0000278001-12-000066.txt : 20130129 0000278001-12-000066.hdr.sgml : 20130129 20121206121953 ACCESSION NUMBER: 0000278001-12-000066 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121130 FILED AS OF DATE: 20121206 DATE AS OF CHANGE: 20121206 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: 121245878 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 2012-11-30 0000278001 S000007150 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 54 102 2502262335.21 1916539.07 25839728.19 2478339146.09 0.0022 1.0002 2012-11-30 1.0002 2012-11-30 C000019554 2500.00 2478339146.09 1.00 -11914441.38 70874088.82 82788530.20 0.0001 1.0002 2012-11-30 1.0002 2012-11-30 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 24013180.66 0.0097 N 24014417.84 24014417.84 Fannie Mae Fannie Mae, 0.19% 3135G0PG2 Government Agency Debt First Tier Security 2012-12-11 2014-09-11 N N N 46000000.00 45983610.13 0.0186 N 45990984.00 45990984.00 Fannie Mae Fannie Mae, 0.21% 31398AMW9 Government Agency Debt First Tier Security 2013-04-09 2013-04-09 N N N 25000000.00 25267367.03 0.0102 N 25274600.00 25274600.00 Fannie Mae Fannie Mae, 0.22% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 29000000.00 29035921.55 0.0117 N 29038077.00 29038077.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EAYT9 Government Agency Debt First Tier Security 2012-12-20 2013-08-20 N N N 7000000.00 6998516.98 0.0028 N 6998187.00 6998187.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EA4L9 Government Agency Debt First Tier Security 2012-12-12 2014-08-12 N N N 10000000.00 9994928.92 0.0040 N 9995300.00 9995300.00 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 3002705.58 0.0012 N 3002526.00 3002526.00 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 12001957.10 0.0048 N 12003660.00 12003660.00 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 3998232.01 0.0016 N 3998888.00 3998888.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380P84 Government Agency Debt First Tier Security 2012-12-12 2013-09-12 N N N 21000000.00 20998340.11 0.0085 N 20998236.00 20998236.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380F77 Government Agency Debt First Tier Security 2012-12-15 2014-05-15 N N N 17000000.00 16991197.60 0.0069 N 16992996.00 16992996.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380H91 Government Agency Debt First Tier Security 2012-12-18 2014-02-18 N N N 16000000.00 15994096.96 0.0065 N 15995456.00 15995456.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380FX0 Government Agency Debt First Tier Security 2012-12-28 2014-02-28 N N N 25000000.00 24990510.66 0.0101 N 24992575.00 24992575.00 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 19998804.97 0.0081 N 19998320.00 19998320.00 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 20998701.09 0.0085 N 20998152.00 20998152.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313380PC5 Government Agency Debt First Tier Security 2012-12-10 2013-09-10 N N N 21000000.00 21000000.00 0.0085 N 20999874.00 20999874.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381GC3 Government Agency Debt First Tier Security 2013-01-05 2014-06-05 N N N 25000000.00 24992360.50 0.0101 N 24992350.00 24992350.00 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 24997916.54 0.0101 N 24998125.00 24998125.00 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 4000034.50 0.0016 N 4000060.00 4000060.00 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 9998505.16 0.0040 N 9998610.00 9998610.00 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 7999925.51 0.0032 N 8000000.00 8000000.00 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 6000030.78 0.0024 N 6000156.00 6000156.00 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 24999065.00 0.0101 N 24999750.00 24999750.00 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 16999344.67 0.0069 N 16999813.00 16999813.00 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 32997681.73 0.0133 N 32999043.00 32999043.00 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 24997314.35 0.0101 N 24998675.00 24998675.00 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 8999214.88 0.0036 N 8999649.00 8999649.00 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 11000903.91 0.0044 N 11002266.00 11002266.00 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 14002613.83 0.0056 N 14004732.00 14004732.00 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 26239186.38 0.0106 N 26241176.00 26241176.00 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 51995768.77 0.0210 N 51979720.00 51979720.00 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 12998782.70 0.0052 N 12999532.00 12999532.00 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 25998501.04 0.0105 N 26000000.00 26000000.00 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 19999028.20 0.0081 N 20000400.00 20000400.00 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 10629553.42 0.0043 N 10630420.24 10630420.24 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313380XU6 Government Agency Debt First Tier Security 2013-10-17 2013-10-17 N N N 13000000.00 12997432.40 0.0052 N 12997738.00 12997738.