0000278001-11-000038.txt : 20110801 0000278001-11-000038.hdr.sgml : 20110801 20110607095715 ACCESSION NUMBER: 0000278001-11-000038 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110531 FILED AS OF DATE: 20110607 DATE AS OF CHANGE: 20110607 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: 11897272 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 2011-05-31 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 48 84 2687359567.87 1991648.64 69602640.73 2619748575.78 0.0019 1.0004 2011-05-31 1.0004 2011-05-31 C000019554 2500.00 2619748575.78 1.00 -16425351.12 71798020.59 88223371.71 0.0001 1.0004 2011-05-31 1.0004 2011-05-31 Fannie Mae Fannie Mae, 0.15% 313588NE1 Government Agency Debt First Tier Security 2011-10-20 2011-10-20 N N N 50000000.00 49970625.01 0.0191 N 49986300.00 49986300.00 Fannie Mae Fannie Mae, 0.21% 31359MLS0 Government Agency Debt First Tier Security 2011-11-15 2011-11-15 N N N 27000000.00 27632014.64 0.0105 N 27645165.00 27645165.00 Fannie Mae Fannie Mae, 0.21% 31398AUU4 Government Agency Debt First Tier Security 2012-01-09 2012-01-09 N N N 10815000.00 10931368.09 0.0042 N 10931207.18 10931207.18 Fannie Mae Fannie Mae, 0.21% 31398AB43 Government Agency Debt First Tier Security 2012-01-12 2012-01-12 N N N 8000000.00 8032138.06 0.0031 N 8029944.00 8029944.00 Fannie Mae Fannie Mae, 0.23% 31398A4E9 Government Agency Debt First Tier Security 2011-06-17 2012-09-17 N N N 12000000.00 12003171.97 0.0046 N 12010824.00 12010824.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 31331KJN1 Government Agency Debt First Tier Security 2011-06-29 2012-11-29 N N N 6000000.00 5997732.59 0.0023 N 6000978.00 6000978.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3133XWRZ4 Government Agency Debt First Tier Security 2011-06-01 2011-08-01 N N N 27000000.00 26996579.68 0.0103 N 26999487.00 26999487.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3133XXGY7 Government Agency Debt First Tier Security 2011-06-15 2011-09-15 N N N 13000000.00 12998090.38 0.0050 N 13000104.00 13000104.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3133XXH83 Government Agency Debt First Tier Security 2011-06-25 2011-09-23 N N N 12000000.00 11998857.08 0.0046 N 12001296.00 12001296.00 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 64995036.90 0.0248 N 64998050.00 64998050.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3133XWTY5 Government Agency Debt First Tier Security 2011-08-01 2011-08-01 N N N 54000000.00 53995440.28 0.0206 N 53998164.00 53998164.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313370JL3 Government Agency Debt First Tier Security 2011-08-17 2012-02-17 N N N 37000000.00 36991785.39 0.0141 N 37005513.00 37005513.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3133XXMM6 Government Agency Debt First Tier Security 2011-06-15 2011-09-15 N N N 40000000.00 39994125.79 0.0153 N 40003720.00 40003720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313371YV2 Government Agency Debt First Tier Security 2011-12-15 2011-12-15 N N N 30200000.00 30230272.53 0.0115 N 30224341.20 30224341.20 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133XXSJ7 Government Agency Debt First Tier Security 2011-06-26 2011-09-26 N N N 35000000.00 34994331.15 0.0134 N 35006405.00 35006405.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313370K98 Government Agency Debt First Tier Security 2011-08-09 2012-02-09 N N N 17000000.00 16997524.38 0.0065 N 17002822.00 17002822.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133743X6 Government Agency Debt First Tier Security 2011-12-06 2011-12-06 N N N 14000000.00 13997200.00 0.0053 N 13997200.00 13997200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313370HZ4 Government Agency Debt First Tier Security 2011-06-03 2012-02-03 N N N 75000000.00 74984815.57 0.0286 N 75016425.00 75016425.00 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 20433538.46 0.0078 N 20436780.00 20436780.