0000278001-12-000046.txt : 20121001 0000278001-12-000046.hdr.sgml : 20121001 20120806125311 ACCESSION NUMBER: 0000278001-12-000046 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120731 FILED AS OF DATE: 20120806 DATE AS OF CHANGE: 20120806 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: 121009145 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 2012-07-31 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 49 51 2536577125.88 1495860.29 1299457.66 2536773528.51 0.0019 1.0002 2012-07-31 1.0002 2012-07-31 C000019554 2500.00 2536773528.51 1.00 -4402034.18 66283729.45 70685763.63 0.0001 1.0002 2012-07-31 1.0002 2012-07-31 Fannie Mae Fannie Mae, 0.17% 31359MPF4 Government Agency Debt First Tier Security 2012-09-15 2012-09-15 N N N 3000000.00 3015368.63 0.0012 N 3015480.00 3015480.00 Fannie Mae Fannie Mae, 0.17% 31398A3N0 Government Agency Debt First Tier Security 2012-09-24 2012-09-24 N N N 2000000.00 2001322.11 0.0008 N 2001544.00 2001544.00 Fannie Mae Fannie Mae, 0.18% to 0.20% 31398A6F4 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 24010000.00 24027552.57 0.0095 N 24038908.04 24038908.04 Fannie Mae Fannie Mae, 0.21% 31398AMW9 Government Agency Debt First Tier Security 2013-04-09 2013-04-09 N N N 25000000.00 25520225.77 0.0101 N 25531625.00 25531625.00 Fannie Mae Fannie Mae, 0.22% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 29000000.00 29086294.29 0.0115 N 29086420.00 29086420.00 Fannie Mae Fannie Mae, 0.28% 31398A4E9 Government Agency Debt First Tier Security 2012-08-17 2012-09-17 N N N 12000000.00 12000314.52 0.0047 N 12001896.00 12001896.00 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 3017056.89 0.0012 N 3017445.00 3017445.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 31331KJN1 Government Agency Debt First Tier Security 2012-08-29 2012-11-29 N N N 6000000.00 5999502.58 0.0024 N 6003450.00 6003450.00 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 24998692.54 0.0099 N 24998800.00 24998800.00 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 3000287.35 0.0012 N 3000366.00 3000366.00 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 18999141.15 0.0075 N 19000000.00 19000000.00 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 18999141.15 0.0075 N 19000000.00 19000000.00 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 7000339.46 0.0028 N 7000854.00 7000854.00 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 25000845.74 0.0099 N 25002275.00 25002275.00 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 4000244.97 0.0016 N 4000776.00 4000776.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313373N65 Government Agency Debt First Tier Security 2012-08-15 2012-11-15 N N N 21000000.00 20998460.86 0.0083 N 21002373.00 21002373.00 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 7999420.62 0.0032 N 8000608.00 8000608.00 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 6000141.21 0.0024 N 6001152.00 6001152.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313379ZF9 Government Agency Debt First Tier Security 2013-01-10 2013-01-10 N N N 25000000.00 24996213.25 0.0099 N 24999925.00 24999925.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133802J5 Government Agency Debt First Tier Security 2013-01-11 2013-01-11 N N N 17000000.00 16997394.66 0.0067 N 16999881.00 16999881.00 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 33000000.00 32992539.39 0.0130 N 32995941.00 32995941.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376ZB4 Government Agency Debt First Tier Security 2013-02-06 2013-02-06 N N N 25000000.00 24992424.05 0.0099 N 24993625.00 24993625.00 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 8997920.49 0.0035 N 8997660.00 8997660.00 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 12998661.00 12998661.00 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 8999519.53 0.0035 N 9001035.00 9001035.00 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 27999723.32 0.0110 N 28004088.00 28004088.00 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 12996630.37 0.0051 N 12997140.00 12997140.00 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 25995961.14 0.0102 N 25996412.00 25996412.00 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 19997468.20 0.0079 N 19997680.00 19997680.