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XSAE8 Government Agency Debt First Tier Security 2013-10-18 2013-10-18 N N N 20000000.00 20599911.03 0.0083 N 20593140.00 20593140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133793Y3 Government Agency Debt First Tier Security 2013-10-18 2013-10-18 N N N 9000000.00 9006536.05 0.0036 N 9002358.00 9002358.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313381DR3 Government Agency Debt First Tier Security 2013-11-01 2013-11-01 N N N 8000000.00 7998492.99 0.0032 N 7998520.00 7998520.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313379H36 Government Agency Debt First Tier Security 2013-11-15 2013-11-15 N N N 6000000.00 6004415.48 0.0024 N 6004266.00 6004266.00 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 12998942.76 0.0052 N 13000299.00 13000299.00 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 11083037.25 0.0045 N 11081928.00 11081928.00 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 5012383.20 0.0020 N 5012970.00 5012970.00 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 2999326.15 0.0012 N 2999523.00 2999523.00 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 16995358.06 0.0069 N 16986179.00 16986179.00 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 5996848.51 0.0024 N 5998512.00 5998512.00 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 3001610.74 0.0012 N 3002136.00 3002136.00 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 5002209.71 0.0020 N 5003090.00 5003090.00 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 11004967.77 0.0044 N 11006688.00 11006688.00 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 3612356.35 0.0015 N 3612880.78 3612880.78 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 5006978.07 0.0020 N 5007660.00 5007660.00 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 13008678.76 0.0052 N 13010322.00 13010322.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313379R50 Government Agency Debt First Tier Security 2013-12-05 2013-12-05 N N N 4000000.00 4003117.25 0.0016 N 4003552.00 4003552.00 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 17999442.00 0.0073 N 18005454.00 18005454.00 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 12505501.34 0.0050 N 12510450.00 12510450.00 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 12497513.12 0.0050 N 12502937.50 12502937.50 Freddie Mac Freddie Mac, 0.15% 3134G2K92 Government Agency Debt First Tier Security 2012-12-13 2013-09-13 N N N 34000000.00 33992477.67 0.0137 N 33991874.00 33991874.00 Freddie Mac Freddie Mac, 0.15% 313397CK5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 10000000.00 9996333.33 0.0040 N 9998090.00 9998090.00 Freddie Mac Freddie Mac, 0.15% 313397CL3 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 10000000.00 9996291.66 0.0040 N 9998070.00 9998070.00 Freddie Mac Freddie Mac, 0.18% 3134G1P65 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 10000000.00 10004141.41 0.0040 N 10003950.00 10003950.00 Freddie Mac Freddie Mac, 0.19% 3137EABE8 Government Agency Debt First Tier Security 2012-12-21 2012-12-21 N N N 11000000.00 11023527.06 0.0044 N 11021505.00 11021505.00 Freddie Mac Freddie Mac, 0.19% 3134G1LD4 Government Agency Debt First Tier Security 2012-12-27 2012-12-27 N N N 10000000.00 10006448.30 0.0040 N 10006130.00 10006130.00 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 67352910.22 0.0272 N 67354631.00 67354631.00 Freddie Mac Freddie Mac, 0.20% 3137EACQ0 Government Agency Debt First Tier Security 2012-12-28 2012-12-28 N N N 16000000.00 16004950.76 0.0065 N 16004944.00 16004944.00 Freddie Mac Freddie Mac, 0.20% 3134A4SA3 Government Agency Debt First Tier Security 2013-01-15 2013-01-15 N N N 3000000.00 3015782.14 0.0012 N 3015105.00 3015105.00 Freddie Mac Freddie Mac, 0.21% 3137EACL1 Government Agency Debt First Tier Security 2013-10-28 2013-10-28 N N N 6667000.00 6706790.76 0.0027 N 6706962.00 6706962.00 Freddie Mac Freddie Mac, 0.23% 3137EACZ0 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 10000000.00 10013956.13 0.0040 N 10015320.00 10015320.00 U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796DM8 