0000278001-12-000003.txt : 20120229 0000278001-12-000003.hdr.sgml : 20120229 20120109101719 ACCESSION NUMBER: 0000278001-12-000003 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111230 FILED AS OF DATE: 20120109 DATE AS OF CHANGE: 20120109 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: 12516254 BUSINESS ADDRESS: STREET 1: 82 DEVONSHIRE STREET CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 82 DEVONSHIRE STREET CITY: BOSTON STATE: MA ZIP: 02109 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 2011-12-30 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 62 2573133157.96 75622194.21 535899.57 2648219452.60 0.0016 1.0002 2011-12-30 1.0002 2011-12-30 C000019554 2500.00 2648219452.60 1.00 -4015920.69 99212945.77 103228866.46 0.0001 1.0002 2011-12-30 1.0002 2011-12-30 Fannie Mae Fannie Mae, 0.10% 313588TT2 Government Agency Debt First Tier Security 2012-03-01 2012-03-01 N N N 27000000.00 26995500.00 0.0102 N 26999136.00 26999136.00 Fannie Mae Guaranteed Mortgage pass-thru certificates Fannie Mae Guaranteed Mortgage pass-thru certificates, 0.15% 31398ABX9 Government Agency Debt First Tier Security 2012-05-18 2012-05-18 N N N 9000000.00 9160563.95 0.0035 N 9166257.00 9166257.00 Fannie Mae Guaranteed Mortgage pass-thru certificates Fannie Mae Guaranteed Mortgage pass-thru certificates, 0.21% 31398AUU4 Government Agency Debt First Tier Security 2012-01-09 2012-01-09 N N N 10815000.00 10819193.44 0.0041 N 10818460.80 10818460.80 Fannie Mae Guaranteed Mortgage pass-thru certificates Fannie Mae Guaranteed Mortgage pass-thru certificates, 0.21% 31398AB43 Government Agency Debt First Tier Security 2012-01-12 2012-01-12 N N N 8000000.00 8001571.19 0.0030 N 8001512.00 8001512.00 Fannie Mae Guaranteed Mortgage pass-thru certificates Fannie Mae Guaranteed Mortgage pass-thru certificates, 0.28% 31398A2C5 Government Agency Debt First Tier Security 2012-01-26 2012-07-26 N N N 14000000.00 14011405.89 0.0053 N 14007840.00 14007840.00 Fannie Mae Guaranteed Mortgage pass-thru certificates Fannie Mae Guaranteed Mortgage pass-thru certificates, 0.31% 31398A4E9 Government Agency Debt First Tier Security 2012-01-17 2012-09-17 N N N 12000000.00 12001739.90 0.0045 N 12010908.00 12010908.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.24% 31331KJN1 Government Agency Debt First Tier Security 2012-01-29 2012-11-29 N N N 6000000.00 5998619.66 0.0023 N 6008178.00 6008178.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313375FW2 Government Agency Debt First Tier Security 2012-05-01 2012-05-01 N N N 24000000.00 24002668.05 0.0091 N 24003144.00 24003144.00 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 30997998.97 0.0117 N 30999256.00 30999256.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313376HX6 Government Agency Debt First Tier Security 2012-06-25 2012-06-25 N N N 16000000.00 15996003.79 0.0060 N 15993168.00 15993168.00 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 5998896.00 0.0023 N 5999574.00 5999574.00 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 8852414.69 0.0033 N 8853551.28 8853551.28 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313374T75 Government Agency Debt First Tier Security 2012-07-16 2012-07-16 N N N 34000000.00 34018031.82 0.0128 N 34007854.00 34007854.00 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 34998762.79 0.0132 N 35000665.00 35000665.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313376L45 Government Agency Debt First Tier Security 2012-09-28 2012-09-28 N N N 25000000.00 24993891.02 0.0094 N 24978000.00 24978000.00 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 15997867.27 0.0060 N 16000000.00 16000000.00 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 15997674.84 0.0060 N 16000000.00 16000000.00 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 14996740.51 0.0057 N 14993115.00 14993115.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313376BU8 Government Agency Debt First Tier Security 2012-11-15 2012-11-15 N N N 9000000.00 8998554.07 0.0034 N 8995680.00 8995680.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313376DD4 Government Agency Debt First Tier Security 2012-11-16 2012-11-16 N N N 28000000.00 27999172.55 0.0106 N 27988856.00 27988856.00 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 29996640.00 29996640.