0000278001-12-000051.txt : 20121030 0000278001-12-000051.hdr.sgml : 20121030 20120907145446 ACCESSION NUMBER: 0000278001-12-000051 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120831 FILED AS OF DATE: 20120907 DATE AS OF CHANGE: 20120907 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: 121079692 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 2012-08-31 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 75 2521112275.71 1711761.51 434857.43 2522389179.79 0.0020 1.0003 2012-08-31 1.0003 2012-08-31 C000019554 2500.00 2522389179.79 1.00 -11590294.51 53824659.90 65414954.41 0.0001 1.0003 2012-08-31 1.0003 2012-08-31 Fannie Mae Fannie Mae, 0.17% 31359MPF4 Government Agency Debt First Tier Security 2012-09-15 2012-09-15 N N N 3000000.00 3004781.35 0.0012 N 3003879.00 3003879.00 Fannie Mae Fannie Mae, 0.17% 31398A3N0 Government Agency Debt First Tier Security 2012-09-24 2012-09-24 N N N 2000000.00 2000563.12 0.0008 N 2000594.00 2000594.00 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 24023900.70 0.0095 N 24033169.65 24033169.65 Fannie Mae Fannie Mae, 0.21% 31398AMW9 Government Agency Debt First Tier Security 2013-04-09 2013-04-09 N N N 25000000.00 25455974.78 0.0101 N 25463950.00 25463950.00 Fannie Mae Fannie Mae, 0.22% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 29000000.00 29073494.66 0.0115 N 29079576.00 29079576.00 Fannie Mae Fannie Mae, 0.27% 31398A4E9 Government Agency Debt First Tier Security 2012-09-17 2012-09-17 N N N 12000000.00 12000107.07 0.0048 N 12000588.00 12000588.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EAYT9 Government Agency Debt First Tier Security 2012-09-20 2013-08-20 N N N 7000000.00 6998001.89 0.0028 N 6997501.00 6997501.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 31331KJN1 Government Agency Debt First Tier Security 2012-09-29 2012-11-29 N N N 6000000.00 5999631.08 0.0024 N 6002076.00 6002076.00 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 3013410.24 0.0012 N 3013509.00 3013509.00 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 24999391.36 0.0099 N 24999825.00 24999825.00 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 3000128.28 0.0012 N 3000183.00 3000183.00 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 18999510.93 0.0075 N 19000399.00 19000399.00 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 18999510.93 0.0075 N 19000399.00 19000399.00 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 25000611.65 0.0099 N 25002675.00 25002675.00 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 7000245.51 0.0028 N 7000896.00 7000896.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313373N65 Government Agency Debt First Tier Security 2012-09-15 2012-11-15 N N N 21000000.00 20998910.98 0.0083 N 21001302.00 21001302.00 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 4000191.49 0.0016 N 4000828.00 4000828.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313380F77 Government Agency Debt First Tier Security 2012-09-15 2014-05-15 N N N 17000000.00 16989686.24 0.0067 N 16989086.00 16989086.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313380H91 Government Agency Debt First Tier Security 2012-09-18 2014-02-18 N N N 16000000.00 15992887.11 0.0063 N 15993392.00 15993392.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313380FX0 Government Agency Debt First Tier Security 2012-09-28 2014-02-28 N N N 25000000.00 24988608.61 0.0099 N 24988950.00 24988950.00 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 7999548.91 0.0032 N 8000928.00 8000928.00 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 6000113.15 0.0024 N 6001398.00 6001398.00 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 24996937.88 0.0099 N 25002625.00 25002625.00 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 16997890.15 0.0067 N 17001802.00 17001802.00 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 32993846.05 0.0131 N 33002574.00 33002574.00 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 24993666.67 0.0099 N 25000100.00 25000100.00 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 8998249.39 0.0036 N 9000072.00 9000072.00 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 0.0052 N 13001222.00 13001222.