0000278001-11-000060.txt : 20111229 0000278001-11-000060.hdr.sgml : 20111229 20111107095322 ACCESSION NUMBER: 0000278001-11-000060 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111031 FILED AS OF DATE: 20111107 DATE AS OF CHANGE: 20111107 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: 111183096 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 2011-10-31 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 None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 50 68 2675564886.80 2681735.58 12593432.87 2665653189.51 0.0015 1.0003 2011-10-31 1.0003 2011-10-31 C000019554 2500.00 2665653189.51 1.00 1469551.28 116704532.16 115234980.88 0.0001 1.0003 2011-10-31 1.0003 2011-10-31 Fannie Mae Fannie Mae, 0.09% 313588QW8 Government Agency Debt First Tier Security 2011-12-23 2011-12-23 N N N 67000000.00 66991290.00 0.0251 N 66998057.00 66998057.00 Fannie Mae Fannie Mae, 0.10% 313588TT2 Government Agency Debt First Tier Security 2012-03-01 2012-03-01 N N N 27000000.00 26990925.00 0.0101 N 26996382.00 26996382.00 Fannie Mae Fannie Mae, 0.11% to 0.13% 313588QU2 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 41000000.00 40992923.61 0.0154 N 40998852.00 40998852.00 Fannie Mae Fannie Mae, 0.11% to 0.12% 313588RB3 Government Agency Debt First Tier Security 2011-12-28 2011-12-28 N N N 18000000.00 17996777.92 0.0068 N 17999424.00 17999424.00 Fannie Mae Mortgage pass-thru certificates Fannie Mae Mortgage pass-thru certificates, 0.15% 31398ABX9 Government Agency Debt First Tier Security 2012-05-18 2012-05-18 N N N 9000000.00 9231537.86 0.0035 N 9235332.00 9235332.00 Fannie Mae Mortgage pass-thru certificates Fannie Mae Mortgage pass-thru certificates, 0.21% 31359MLS0 Government Agency Debt First Tier Security 2011-11-15 2011-11-15 N N N 27000000.00 27052983.26 0.0101 N 27055350.00 27055350.00 Fannie Mae Mortgage pass-thru certificates Fannie Mae Mortgage pass-thru certificates, 0.21% 31398AUU4 Government Agency Debt First Tier Security 2012-01-09 2012-01-09 N N N 10815000.00 10851168.46 0.0041 N 10853793.41 10853793.41 Fannie Mae Mortgage pass-thru certificates Fannie Mae Mortgage pass-thru certificates, 0.21% 31398AB43 Government Agency Debt First Tier Security 2012-01-12 2012-01-12 N N N 8000000.00 8010284.18 0.0030 N 8011584.00 8011584.00 Fannie Mae Mortgage pass-thru certificates Fannie Mae Mortgage pass-thru certificates, 0.27% 31398A4E9 Government Agency Debt First Tier Security 2011-11-17 2012-09-17 N N N 12000000.00 12002148.10 0.0045 N 12008928.00 12008928.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 31331KJN1 Government Agency Debt First Tier Security 2011-11-29 2012-11-29 N N N 6000000.00 5998366.80 0.0023 N 6003576.00 6003576.00 Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313384PK9 Government Agency Debt First Tier Security 2011-11-18 2011-11-18 N N N 27000000.00 26999107.50 0.0101 N 26999757.00 26999757.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384PV5 Government Agency Debt First Tier Security 2011-11-28 2011-11-28 N N N 18000000.00 17998785.00 0.0068 N 17999730.00 17999730.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313373S52 Government Agency Debt First Tier Security 2011-11-23 2011-11-23 N N N 3000000.00 2999940.00 0.0011 N 3000000.00 3000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313371P26 Government Agency Debt First Tier Security 2011-11-23 2011-11-23 N N N 29000000.00 29002907.04 0.0109 N 29004060.00 29004060.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313375T98 Government Agency Debt First Tier Security 2012-03-30 2012-03-30 N N N 31000000.00 30996627.47 0.0116 N 31000000.00 31000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313374JR2 Government Agency Debt First Tier Security 2011-11-28 2011-11-28 N N N 35000000.00 34999030.36 0.0131 N 35000000.00 35000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313376AF2 Government Agency Debt First Tier Security 2012-05-10 2012-05-10 N N N 6000000.00 5998454.40 0.0023 N 5996358.00 5996358.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313371XP6 Government Agency Debt First Tier Security 2011-12-01 2011-12-01 N N N 17000000.00 17002320.79 0.0064 N 17003111.00 17003111.00 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 30206761.38 0.0113 N 30208848.60 30208848.60 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3133XXPV3 Government Agency Debt First Tier Security 2012-05-18 2012-05-18 N N N 8820000.00 8866742.93 0.0033 N 8863147.44 8863147.44 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313370K98 Government Agency Debt First Tier Security 2011-11-09 2012-02-09 N N N 17000000.00 16999021.49 0.0064 N 17003009.00 17003009.00 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 13999464.48 0.0053 N 14000266.00 14000266.