0000278001-12-000033.txt : 20120730 0000278001-12-000033.hdr.sgml : 20120730 20120606145707 ACCESSION NUMBER: 0000278001-12-000033 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120531 FILED AS OF DATE: 20120606 DATE AS OF CHANGE: 20120606 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 12891771 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 2012-05-31 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 None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 56 61 2537921482.10 14020937.07 12780044.59 2539162374.58 0.0020 1.0002 2012-05-31 1.0002 2012-05-31 C000019554 2500.00 2539162374.58 1.00 6356820.75 90053333.90 83696513.15 0.0001 1.0002 2012-05-31 1.0002 2012-05-31 Fannie Mae Fannie Mae, 0.17% 31359MPF4 Government Agency Debt First Tier Security 2012-09-15 2012-09-15 N N N 3000000.00 3036201.67 0.0012 N 3036588.00 3036588.00 Fannie Mae Fannie Mae, 0.17% 31398A3N0 Government Agency Debt First Tier Security 2012-09-24 2012-09-24 N N N 2000000.00 2002815.60 0.0008 N 2003294.00 2003294.00 Fannie Mae Fannie Mae, 0.18% to 0.19% 31398A6F4 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 6000000.00 6006290.46 0.0024 N 6006840.00 6006840.00 Fannie Mae Fannie Mae, 0.22% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 29000000.00 29111480.66 0.0115 N 29106546.00 29106546.00 Fannie Mae Fannie Mae, 0.23% 31398A2C5 Government Agency Debt First Tier Security 2012-06-26 2012-07-26 N N N 14000000.00 14003030.55 0.0055 N 14002534.00 14002534.00 Fannie Mae Fannie Mae, 0.50% 31398A4E9 Government Agency Debt First Tier Security 2012-06-17 2012-09-17 N N N 12000000.00 12000722.73 0.0047 N 12004440.00 12004440.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 31331JAB9 Government Agency Debt First Tier Security 2012-12-24 2012-12-24 N N N 3000000.00 3024232.54 0.0012 N 3024078.00 3024078.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 31331KJN1 Government Agency Debt First Tier Security 2012-06-29 2012-11-29 N N N 6000000.00 5999249.72 0.0024 N 6002424.00 6002424.00 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 24997317.46 0.0098 N 24998375.00 24998375.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313375QQ3 Government Agency Debt First Tier Security 2012-09-26 2012-09-26 N N N 3000000.00 3000600.36 0.0012 N 3000861.00 3000861.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313378Y70 Government Agency Debt First Tier Security 2012-10-12 2012-10-12 N N N 19000000.00 18998413.51 0.0075 N 19000684.00 19000684.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313378YF2 Government Agency Debt First Tier Security 2012-10-12 2012-10-12 N N N 19000000.00 18998413.51 0.0075 N 19000703.00 19000703.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313376DN2 Government Agency Debt First Tier Security 2012-11-21 2012-11-21 N N N 7000000.00 7000524.35 0.0028 N 7001414.00 7001414.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313376GQ2 Government Agency Debt First Tier Security 2012-11-21 2012-11-21 N N N 25000000.00 25001306.37 0.0098 N 25003875.00 25003875.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313373N65 Government Agency Debt First Tier Security 2012-06-15 2012-11-15 N N N 21000000.00 20997575.12 0.0083 N 21004011.00 21004011.00 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 14999088.58 0.0059 N 15000000.00 15000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313376KK0 Government Agency Debt First Tier Security 2012-12-21 2012-12-21 N N N 4000000.00 4000350.20 0.0016 N 4000328.00 4000328.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376PN9 Government Agency Debt First Tier Security 2012-12-19 2012-12-19 N N N 8000000.00 7999168.17 0.0032 N 7999480.00 7999480.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376MQ5 Government Agency Debt First Tier Security 2013-01-04 2013-01-04 N N N 6000000.00 6000196.42 0.0024 N 5999940.00 5999940.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313379AW9 Government Agency Debt First Tier Security 2013-01-25 2013-01-25 N N N 20000000.00 19993681.01 0.0079 N 19992400.00 19992400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133785R8 Government Agency Debt First Tier Security 2013-02-13 2013-02-13 N N N 9000000.00 8997273.29 0.0035 N 8996220.00 8996220.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376VS1 Government Agency Debt First Tier Security 2013-02-20 2013-02-20 N N N 13000000.00 13000000.00 0.0051 N 12998102.00 12998102.00 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 8999243.04 0.0035 N 9001836.00 9001836.00 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 27999565.59 0.0110 N 28006972.00 28006972.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133783R0 Government Agency Debt First Tier Security 2013-02-08 2013-02-08 N N N 13000000.00 12995554.20 0.0051 N 12994657.00 12994657.