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313373N65 Government Agency Debt First Tier Security 2012-01-15 2012-11-15 N N N 21000000.00 20995368.05 0.0079 N 21007854.00 21007854.00 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 9999318.10 0.0038 N 9998460.00 9998460.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 313370HZ4 Government Agency Debt First Tier Security 2012-01-03 2012-02-03 N N N 75000000.00 74997886.86 0.0283 N 75005775.00 75005775.00 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 5999063.57 0.0023 N 5998536.00 5998536.00 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 5998852.07 0.0023 N 5998524.00 5998524.00 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 25994680.81 0.0098 N 25995086.00 25995086.00 Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313370K98 Government Agency Debt First Tier Security 2012-02-09 2012-02-09 N N N 17000000.00 16999618.38 0.0064 N 16999864.00 16999864.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313370JL3 Government Agency Debt First Tier Security 2012-02-17 2012-02-17 N N N 37000000.00 36998520.74 0.0140 N 36999778.00 36999778.00 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 9006111.00 9006111.00 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 0.0042 N 11002068.00 11002068.00 Freddie Mac Freddie Mac, 0.10% 3134G1CQ5 Government Agency Debt First Tier Security 2012-05-03 2012-05-03 N N N 15000000.00 15058111.98 0.0057 N 15058470.00 15058470.00 Freddie Mac Freddie Mac, 0.15% 313396UN1 Government Agency Debt First Tier Security 2012-03-20 2012-03-20 N N N 29000000.00 28990454.16 0.0109 N 28998753.00 28998753.00 Freddie Mac Freddie Mac, 0.15% 313396VC4 Government Agency Debt First Tier Security 2012-04-03 2012-04-03 N N N 13000000.00 12994962.50 0.0049 N 12999337.00 12999337.00 Freddie Mac Freddie Mac, 0.15% 313396VJ9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N N 12000000.00 11995050.00 0.0045 N 11999352.00 11999352.00 Freddie Mac Freddie Mac, 0.20% 3134G1WT7 Government Agency Debt First Tier Security 2012-11-26 2012-11-26 N N N 26000000.00 26072869.35 0.0098 N 26068926.00 26068926.00 Freddie Mac Freddie Mac, 0.21% 3134G16A7 Government Agency Debt First Tier Security 2012-01-02 2012-11-02 N N N 25000000.00 24985193.20 0.0094 N 25007500.00 25007500.00 Freddie Mac Freddie Mac, 0.21% 3134A4JT2 Government Agency Debt First Tier Security 2012-01-15 2012-01-15 N N N 7000000.00 7014753.16 0.0026 N 7013342.00 7013342.00 Freddie Mac Freddie Mac, 0.24% 3134G13Z5 Government Agency Debt First Tier Security 2012-01-10 2012-08-10 N N N 45000000.00 44986203.94 0.0170 N 45039015.00 45039015.00 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 7757795.27 0.0029 N 7757922.42 7757922.42 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 8999620.00 0.0034 N 8999766.00 8999766.00 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 2999857.50 0.0011 N 2999972.40 2999972.40 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FCF0 Government Agency Debt First Tier Security 2012-01-31 2012-01-31 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 2000000.00 1999736.11 0.0008 N 1999941.40 1999941.40 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (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 10000000.00 9998627.78 0.0038 N 9999767.00 9999767.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257KM68 Government Agency Debt First Tier Security 2012-02-07 2012-02-07 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 1000000.00 999831.11 0.0004 N 999874.30 999874.30 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257M5X4 Government Agency Debt First Tier Security 2012-02-08 2012-02-08 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 8000000.00 7998606.67 0.0030 N 7998965.60 7998965.60 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FCS2 Government Agency Debt First Tier Security 2012-02-10 2012-02-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 8000000.00 7998437.78 0.0030 N 7999636.00 7999636.