Treasury Debt First Tier Security 2012-12-31 2012-12-31 N N N 26000000.00 25995883.34 0.0105 N 25997582.00 25997582.00 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 3007401.29 0.0012 N 3007617.00 3007617.00 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 25025922.39 0.0101 N 25031250.00 25031250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 13000000.00 13371877.10 0.0054 N 13370708.00 13370708.00 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 25035696.68 0.0101 N 25037100.00 25037100.00 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 10047082.76 0.0041 N 10051560.00 10051560.00 Bank of America NA In a joint trading account with Bank of America NA at 0.25%, dated 11/30/2012 due 12/03/2012 47V99GVD2_04197 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2041-07-25 0.521 - 6 Government Agency Debt 117795890.48 63735771.72 FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2038-12-15 0.589 - 5.5 Government Agency Debt 44466812.85 19302250.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-11-20 0.394 - 6.5 Government Agency Debt 291100946.48 242609946.89 Unrated Security 2012-12-03 2012-12-03 N N N 317620092.00 317620091.77 0.1282 N 317620091.77 317620091.77 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WHH2 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-09-01 2041-06-01 2.348 - 7.5 Government Agency Debt 20133001.00 3148426.80 FEDERAL NATIONAL MORTGAGE ASSOC 2013-09-01 2041-03-01 2.56 - 8.25 Government Agency Debt 33939703.00 5012251.05 First Tier Security 2012-12-07 2012-12-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WKV7 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2042-08-01 2.375 - 4.5 Government Agency Debt 13601690.00 5373464.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-20 2040-10-20 3.5 - 3.5 Government Agency Debt 1400000.00 1088205.34 FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2042-08-01 2.39 - 6.5 Government Agency Debt 98910497.00 22099608.51 First Tier Security 2012-12-07 2012-12-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 28000000.00 28000000.00 0.0113 N 28000000.00 28000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WHX7 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-12-01 2041-09-01 4.5 - 6.5 Government Agency Debt 17733813.00 2417966.72 FEDERAL NATIONAL MORTGAGE ASSOC 2018-01-01 2042-10-01 3.5 - 6.5 Government Agency Debt 28892155.00 5742658.92 First Tier Security 2012-12-07 2012-12-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0032 N 8000000.00 8000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WJT4 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2014-07-01 2041-04-01 3.389 - 7.5 Government Agency Debt 81674923.00 2050937.37 FEDERAL NATIONAL MORTGAGE ASSOC 2014-06-01 2042-02-01 2.561 - 6.5 Government Agency Debt 31705715.00 5089610.27 First Tier Security 2012-12-07 2012-12-07 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. BNP Paribas Securities Corp., 0.25% 47X99WCF1 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2014-05-01 2039-02-01 4.5 - 6.5 Government Agency Debt 12566069.00 1065734.75 FEDERAL NATIONAL MORTGAGE ASSOC 2016-05-01 2041-04-01 2.677 - 6.5 Government Agency Debt 28711067.00 3015342.03 First Tier Security 2012-12-07 2012-12-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 Citibank NA Citibank NA, 0.20% 47P99RMM5 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 Government Agency Debt 2738420.00 1594390.61 FEDERAL NATIONAL MORTGAGE ASSOC 2040-06-01 2042-11-01 3 - 5 Government Agency Debt 9302919.00 9625921.33 First Tier Security 2012-12-05 2012-12-05 N N N 11000000.00 11000000.00 0.0044 N 11000000.00 11000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.24% 47J997BC0 0000318336 Government Agency Repurchase Agreement Y US TREASURY 2041-08-15 2042-05-15 N/A Treasury Debt 81387000.00 34009546.35 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 US TREASURY 2040-11-15 2042-05-15 0 - 4.25 Treasury Debt 56185000.00 23700384.21 First Tier Security 2013-01-04 2013-01-04 N N N 23000000.00 23000000.00 0.0093 Y 23000000.00 23000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.25% 47J9978P5 0000318336 Government Agency Repurchase Agreement Y US TREASURY 2013-02-15 2042-08-15 0 - 4.75 Treasury Debt 71492900.00 41203584.41 First Tier Security 2013-02-20 2013-02-20 N N N 40000000.00 40000000.00 0.0161 Y 40000000.00 40000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.26% 47J997KK2 0000318336 Government Agency Repurchase Agreement Y US TREASURY 2040-11-15 2040-11-15 4.25 - 4.25 Treasury Debt 54005000.00 23700635.87 First Tier Security 2013-01-11 2013-01-11 N N N 23000000.00 