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313374Q37 Government Agency Debt First Tier Security 2012-02-08 2012-02-08 N N N 35000000.00 34996776.74 0.0131 N 35002835.00 35002835.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313370JL3 Government Agency Debt First Tier Security 2011-11-17 2012-02-17 N N N 37000000.00 36996600.85 0.0139 N 37005920.00 37005920.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313375DU8 Government Agency Debt First Tier Security 2012-03-19 2012-03-19 N N N 16000000.00 15996199.36 0.0060 N 16000608.00 16000608.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313375DN4 Government Agency Debt First Tier Security 2012-03-26 2012-03-26 N N N 16000000.00 15996006.19 0.0060 N 16000640.00 16000640.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313373N65 Government Agency Debt First Tier Security 2011-11-15 2012-11-15 N N N 21000000.00 20994482.32 0.0079 N 20999874.00 20999874.00 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 20043353.85 0.0075 N 20044780.00 20044780.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3133763X1 Government Agency Debt First Tier Security 2012-07-30 2012-07-30 N N N 15000000.00 14995798.19 0.0056 N 14984400.00 14984400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313370HZ4 Government Agency Debt First Tier Security 2011-11-03 2012-02-03 N N N 75000000.00 74994221.31 0.0281 N 75009450.00 75009450.00 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 6999793.82 0.0026 N 7000784.00 7000784.00 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 12999527.27 0.0049 N 13001625.00 13001625.00 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 6999614.31 0.0026 N 7000805.00 7000805.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313375EA1 Government Agency Debt First Tier Security 2012-08-22 2012-08-22 N N N 30000000.00 30000000.00 0.0113 N 29981310.00 29981310.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313375LQ8 Government Agency Debt First Tier Security 2012-09-07 2012-09-07 N N N 10000000.00 9999151.72 0.0038 N 9993000.00 9993000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3133763V5 Government Agency Debt First Tier Security 2012-10-26 2012-10-26 N N N 6000000.00 5998872.53 0.0023 N 5993670.00 5993670.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3133763Z6 Government Agency Debt First Tier Security 2012-10-29 2012-10-29 N N N 6000000.00 5998620.20 0.0023 N 5993502.00 5993502.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313375XV4 Government Agency Debt First Tier Security 2012-11-06 2012-11-06 N N N 26000000.00 25993634.13 0.0098 N 25973402.00 25973402.00 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 29999990.32 0.0113 N 30000510.00 30000510.00 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 15003606.82 0.0056 N 15005415.00 15005415.00 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 14999940.00 0.0056 N 15001245.00 15001245.00 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 10999593.84 0.0041 N 11000781.00 11000781.00 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 13999321.73 0.0053 N 14001302.00 14001302.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313375XW2 Government Agency Debt First Tier Security 2012-11-02 2012-11-02 N N N 9000000.00 9000000.00 0.0034 N 9001656.00 9001656.00 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 32798699.54 0.0123 N 32814268.00 32814268.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3133755S2 Government Agency Debt First Tier Security 2012-08-30 2012-08-30 N N N 11000000.00 11000000.00 0.0041 N 11001727.00 11001727.00 Freddie Mac Freddie Mac, 0.09% 313396QU0 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 32000000.00 31996000.00 0.0120 N 31999104.00 31999104.00 Freddie Mac Freddie Mac, 0.13% 313396QS5 Government Agency Debt First Tier Security 2011-12-19 2011-12-19 N N N 15000000.00 14997400.00 0.0056 N 14999595.00 14999595.00 Freddie Mac Freddie Mac, 0.15% 313396UN1 Government Agency Debt First Tier Security 2012-03-20 2012-03-20 N N N 29000000.00 28983083.33 0.0109 N 28995476.00 28995476.00 Freddie Mac Freddie Mac, 0.15% 313396VC4 Government Agency Debt First Tier Security 2012-04-03 2012-04-03 N N N 13000000.00 12991658.33 0.0049 N 12996659.00 