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FCR4 Government Agency Debt First Tier Security 2012-02-13 2012-02-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 5000000.00 4998997.22 0.0019 N 4999687.50 4999687.50 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EDE5 Government Agency Debt First Tier Security 2012-02-14 2012-02-14 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 6000000.00 5998765.00 0.0023 N 5999692.80 5999692.80 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 25997255.55 0.0098 N 25999545.00 25999545.00 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 15997688.89 0.0060 N 15999627.20 15999627.20 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 29996510.41 0.0113 N 29999040.00 29999040.00 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127953S8 Treasury Debt First Tier Security 2012-05-31 2012-05-31 N N N 17000000.00 16994652.09 0.0064 N 16997365.00 16997365.00 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 5999562.50 0.0023 N 5999940.00 5999940.00 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 20980135.21 0.0079 N 20986098.00 20986098.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828NQ9 Treasury Debt First Tier Security 2012-07-31 2012-07-31 N N N 12000000.00 12036099.50 0.0045 N 12037500.00 12037500.00 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 27267462.03 0.0103 N 27275265.00 27275265.00 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 12314977.25 0.0047 N 12316404.00 12316404.00 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 2016787.20 0.0008 N 2017578.00 2017578.00 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 15065410.91 0.0057 N 15073245.00 15073245.00 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 25011164.71 0.0094 N 25015625.00 25015625.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.16% 43F99PQG8 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2047-12-01 4.5 - 6.5 Government Agency Debt 37857098.00 11320581.27 FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 5.5 - 5.5 Government Agency Debt 7350000.00 6077685.03 GOVERNMENT NATIONAL MORTAGE ASSOC 2061-08-20 2061-08-20 1.737 - 1.737 Government Agency Debt 22205.00 21609.45 First Tier Security 2012-01-06 2012-01-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 17000000.00 17000000.00 0.0064 N 17000000.00 17000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.18% 43F99PKP4 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2033-09-01 4.5 - 4.5 Government Agency Debt 20527982.00 5218208.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-12-20 2061-08-20 1.737 - 4 Government Agency Debt 12695.00 12649.79 FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2033-09-01 5 - 5 Government Agency Debt 13799542.00 3992804.40 First Tier Security 2012-01-06 2012-01-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 9000000.00 9000000.00 0.0034 N 9000000.00 9000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.15% 40H99WRL5 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2016-02-01 2040-05-25 3.541 - 5 Government Agency Debt 33430830.00 20615623.08 FEDERAL HOME LOAN MORTGAGE CORP 2041-11-01 2041-11-01 4.5 - 4.5 Government Agency Debt 894371.00 970228.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-15 2040-12-15 5 - 5 Government Agency Debt 94876.00 69201.91 First Tier Security 2012-01-06 2012-01-06 Y DEUTSCHE BK SECS INC(GOV REPO) 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, 0.17% 41P99GPH0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-02-15 2041-08-15 2.017 - 4 Government Agency Debt 36085223.00 7880692.89 FEDERAL NATIONAL MORTGAGE ASSOC 2031-02-01 2041-12-25 2.5 - 7 Government Agency Debt 295000.00 288117.96 Unrated Security 2012-01-06 2012-01-06 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% 41P99GRA3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-07-15 2041-09-15 2.962 - 4 Government Agency Debt 305000.00 285795.95 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2041-12-25 2.5 - 7 Government Agency Debt 38297900.00 7957286.66 Unrated Security 2012-01-06 2012-01-06 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% 41P99GFX6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2041-10-01 3 - 6 Government Agency Debt 30977600.00 29466841.13 FEDERAL HOME LOAN MORTGAGE CORP 2026-02-15 2041-09-15 0.678 - 5.5 Government Agency Debt 12290000.00 4511561.94 Unrated Security 2012-01-06 2012-01-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 33000000.00 33000000.00 0.0125 N 33000000.00 33000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.19% 41P99GRN5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-07-15 2041-08-15 0.678 - 5.5 Government Agency Debt 7375000.00 6867196.53 