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313379BZ1 Government Agency Debt First Tier Security 2013-05-17 2013-05-17 N N N 11000000.00 11001396.46 0.0044 N 11000770.00 11000770.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313379P52 Government Agency Debt First Tier Security 2013-05-29 2013-05-29 N N N 14000000.00 14003942.64 0.0056 N 14003080.00 14003080.00 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 8999660.05 0.0036 N 9001062.00 9001062.00 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 27999803.48 0.0111 N 28003920.00 28003920.00 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 12997177.27 0.0052 N 13000468.00 13000468.00 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 25996606.53 0.0103 N 26002782.00 26002782.00 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 19997864.59 0.0079 N 20002620.00 20002620.00 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 10666749.40 0.0042 N 10667139.60 10667139.60 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XXYX9 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 23000000.00 23306667.15 0.0092 N 23306705.00 23306705.00 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 12997824.05 0.0052 N 13000988.00 13000988.00 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 11168905.32 0.0044 N 11168927.00 11168927.00 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 5022097.60 0.0020 N 5022390.00 5022390.00 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 9999983.63 0.0040 N 10000070.00 10000070.00 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 5995298.32 0.0024 N 5996178.00 5996178.00 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 5999827.75 0.0024 N 6000690.00 6000690.00 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 5999779.54 0.0024 N 6000732.00 6000732.00 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 25998867.53 0.0103 N 26004030.00 26004030.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313379R76 Government Agency Debt First Tier Security 2013-09-06 2013-09-06 N N N 18000000.00 17999260.00 0.0071 N 18007002.00 18007002.00 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 12508517.13 0.0050 N 12513100.00 12513100.00 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 12496465.40 0.0050 N 12504175.00 12504175.00 Freddie Mac Freddie Mac, 0.18% 3134G2K92 Government Agency Debt First Tier Security 2012-09-13 2013-09-13 N N N 34000000.00 33990084.19 0.0135 N 33989086.00 33989086.00 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 33024425.35 0.0131 N 33028149.00 33028149.00 Freddie Mac Freddie Mac, 0.18% 3134G1P65 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 10000000.00 10018099.48 0.0040 N 10019300.00 10019300.00 Freddie Mac Freddie Mac, 0.19% 3134G16A7 Government Agency Debt First Tier Security 2012-09-02 2012-11-02 N N N 25000000.00 24996999.93 0.0099 N 25000775.00 25000775.00 Freddie Mac Freddie Mac, 0.19% 3137EABE8 Government Agency Debt First Tier Security 2012-12-21 2012-12-21 N N N 11000000.00 11130575.18 0.0044 N 11129195.00 11129195.00 Freddie Mac Freddie Mac, 0.19% 3134G1LD4 Government Agency Debt First Tier Security 2012-12-27 2012-12-27 N N N 10000000.00 10029017.33 0.0040 N 10030110.00 10030110.00 Freddie Mac Freddie Mac, 0.19% to 0.20% 3137EACJ6 Government Agency Debt First Tier Security 2013-04-15 2013-04-15 N N N 67000000.00 67590797.84 0.0268 N 67581292.00 67581292.00 Freddie Mac Freddie Mac, 0.20% 3137EACQ0 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 16000000.00 16021636.66 0.0064 N 16024560.00 16024560.00 Freddie Mac Freddie Mac, 0.20% 3134A4SA3 Government Agency Debt First Tier Security 2013-01-15 2013-01-15 N N N 3000000.00 3047697.14 0.0012 N 3047562.00 3047562.00 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 24988541.66 0.0099 N 24992750.00 24992750.00 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 11005082.64 0.0044 N 11003872.00 11003872.00 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 19046208.23 0.0076 N 19046759.00 19046759.00 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 4003099.49 0.0016 N 4003436.00 4003436.00 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 