0000278001-11-000035.txt : 20110628 0000278001-11-000035.hdr.sgml : 20110628 20110506102101 ACCESSION NUMBER: 0000278001-11-000035 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110429 FILED AS OF DATE: 20110506 DATE AS OF CHANGE: 20110506 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: 11817165 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 2011-04-29 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 51 97 2656643623.30 3087408.00 22283856.08 2637447175.22 0.0021 1.0004 2011-04-29 1.0004 2011-04-29 C000019554 2500.00 2637447175.22 1.00 -56296774.14 66315341.40 122612115.54 0.0001 1.0004 2011-04-29 1.0004 2011-04-29 Fannie Mae Fannie Mae, 0.15% 313588NE1 Government Agency Debt First Tier Security 2011-10-20 2011-10-20 N N N 50000000.00 49964166.68 0.0189 N 49973900.00 49973900.00 Fannie Mae Fannie Mae, 0.20% 31359MJH7 Government Agency Debt First Tier Security 2011-05-15 2011-05-15 N N N 15000000.00 15033789.49 0.0057 N 15031935.00 15031935.00 Fannie Mae Fannie Mae, 0.21% 31359MLS0 Government Agency Debt First Tier Security 2011-11-15 2011-11-15 N N N 27000000.00 27749334.73 0.0105 N 27745740.00 27745740.00 Fannie Mae Fannie Mae, 0.21% 31398AUU4 Government Agency Debt First Tier Security 2012-01-09 2012-01-09 N N N 10815000.00 10947617.69 0.0042 N 10942865.75 10942865.75 Fannie Mae Fannie Mae, 0.21% 31398AB43 Government Agency Debt First Tier Security 2012-01-12 2012-01-12 N N N 8000000.00 8036565.97 0.0030 N 8031056.00 8031056.00 Fannie Mae Fannie Mae, 0.25% 31398A4E9 Government Agency Debt First Tier Security 2011-05-17 2012-09-17 N N N 12000000.00 12003379.41 0.0046 N 12009528.00 12009528.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 31331KJN1 Government Agency Debt First Tier Security 2011-05-29 2012-11-29 N N N 6000000.00 5997604.09 0.0023 N 5999670.00 5999670.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3133XXGY7 Government Agency Debt First Tier Security 2011-05-15 2011-09-15 N N N 13000000.00 12997531.90 0.0049 N 12999831.00 12999831.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3133XVX89 Government Agency Debt First Tier Security 2011-05-25 2011-05-25 N N N 40000000.00 39999046.68 0.0152 N 40001120.00 40001120.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3133XWT90 Government Agency Debt First Tier Security 2011-07-26 2011-07-26 N N N 65000000.00 64992239.52 0.0246 N 64992070.00 64992070.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3133XWRZ4 Government Agency Debt First Tier Security 2011-05-01 2011-08-01 N N N 27000000.00 26994841.48 0.0102 N 26999001.00 26999001.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133XVTZ4 Government Agency Debt First Tier Security 2011-05-25 2011-05-25 N N N 48000000.00 47999052.24 0.0182 N 48002448.00 48002448.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133XXH83 Government Agency Debt First Tier Security 2011-05-25 2011-09-23 N N N 12000000.00 11998546.29 0.0045 N 12001248.00 12001248.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313373N65 Government Agency Debt First Tier Security 2011-06-15 2012-11-15 N N N 21000000.00 20992028.40 0.0080 N 20990067.00 20990067.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133XWTY5 Government Agency Debt First Tier Security 2011-05-01 2011-08-01 N N N 54000000.00 53993123.05 0.0205 N 53996058.00 53996058.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133XXMM6 Government Agency Debt First Tier Security 2011-05-15 2011-09-15 N N N 40000000.00 39992407.86 0.0152 N 40003800.00 40003800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133XXSJ7 Government Agency Debt First Tier Security 2011-05-26 2011-09-26 N N N 35000000.00 34992829.14 0.0133 N 35006790.00 35006790.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313370JL3 Government Agency Debt First Tier Security 2011-05-17 2012-02-17 N N N 37000000.00 36990809.71 0.0140 N 36989751.00 36989751.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3133XHPH9 Government Agency Debt First Tier Security 2011-11-18 2011-11-18 N N N 20000000.00 20512595.48 0.0078 N 20502160.00 20502160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313370K98 Government Agency Debt First Tier Security 2011-05-09 2012-02-09 N N N 17000000.00 16997221.04 0.0064 N 16996260.00 16996260.