agency Debt 3993178.00 4086722.65 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 4000000.00 4000000.00 0.0015 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 2025-08-01 2040-07-01 4 - 5 Government Agency Debt 3956114.00 4087790.88 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 4000000.00 4000000.00 0.0015 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 2040-06-01 2040-10-01 5 - 5 Government Agency Debt 7117279.00 7146708.61 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 7000000.00 7000000.00 0.0026 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SKL1 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2040-06-01 1.73 - 5.034 Government Agency Debt 431573228.00 35728799.67 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 35000000.00 35000000.00 0.0128 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 2040-07-01 2040-12-01 5 - 5.5 Government Agency Debt 4948182.00 5109227.96 Unrated Security 2011-02-07 2011-02-07 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 2029-05-25 2029-05-25 4 - 4 Government Agency Debt 13695000.00 14442267.03 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 14000000.00 14000000.00 0.0051 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 2030-04-01 2040-06-01 4.5 - 5 Government Agency Debt 3108270.00 3064704.34 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.24% 36U99E4Q2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-15 2034-09-15 0.76 - 5 Government Agency Debt 87550000.00 2048479.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-11-20 2041-01-20 4 - 5.75 Government Agency Debt 2047477.00 2073224.12 First Tier Security 2011-02-07 2011-02-07 Y RBC CAP N/A N/A N N 4000000.00 4000000.00 0.0015 N 4000000.00 4000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLN8 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2041-01-01 3.393 - 3.393 Government Agency Debt 4080000.00 4086549.02 Unrated Security 2011-02-07 2011-02-07 Y RBSSECUR N/A N/A N N 4000000.00 4000000.00 0.0015 N 4000000.00 4000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JNX2 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2026-01-01 3.5 - 3.5 Government Agency Debt 2020264.00 2041459.94 Unrated Security 2011-02-07 2011-02-07 Y WELLSFAR N/A N/A N N 2000000.00 2000000.00 0.0007 N 2000000.00 2000000.00