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% to 0.22% 3133XX7F8 Government Agency Debt First Tier Security 2013-03-20 2013-03-20 N N N 10585000.00 10679420.56 0.0042 N 10678793.69 10678793.69 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 30001050.00 30001050.00 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 12997442.96 0.0051 N 12997452.00 12997452.00 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 11198157.08 0.0044 N 11197879.00 11197879.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313372RK2 Government Agency Debt First Tier Security 2013-03-27 2013-03-27 N N N 5000000.00 5025406.90 0.0020 N 5025200.00 5025200.00 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 9999899.08 0.0039 N 10000600.00 10000600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379QG7 Government Agency Debt First Tier Security 2013-06-04 2013-06-04 N N N 6000000.00 5994770.24 0.0024 N 5994708.00 5994708.00 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 5999730.66 0.0024 N 6000846.00 6000846.00 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 5999661.70 0.0024 N 6000876.00 6000876.00 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 25998335.61 0.0102 N 26004784.00 26004784.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313376D93 Government Agency Debt First Tier Security 2013-05-16 2013-05-16 N N N 12500000.00 12509544.49 0.0049 N 12512837.50 12512837.50 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313379Z36 Government Agency Debt First Tier Security 2013-07-05 2013-07-05 N N N 12500000.00 12496108.49 0.0049 N 12502150.00 12502150.00 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 33033229.85 0.0130 N 33038445.00 33038445.00 Freddie Mac Freddie Mac, 0.18% 3134G1P65 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 10000000.00 10022854.43 0.0040 N 10024480.00 10024480.00 Freddie Mac Freddie Mac, 0.19% 3134G16A7 Government Agency Debt First Tier Security 2012-08-02 2012-11-02 N N N 25000000.00 24995499.89 0.0099 N 25001825.00 25001825.00 Freddie Mac Freddie Mac, 0.19% 3137EABE8 Government Agency Debt First Tier Security 2012-12-21 2012-12-21 N N N 11000000.00 11167042.12 0.0044 N 11168608.00 11168608.00 Freddie Mac Freddie Mac, 0.19% 3134G1LD4 Government Agency Debt First Tier Security 2012-12-27 2012-12-27 N N N 10000000.00 10036705.68 0.0040 N 10038500.00 10038500.00 Freddie Mac Freddie Mac, 0.20% 3137EACQ0 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 16000000.00 16027320.86 0.0063 N 16031008.00 16031008.00 Freddie Mac Freddie Mac, 0.20% 3134A4SA3 Government Agency Debt First Tier Security 2013-01-15 2013-01-15 N N N 3000000.00 3058569.29 0.0012 N 3059187.00 3059187.00 Freddie Mac Freddie Mac, 0.21% 3134G13Z5 Government Agency Debt First Tier Security 2012-08-10 2012-08-10 N N N 45000000.00 44999440.70 0.0177 N 45001395.00 45001395.00 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 4999875.00 0.0020 N 4999891.50 4999891.50 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 6999335.00 0.0028 N 6999462.40 6999462.40 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956X4 Treasury Debt First Tier Security 2012-12-20 2012-12-20 N N N 25000000.00 24985312.49 0.0098 N 24987775.00 24987775.00 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 12038886.08 0.0047 N 12038904.00 12038904.00 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 11016337.07 0.0043 N 11016753.00 11016753.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828LH1 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 5000000.00 5003015.63 0.0020 N 5002930.00 5002930.00 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 19065307.64 0.0075 N 19066804.00 19066804.00 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 4004167.09 0.0016 N 4004688.00 4004688.00 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 3019282.32 0.0012 N 3019569.00 3019569.00 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 25061456.45 0.0099 N 25066400.00 25066400.00 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 25132474.34 0.0099 N 25138675.00 25138675.