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133XVTH4 Government Agency Debt First Tier Security 2011-05-20 2011-05-20 N N N 125000000.00 124997999.95 0.0474 N 124999750.00 124999750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313370HZ4 Government Agency Debt First Tier Security 2011-05-03 2012-02-03 N N N 75000000.00 74982909.84 0.0284 N 75016425.00 75016425.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732C5 Government Agency Debt First Tier Security 2011-12-16 2011-12-16 N N N 7000000.00 6998950.76 0.0027 N 6996696.00 6996696.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732G6 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 13000000.00 12997787.64 0.0049 N 12993591.00 12993591.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732S0 Government Agency Debt First Tier Security 2011-12-23 2011-12-23 N N N 7000000.00 6998249.54 0.0027 N 6996045.00 6996045.00 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 28999636.67 0.0110 N 29000725.00 29000725.00 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 17999309.64 0.0068 N 18006228.00 18006228.00 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 59993851.16 0.0227 N 60018180.00 60018180.00 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 34996354.31 0.0133 N 35010710.00 35010710.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313371CA2 Government Agency Debt First Tier Security 2011-05-02 2011-10-14 N N N 30000000.00 29999307.85 0.0114 N 30012510.00 30012510.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3133717G5 Government Agency Debt First Tier Security 2011-05-02 2011-09-29 N N N 36000000.00 35999246.54 0.0136 N 36014220.00 36014220.00 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 21051347.01 0.0080 N 21058683.98 21058683.98 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 19696409.10 0.0075 N 19703438.88 19703438.88 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 29999396.73 0.0114 N 30018030.00 30018030.00 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 15036789.55 0.0057 N 15042495.00 15042495.00 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 14999204.00 0.0057 N 15006405.00 15006405.00 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 10994923.03 0.0042 N 11002167.00 11002167.00 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 13993378.79 0.0053 N 14001540.00 14001540.00 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 32794573.94 0.0124 N 32821516.80 32821516.80 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 17999126.29 0.0068 N 18006516.00 18006516.00 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 35999174.47 0.0136 N 36013896.00 36013896.00 Freddie Mac Freddie Mac, 0.18% 3134G16A7 Government Agency Debt First Tier Security 2011-05-02 2012-11-02 N N N 25000000.00 24973338.07 0.0095 N 24984875.00 24984875.00 Freddie Mac Freddie Mac, 0.19% 3134G13Z5 Government Agency Debt First Tier Security 2011-05-10 2012-08-10 N N N 45000000.00 44970978.55 0.0171 N 45041940.00 45041940.00 Freddie Mac Freddie Mac, 0.21% 3134A4JT2 Government Agency Debt First Tier Security 2012-01-15 2012-01-15 N N N 7000000.00 7272933.44 0.0028 N 7271369.00 7271369.00 Freddie Mac Freddie Mac, 0.23% 313396KM4 Government Agency Debt First Tier Security 2011-08-16 2011-08-16 N N N 35000000.00 34976073.61 0.0133 N 34992790.00 34992790.00 Freddie Mac Freddie Mac, 0.25% 3137EAAF6 Government Agency Debt First Tier Security 2011-07-18 2011-07-18 N N N 17000000.00 17181718.03 0.0065 N 17186201.00 17186201.00 Freddie Mac Freddie Mac, 0.35% 313396PW7 Government Agency Debt First Tier Security 2011-11-29 2011-11-29 N N N 15000000.00 14969083.34 0.0057 N 14989455.00 14989455.00 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257JXA0 Government Agency Debt First Tier Security 2011-07-12 2011-07-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 115000000.00 114957194.47 0.0436 N 114951734.50 114951734.50 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257JVM6 Government Agency Debt First Tier Security 2011-05-05 2011-05-05 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 70000000.00 69999513.89 0.0265 N 69999244.00 69999244.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257C2K7 Government Agency Debt First Tier Security 2011-06-09 2011-06-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 50000000.00 49987499.99 0.0190 N 49991575.00 49991575.