3016263.37 0.0012 N 3016407.00 3016407.00 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 25052427.30 0.0099 N 25057625.00 25057625.00 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 25107883.29 0.0100 N 25111325.00 25111325.00 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 10068942.61 0.0040 N 10073830.00 10073830.00 Bank of America NA In a joint trading account with Bank of America NA at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_04197 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2037-08-20 2041-08-20 2.997 - 7 Government Agency Debt 151761352.83 99562315.96 FEDERAL NATIONAL MORTGAGE ASSOC 2033-06-01 2042-03-01 2.295 - 6.5 Government Agency Debt 237920029.30 78543594.35 FEDERAL HOME LOAN MORTGAGE CORP 2035-10-01 2040-03-01 4.5 - 6.5 Government Agency Debt 41914911.05 21104877.93 Unrated Security 2012-09-04 2012-09-04 N N N 194808106.00 194808106.32 0.0772 N 194808106.32 194808106.32 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_06453 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2012-11-28 2042-08-01 0 - 6.25 Government Agency Debt 82033915.01 78097359.85 FEDERAL HOME LOAN MORTGAGE CORP 2013-10-18 2042-06-01 0.35 - 5.5 Government Agency Debt 67219221.61 67353020.15 FEDERAL HOME LOAN BANK 2012-09-19 2016-03-11 0 - 3.125 Government Agency Debt 10384537.26 10531792.76 FEDERAL AGRICULTURE MORTGAGE CORP 2012-11-26 2022-01-10 0 - 3.25 Government Agency Debt 794632.48 800575.38 US TREASURY 2012-09-15 2022-08-15 0.125 - 5.125 Treasury Debt 212122116.22 223461094.74 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 1538009.22 1888145.57 Unrated Security 2012-09-04 2012-09-04 N N N 374630974.00 374630973.70 0.1485 N 374630973.70 374630973.70 Citibank NA Citibank NA, 0.19% 44Q99C6D2 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-06-01 2037-06-01 5.681 - 5.681 Government Agency Debt 17399257.00 5241550.33 FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2036-06-01 4 - 5 Government Agency Debt 19830403.00 6998902.05 First Tier Security 2012-09-04 2012-09-04 N N N 12000000.00 12000000.00 0.0048 N 12000000.00 12000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.19% 46P9937X3 0000318336 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-06-01 2042-06-01 4.5 - 4.5 Government Agency Debt 10920000.00 12242634.04 First Tier Security 2012-09-07 2012-09-07 N N N 12000000.00 12000000.00 0.0048 N 12000000.00 12000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-20 2042-06-16 2.5 - 4 Government Agency Debt 2266307.98 2293797.81 FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-25 2042-09-25 1.5 - 7 Government Agency Debt 14907934.72 13141375.61 Unrated Security 2012-09-04 2012-09-04 N N N 14985239.00 14985238.95 0.0059 N 14985238.95 14985238.95 Goldman Sachs & Co. Goldman Sachs & Co., 0.19% 44X99H5G7 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 2.79 - 2.79 Government Agency Debt 3086475.00 3169679.73 FEDERAL NATIONAL MORTGAGE ASSOC 2042-07-01 2042-07-01 4 - 4 Government Agency Debt 11190883.00 12130643.88 First Tier Security 2012-09-07 2012-09-07 N N N 15000000.00 15000000.00 0.0059 N 15000000.00 15000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 45B99TXP1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-12-15 2042-06-01 2.5 - 2.71 Government Agency Debt 10000.00 10148.55 FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-25 2042-07-01 3.302 - 4 Government Agency Debt 21603000.00 7197864.01 First Tier Security 2012-09-07 2012-09-07 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, 0.22% 45B99T2M2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-12-15 2040-12-15 2 - 2 Government Agency Debt 11542200.00 11326848.59 FEDERAL NATIONAL MORTGAGE ASSOC 2039-12-01 2039-12-01 5.5 - 5.5 Government Agency Debt 5000.00 3457.45 First Tier Security 2012-09-07 2012-09-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 11000000.00 11000000.00 0.0044 N 11000000.00 11000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 45B99TYR6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 2.71 - 2.71 Government Agency Debt 5000.00 5183.51 FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-25 2038-08-25 4 - 4 Government Agency Debt 