12996659.00 Freddie Mac Freddie Mac, 0.15% 313396VJ9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N N 12000000.00 11992000.00 0.0045 N 11996796.00 11996796.00 Freddie Mac Freddie Mac, 0.18% 3134G16A7 Government Agency Debt First Tier Security 2011-11-02 2012-11-02 N N N 25000000.00 24982241.51 0.0094 N 24997425.00 24997425.00 Freddie Mac Freddie Mac, 0.20% 3134G13Z5 Government Agency Debt First Tier Security 2011-11-10 2012-08-10 N N N 45000000.00 44982413.13 0.0169 N 45034425.00 45034425.00 Freddie Mac Freddie Mac, 0.21% 3134A4JT2 Government Agency Debt First Tier Security 2012-01-15 2012-01-15 N N N 7000000.00 7079034.78 0.0027 N 7081998.00 7081998.00 Freddie Mac Freddie Mac, 0.35% 313396PW7 Government Agency Debt First Tier Security 2011-11-29 2011-11-29 N N N 15000000.00 14995916.67 0.0056 N 14999760.00 14999760.00 Straight-A Funding LLC Straight-A Funding LLC, 0.15% (Liquidity Facility Federal Financing Bank) 86257EAF5 Government Agency Debt First Tier Security 2011-12-01 2011-12-01 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 34000000.00 33996174.99 0.0128 N 33999207.80 33999207.80 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EBA5 Government Agency Debt First Tier Security 2011-12-22 2011-12-22 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4000000.00 3998986.67 0.0015 N 3999727.60 3999727.60 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EBR8 Government Agency Debt First Tier Security 2012-01-11 2012-01-11 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 7758000.00 7755297.63 0.0029 N 7756913.88 7756913.88 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JD53 Government Agency Debt First Tier Security 2012-01-12 2012-01-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9000000.00 8996722.50 0.0034 N 8997193.80 8997193.80 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FBY0 Government Agency Debt First Tier Security 2012-01-13 2012-01-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 3000000.00 2998891.67 0.0011 N 2999597.70 2999597.70 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257FCB9 Government Agency Debt First Tier Security 2012-01-25 2012-01-25 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 26000000.00 25988444.44 0.0097 N 25994222.80 25994222.80 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257ECG1 Government Agency Debt First Tier Security 2012-02-01 2012-02-01 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 16000000.00 15992266.67 0.0060 N 15992176.00 15992176.00 U.S. Treasury Bills U.S. Treasury Bills, 0.06% to 0.07% 9127953G4 Treasury Debt First Tier Security 2012-03-08 2012-03-08 N N N 30000000.00 29993333.33 0.0113 N 29997660.00 29997660.00 U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912795Y62 Treasury Debt First Tier Security 2012-01-19 2012-01-19 N N N 30000000.00 29995391.67 0.0113 N 29997690.00 29997690.00 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127954A6 Treasury Debt First Tier Security 2012-01-05 2012-01-05 N N N 19000000.00 18997255.59 0.0071 N 18998803.00 18998803.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912795Y70 Treasury Debt First Tier Security 2012-01-26 2012-01-26 N N N 6000000.00 5998495.00 0.0023 N 5999826.00 5999826.00 U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127953R0 Treasury Debt First Tier Security 2011-11-03 2011-11-03 N N N 28000000.00 27999821.12 0.0105 N 27999972.00 27999972.00 U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127955G2 Treasury Debt First Tier Security 2012-10-18 2012-10-18 N N N 21000000.00 20975971.11 0.0079 N 20977845.00 20977845.00 U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828KA7 Treasury Debt First Tier Security 2011-12-15 2011-12-15 N N N 10000000.00 10012658.36 0.0038 N 10012500.00 10012500.00 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 55077085.01 0.0207 N 55085910.00 55085910.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.17% 912828LH1 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 27000000.00 27339335.10 0.0103 N 27340659.00 27340659.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.17% 912828HC7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 12000000.00 12394045.62 0.0046 N 12395160.00 12395160.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828LM0 Treasury Debt First Tier Security 2012-09-15 2012-09-15 N N N 2000000.00 2020756.26 0.0008 N 2021094.00 2021094.