23000000.00 0.0093 Y 23000000.00 23000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.28% 45F992SM9 0000058056 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2014-11-30 0.25 - 0.25 Treasury Debt 5900.00 5900.00 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2042-07-01 2.5 - 5 Government Agency Debt 534597.00 511829.03 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2042-11-20 3 - 3 Government Agency Debt 21451066.00 22948171.65 First Tier Security 2012-12-03 2012-12-03 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 23000000.00 23000000.00 0.0093 N 23000000.00 23000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.25%, dated 11/30/2012 due 12/03/2012 47V99GVD2_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-01-15 2042-09-01 0.564 - 7 Government Agency Debt 8622098.92 1863191.99 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2054-07-15 1.625 - 5.5 Government Agency Debt 11629505.30 4074649.25 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-01 2048-05-01 0.861 - 7 Government Agency Debt 30625719.69 6507956.21 Unrated Security 2012-12-03 2012-12-03 N N N 12169352.00 12169352.18 0.0049 N 12169352.18 12169352.18 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CBR9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2041-08-15 4 - 5 Government Agency Debt 15000.00 10889.62 FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-01 2041-07-01 2.128 - 4.5 Government Agency Debt 53280000.00 4073881.02 First Tier Security 2012-12-03 2012-12-03 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% 47Y99CFC8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-25 2040-07-25 3.5 - 3.5 Government Agency Debt 6005000.00 6184756.11 First Tier Security 2012-12-07 2012-12-07 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, 0.23% 47Y99CEC9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-12-15 2042-06-01 2 - 2.708 Government Agency Debt 4275000.00 4123846.52 First Tier Security 2012-12-07 2012-12-07 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% 47Y99CCU1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-15 2040-11-15 3.75 - 3.75 Government Agency Debt 5175000.00 1032843.84 First Tier Security 2012-12-07 2012-12-07 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 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.25%, dated 11/30/2012 due 12/03/2012 47V99GVD2_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2042-11-01 2.5 - 5 Government Agency Debt 11521732.12 8275208.38 Unrated Security 2012-12-03 2012-12-03 N N N 8112901.00 8112901.45 0.0033 N 8112901.45 8112901.45 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.22% 47X998EW5 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-11-01 2042-11-01 3.5 - 3.5 Government Agency Debt 3804548.00 4080699.00 First Tier Security 2012-12-05 2012-12-05 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 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 47X998LH0 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-11-01 2042-11-01 3.5 - 3.5 Government Agency Debt 3804188.00 4080312.87 First Tier Security 2012-12-07 2012-12-07 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 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.27% 45G99RFV7 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2042-09-01 3.5 - 3.5 Government Agency Debt 7713438.00 8184155.70 Unrated Security 2012-12-07 2012-12-07 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., 0.27% 45G99RGT1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-06-01 3.42 - 5 Government Agency Debt 8463874.00 8166729.70 Unrated Security 2012-12-07 2012-12-07 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., 0.27% 45G99RGL8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-11-01 2042-11-01 2.357 - 4 Government Agency Debt 38210442.00 32617554.91 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2042-03-01 2.5 - 3.5 Government Agency Debt 24275.00 25383.01 Unrated Security 2012-12-07 2012-12-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 32000000.00 32000000.00 0.0129 N 32000000.00 32000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.27% 45G99RGD6 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-01 2044-02-01 1.353 - 3.5 Government Agency Debt 103560673.00 16323931.51 Unrated Security 2012-12-07 2012-12-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 16000000.00 16000000.00 0.0065 N 16000000.00 16000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.28% 45G99RFN5 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-01-01 2042-10-01 2.101 - 5.5 Government Agency Debt 42008537.00 25510883.22 Unrated Security 2012-12-03 2012-12-03 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 25000000.00 25000000.00 0.0101 N 25000000.00 25000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.28% 45G99RHB9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 2.5 - 2.5 Government Agency Debt 2916488.00 3059659.96 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2027-11-01 2.5 - 2.5 Government Agency Debt 1000.00 1040.40 Unrated Security 2012-12-05 2012-12-05 N N N 3000000.00 3000000.00 0.0012 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.29% 47V99FCF0 0000812291 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-06-01 2027-09-01 3 - 3 Government Agency Debt 14374950.00 15191938.