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313373N65 Government Agency Debt First Tier Security 2011-06-15 2012-11-15 N N N 21000000.00 20992260.72 0.0080 N 20994876.00 20994876.00 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 6999092.80 0.0027 N 6999909.00 6999909.00 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 12998080.73 0.0050 N 12999116.00 12999116.00 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 6998479.47 0.0027 N 6998978.00 6998978.00 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 17999542.26 0.0069 N 18004500.00 18004500.00 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 59995878.97 0.0229 N 60013440.00 60013440.00 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 34997543.96 0.0134 N 35007945.00 35007945.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3133717G5 Government Agency Debt First Tier Security 2011-06-01 2011-09-29 N N N 36000000.00 35999401.22 0.0137 N 36006588.00 36006588.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313371CA2 Government Agency Debt First Tier Security 2011-06-01 2011-10-14 N N N 30000000.00 29999437.11 0.0115 N 30005760.00 30005760.00 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 20992219.84 0.0080 N 20998056.22 20998056.22 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 19688928.48 0.0075 N 19693343.04 19693343.04 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 29999496.74 0.0115 N 30025350.00 30025350.00 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 15031198.98 0.0057 N 15043170.00 15043170.00 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 14999328.00 0.0057 N 15011760.00 15011760.00 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 10995709.96 0.0042 N 11006545.00 11006545.00 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 13994380.05 0.0053 N 14007812.00 14007812.00 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 32795269.02 0.0125 N 32828798.40 32828798.40 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 18000000.00 0.0069 N 18000000.00 18000000.00 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 36000000.00 0.0137 N 36000000.00 36000000.00 Freddie Mac Freddie Mac, 0.15% 3134G16A7 Government Agency Debt First Tier Security 2011-06-02 2012-11-02 N N N 25000000.00 24974838.11 0.0095 N 24990450.00 24990450.00 Freddie Mac Freddie Mac, 0.16% 3134G13Z5 Government Agency Debt First Tier Security 2011-06-10 2012-08-10 N N N 45000000.00 44972905.03 0.0172 N 45044460.00 45044460.00 Freddie Mac Freddie Mac, 0.21% 3134A4JT2 Government Agency Debt First Tier Security 2012-01-15 2012-01-15 N N N 7000000.00 7240265.73 0.0028 N 7242557.00 7242557.00 Freddie Mac Freddie Mac, 0.23% 313396KM4 Government Agency Debt First Tier Security 2011-08-16 2011-08-16 N N N 35000000.00 34983005.56 0.0134 N 34997060.00 34997060.00 Freddie Mac Freddie Mac, 0.25% 3137EAAF6 Government Agency Debt First Tier Security 2011-07-18 2011-07-18 N N N 17000000.00 17109496.76 0.0065 N 17115379.00 17115379.00 Freddie Mac Freddie Mac, 0.35% 313396PW7 Government Agency Debt First Tier Security 2011-11-29 2011-11-29 N N N 15000000.00 14973604.17 0.0057 N 14993220.00 14993220.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JXK8 Government Agency Debt First Tier Security 2011-07-28 2011-07-28 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 61000000.00 60982615.01 0.0233 N 60986952.10 60986952.10 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 114977000.00 0.0439 N 114986487.50 114986487.50 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 49998263.89 0.0191 N 49999335.00 49999335.00 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 37981794.49 0.0145 N 37992590.00 37992590.00 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 21987833.36 0.0084 N 21995600.00 21995600.00 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 49990937.50 0.0191 N 49998300.00 49998300.