0000278001-12-000061.txt : 20121231 0000278001-12-000061.hdr.sgml : 20121231 20121107121336 ACCESSION NUMBER: 0000278001-12-000061 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121031 FILED AS OF DATE: 20121107 DATE AS OF CHANGE: 20121107 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: 121185622 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 2012-10-31 0000278001 S000007150 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 54 98 2502111630.65 1601432.14 13762401.24 2489950661.55 0.0023 1.0002 2012-10-31 1.0002 2012-10-31 C000019554 2500.00 2489950661.55 1.00 -10008834.21 61120997.97 71129832.18 0.0001 1.0002 2012-10-31 1.0002 2012-10-31 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 24016714.74 0.0096 N 24020828.51 24020828.51 Fannie Mae Fannie Mae, 0.20% 3135G0PG2 Government Agency Debt First Tier Security 2012-11-11 2014-09-11 N N N 46000000.00 45982852.51 0.0185 N 45987764.00 45987764.00 Fannie Mae Fannie Mae, 0.21% 31398AMW9 Government Agency Debt First Tier Security 2013-04-09 2013-04-09 N N N 25000000.00 25329545.41 0.0102 N 25345700.00 25345700.00 Fannie Mae Fannie Mae, 0.22% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 29000000.00 29048308.28 0.0117 N 29054607.00 29054607.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EAYT9 Government Agency Debt First Tier Security 2012-11-20 2013-08-20 N N N 7000000.00 6998347.17 0.0028 N 6998215.00 6998215.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 31331KJN1 Government Agency Debt First Tier Security 2012-11-29 2012-11-29 N N N 6000000.00 5999883.94 0.0024 N 6000222.00 6000222.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EA4L9 Government Agency Debt First Tier Security 2012-11-12 2014-08-12 N N N 10000000.00 9994683.15 0.0040 N 9994490.00 9994490.00 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 3006234.59 0.0012 N 3006465.00 3006465.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.23% 3133EAP36 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 12000000.00 12002119.74 0.0048 N 12002352.00 12002352.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313373N65 Government Agency Debt First Tier Security 2012-11-15 2012-11-15 N N N 21000000.00 20999796.72 0.0084 N 21000525.00 21000525.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313385CZ7 Government Agency Debt First Tier Security 2013-03-13 2013-03-13 N N N 4000000.00 3997712.00 0.0016 N 3998096.00 3998096.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380P84 Government Agency Debt First Tier Security 2012-11-12 2013-09-12 N N N 21000000.00 20998165.38 0.0084 N 20998425.00 20998425.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380F77 Government Agency Debt First Tier Security 2012-11-15 2014-05-15 N N N 17000000.00 16990699.35 0.0068 N 16991976.00 16991976.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380H91 Government Agency Debt First Tier Security 2012-11-18 2014-02-18 N N N 16000000.00 15993698.11 0.0064 N 15994800.00 15994800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380FX0 Government Agency Debt First Tier Security 2012-11-28 2014-02-28 N N N 25000000.00 24989883.61 0.0100 N 24991550.00 24991550.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380R33 Government Agency Debt First Tier Security 2013-03-14 2013-03-14 N N N 20000000.00 19998456.91 0.0080 N 19999260.00 19999260.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380QY6 Government Agency Debt First Tier Security 2013-03-18 2013-03-18 N N N 21000000.00 20998336.90 0.0084 N 20999202.00 20999202.00 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 7000060.62 0.0028 N 7000154.00 7000154.00 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 25000151.03 0.0100 N 25000425.00 25000425.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313380ZZ3 Government Agency Debt First Tier Security 2013-04-18 2013-04-18 N N N 25000000.00 24997463.62 0.0100 N 24998725.00 24998725.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313380PC5 Government Agency Debt First Tier Security 2012-11-10 2013-09-10 N N N 21000000.00 21000000.00 0.0084 N 21000273.00 21000273.00 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 4000086.26 0.0016 N 4000276.00 4000276.