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127952F7 Treasury Debt First Tier Security 2011-09-22 2011-09-22 N N N 38000000.00 37976800.06 0.0144 N 37987612.00 37987612.00 U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.18% 9127953L3 Treasury Debt First Tier Security 2011-09-29 2011-09-29 N N N 22000000.00 21984690.30 0.0083 N 21992212.00 21992212.00 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 49981250.00 0.0190 N 49997950.00 49997950.00 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 35097548.70 0.0133 N 35129885.00 35129885.00 U.S. Treasury Notes U.S. Treasury Notes, 0.33% 912828MJ6 Treasury Debt First Tier Security 2012-01-31 2012-01-31 N N N 25000000.00 25102343.19 0.0095 N 25127925.00 25127925.00 Bank of America NA In a joint trading account with Bank of America NA at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_04197 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.434 - 6.5 Government Agency Debt 322276850.33 297959581.88 Unrated Security 2011-05-02 2011-05-02 N N N 289279701.00 289279701.04 0.1097 N 289279701.04 289279701.04 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.21% 38Z9964Y3 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-05-01 2035-05-01 1.654 - 5.44 Government Agency Debt 205645379.00 1981565.34 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2041-12-01 1.512 - 9.2 Government Agency Debt 240054174.00 3171254.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-07-15 2035-11-20 1.875 - 10 Government Agency Debt 198599864.00 3010988.56 Unrated Security 2011-05-06 2011-05-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0030 N 8000000.00 8000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 38Z996JW1 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-11-01 2037-12-01 2.198 - 6.635 Government Agency Debt 238171533.00 14265920.55 FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-01 2042-02-01 1.025 - 7 Government Agency Debt 735084658.00 26355801.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-04-20 2040-06-20 1.75 - 5 Government Agency Debt 1068714687.00 30850808.19 Unrated Security 2011-05-06 2011-05-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 70000000.00 70000000.00 0.0265 N 70000000.00 70000000.00 Citibank NA In a joint trading account with Citibank NA at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-10-01 2041-01-01 3.5 - 6.5 Government Agency Debt 7021647.12 2785953.43 FEDERAL NATIONAL MORTGAGE ASSOC 2012-11-01 2041-03-01 3.5 - 7 Government Agency Debt 15142446.34 7088448.89 Unrated Security 2011-05-02 2011-05-02 N N N 9680738.00 9680738.14 0.0037 N 9680738.14 9680738.14 Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_69850 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2041-04-01 3.429 - 5.5 Government Agency Debt 21749338.29 13874527.90 FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2041-02-01 2.99 - 5.773 Government Agency Debt 16081996.50 12944216.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-09-15 2041-03-20 3.5 - 5.5 Government Agency Debt 13839199.06 12678864.59 Unrated Security 2011-05-02 2011-05-02 N N N 38722953.00 38722952.58 0.0147 N 38722952.58 38722952.58 Credit Agricole Securities (USA), Inc. In a joint trading account with Credit Agricole Securities (USA), Inc. at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_05222 Government Agency Repurchase Agreement Y US TREASURY 2040-11-15 2040-11-15 4.25 - 4.25 Treasury Debt 3882212.21 3848835.07 FEDERAL HOME LOAN BANK 2011-12-27 2011-12-27 0.3 - 0.3 Government Agency Debt 11253664.48 11267562.75 FEDERAL HOME LOAN MORTGAGE CORP 2011-05-04 2011-05-04 0 - 0 Government Agency Debt 9972167.08 9972167.08 FEDERAL NATIONAL MORTGAGE ASSOC 2011-10-26 2013-03-15 0 - 4.375 Government Agency Debt 14221236.67 14446435.69 Unrated Security 2011-05-02 2011-05-02 N N N 38722953.00 38722952.58 0.0147 N 38722952.58 38722952.58 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.19% 40H99WDG1 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-01-01 2040-11-01 5 - 5.5 Government Agency Debt 30051697.00 16325340.23 First Tier Security 2011-05-06 2011-05-06 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 16000000.00 16000000.00 0.0061 N 16000000.00 16000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYJ0 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-08-01 2036-08-01 6 - 6 Government Agency Debt 18648235.00 8169139.09 First Tier Security 2011-05-06 2011-05-06 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0030 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 2036-08-01 