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313379FR5 Government Agency Debt First Tier Security 2013-02-11 2013-02-11 N N N 26000000.00 25994691.20 0.0102 N 25992798.00 25992798.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313378BA8 Government Agency Debt First Tier Security 2013-02-15 2013-02-15 N N N 20000000.00 19996688.20 0.0079 N 19995760.00 19995760.00 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 0.0118 N 30004710.00 30004710.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313379N21 Government Agency Debt First Tier Security 2013-02-25 2013-02-25 N N N 13000000.00 12996693.05 0.0051 N 12997140.00 12997140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3133XP2W3 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 11000000.00 11255717.00 0.0044 N 11256058.00 11256058.00 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 9999732.70 0.0039 N 10001860.00 10001860.00 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 5999539.62 0.0024 N 6001692.00 6001692.00 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 5999429.84 0.0024 N 6001722.00 6001722.00 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 25997288.93 0.0102 N 26008684.00 26008684.00 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 0.0035 N 9002457.00 9002457.00 Freddie Mac Freddie Mac, 0.10% 313396J95 Government Agency Debt First Tier Security 2012-10-09 2012-10-09 N N N 25000000.00 24990972.23 0.0098 N 24989175.00 24989175.00 Freddie Mac Freddie Mac, 0.18% 3134G16A7 Government Agency Debt First Tier Security 2012-06-02 2012-11-02 N N N 25000000.00 24992548.21 0.0098 N 25003375.00 25003375.00 Freddie Mac Freddie Mac, 0.18% to 0.20% 3134G1WT7 Government Agency Debt First Tier Security 2012-11-26 2012-11-26 N N N 33000000.00 33050554.80 0.0130 N 33057090.00 33057090.00 Freddie Mac Freddie Mac, 0.18% 3134G1P65 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 10000000.00 10032210.94 0.0040 N 10031210.00 10031210.00 Freddie Mac Freddie Mac, 0.19% 3137EABE8 Government Agency Debt First Tier Security 2012-12-21 2012-12-21 N N N 11000000.00 11238799.65 0.0044 N 11238029.00 11238029.00 Freddie Mac Freddie Mac, 0.19% 3134G1LD4 Government Agency Debt First Tier Security 2012-12-27 2012-12-27 N N N 10000000.00 10051834.38 0.0040 N 10051160.00 10051160.00 Freddie Mac Freddie Mac, 0.20% 3134G13Z5 Government Agency Debt First Tier Security 2012-06-10 2012-08-10 N N N 45000000.00 44995649.89 0.0177 N 45011700.00 45011700.00 Freddie Mac Freddie Mac, 0.20% 3137EACQ0 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 16000000.00 16038505.92 0.0063 N 16038448.00 16038448.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257YDL5 Government Agency Debt First Tier Security 2012-07-06 2012-07-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4000000.00 3999380.00 0.0016 N 3999482.00 3999482.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257GV75 Government Agency Debt First Tier Security 2012-07-11 2012-07-11 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 10000000.00 9998250.00 0.0039 N 9998440.00 9998440.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EHX9 Government Agency Debt First Tier Security 2012-07-12 2012-07-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 5310000.00 5308991.10 0.0021 N 5309056.41 5309056.41 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGD1 Government Agency Debt First Tier Security 2012-07-12 2012-07-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 2000000.00 1999620.00 0.0008 N 1999644.60 1999644.60 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJC3 Government Agency Debt First Tier Security 2012-07-13 2012-07-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 2000000.00 1999610.00 0.0008 N 1999630.40 1999630.40 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGK5 Government Agency Debt First Tier Security 2012-07-16 2012-07-16 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 8000000.00 7998400.00 0.0032 N 7998454.40 7998454.40 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJM1 Government Agency Debt First Tier Security 2012-07-23 2012-07-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 13000000.00 12996945.00 0.0051 N 12996844.90 12996844.90 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJS8 Government Agency Debt First Tier Security 2012-07-23 2012-07-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 40000000.00 39990600.00 0.0157 N 39990292.00 39990292.