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 10000000.00 10076389.37 0.0040 N 10081640.00 10081640.00 Bank of America NA In a joint trading account with Bank of America NA at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2038-12-15 0.624 - 5.5 Government Agency Debt 44815091.52 23477161.12 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2041-07-25 0.555 - 6 Government Agency Debt 51848258.41 26604756.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.429 - 6.5 Government Agency Debt 368466481.41 279630944.77 Unrated Security 2012-08-01 2012-08-01 N N N 320107797.00 320107796.58 0.1262 N 320107796.58 320107796.58 Barclays Capital, Inc. Barclays Capital, Inc., 0.18% 46S99XTT9 0000851376 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2041-07-20 4.5 - 4.5 Government Agency Debt 7488159.00 8160040.96 First Tier Security 2012-08-07 2012-08-07 N N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 46S99XRT1 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-10-01 2041-10-01 4.5 - 4.5 Government Agency Debt 10621625.00 11209837.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-15 2041-07-15 4 - 4 Government Agency Debt 10813.00 10599.85 First Tier Security 2012-08-07 2012-08-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 11000000.00 11000000.00 0.0043 N 11000000.00 11000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_07629 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 3122865.93 3316354.53 FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-01 2042-04-01 2.5 - 4 Government Agency Debt 7986373.51 8410745.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-15 2042-07-20 3.5 - 5.5 Government Agency Debt 41133326.04 36596627.64 Unrated Security 2012-08-01 2012-08-01 N N N 47375954.00 47375953.89 0.0187 N 47375953.89 47375953.89 Citibank NA Citibank NA, 0.18% 44Q99CYN9 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 4.5 - 4.5 Government Agency Debt 4241659.00 4228733.21 FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2042-05-01 3.5 - 4 Government Agency Debt 7782902.00 8011328.02 First Tier Security 2012-08-07 2012-08-07 N N N 12000000.00 12000000.00 0.0047 N 12000000.00 12000000.00 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_04361 Government Agency Repurchase Agreement Y US TREASURY 2013-10-31 2016-12-31 0.25 - 2.75 Treasury Debt 12793871.23 13060460.16 FEDERAL HOME LOAN MORTGAGE CORP 2040-04-01 2041-11-01 4 - 4.5 Government Agency Debt 8930662.91 6780734.28 FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2040-04-01 4.5 - 5 Government Agency Debt 6824578.81 6279732.75 Unrated Security 2012-08-01 2012-08-01 N N N 25608624.00 25608623.73 0.0101 N 25608623.73 25608623.73 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.18% 46P993TV3 0000318336 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2032-07-01 2041-03-01 3 - 5 Government Agency Debt 65527145.00 67321601.78 First Tier Security 2012-08-06 2012-08-06 N N N 66000000.00 66000000.00 0.0260 N 66000000.00 66000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.19% 46P993UF6 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2042-01-20 3.5 - 3.5 Government Agency Debt 7605000.00 8160849.12 First Tier Security 2012-08-07 2012-08-07 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 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-10-01 2042-04-01 2.157 - 6.18 Government Agency Debt 6807798.32 4668940.04 FEDERAL NATIONAL MORTGAGE ASSOC 2021-03-01 2042-07-01 0.739 - 5.83 Government Agency Debt 27908131.04 14329443.