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313380SD0 Government Agency Debt First Tier Security 2013-06-20 2013-06-20 N N N 10000000.00 9998282.05 0.0040 N 9997460.00 9997460.00 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 7999801.35 0.0032 N 8000216.00 8000216.00 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 6000057.93 0.0024 N 6000522.00 6000522.00 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 24998363.75 0.0100 N 25000475.00 25000475.00 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 16998865.16 0.0068 N 17000323.00 17000323.00 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 32996417.22 0.0133 N 33000000.00 33000000.00 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 24996111.81 0.0100 N 24999325.00 24999325.00 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 8998896.59 0.0036 N 9000000.00 9000000.00 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 11001066.29 0.0044 N 11001485.00 11001485.00 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 14003051.90 0.0056 N 14002660.00 14002660.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% to 0.21% 3133XXYX9 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 26000000.00 26274709.10 0.0106 N 26277888.00 26277888.00 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 8999936.54 0.0036 N 9000135.00 9000135.00 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 27999961.21 0.0112 N 28000588.00 28000588.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313380T72 Government Agency Debt First Tier Security 2012-12-24 2013-09-24 N N N 52000000.00 51995341.37 0.0209 N 51974728.00 51974728.00 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 12998253.44 0.0052 N 13000000.00 13000000.00 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 25997876.48 0.0104 N 26001456.00 26001456.00 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 19998644.59 0.0080 N 20001720.00 20001720.00 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 10641815.84 0.0043 N 10644826.42 10644826.42 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 12998573.96 0.0052 N 13001235.00 13001235.00 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 11111345.41 0.0045 N 11113861.00 11113861.00 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 5015585.75 0.0020 N 5017020.00 5017020.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380S40 Government Agency Debt First Tier Security 2013-09-19 2013-09-19 N N N 3000000.00 2999256.92 0.0012 N 2999472.00 2999472.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313380T80 Government Agency Debt First Tier Security 2012-12-24 2014-03-24 N N N 17000000.00 16995066.72 0.0068 N 16985873.00 16985873.00 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 5996337.46 0.0024 N 5996988.00 5996988.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379FB0 Government Agency Debt First Tier Security 2013-11-14 2013-11-14 N N N 3000000.00 3001749.60 0.0012 N 3001986.00 3001986.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379F87 Government Agency Debt First Tier Security 2013-11-14 2013-11-14 N N N 5000000.00 5002400.20 0.0020 N 5002790.00 5002790.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379FS3 Government Agency Debt First Tier Security 2013-11-21 2013-11-21 N N N 11000000.00 11005387.59 0.0044 N 11005896.00 11005896.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379NS4 Government Agency Debt First Tier Security 2013-11-25 2013-11-25 N N N 3610000.00 3612553.25 0.0015 N 3612656.96 3612656.96 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3133762C8 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 5000000.00 5007557.96 0.0020 N 5007665.00 5007665.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379G60 Government Agency Debt First Tier Security 2013-11-29 2013-11-29 N N N 13000000.00 13009396.01 0.0052 N 13009425.00 13009425.00 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 25999914.21 0.0104 N 26000260.00 26000260.00 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 17999382.00 0.0072 N 18006084.00 18006084.00 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 12506495.56 0.0050 N 12511212.50 12511212.50 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 12497167.72 0.0050 N 12503387.50 12503387.50 Freddie Mac Freddie Mac, 0.15% 3134G16A7 Government Agency Debt First Tier Security 2012-11-02 2012-11-02 N N N 25000000.00 24999951.61 0.0100 N 25000000.00 25000000.00 Freddie Mac Freddie Mac, 0.15% 3134G2K92 Government Agency Debt First Tier Security 2012-11-13 2013-09-13 N N N 34000000.00 33991688.61 0.0137 N 33991568.00 33991568.00 Freddie Mac Freddie Mac, 0.15% 313397CK5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 10000000.00 9995083.33 