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-20 2042-10-20 3 - 4.5 Government Agency Debt 1114946.00 1186151.50 First Tier Security 2012-12-07 2012-12-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 16000000.00 16000000.00 0.0065 N 16000000.00 16000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.25%, dated 11/30/2012 due 12/03/2012 47V99GVD2_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2040-05-15 3.5 - 11 Government Agency Debt 5315875.77 1654369.10 US TREASURY 2012-12-15 2015-07-31 0.25 - 4.75 Treasury Debt 226823466.83 229473608.55 FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-25 2040-07-25 3 - 6.5 Government Agency Debt 13822609.53 7577035.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2041-05-20 4.5 - 8 Government Agency Debt 672839246.63 306384337.02 Unrated Security 2012-12-03 2012-12-03 N N N 534303288.00 534303288.35 0.2156 N 534303288.35 534303288.35 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.23% 46Z99KPV8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-07-01 2042-03-01 4 - 5.5 Government Agency Debt 23766020.00 8185796.16 First Tier Security 2012-12-07 2012-12-07 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., 0.24% 46Z99KPB2 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-01 2042-09-01 2.423 - 4.92 Government Agency Debt 4159017.00 4081070.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-03-20 2042-03-20 2.5 - 2.5 Government Agency Debt 2415.00 2471.54 First Tier Security 2012-12-07 2012-12-07 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 HOME LOAN MORTGAGE CORP 2038-07-01 2038-07-01 5.5 - 5.5 Government Agency Debt 102592.00 25631.76 FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-01 2042-09-01 2.322 - 3.846 Government Agency Debt 2253003.00 541285.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2042-03-20 2.5 - 5 Government Agency Debt 18392171.00 16851927.09 First Tier Security 2012-12-07 2012-12-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 17000000.00 17000000.00 0.0069 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 2036-01-01 2042-06-01 2.242 - 4.5 Government Agency Debt 4308799.00 4086097.22 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2042-03-20 2.5 - 5 Government Agency Debt 3250.00 3025.39 First Tier Security 2012-12-07 2012-12-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 45J993PY0 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-09-01 2038-10-01 5.606 - 6.186 Government Agency Debt 12156326.00 4081222.77 First Tier Security 2012-12-03 2012-12-03 Y RBS SECURITIES INC (GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.25%, dated 11/30/2012 due 12/03/2012 47V99GVD2_08395 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2014-08-21 2016-11-29 0.25 - 0.64 Government Agency Debt 308483.42 308437.45 FEDERAL AGRICULTURE MORTGAGE CORP 2013-01-03 2021-11-29 0 - 2 Government Agency Debt 228891.99 229922.13 FEDERAL HOME LOAN BANK 2013-01-18 2018-12-14 0 - 1.75 Government Agency Debt 1580578.64 1590221.53 FEDERAL HOME LOAN MORTGAGE CORP 2016-11-01 2042-08-15 0.508 - 4 Government Agency Debt 2066886.76 1944726.09 FINANCE CORPORATION 2013-02-03 2019-09-26 0 - 0 Government Agency Debt 32355.02 30338.18 FEDERAL NATIONAL MORTGAGE ASSOC 2014-02-27 2042-09-01 0 - 4 Government Agency Debt 5411413.59 5043681.51 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-07-20 2042-07-20 0.507 - 2.5 Government Agency Debt 1601529.83 1573507.66 TENNESEE VALLEY AUTHORITY 2012-12-20 2012-12-27 0 - 0 Government Agency Debt 546461.86 546436.26 RESOLUTION FUNDING CORP 2014-04-15 2029-10-15 0 - 0 Government Agency Debt 4744.12 4287.11 Unrated Security 2012-12-03 2012-12-03 N N N 11010366.00 11010366.25 0.0044 N 11010366.25 11010366.25 Commerz Markets LLC Commerz Markets LLC, 0.23% 40B99SWC4 Treasury Repurchase Agreement Y US TREASURY 2015-07-15 2015-08-31 0.25 - 1.25 Treasury Debt 93460000.00 93840631.24 Unrated Security 2012-12-03 2012-12-03 N N N 92000000.00 92000000.00 0.0371 N 92000000.00 92000000.00