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828KP4 Treasury Debt First Tier Security 2012-05-15 2012-05-15 N N N 15000000.00 15094966.95 0.0057 N 15103125.00 15103125.00 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 25033866.29 0.0094 N 25051750.00 25051750.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.18% 43F99PKP4 0000851376 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-07-15 4.5 - 5 Government Agency Debt 10566400.00 9156947.35 FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-01 2040-07-01 4 - 4 Government Agency Debt 24882.00 23329.33 First Tier Security 2011-11-07 2011-11-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 9000000.00 9000000.00 0.0034 N 9000000.00 9000000.00 Citibank NA Citibank NA, 0.10% 37R99MVE3 0000036684 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-08-01 2039-08-01 4.5 - 4.5 Government Agency Debt 22540597.00 20970205.98 FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 4 - 4 Government Agency Debt 19643719.00 17790547.75 First Tier Security 2011-11-01 2011-11-01 Y CITIBANK NA (GOV REPO) N/A N/A N N 38000000.00 38000000.00 0.0143 N 38000000.00 38000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.19% 40H99WMR7 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-02-01 2037-02-01 5.814 - 5.814 Government Agency Debt 11561.00 3772.05 FEDERAL NATIONAL MORTGAGE ASSOC 2035-01-01 2040-11-01 3.422 - 7 Government Agency Debt 23590762.00 7989029.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-15 2041-01-20 5 - 7 Government Agency Debt 815028.00 208540.55 First Tier Security 2011-11-07 2011-11-07 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., 0.23% 40H99WLN7 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2041-05-15 4 - 4.5 Government Agency Debt 164107.00 172761.16 FEDERAL NATIONAL MORTGAGE ASSOC 2039-10-01 2039-10-01 6 - 6 Government Agency Debt 4832.00 4449.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-08-20 2040-10-15 4 - 4.5 Government Agency Debt 8161411.00 8042748.74 First Tier Security 2011-11-01 2011-11-01 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0030 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99GJU8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-05-15 2041-05-15 4 - 4 Government Agency Debt 20000.00 13693.79 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2041-06-01 1.395 - 6 Government Agency Debt 4347500.00 4068900.02 Unrated Security 2011-11-07 2011-11-07 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, 0.17% 41P99GQT3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-10-15 2037-10-15 0.863 - 0.863 Government Agency Debt 16520000.00 5151904.96 Unrated Security 2011-11-07 2011-11-07 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, 0.17% 41P99GPH0 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-25 2041-02-01 1.395 - 6 Government Agency Debt 120000.00 73266.32 FEDERAL HOME LOAN MORTGAGE CORP 2025-10-15 2035-07-15 3.5 - 5 Government Agency Debt 20611500.00 8166495.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-01-20 2025-01-20 2.375 - 2.375 Government Agency Debt 60000.00 973.47 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 8000000.00 8000000.00 0.0030 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.19% 41P99GRN5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2041-08-15 4 - 4 Government Agency Debt 6440000.00 6598678.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-02-20 2031-10-20 2 - 2.625 Government Agency Debt 1169770572.00 14887264.18 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 21000000.00 21000000.00 0.0079 N 21000000.00 21000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.19% 41P99GGF4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-05-15 2041-05-15 3 - 4 Government Agency Debt 155000.00 124517.36 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2041-09-01 1.395 - 6 Government Agency Debt 16119515.00 16170052.58 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-01-20 2041-01-16 1.75 - 2.375 Government Agency Debt 705000.00 38287.59 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 16000000.00 16000000.00 0.0060 N 16000000.00 16000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.19% 41P99GQP1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-10-15 2037-10-15 0.863 - 0.863 Government Agency Debt 13215000.00 4121212.11 Unrated Security 2011-11-07 2011-11-07 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, 0.19% 41P99GFX6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2041-09-01 1.395 - 5.5 Government Agency Debt 37921900.00 33442045.74 FEDERAL HOME LOAN MORTGAGE CORP 2025-05-15 2041-05-15 3 - 4 Government Agency Debt 235000.00 189858.