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJV1 Government Agency Debt First Tier Security 2012-07-26 2012-07-26 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9000000.00 8997660.00 0.0035 N 8997544.80 8997544.80 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJY5 Government Agency Debt First Tier Security 2012-07-30 2012-07-30 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 26000000.00 25992980.00 0.0102 N 25992584.80 25992584.80 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257K4Y7 Government Agency Debt First Tier Security 2012-08-09 2012-08-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 5000000.00 4998350.00 0.0020 N 4998235.00 4998235.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257K5P5 Government Agency Debt First Tier Security 2012-08-23 2012-08-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 7000000.00 6997200.00 0.0028 N 6997007.50 6997007.50 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127956K2 Treasury Debt First Tier Security 2012-10-04 2012-10-04 N N N 8500000.00 8496015.63 0.0033 N 8497195.00 8497195.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956M8 Treasury Debt First Tier Security 2012-10-11 2012-10-11 N N N 25000000.00 24986249.99 0.0098 N 24990150.00 24990150.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828NX4 Treasury Debt First Tier Security 2012-09-30 2012-09-30 N N N 25000000.00 25022778.61 0.0099 N 25021475.00 25021475.00 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 27088368.51 0.0107 N 27090693.00 27090693.00 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 12117954.45 0.0048 N 12119064.00 12119064.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.18% 912828LM0 Treasury Debt First Tier Security 2012-09-15 2012-09-15 N N N 11000000.00 11038482.87 0.0043 N 11039963.00 11039963.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828HE3 Treasury Debt First Tier Security 2012-09-30 2012-09-30 N N N 33000000.00 33446026.60 0.0132 N 33449889.00 33449889.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828LX6 Treasury Debt First Tier Security 2012-11-15 2012-11-15 N N N 19000000.00 19102890.33 0.0075 N 19106134.00 19106134.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PV6 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 4000000.00 4006267.86 0.0016 N 4006876.00 4006876.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828MN7 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 3000000.00 3025222.83 0.0012 N 3025077.00 3025077.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.20% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 25000000.00 25079223.48 0.0099 N 25082025.00 25082025.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828MG2 Treasury Debt First Tier Security 2013-01-15 2013-01-15 N N N 25000000.00 25180863.17 0.0099 N 25186525.00 25186525.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.19% 45D99KXE3 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2042-05-01 3.5 - 7 Government Agency Debt 61222613.00 47635611.23 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2042-06-01 0 - 7 Government Agency Debt 135114985.00 88026536.84 First Tier Security 2012-06-05 2012-06-05 N N N 133000000.00 133000000.00 0.0524 N 133000000.00 133000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.19% 45D99KSD1 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2030-10-01 2041-10-01 4 - 5 Government Agency Debt 74575450.00 66326632.94 FEDERAL NATIONAL MORTGAGE ASSOC 2037-07-01 2042-04-01 3.5 - 5.5 Government Agency Debt 119947.00 70794.28 First Tier Security 2012-06-07 2012-06-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 65000000.00 65000000.00 0.0256 N 65000000.00 65000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9927V9 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2042-03-01 3.5 - 6.5 Government Agency Debt 13490766.00 3402373.15 FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-01 2042-05-01 0 - 6 Government Agency Debt 5536983.00 4760846.28 First Tier Security 2012-06-07 2012-06-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9928T3 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2042-05-01 3.5 - 3.5 Government Agency Debt 1678.00 1773.19 FEDERAL NATIONAL MORTGAGE ASSOC 2025-10-01 2042-05-01 3 - 6.5 Government Agency Debt 4095089.00 4084503.33 First Tier Security 2012-06-07 2012-06-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.19% 44W99G5Q8 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2040-11-20 2040-11-20 4 - 4 Government Agency Debt 9420000.00 9183791.64 First Tier Security 2012-06-01 2012-06-01 N N N 9000000.00 9000000.00 0.0035 N 9000000.00 9000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.20% 44W99G7M5 0000318336 Government Agency Repurchase Agreement Y US TREASURY 2039-11-15 2039-11-15 4.375 - 4.375 Treasury Debt 17805000.00 8161278.