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2041-12-25 2.5 - 7 Government Agency Debt 210000.00 207831.69 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-02-20 2031-10-20 1.625 - 2.375 Government Agency Debt 1142661572.00 14420316.34 Unrated Security 2012-01-06 2012-01-06 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% 41P99GQP1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-07-15 2041-09-15 2.962 - 4.5 Government Agency Debt 375000.00 333168.74 FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2041-12-25 2.5 - 7 Government Agency Debt 6257900.00 3787990.03 Unrated Security 2012-01-06 2012-01-06 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, 0.19% 41P99GGF4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-02-15 2041-09-15 0.678 - 5 Government Agency Debt 1235000.00 1123976.35 FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2041-10-01 3.309 - 6 Government Agency Debt 81920500.00 15360655.71 Unrated Security 2012-01-06 2012-01-06 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, 0.21% 41P99GYP2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2041-04-01 3 - 3.453 Government Agency Debt 9907400.00 8163584.10 Unrated Security 2012-01-06 2012-01-06 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% 41P99GXU2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2031-03-15 7 - 7 Government Agency Debt 25000.00 26412.40 FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2041-04-01 3.252 - 7 Government Agency Debt 11072000.00 9158060.64 Unrated Security 2012-01-06 2012-01-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 9000000.00 9000000.00 0.0034 N 9000000.00 9000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GMA8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-07-15 2041-08-15 2.017 - 4 Government Agency Debt 22089456.00 3482336.49 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2041-12-25 2.5 - 5.5 Government Agency Debt 11355000.00 4735241.23 Unrated Security 2012-01-06 2012-01-06 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% 41P99GHY2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-07-15 2041-09-15 2.962 - 4.5 Government Agency Debt 360000.00 320899.09 FEDERAL NATIONAL MORTGAGE ASSOC 2040-02-25 2041-12-25 2.5 - 5.5 Government Agency Debt 6280000.00 3802859.97 Unrated Security 2012-01-06 2012-01-06 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, 0.23% 41P99GRE5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-01-25 2041-09-15 2.962 - 4.5 Government Agency Debt 465000.00 409790.87 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2041-12-25 2.5 - 4.5 Government Agency Debt 7835200.00 4742006.55 Unrated Security 2012-01-06 2012-01-06 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, 0.24% 41P99GSQ7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-07-15 2041-09-15 2.531 - 4 Government Agency Debt 420000.00 344323.08 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2041-12-25 2.5 - 7 Government Agency Debt 16257800.00 15985060.95 Unrated Security 2012-01-06 2012-01-06 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, 0.26% 41P99GVS9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-08-01 2041-08-15 2.003 - 6 Government Agency Debt 13521400.00 3848922.73 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2041-12-25 2.5 - 5.729 Government Agency Debt 301858660.00 256367778.15 Unrated Security 2012-01-06 2012-01-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 255000000.00 255000000.00 0.0963 N 255000000.00 255000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 12/30/2011 due 01/03/2012 43J99Y3T2_08126 Government Agency Repurchase Agreement Y US TREASURY 2012-07-31 2041-11-15 1.25 - 11.25 Treasury Debt 315653010.99 345121404.86 FEDERAL FARM CREDIT 2016-05-09 2016-05-09 1.32 - 1.32 Government Agency Debt 8885465.10 8900037.26 FEDERAL NATIONAL MORTGAGE ASSOC 2012-08-01 2044-02-25 2.25 - 8.5 Government Agency Debt 239590965.51 119298615.16 FEDERAL HOME LOAN MORTGAGE CORP 2013-02-08 2043-09-25 0.375 - 7.5 Government Agency Debt 45921651.72 27854502.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-10-16 2041-12-20 2.5 - 7 Government Agency Debt 628715290.56 577261996.61 Unrated Security 2012-01-03 2012-01-03 N N N 1056787000.00 1056787000.00 0.3991 N 1056787000.00 1056787000.00 RBC Capital Markets Corp. 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