2036-08-01 6 - 6 Government Agency Debt 18647036.00 8168613.85 First Tier Security 2011-05-06 2011-05-06 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0030 N 8000000.00 8000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2023-05-16 2052-12-16 0.516 - 7 Government Agency Debt 34347820.15 5007627.52 FEDERAL HOME LOAN MORTGAGE CORP 2011-05-01 2048-02-01 0 - 15.036 Government Agency Debt 339008625.57 144214481.96 Unrated Security 2011-05-02 2011-05-02 N N N 145211072.00 145211072.16 0.0551 N 145211072.16 145211072.16 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_40488 Government Agency Repurchase Agreement Y AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 1.211 - 3.15 Other Instrument OTHER NOTE 12424.16 12752.90 BANK OF AMERICA FDIC 2012-06-15 2012-06-15 3.125 - 3.125 Other Instrument OTHER NOTE 4117.10 4293.20 CITIGROUP INC. (FDIC TLGP) 2011-12-09 2012-04-30 2.125 - 2.875 Other Instrument OTHER NOTE 2045.75 2101.27 CITIGROUP FUNDING INC. 2012-07-12 2012-07-12 2.125 - 2.125 Other Instrument OTHER NOTE 12266.64 12605.40 CITIGROUP FDG IN. FDIC 2012-04-30 2012-04-30 0.603 - 0.603 Other Instrument OTHER NOTE 5906.89 5939.08 CITIBANK, N.A. 2012-06-04 2012-09-21 0.28 - 1.875 Other Instrument OTHER NOTE 6351.88 6398.96 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 0.309 - 0.309 Other Instrument OTHER NOTE 1968.96 1971.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-12-16 2040-12-20 1.213 - 6 Government Agency Debt 301934.79 227996.69 FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-25 2041-01-25 1.261 - 6.5 Government Agency Debt 3214829.33 2126999.31 FEDERAL HOME LOAN MORTGAGE CORP 2016-11-15 2040-05-15 3 - 6.5 Government Agency Debt 540433.55 422537.30 FEDERAL AGRICULTURE MORTGAGE CORP 2014-06-05 2026-02-03 2.765 - 4.81 Government Agency Debt 43553.48 45774.77 GE CAPITAL CORP FDIC 2011-12-09 2012-06-08 2.2 - 3 Other Instrument OTHER NOTE 7763.62 7990.78 WELLS FARGO & COMPANY 2011-12-09 2012-06-15 1.16 - 3 Other Instrument OTHER NOTE 12855.36 13215.83 USAA CAPITAL CORPORATION 2012-03-30 2012-03-30 2.24 - 2.24 Other Instrument OTHER NOTE 1614.55 1644.77 SUNTRUST BNK FDIC TLGP 2011-11-16 2011-11-16 3 - 3 Other Instrument OTHER NOTE 11912.23 12250.82 SOVEREIGN BANCORP, INC. 2012-01-17 2012-01-17 2.75 - 2.75 Other Instrument OTHER NOTE 196.90 202.01 JPMORGAN CHASE & CO. 2011-12-01 2012-12-26 0.558 - 3.125 Other Instrument OTHER NOTE 18728.78 18869.54 METLIFE, INC. 2012-06-29 2012-06-29 0.627 - 0.627 Other Instrument OTHER NOTE 8220.42 8260.75 MORGAN STANLEY (FDIC TLGP) 2011-12-01 2012-06-20 0.592 - 1.95 Other Instrument OTHER NOTE 18220.79 18314.52 NEW YORK COMMUNITY BANK 2011-12-16 2011-12-16 3 - 3 Other Instrument OTHER NOTE 1279.83 1315.26 PNC FUNDING CORP 2012-04-01 2012-04-01 0.504 - 0.504 Other Instrument OTHER NOTE 11616.89 11651.65 REGIONS BANK FDIC TLGP 2011-12-09 2011-12-09 3.25 - 3.25 Other Instrument OTHER NOTE 7371.80 7602.01 Unrated Security 2011-05-02 2011-05-02 N N N 2904221.00 2904221.44 0.0011 N 2904221.44 2904221.44 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 38B99S8H4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2030-09-01 2040-06-01 1.712 - 3.693 Government Agency Debt 140474796.00 12240935.76 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 12000000.00 12000000.00 0.0045 N 12000000.00 12000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.16% 38B99S9L4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-10-01 2041-02-01 3.045 - 5.949 Government Agency Debt 55105000.00 34680601.41 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 34000000.00 34000000.00 0.0129 N 34000000.00 34000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 38B99S7H5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-04-01 2038-03-01 1.442 - 2.518 Government Agency Debt 76106725.00 4081415.98 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) 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, 0.20% 38B99S4M7 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-01 2041-01-01 3.005 - 3.693 Government Agency Debt 17270151.00 15305324.02 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 15000000.00 15000000.00 0.0057 N 15000000.00 15000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 38B99S4T2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2041-03-01 3.005 - 3.078 Government Agency Debt 18303879.00 18368124.56 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 