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-11-20 2040-11-20 4 - 4 Government Agency Debt 80562.00 78541.89 First Tier Security 2012-06-07 2012-06-07 N N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.24%, dated 5/31/2012 due 06/01/2012 45G99KSY2_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2041-09-01 3 - 4.5 Government Agency Debt 19097242.59 18684711.80 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-02-16 2041-10-20 3.5 - 4.5 Government Agency Debt 13401347.45 14536095.67 FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-25 2042-06-25 3.5 - 7 Government Agency Debt 43302041.65 45775946.61 Unrated Security 2012-06-01 2012-06-01 N N N 76873235.00 76873234.59 0.0303 N 76873234.59 76873234.59 Goldman Sachs & Co. Goldman Sachs & Co., 0.20% 44X99HQE9 0000769993 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-11-01 2041-11-01 4 - 4 Government Agency Debt 11669474.00 12240068.23 First Tier Security 2012-06-07 2012-06-07 N N N 12000000.00 12000000.00 0.0047 N 12000000.00 12000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 45B99TEL1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-01-01 2039-06-01 3.5 - 4.5 Government Agency Debt 2465000.00 1986077.18 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2041-06-01 3 - 6 Government Agency Debt 250000.00 250929.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-08-20 2034-08-20 5.759 - 5.759 Government Agency Debt 18023400.00 15253843.80 First Tier Security 2012-06-04 2012-06-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 17000000.00 17000000.00 0.0067 N 17000000.00 17000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 45B99TFQ9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-01-01 2041-08-15 3.5 - 4 Government Agency Debt 10320000.00 9257425.32 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2041-07-01 3 - 3.134 Government Agency Debt 15000.00 13199.55 First Tier Security 2012-06-07 2012-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 9000000.00 9000000.00 0.0035 N 9000000.00 9000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 45B99TFB2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-01-01 2038-05-01 2.375 - 5.847 Government Agency Debt 116820879.00 23432438.93 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2041-07-01 3 - 4 Government Agency Debt 35000.00 30309.98 First Tier Security 2012-06-07 2012-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 23000000.00 23000000.00 0.0091 N 23000000.00 23000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 45B99TGP0 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-25 2038-08-25 4 - 4 Government Agency Debt 2520000.00 2062744.02 First Tier Security 2012-06-07 2012-06-07 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 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.24%, dated 5/31/2012 due 06/01/2012 45G99KSY2_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-07-01 2052-05-01 3 - 8.5 Government Agency Debt 71608099.69 62783368.79 Unrated Security 2012-06-01 2012-06-01 N N N 61552163.00 61552162.67 0.0242 N 61552162.67 61552162.67 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.24%, dated 5/31/2012 due 06/01/2012 45G99KSY2_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-07-31 2017-09-30 0.625 - 10.625 Treasury Debt 251278937.34 273964541.98 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2042-03-01 2.125 - 11 Government Agency Debt 573076460.59 163224761.33 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2062-04-20 0.49 - 8 Government Agency Debt 317834909.80 168057836.99 FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-01 2047-10-01 1.358 - 9.5 Government Agency Debt 1215847195.34 400029885.36 Unrated Security 2012-06-01 2012-06-01 N N N 984834603.00 984834602.74 0.3879 N 984834602.74 984834602.74 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.19% 41B99C5N3 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-10-15 2040-10-15 4.5 - 4.5 Government Agency Debt 8517078.00 7207579.04 FEDERAL NATIONAL MORTGAGE ASSOC 2042-06-25 2042-06-25 3.5 - 3.5 Government Agency Debt 2597.00 2687.40 First Tier Security 2012-06-07 2012-06-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0028 N 7000000.00 7000000.00 UBS Securities LLC UBS Securities LLC, 0.20% 44T99CUY6 0000230611 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2022-04-01 2022-04-01 3 - 3 Government Agency Debt 18695407.00 19380754.04 First Tier Security 2012-06-07 2012-06-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 19000000.00 19000000.00 0.0075 N 19000000.00 19000000.00 UBS Securities LLC UBS Securities LLC, 0.22% 44T99CTV4 0000230611 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-01 2036-05-01 5 - 5 Government Agency Debt 297100145.00 98946046.62 First Tier Security 2012-06-07 2012-06-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 97000000.00 97000000.00 0.0382 N 97000000.00 97000000.00