0.0040 N 9996070.00 9996070.00 Freddie Mac Freddie Mac, 0.15% 313397CL3 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 10000000.00 9995041.66 0.0040 N 9996040.00 9996040.00 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 33007100.40 0.0133 N 33008118.00 33008118.00 Freddie Mac Freddie Mac, 0.18% 3134G1P65 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 10000000.00 10008742.97 0.0040 N 10009330.00 10009330.00 Freddie Mac Freddie Mac, 0.19% 3137EABE8 Government Agency Debt First Tier Security 2012-12-21 2012-12-21 N N N 11000000.00 11058817.65 0.0044 N 11060060.00 11060060.00 Freddie Mac Freddie Mac, 0.19% 3134G1LD4 Government Agency Debt First Tier Security 2012-12-27 2012-12-27 N N N 10000000.00 10013888.64 0.0040 N 10014610.00 10014610.00 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 67431334.71 0.0271 N 67441195.00 67441195.00 Freddie Mac Freddie Mac, 0.20% 3137EACQ0 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 16000000.00 16010451.61 0.0064 N 16011776.00 16011776.00 Freddie Mac Freddie Mac, 0.20% 3134A4SA3 Government Agency Debt First Tier Security 2013-01-15 2013-01-15 N N N 3000000.00 3026303.57 0.0012 N 3026742.00 3026742.00 Freddie Mac Freddie Mac, 0.23% 3137EACZ0 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 10000000.00 10015115.92 0.0040 N 10014420.00 10014420.00 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 24994895.83 0.0100 N 24996600.00 24996600.00 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 19008625.54 0.0076 N 19008170.00 19008170.00 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 4000998.72 0.0016 N 4001092.00 4001092.00 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 3010322.86 0.0012 N 3010431.00 3010431.00 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 25034660.28 0.0101 N 25038075.00 25038075.00 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 25059494.46 0.0101 N 25062500.00 25062500.00 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 10054289.30 0.0040 N 10057420.00 10057420.00 Bank of America NA In a joint trading account with Bank of America NA at 0.34%, dated 10/31/2012 due 11/01/2012 47V99GKF9_04197 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-11-25 2041-07-25 0.836 - 5.8 Government Agency Debt 30357796.78 19350644.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2042-08-20 3.5 - 4.5 Government Agency Debt 140102095.82 133537830.12 Unrated Security 2012-11-01 2012-11-01 N N N 149705061.00 149705060.92 0.0601 N 149705060.92 149705060.92 Barclays Capital, Inc. Barclays Capital, Inc., 0.19% 47H9974J5 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-07-01 2042-07-01 3 - 3 Government Agency Debt 7844596.00 8160992.14 First Tier Security 2012-11-01 2012-11-01 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., 0.25% 47H9976Y0 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-10-01 2040-10-01 4 - 4 Government Agency Debt 1875006.00 1780075.38 FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2027-10-01 3 - 3 Government Agency Debt 5997458.00 6380659.58 First Tier Security 2012-11-06 2012-11-06 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., 0.35% 47H9978A0 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-11-01 2033-11-01 5.5 - 5.5 Government Agency Debt 29428434.00 4080039.73 First Tier Security 2012-11-07 2012-11-07 N N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.34%, dated 10/31/2012 due 11/01/2012 47V99GKF9_06453 Government Agency Repurchase Agreement Y US TREASURY 2013-08-15 2017-01-31 0.75 - 3.125 Treasury Debt 4306896.36 4584540.62 Unrated Security 2012-11-01 2012-11-01 N N N 4494609.00 4494609.22 0.0018 N 4494609.22 4494609.22 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.25% 47X99WCF1 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-12-01 2040-12-01 2.5 - 6.5 Government Agency Debt 6771365.00 1331896.01 FEDERAL NATIONAL MORTGAGE ASSOC 2013-07-01 2041-04-01 3.5 - 6.5 Government Agency Debt 37052862.00 2748274.60 First Tier Security 2012-11-07 2012-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.25% 45C99G9K6 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-10-01 2041-10-01 2.382 - 6.5 Government Agency Debt 31389119.00 3804965.14 FEDERAL NATIONAL MORTGAGE ASSOC 2013-08-01 2040-04-01 2.565 - 6.5 Government Agency Debt 28395903.00 3335828.19 First Tier Security 2012-11-07 2012-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0028 N 7000000.00 7000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.34%, dated 10/31/2012 due 11/01/2012 47V99GKF9_07629 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-11-01 2042-07-01 3.5 - 5 Government Agency Debt 28460925.40 26537139.25 FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2042-08-01 2.5 - 5 Government Agency Debt 51432901.23 48546276.