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2061-02-20 2061-02-20 4.65 - 4.65 Government Agency Debt 519770.48 592322.68 Unrated Security 2012-08-01 2012-08-01 N N N 19206468.00 19206467.79 0.0076 N 19206467.79 19206467.79 Goldman Sachs & Co. Goldman Sachs & Co., 0.19% 44X99HYL4 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2041-08-01 2.902 - 2.902 Government Agency Debt 10325961.00 8160043.42 First Tier Security 2012-08-07 2012-08-07 N N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_40488 Government Agency Repurchase Agreement Y US TREASURY 2015-05-15 2015-05-15 0.25 - 0.25 Treasury Debt 237120.99 237059.60 FEDERAL AGRICULTURE MORTGAGE CORP 2021-03-09 2026-03-09 4.16 - 4.94 Government Agency Debt 52505.94 63262.47 FEDERAL HOME LOAN BANK 2013-12-27 2018-06-08 0.875 - 1.25 Government Agency Debt 329607.77 332713.47 FEDERAL HOME LOAN MORTGAGE CORP 2017-06-29 2042-08-01 0.65 - 9.25 Government Agency Debt 16784783.81 14961644.28 FINANCE CORPORATION 2017-11-02 2019-09-26 0 - 0 Government Agency Debt 262414.05 238882.41 FEDERAL NATIONAL MORTGAGE ASSOC 2015-07-02 2047-09-01 0.5 - 8.5 Government Agency Debt 126875887.87 72812189.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2020-12-20 2062-05-20 2 - 5.75 Government Agency Debt 5341213.19 2997948.13 Unrated Security 2012-08-01 2012-08-01 N N N 89630183.00 89630183.04 0.0353 N 89630183.04 89630183.04 ING Financial Markets LLC ING Financial Markets LLC, 0.25% 45B99TVW8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2041-08-15 4 - 4 Government Agency Debt 2405000.00 2063765.90 First Tier Security 2012-08-07 2012-08-07 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, 0.25% 45B99TUM1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-03-01 2041-03-01 5.5 - 5.5 Government Agency Debt 5000.00 5461.17 FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-01 2040-07-01 3.643 - 3.643 Government Agency Debt 10956700.00 7139473.27 First Tier Security 2012-08-07 2012-08-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 7000000.00 7000000.00 0.0028 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.25% 45B99TTQ4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-15 2040-11-15 3.75 - 3.75 Government Agency Debt 8184300.00 8236966.27 FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-01 2041-04-01 3.47 - 3.47 Government Agency Debt 10000.00 7001.87 First Tier Security 2012-08-07 2012-08-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-01 2042-08-01 2.5 - 6.5 Government Agency Debt 40010546.99 39181330.14 Unrated Security 2012-08-01 2012-08-01 N N N 38412936.00 38412935.59 0.0151 N 38412935.59 38412935.59 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_53651 Government Agency Repurchase Agreement Y US TREASURY 2013-01-15 2019-08-15 0 - 9.875 Treasury Debt 44023694.67 48036014.55 FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2042-04-01 3.5 - 5 Government Agency Debt 38968272.78 21431208.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-20 2041-08-20 4 - 4.5 Government Agency Debt 15388218.08 14323361.08 FEDERAL NATIONAL MORTGAGE ASSOC 2027-03-01 2042-07-01 3.5 - 4 Government Agency Debt 16881815.20 16373455.69 Unrated Security 2012-08-01 2012-08-01 N N N 98308561.00 98308561.49 0.0388 N 98308561.49 98308561.49 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.20% 45G99RAR1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-11-01 2041-11-01 4 - 4 Government Agency Debt 17608965.00 17327941.01 FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-01 2041-09-01 4.5 - 4.5 Government Agency Debt 39019.00 30816.00 Unrated Security 2012-08-03 2012-08-03 N N N 17000000.00 17000000.00 0.0067 N 17000000.00 17000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.24% 45G99RAJ9 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-02-01 2042-02-01 2.81 - 2.81 Government Agency Debt 9376434.00 9185351.42 Unrated Security 2012-08-07 2012-08-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 9000000.00 9000000.00 0.0035 N 9000000.00 9000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.25% 45G99RAB6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 3.248 - 3.293 Government Agency Debt 25493470.00 21932231.05 FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-01 2041-09-01 3.186 - 3.186 Government Agency Debt 15027123.00 12774741.05 Unrated Security 2012-08-07 2012-08-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 34000000.00 34000000.00 0.0134 N 34000000.00 34000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-05-02 