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% to 0.14% 912828ML1 Treasury Debt First Tier Security 2011-12-31 2011-12-31 N N N 55000000.00 55273651.78 0.0211 N 55272855.00 55272855.00 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 35077653.90 0.0134 N 35102550.00 35102550.00 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 25090806.32 0.0096 N 25120125.00 25120125.00 Bank of America NA In a joint trading account with Bank of America NA at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_04197 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.388 - 6.5 Government Agency Debt 360053741.02 333406491.18 Unrated Security 2011-06-01 2011-06-01 N N N 323694274.00 323694273.76 0.1236 N 323694273.76 323694273.76 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_06453 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-12-01 2041-06-01 2.612 - 6 Government Agency Debt 46595013.57 31557030.52 FEDERAL NATIONAL MORTGAGE ASSOC 2021-04-01 2041-03-01 2.997 - 6 Government Agency Debt 76307223.82 67269340.58 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-15 2040-12-20 4 - 6.5 Government Agency Debt 4223213.80 2975873.90 Unrated Security 2011-06-01 2011-06-01 N N N 99805734.00 99805734.41 0.0381 N 99805734.41 99805734.41 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_07629 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2041-05-01 0 - 5.695 Government Agency Debt 17495343.39 13909735.09 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2041-05-01 3 - 6.5 Government Agency Debt 37704083.31 27514823.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-01-20 2041-05-20 3.5 - 5.5 Government Agency Debt 9378595.77 8100858.12 Unrated Security 2011-06-01 2011-06-01 N N N 48554141.00 48554141.06 0.0185 N 48554141.06 48554141.06 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.21% 38Z9964Y3 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-05-15 2041-05-15 0.598 - 5.5 Government Agency Debt 20755124.00 5013767.94 FEDERAL NATIONAL MORTGAGE ASSOC 2022-07-25 2037-07-25 0.544 - 6.25 Government Agency Debt 234635000.00 2439404.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-06-20 2039-05-20 3.5 - 4.5 Government Agency Debt 1350000.00 792114.81 Unrated Security 2011-06-07 2011-06-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0031 N 8000000.00 8000000.00 Citibank NA In a joint trading account with Citibank NA at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-02-01 2041-01-01 4 - 7 Government Agency Debt 5868372.63 1668774.45 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2047-11-01 3.5 - 7 Government Agency Debt 7794835.15 3834049.61 Unrated Security 2011-06-01 2011-06-01 N N N 5394905.00 5394904.56 0.0021 N 5394904.56 5394904.56 Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_69850 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2041-05-01 2.99 - 6 Government Agency Debt 19198515.62 15403031.96 FEDERAL NATIONAL MORTGAGE ASSOC 2019-06-01 2041-06-01 2.87 - 5.908 Government Agency Debt 21048725.07 20730642.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-15 2041-03-15 4 - 6 Government Agency Debt 8313889.36 7888918.36 Unrated Security 2011-06-01 2011-06-01 N N N 43159237.00 43159236.50 0.0165 N 43159236.50 43159236.50 Credit Agricole Securities (USA), Inc. In a joint trading account with Credit Agricole Securities (USA), Inc. at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_05222 Government Agency Repurchase Agreement Y US TREASURY 2013-05-15 2032-04-15 3.375 - 3.625 Treasury Debt 5292071.21 6652458.95 FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-15 2017-09-15 2.6 - 2.6 Government Agency Debt 5900471.86 5915747.53 FEDERAL HOME LOAN BANK 2011-11-30 2011-12-30 0.29 - 0.32 Government Agency Debt 9459533.56 9470498.42 Unrated Security 2011-06-01 2011-06-01 N N N 21579618.00 21579618.25 0.0082 N 21579618.25 21579618.25 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E3X3 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-01 2035-10-01 5 - 5 Government Agency Debt 17624084.00 8170314.21 First Tier Security 2011-06-06 2011-06-06 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0031 N 8000000.00 8000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_06399 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2011-09-25 2041-05-25 0.716 - 7 Government Agency Debt 46075558.27 30764360.57 