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-05-15 2042-09-20 3 - 5.5 Government Agency Debt 90422608.58 73385263.18 Unrated Security 2012-11-01 2012-11-01 N N N 145556191.00 145556190.87 0.0585 N 145556190.87 145556190.87 Citibank NA Citibank NA, 0.24% 47P99RGT7 0000036684 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2033-11-15 2039-04-15 4.5 - 5 Government Agency Debt 40411048.00 12240163.20 First Tier Security 2012-11-05 2012-11-05 N N N 12000000.00 12000000.00 0.0048 N 12000000.00 12000000.00 Citibank NA In a joint trading account with Citibank NA at 0.34%, dated 10/31/2012 due 11/01/2012 47V99GKF9_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-06-01 2042-11-01 1.955 - 13 Government Agency Debt 14818638.89 2307553.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2014-03-15 2052-09-15 1.125 - 11 Government Agency Debt 59683582.80 11663457.53 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2047-09-01 1.87 - 7.32 Government Agency Debt 24226718.84 4719814.28 Unrated Security 2012-11-01 2012-11-01 N N N 18324176.00 18324176.05 0.0074 N 18324176.05 18324176.05 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.34%, dated 10/31/2012 due 11/01/2012 47V99GKF9_04361 Government Agency Repurchase Agreement Y US TREASURY 2012-11-30 2040-11-15 0 - 10.625 Treasury Debt 4835697.85 5216427.42 FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-10-01 4 - 4 Government Agency Debt 273.63 306.37 FEDERAL NATIONAL MORTGAGE ASSOC 2024-04-01 2042-07-01 3.5 - 4 Government Agency Debt 27927.50 18882.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2042-09-15 3 - 4.5 Government Agency Debt 1284890.82 1114057.83 Unrated Security 2012-11-01 2012-11-01 N N N 6223305.00 6223305.07 0.0025 N 6223305.07 6223305.07 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.22% 47J997UU9 0000318336 Government Agency Repurchase Agreement Y US TREASURY 2017-10-31 2017-10-31 0.75 - 0.75 Treasury Debt 710000.00 710447.31 FEDERAL NATIONAL MORTGAGE ASSOC 2013-08-23 2013-08-23 N/A Government Agency Debt 1335000.00 1333237.71 First Tier Security 2012-11-02 2012-11-02 N N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.24% 47J997SM0 0000318336 Government Agency Repurchase Agreement Y US TREASURY 2017-10-31 2017-10-31 0.75 - 0.75 Treasury Debt 2040000.00 2041285.24 First Tier Security 2012-11-01 2012-11-01 N N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.24% 47J997BC0 0000318336 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2017-10-26 0.875 - 0.875 Government Agency Debt 33675000.00 33672886.43 First Tier Security 2012-12-10 2012-12-10 N N N 33000000.00 33000000.00 0.0133 Y 33000000.00 33000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.25% 47J997KR7 0000318336 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2017-10-26 0.875 - 0.875 Government Agency Debt 23470000.00 23468526.94 First Tier Security 2013-01-04 2013-01-04 N N N 23000000.00 23000000.00 0.0092 Y 23000000.00 23000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.26% 47J997KK2 0000318336 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-02-08 2013-02-08 N/A Government Agency Debt 19670000.00 19663312.50 FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2017-10-26 0.875 - 0.875 Government Agency Debt 3805000.00 3804761.18 First Tier Security 2013-01-11 2013-01-11 N N N 23000000.00 23000000.00 0.0092 Y 23000000.00 23000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.21% 45F992RJ7 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2027-10-01 2.5 - 2.5 Government Agency Debt 3903523.00 4091841.96 First Tier Security 2012-11-02 2012-11-02 N N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.34%, dated 10/31/2012 due 11/01/2012 47V99GKF9_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-01-15 2042-09-01 0.571 - 7 Government Agency Debt 10969396.28 2636211.38 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-01 2048-05-01 1.645 - 7 Government Agency Debt 55514392.91 14257190.24 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2041-03-15 1.625 - 5.5 Government Agency Debt 12404590.48 761128.02 Unrated Security 2012-11-01 2012-11-01 N N N 17286959.00 17286958.54 0.0069 