14167800.00 10297162.45 First Tier Security 2012-09-07 2012-09-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 10000000.00 10000000.00 0.0040 N 10000000.00 10000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-06-01 2042-09-01 2.5 - 7 Government Agency Debt 11160662.00 9935258.67 Unrated Security 2012-09-04 2012-09-04 N N N 9740405.00 9740405.32 0.0039 N 9740405.32 9740405.32 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.23% 45G99RBW9 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-01 2040-12-01 4 - 4 Government Agency Debt 45013492.00 34888577.58 Unrated Security 2012-09-07 2012-09-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 34000000.00 34000000.00 0.0135 N 34000000.00 34000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.23% 45G99RCE8 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 7711361.00 8175651.76 Unrated Security 2012-09-07 2012-09-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.24% 45G99RAY6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2042-07-01 3.061 - 6 Government Agency Debt 5054555.00 3546910.36 FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2042-08-01 2.607 - 5 Government Agency Debt 25263520.00 22991020.75 Unrated Security 2012-09-04 2012-09-04 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 26000000.00 26000000.00 0.0103 N 26000000.00 26000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.24% 45G99RBP4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-07-01 3.5 - 3.5 Government Agency Debt 4705098.00 5023329.50 FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2026-04-01 4 - 4 Government Agency Debt 13627574.00 12411722.67 Unrated Security 2012-09-07 2012-09-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 17000000.00 17000000.00 0.0067 N 17000000.00 17000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_08126 Government Agency Repurchase Agreement Y US TREASURY 2012-09-06 2022-08-15 0 - 4.75 Treasury Debt 252380362.04 254754160.36 FEDERAL AGRICULTURE MORTGAGE CORP 2012-10-01 2012-10-01 0 - 0 Government Agency Debt 4162566.37 4163149.13 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2041-04-15 2.11 - 11 Government Agency Debt 192287179.28 35184623.52 FEDERAL NATIONAL MORTGAGE ASSOC 2012-11-01 2047-10-01 1.347 - 9.5 Government Agency Debt 335739217.03 95142069.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2042-07-15 2.81 - 8.5 Government Agency Debt 359542791.65 183970886.80 Unrated Security 2012-09-04 2012-09-04 N N N 561946461.00 561946460.54 0.2228 N 561946460.54 561946460.54 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.19% 46Z99KBU5 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-02-01 2042-02-01 2.26 - 2.26 Government Agency Debt 4206807.00 4084383.19 First Tier Security 2012-09-07 2012-09-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.20% 46Z99KAH5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 5.022 - 5.022 Government Agency Debt 4241.00 4555.30 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-01 2042-05-01 2.376 - 3.841 Government Agency Debt 19064554.00 8170644.29 First Tier Security 2012-09-06 2012-09-06 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. In a joint trading account with RBC Capital Markets Corp. at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_07160 Government Agency Repurchase Agreement Y US TREASURY 2014-01-15 2039-11-15 1 - 4.375 Treasury Debt 39498158.82 40729394.40 FEDERAL HOME LOAN MORTGAGE CORP 2016-02-12 2042-04-01 0 - 5.597 Government Agency Debt 10529528.92 10360909.80 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-02-01 0.646 - 5.06 Government Agency Debt 39509348.91 39573464.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-08-20 2042-05-20 0 - 5.5 Government Agency Debt 59666273.92 59586273.36 Unrated Security 2012-09-04 2012-09-04 N N N 147186815.00 147186815.17 0.0584 N 147186815.17 147186815.17 UBS Securities LLC UBS Securities LLC, 0.20% 46X997ES8 0000230611 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-15 2038-12-15 5 - 5 Government Agency Debt 27769688.00 12299438.40 First Tier Security 2012-09-07 2012-09-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0048 N 12000000.00 12000000.00