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-05-16 2052-10-16 0.498 - 7 Government Agency Debt 77685809.91 52587262.23 Unrated Security 2011-06-01 2011-06-01 N N N 80923568.00 80923568.44 0.0309 N 80923568.44 80923568.44 ING Financial Markets LLC ING Financial Markets LLC, 0.12% 41P99GDA8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-08-01 2040-08-01 3.68 - 3.68 Government Agency Debt 2185000.00 2042986.21 Unrated Security 2011-06-07 2011-06-07 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 ING Financial Markets LLC ING Financial Markets LLC, 0.12% 41P99GAU7 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-01 2039-07-01 2.542 - 6.044 Government Agency Debt 79286242.00 17341929.56 Unrated Security 2011-06-07 2011-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 17000000.00 17000000.00 0.0065 N 17000000.00 17000000.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_40488 Government Agency Repurchase Agreement Y GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 0.309 - 2.2 Other Instrument OTHER NOTE 1859796.24 1929628.14 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER NOTE 241475.93 246618.98 CITIGROUP FUNDING INC. 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER NOTE 1961479.40 2008026.55 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 1.186 - 1.186 Other Instrument OTHER NOTE 20716.43 20841.07 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-11-20 2040-12-20 2 - 8 Government Agency Debt 98981364.25 6526870.48 FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-25 2041-04-01 3 - 7 Government Agency Debt 16270427.78 10299081.84 FEDERAL HOME LOAN MORTGAGE CORP 2013-11-01 2041-04-15 0.948 - 8 Government Agency Debt 47966391.52 19455274.60 FEDERAL HOME LOAN BANK 2011-08-05 2011-08-05 0 - 0 Government Agency Debt 2728958.52 2728767.40 FEDERAL AGRICULTURE MORTGAGE CORP 2016-05-02 2026-02-03 2.55 - 4.81 Government Agency Debt 383901.41 395882.36 US TREASURY 2013-11-30 2020-08-15 1.5 - 4.625 Treasury Debt 903078.97 961863.36 GE CAPITAL CORP FDIC 2012-09-28 2012-12-28 2 - 2.625 Other Instrument OTHER NOTE 6234912.78 6461661.79 WELLS FARGO & COMPANY 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER NOTE 2157.96 2219.36 STATE STREET CORPORATION 2012-04-30 2012-04-30 2.15 - 2.15 Other Instrument OTHER NOTE 201553.63 205439.94 SOVEREIGN BANCORP, INC. 2012-01-17 2012-01-17 2.75 - 2.75 Other Instrument OTHER NOTE 301898.86 309856.85 POOLED FUNDING TRUST II 2012-03-30 2012-03-30 0 - 0 Other Instrument OTHER NOTE 26974.52 27252.63 PNC FUNDING CORP 2011-06-22 2011-06-22 1.507 - 1.507 Other Instrument OTHER NOTE 43051.34 43185.94 JPMORGAN CHASE & CO. 2012-12-26 2012-12-26 2.125 - 2.125 Other Instrument OTHER NOTE 971.08 1005.95 HSBC USA INC. 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER NOTE 15105.73 15563.53 GOLDMAN SACHS GROUP, INC. 2011-11-09 2012-06-15 0.518 - 3.25 Other Instrument OTHER NOTE 248165.61 255465.89 Unrated Security 2011-06-01 2011-06-01 N N N 50712103.00 50712102.89 0.0194 N 50712102.89 50712102.89 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 38B99S8H4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-10-01 2041-01-01 2.817 - 2.986 Government Agency Debt 22320630.00 12243423.02 Unrated Security 2011-06-07 2011-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 12000000.00 12000000.00 0.0046 N 12000000.00 12000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 41P99GCD3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-01-01 2040-03-01 2.554 - 3.758 Government Agency Debt 17241443.00 4080241.05 Unrated Security 2011-06-07 2011-06-07 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, 0.15% 41P99GBE2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-02-01 2041-02-01 3.047 - 3.047 Government Agency Debt 4065000.00 4083810.17 Unrated Security 2011-06-07 2011-06-07 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, 0.16% 38B99S9L4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-04-01 2040-11-01 3.109 - 3.621 Government Agency Debt 40479607.00 34685525.72 Unrated Security 2011-06-07 