N 17286958.54 17286958.54 Goldman Sachs & Co. Goldman Sachs & Co., 0.25% 47Y99DAS6 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 2.789 - 2.789 Government Agency Debt 8103758.00 8160170.08 First Tier Security 2012-11-05 2012-11-05 N N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 47Y99CAY5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2041-08-15 4 - 4 Government Agency Debt 5000.00 3959.23 FEDERAL NATIONAL MORTGAGE ASSOC 2037-11-25 2038-05-25 4 - 4.5 Government Agency Debt 16290000.00 6180323.88 First Tier Security 2012-11-07 2012-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 6000000.00 6000000.00 0.0024 N 6000000.00 6000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 45B99T9W3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-08-01 2042-06-01 2.152 - 2.743 Government Agency Debt 73764615.00 4080905.09 FEDERAL NATIONAL MORTGAGE ASSOC 2026-06-01 2026-06-01 4 - 4 Government Agency Debt 5000.00 1745.34 First Tier Security 2012-11-07 2012-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CBR9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2031-09-01 2031-09-01 2.126 - 2.126 Government Agency Debt 53070000.00 4080318.97 First Tier Security 2012-11-07 2012-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 45B99T8M6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-01-01 2036-01-01 2.07 - 2.07 Government Agency Debt 6715000.00 1024460.78 First Tier Security 2012-11-07 2012-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.34%, dated 10/31/2012 due 11/01/2012 47V99GKF9_40488 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2013-01-25 2013-01-25 0.75 - 0.75 Government Agency Debt 86434.79 86727.81 FEDERAL HOME LOAN MORTGAGE CORP 2013-06-03 2042-09-01 0.163 - 8.5 Government Agency Debt 30863931.87 9819016.20 FINANCE CORPORATION 2018-09-26 2018-09-26 0 - 0 Government Agency Debt 397.60 362.11 FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-25 2042-11-25 2 - 8.5 Government Agency Debt 18554500.81 8114588.96 GOVERNMENT NATIONAL MORTAGE ASSOC 2030-12-20 2062-10-20 1.311 - 6 Government Agency Debt 1684811.98 1462628.97 Unrated Security 2012-11-01 2012-11-01 N N N 19015654.00 19015654.39 0.0076 N 19015654.39 19015654.39 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.20% 47X998BX6 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-01 2042-10-01 3.5 - 3.5 Government Agency Debt 10579029.00 11220374.08 First Tier Security 2012-11-02 2012-11-02 N N N 11000000.00 11000000.00 0.0044 N 11000000.00 11000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.22% 47X998AJ8 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-07-01 2042-07-01 3.5 - 3.5 Government Agency Debt 3897152.00 4080249.96 First Tier Security 2012-11-07 2012-11-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 46J99D6H4 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-07-01 2042-07-01 3.5 - 3.5 Government Agency Debt 3897611.00 4080730.52 First Tier Security 2012-11-05 2012-11-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.26% 45G99REA4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2042-08-01 3.5 - 4.5 Government Agency Debt 29748492.00 25533453.38 FEDERAL NATIONAL MORTGAGE ASSOC 2032-02-01 2042-08-01 3.5 - 4 Government Agency Debt 8648.00 9271.81 Unrated Security 2012-11-02 2012-11-02 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 25000000.00 25000000.00 0.0100 N 25000000.00 25000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.26% 45G99REH9 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-12-01 2041-12-01 3.226 - 3.226 Government Agency Debt 8208629.00 8176651.90 Unrated Security 2012-11-07 2012-11-07 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., 0.26% 45G99REQ9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2042-08-01 3.5 - 4 Government Agency Debt 16155871.00 16331545.40 FEDERAL NATIONAL MORTGAGE ASSOC 2032-02-01 2042-08-01 3.5 - 4 Government Agency Debt 20744.00 21227.42 Unrated Security 2012-11-07 2012-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 16000000.00 16000000.00 0.0064 N 16000000.00 16000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.26% 45G99REX4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2042-08-01 2.479 - 3.5 Government Agency Debt 25374.00 19758.53 FEDERAL NATIONAL MORTGAGE ASSOC 2042-02-01 2042-09-01 3.5 - 4 Government Agency Debt 30626363.00 33709406.05 Unrated Security 2012-11-07 2012-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 33000000.00 33000000.00 0.0133 N 33000000.00 33000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.27% 45G99RFF2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 2.421 - 2.647 Government Agency Debt 48625469.00 4501456.75 FEDERAL NATIONAL MORTGAGE ASSOC 2036-06-01 2036-07-01 2.271 - 2.828 Government Agency Debt 4402225.00 3663102.00 Unrated Security 2012-11-07 2012-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.29% 47V99FCF0 0000812291 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2027-09-01 3 - 3 Government Agency Debt 14227300.00 15158600.