18000000.00 18000000.00 0.0068 N 18000000.00 18000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 38B99SYH5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2038-03-01 2.49 - 2.49 Government Agency Debt 6585000.00 5105719.62 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 5000000.00 5000000.00 0.0019 N 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 38B99S3E6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-02-01 2036-02-01 2.518 - 2.518 Government Agency Debt 15770000.00 4083021.51 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) 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, 0.22% 38B99S2L1 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2041-01-01 3.005 - 3.005 Government Agency Debt 15305000.00 15312352.73 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 15000000.00 15000000.00 0.0057 N 15000000.00 15000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SXN3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-08-01 2041-02-01 3.123 - 6.017 Government Agency Debt 122759543.00 34705338.81 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 34000000.00 34000000.00 0.0129 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 2038-03-01 2038-03-01 2.49 - 2.49 Government Agency Debt 9220000.00 7148782.82 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 7000000.00 7000000.00 0.0027 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 2035-11-01 2035-11-01 2.565 - 2.565 Government Agency Debt 13780000.00 2042717.43 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-11-01 2048-12-01 4.5 - 6.5 Government Agency Debt 16315685.61 7069602.39 FEDERAL HOME LOAN MORTGAGE CORP 2011-11-01 2041-04-01 3 - 7 Government Agency Debt 26597189.38 12679114.89 Unrated Security 2011-05-02 2011-05-02 N N N 19361476.00 19361476.29 0.0073 N 19361476.29 19361476.29 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.15% 38W99BES7 0000068136 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-01 2041-04-01 4.5 - 4.5 Government Agency Debt 7929431.00 8191451.12 First Tier Security 2011-05-06 2011-05-06 Y MORGAN STAN & CO INC(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0030 N 8000000.00 8000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.16% 38W99BEX6 0000068136 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2026-04-01 4 - 4 Government Agency Debt 33463215.00 34763547.72 First Tier Security 2011-05-06 2011-05-06 Y MORGAN STAN & CO INC(GOV REPO) N/A N/A N N 34000000.00 34000000.00 0.0129 N 34000000.00 34000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.12% 41B99CBA4 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-11-01 2041-02-01 5 - 5 Government Agency Debt 9763729.00 10319353.41 First Tier Security 2011-05-06 2011-05-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0038 N 10000000.00 10000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.19% 36U99E9G9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-06-15 2036-08-15 0 - 5 Government Agency Debt 92446070.00 18037321.28 FEDERAL NATIONAL MORTGAGE ASSOC 2016-08-25 2038-02-25 0.513 - 5.095 Government Agency Debt 72307506.00 11842453.08 First Tier Security 2011-05-06 2011-05-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 29000000.00 29000000.00 0.0110 N 29000000.00 29000000.00 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_06042 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-04-15 2041-03-15 0.585 - 238 Government Agency Debt 13526199.86 4739593.79 FEDERAL NATIONAL MORTGAGE ASSOC 2013-06-25 2041-04-25 0.479 - 9.25 Government Agency Debt 12520921.67 5102806.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-12-20 2041-04-20 4 - 7 Government Agency Debt 176054.88 128810.17 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-06-22 2012-06-22 2.45 - 2.45 Other Instrument CORPORATE 743966.81 767032.06 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2012-06-15 2012-06-15 3.125 - 3.125 Other Instrument CORPORATE 1176874.43 1227211.64 Unrated Security 2011-05-02 2011-05-02 N N N 11616886.00 11616885.77 0.0044 N 11616885.77 11616885.77 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.20% 37V99J8S0 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2025-04-01 5 - 5 Government Agency Debt 5614618.00 4080272.30 Unrated Security 2011-05-06 2011-05-06 Y WELLS FARGO SEC LLC (GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0015 N 4000000.00 4000000.00