2011-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 34000000.00 34000000.00 0.0130 N 34000000.00 34000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 38B99S4T2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-01 2041-02-01 1.507 - 3.82 Government Agency Debt 40180232.00 18371804.06 Unrated Security 2011-06-07 2011-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 18000000.00 18000000.00 0.0069 N 18000000.00 18000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 38B99S7H5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2037-08-01 6.01 - 6.01 Government Agency Debt 11795000.00 4082929.72 Unrated Security 2011-06-07 2011-06-07 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% 38B99S3E6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-02-01 2041-02-01 3.047 - 3.047 Government Agency Debt 4065000.00 4083810.17 Unrated Security 2011-06-07 2011-06-07 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 2028-03-01 2037-08-01 1.432 - 6.044 Government Agency Debt 38714869.00 15310843.71 Unrated Security 2011-06-07 2011-06-07 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 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-04-15 2041-04-15 0 - 17.562 Government Agency Debt 1916294.92 1276913.84 FEDERAL NATIONAL MORTGAGE ASSOC 2012-01-01 2049-07-25 0 - 8.5 Government Agency Debt 19659351.16 9543563.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-01-20 2039-11-16 0 - 5.5 Government Agency Debt 483731.48 206719.53 Unrated Security 2011-06-01 2011-06-01 N N N 10789809.00 10789809.13 0.0041 N 10789809.13 10789809.13 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2041-05-01 2.63 - 5 Government Agency Debt 19198999.39 17716977.73 FEDERAL HOME LOAN BANK 2011-06-01 2011-08-26 0 - 0 Government Agency Debt 19101710.67 19100888.76 FEDERAL NATIONAL MORTGAGE ASSOC 2011-11-23 2041-05-01 0 - 5.5 Government Agency Debt 26726015.01 25550715.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-20 2061-04-20 2.5 - 4.859 Government Agency Debt 3444849.44 3570978.84 Unrated Security 2011-06-01 2011-06-01 N N N 64738855.00 64738854.75 0.0247 N 64738854.75 64738854.75 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.13% 40W995JJ1 0000812291 Government Agency Repurchase Agreement Y First Tier Security 2011-06-07 2011-06-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0031 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 5/31. The agreement contemplated the delivery of Collateralized Mortgage Obligations as collateral on settlement date. N 8000000.00 8000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.15% 38W99BES7 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2024-08-01 4 - 4 Government Agency Debt 10276488.00 8161631.92 First Tier Security 2011-06-07 2011-06-07 Y MORGAN STAN & CO INC(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0031 N 8000000.00 8000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.16% 38W99BEX6 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-06-01 2041-04-01 4.5 - 4.5 Government Agency Debt 33717131.00 34686320.08 First Tier Security 2011-06-07 2011-06-07 Y MORGAN STAN & CO INC(GOV REPO) N/A N/A N N 34000000.00 34000000.00 0.0130 N 34000000.00 34000000.00 RBC Capital Markets Corp. In a joint trading account with RBC Capital Markets Corp. at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_07160 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2040-08-01 2.529 - 5.5 Government Agency Debt 20415834.81 9435202.30 FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2026-03-01 3.5 - 10 Government Agency Debt 4096379.58 3997499.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-04-20 2040-05-20 3.75 - 4 Government Agency Debt 2942358.20 3087431.18 Unrated Security 2011-06-01 2011-06-01 N N N 16184714.00 16184713.69 0.0062 N 16184713.69 16184713.69 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 2037-09-15 0.619 - 5 Government Agency Debt 56574577.00 11335893.59 FEDERAL NATIONAL MORTGAGE ASSOC 2016-08-25 2041-06-25 0.663 - 5.095 Government Agency Debt 10701032.00 8571475.