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-20 2042-10-20 3 - 3 Government Agency Debt 1092499.00 1166351.93 First Tier Security 2012-11-07 2012-11-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 16000000.00 16000000.00 0.0064 N 16000000.00 16000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.34%, dated 10/31/2012 due 11/01/2012 47V99GKF9_08126 Government Agency Repurchase Agreement Y US TREASURY 2012-11-01 2042-08-15 0 - 11.25 Treasury Debt 184484471.53 211862184.77 FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2042-07-01 2.481 - 7.5 Government Agency Debt 20134435.85 18386521.84 FEDERAL NATIONAL MORTGAGE ASSOC 2021-07-01 2042-07-01 2.443 - 8 Government Agency Debt 40049203.07 39714844.65 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-09-15 2042-06-15 3 - 7.5 Government Agency Debt 270891252.14 135863208.63 Unrated Security 2012-11-01 2012-11-01 N N N 397600046.00 397600046.33 0.1597 N 397600046.33 397600046.33 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.23% 46Z99KLQ3 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-04-01 2042-03-25 2.241 - 4 Government Agency Debt 8934005.00 8166600.99 First Tier Security 2012-11-07 2012-11-07 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., 0.23% 46Z99KJU7 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-01 2040-12-01 2.5 - 3.845 Government Agency Debt 13333.00 13099.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-01-15 2041-08-20 4 - 5 Government Agency Debt 4335516.00 4071183.72 First Tier Security 2012-11-07 2012-11-07 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., 0.25% 46Z99KKJ0 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-01 2040-12-01 2.5 - 3.845 Government Agency Debt 56705.00 55708.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-01-15 2041-08-20 4 - 5 Government Agency Debt 18425989.00 17302557.54 First Tier Security 2012-11-07 2012-11-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 17000000.00 17000000.00 0.0068 N 17000000.00 17000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.25% 46Z99KMJ8 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-04-01 2042-06-01 2.241 - 4.5 Government Agency Debt 4171821.00 4084257.82 First Tier Security 2012-11-07 2012-11-07 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. In a joint trading account with RBC Capital Markets Corp. at 0.34%, dated 10/31/2012 due 11/01/2012 47V99GKF9_07160 Government Agency Repurchase Agreement Y US TREASURY 2016-04-30 2016-04-30 2.625 - 2.625 Treasury Debt 725901.46 780003.62 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2039-11-01 2.5 - 5.644 Government Agency Debt 1723822.68 1704015.21 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-20 2060-06-20 3 - 5.251 Government Agency Debt 4684121.31 5017485.85 FEDERAL NATIONAL MORTGAGE ASSOC 2030-10-25 2042-02-01 3 - 3.418 Government Agency Debt 312434.62 258726.04 Unrated Security 2012-11-01 2012-11-01 N N N 7606262.00 7606261.76 0.0031 N 7606261.76 7606261.76 RBS Securities, Inc. In a joint trading account with RBS Securities, Inc. at 0.34%, dated 10/31/2012 due 11/01/2012 47V99GKF9_32466 Government Agency Repurchase Agreement Y US TREASURY 2013-04-30 2021-05-15 0.25 - 4.25 Treasury Debt 71693783.95 75055423.10 Unrated Security 2012-11-01 2012-11-01 N N N 73583737.00 73583736.85 0.0296 N 73583736.85 73583736.85 UBS Securities LLC UBS Securities LLC, 0.21% 46X997WP4 0000230611 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-02-01 2042-02-01 4 - 4 Government Agency Debt 10677174.00 11243213.26 First Tier Security 2012-11-02 2012-11-02 N N N 11000000.00 11000000.00 0.0044 N 11000000.00 11000000.00 Commerz Markets LLC Commerz Markets LLC, 0.35% 40B99STU8 Treasury Repurchase Agreement Y US TREASURY 2013-05-31 2019-06-30 1 - 3.5 Treasury Debt 91058000.00 94860424.30 Unrated Security 2012-11-01 2012-11-01 N N N 93000000.00 93000000.00 0.0374 N 93000000.00 93000000.00