2014-07-31 0 - 0.125 Treasury Debt 120505965.83 120286838.34 FEDERAL HOME LOAN MORTGAGE CORP 2017-10-15 2042-07-01 0.699 - 7.5 Government Agency Debt 112050789.67 78123567.08 FEDERAL NATIONAL MORTGAGE ASSOC 2021-08-01 2042-07-01 0.546 - 8.5 Government Agency Debt 78423488.72 61336396.95 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-06-20 2062-07-20 0.865 - 7.5 Government Agency Debt 531880275.45 342270274.09 Unrated Security 2012-08-01 2012-08-01 N N N 589638561.00 589638561.29 0.2324 N 589638561.29 589638561.29 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_55501 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2042-05-01 2.5 - 5 Government Agency Debt 31122279.93 26120934.07 Unrated Security 2012-08-01 2012-08-01 N N N 25608624.00 25608623.73 0.0101 N 25608623.73 25608623.73 RBC Capital Markets Corp. In a joint trading account with RBC Capital Markets Corp. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_07160 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2062-05-20 2.37 - 4.633 Government Agency Debt 5503596.05 5904301.66 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-08-25 3 - 5.5 Government Agency Debt 19838289.86 15245701.96 FEDERAL HOME LOAN MORTGAGE CORP 2027-01-15 2042-08-01 2 - 4 Government Agency Debt 10820543.10 10021637.77 FEDERAL HOME LOAN BANK 2019-07-30 2019-07-30 1.6 - 1.6 Government Agency Debt 222979.41 223606.97 Unrated Security 2012-08-01 2012-08-01 N N N 30730348.00 30730348.47 0.0121 N 30730348.47 30730348.47 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.21% 41B99C6G7 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-12-01 2042-03-15 2.216 - 3.5 Government Agency Debt 40596268.00 8215408.22 First Tier Security 2012-08-06 2012-08-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.21% 41B99C9N9 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-01 2042-04-25 3 - 6.5 Government Agency Debt 12453251.00 12362412.40 First Tier Security 2012-08-07 2012-08-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0047 N 12000000.00 12000000.00 UBS Securities LLC UBS Securities LLC, 0.19% 46X997AN3 0000230611 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-04-20 2042-04-20 3.5 - 3.5 Government Agency Debt 3773948.00 4080022.39 First Tier Security 2012-08-07 2012-08-07 N N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_06042 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-06-15 2042-06-15 0.649 - 238 Government Agency Debt 21626152.04 12950544.15 FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-25 2042-08-25 0 - 9.25 Government Agency Debt 34855240.51 16392201.91 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-16 2042-05-16 0.547 - 7.488 Government Agency Debt 4543324.74 3627354.31 Unrated Security 2012-08-01 2012-08-01 N N N 32010780.00 32010779.66 0.0126 N 32010779.66 32010779.66 UBS Securities LLC UBS Securities LLC, 0.20% 44T99C8P0 0000230611 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-02-20 2042-04-20 3.5 - 4 Government Agency Debt 11322767.00 12240816.81 First Tier Security 2012-08-07 2012-08-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0047 N 12000000.00 12000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-02-15 2040-12-15 2.25 - 6 Government Agency Debt 7171853.90 5236215.18 FEDERAL HOME LOAN BANK 2036-07-15 2036-07-15 5.5 - 5.5 Government Agency Debt 2304776.14 3183274.85 FEDERAL AGRICULTURE MORTGAGE CORP 2012-08-23 2017-06-05 0 - 1.11 Government Agency Debt 375089.51 375221.07 US TREASURY 2012-08-15 2042-02-15 0 - 3.125 Treasury Debt 27076630.40 27894768.22 FINANCE CORPORATION 2012-11-30 2019-09-26 0 - 0 Government Agency Debt 300901.33 278207.27 RESOLUTION FUNDING CORP 2012-10-15 2029-10-15 0 - 0 Government Agency Debt 17157.78 14958.58 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-01-16 2042-06-20 0.599 - 4 Government Agency Debt 19651522.22 19094050.81 FEDERAL NATIONAL MORTGAGE ASSOC 2022-06-25 2042-08-25 0.565 - 5.5 Government Agency Debt 32607974.91 26628982.52 Unrated Security 2012-08-01 2012-08-01 N N N 80667165.00 80667164.74 0.0318 N 80667164.74 80667164.74