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2030-11-16 2041-05-16 0.746 - 4 Government Agency Debt 85728667.00 9977134.71 First Tier Security 2011-06-01 2011-06-01 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 29000000.00 29000000.00 0.0111 N 29000000.00 29000000.00 RBS Securities, Inc. In a joint trading account with RBS Securities, Inc. at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_32466 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2041-03-01 4.5 - 6.5 Government Agency Debt 21179828.09 16508442.66 Unrated Security 2011-06-01 2011-06-01 N N N 16184714.00 16184713.69 0.0062 N 16184713.69 16184713.69 Societe Generale In a joint trading account with Societe Generale at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_74037 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2041-06-01 2.53 - 6.979 Government Agency Debt 6696856.33 3836139.14 FEDERAL NATIONAL MORTGAGE ASSOC 2034-10-01 2041-04-01 0.913 - 6.098 Government Agency Debt 9294178.35 6038517.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-09-20 2040-12-20 4.5 - 4.5 Government Agency Debt 121859.34 126328.42 Unrated Security 2011-06-01 2011-06-01 N N N 9802671.00 9802671.07 0.0037 N 9802671.07 9802671.07 UBS Securities LLC UBS Securities LLC, 0.12% 39D99X5H2 0000230611 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-05-20 2039-05-20 5 - 5 Government Agency Debt 3925230.00 3060133.21 First Tier Security 2011-06-07 2011-06-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_06042 Government Agency Repurchase Agreement Y BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-15 0.276 - 3.125 Other Instrument CORPORATE 418632.14 434203.43 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument CORPORATE 825208.53 838783.21 CITIGROUP FDG INC FDIC GTD TLGP 2012-10-22 2012-11-15 1.875 - 1.875 Other Instrument CORPORATE 1412158.23 1445089.29 CITIBANK N A FDIC GTD TLGP 2012-12-28 2012-12-28 1.75 - 1.75 Other Instrument CORPORATE 371306.76 381992.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2020-02-20 2041-04-20 4 - 7 Government Agency Debt 439867.89 330952.35 FEDERAL NATIONAL MORTGAGE ASSOC 2013-06-25 2041-01-25 0.453 - 9.25 Government Agency Debt 43921343.17 23435577.88 FEDERAL HOME LOAN MORTGAGE CORP 2015-04-15 2041-05-15 0.519 - 238 Government Agency Debt 44470392.17 21697991.31 GMAC INC FDIC GTD TLGP 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument CORPORATE 510754.25 521657.29 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument CORPORATE 543753.41 560505.55 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument CORPORATE 350878.71 364222.62 Unrated Security 2011-06-01 2011-06-01 N N N 48554141.00 48554141.06 0.0185 N 48554141.06 48554141.06 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.15%, dated 5/31/2011 due 06/01/2011 41L993MP8_08395 Government Agency Repurchase Agreement Y FINANCE CORPORATION 2011-10-06 2019-09-26 0 - 9.65 Government Agency Debt 85351.52 73844.20 US TREASURY 2012-03-31 2040-11-15 1 - 4.25 Treasury Debt 4156883.18 4825336.16 FEDERAL FARM CREDIT 2011-10-24 2011-10-25 0 - 0 Government Agency Debt 381300.82 381192.39 RESOLUTION FUNDING CORP 2011-10-15 2030-04-15 0 - 0 Government Agency Debt 137344.06 105613.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-03-16 2060-10-20 0.573 - 5 Government Agency Debt 3662282.72 3480087.66 FEDERAL NATIONAL MORTGAGE ASSOC 2011-06-20 2041-04-01 0 - 5.5 Government Agency Debt 18005098.87 15570746.66 FEDERAL HOME LOAN MORTGAGE CORP 2011-07-25 2041-05-01 0 - 5 Government Agency Debt 11247680.74 11278684.28 FEDERAL HOME LOAN BANK 2011-06-01 2014-08-28 0 - 5.75 Government Agency Debt 7240220.55 7262846.00 Unrated Security 2011-06-01 2011-06-01 N N N 42015517.00 42015516.73 0.0160 N 42015516.73 42015516.73 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.20% 37V99J8S0 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2026-05-01 5 - 5 Government Agency Debt 3790545.00 4080952.55 Unrated Security 2011-06-07 2011-06-07 Y WELLS FARGO SEC LLC (GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0015 N 4000000.00 4000000.00