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2019-07-20 2041-01-16 1.75 - 4 Government Agency Debt 3174136.00 61857.51 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 33000000.00 33000000.00 0.0124 N 33000000.00 33000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.19% 41P99GRA3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-01-01 2037-01-01 6 - 6 Government Agency Debt 23004900.00 8160178.07 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 8000000.00 8000000.00 0.0030 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GMA8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-05-15 2041-05-15 4 - 4 Government Agency Debt 30000.00 20540.69 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2041-09-01 1.395 - 6 Government Agency Debt 8767100.00 8129431.91 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-01-20 2040-09-16 2.25 - 2.375 Government Agency Debt 425000.00 15745.10 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 8000000.00 8000000.00 0.0030 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GRE5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2037-04-01 2.375 - 5.905 Government Agency Debt 29427465.00 3520409.71 FEDERAL NATIONAL MORTGAGE ASSOC 2036-09-25 2036-09-25 0.765 - 0.765 Government Agency Debt 15270000.00 1597983.52 Unrated Security 2011-11-07 2011-11-07 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, 0.23% 41P99GHY2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-05-15 2041-05-15 4 - 4 Government Agency Debt 20000.00 13693.79 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2041-06-01 1.395 - 6 Government Agency Debt 4348100.00 4069582.47 Unrated Security 2011-11-07 2011-11-07 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 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.16%, dated 10/31/2011 due 11/01/2011 43J99YDK0_08126 Government Agency Repurchase Agreement Y TENNESEE VALLEY AUTHORITY 2017-07-18 2045-07-15 0 - 6.235 Government Agency Debt 1449375.19 1715991.42 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2012-06-15 2012-06-15 3.25 - 3.25 Other Instrument CORPORATE 1119496.80 1154478.59 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-04-20 2041-10-20 1.493 - 8 Government Agency Debt 499048305.31 266529633.40 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2047-10-01 0 - 7.5 Government Agency Debt 1424674348.80 536100376.09 JPMORGAN CHASE & CO FDIC GTD TLGP 2012-06-22 2012-06-22 2.125 - 2.125 Other Instrument CORPORATE 1243885.33 1268607.04 FEDERAL HOME LOAN BANK 2016-06-13 2016-06-13 5.625 - 5.625 Government Agency Debt 1076955.92 1224979.47 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2041-04-15 2.113 - 9.5 Government Agency Debt 493426869.31 144389835.67 Unrated Security 2011-11-01 2011-11-01 N N N 932914000.00 932914000.00 0.3500 N 932914000.00 932914000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.16% 41B99CJL2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-12-15 2040-11-15 0.629 - 4 Government Agency Debt 6053361.00 5073143.14 FEDERAL NATIONAL MORTGAGE ASSOC 2032-05-01 2041-01-01 0.984 - 6 Government Agency Debt 409674.00 117957.10 First Tier Security 2011-11-07 2011-11-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0019 N 5000000.00 5000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.20% 41B99CKM8 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-01 2041-01-01 2.374 - 5.826 Government Agency Debt 10429636.00 8530817.34 FEDERAL HOME LOAN MORTGAGE CORP 2017-01-01 2036-08-15 0.629 - 5.5 Government Agency Debt 147857.00 68344.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-01-16 2038-01-16 2 - 2 Government Agency Debt 4119234.00 3765498.15 First Tier Security 2011-11-07 2011-11-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0045 N 12000000.00 12000000.00 UBS Securities LLC UBS Securities LLC, 0.10% 42J991SS1 0000230611 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-06-01 2041-06-01 4.5 - 4.5 Government Agency Debt 24257369.00 25500496.22 First Tier Security 2011-11-01 2011-11-01 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 25000000.00 25000000.00 0.0094 N 25000000.00 25000000.00 UBS Securities LLC UBS Securities LLC, 0.14% 42J991RC7 0000230611 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2031-10-01 2031-10-01 3.5 - 3.5 Government Agency Debt 7915556.00 8160571.48 First Tier Security 2011-11-07 2011-11-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0030 N 8000000.00 8000000.00