0000278001-13-000026.txt : 20130401 0000278001-13-000026.hdr.sgml : 20130401 20130206155332 ACCESSION NUMBER: 0000278001-13-000026 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130131 FILED AS OF DATE: 20130206 DATE AS OF CHANGE: 20130206 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: 13577751 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 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 2013-01-31 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 54 100 2412094629.95 2138010.46 815957.43 2413416682.98 0.0018 1.0003 2013-01-31 1.0003 2013-01-31 C000019554 2500.00 2413416682.98 1.00 -46340715.97 66106813.83 112447529.80 0.0001 1.0003 2013-01-31 1.0003 2013-01-31 Fannie Mae Fannie Mae, 0.19% 3135G0PG2 Government Agency Debt First Tier Security 2013-02-11 2014-09-11 N N N 46000000.00 45985175.89 0.0191 N 46004278.00 46004278.00 Fannie Mae Fannie Mae, 0.20% 31359MTG8 Government Agency Debt First Tier Security 2013-10-15 2013-10-15 N N N 9000000.00 9278768.99 0.0038 N 9282582.00 9282582.00 Fannie Mae Fannie Mae, 0.20% 3135G0AP8 Government Agency Debt First Tier Security 2014-02-27 2014-02-27 N N N 18000000.00 18201251.16 0.0075 N 18225324.00 18225324.00 Fannie Mae Fannie Mae, 0.21% 31398AMW9 Government Agency Debt First Tier Security 2013-04-09 2013-04-09 N N N 25000000.00 25138865.05 0.0104 N 25150125.00 25150125.00 Fannie Mae Fannie Mae, 0.22% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 29000000.00 29010322.28 0.0120 N 29012267.00 29012267.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EAYT9 Government Agency Debt First Tier Security 2013-02-20 2013-08-20 N N N 7000000.00 6998867.92 0.0029 N 6999650.00 6999650.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EA4L9 Government Agency Debt First Tier Security 2013-02-12 2014-08-12 N N N 10000000.00 9995436.85 0.0041 N 9998330.00 9998330.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133EC6Q2 Government Agency Debt First Tier Security 2013-02-12 2015-01-12 N N N 6000000.00 5998249.95 0.0025 N 5999100.00 5999100.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133EC2H6 Government Agency Debt First Tier Security 2013-02-13 2015-01-13 N N N 9000000.00 8996490.41 0.0037 N 8998605.00 8998605.00 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 12001620.97 0.0050 N 12006900.00 12006900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313380T72 Government Agency Debt First Tier Security 2013-03-24 2013-09-24 N N N 52000000.00 51996652.05 0.0215 N 51995996.00 51995996.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380FX0 Government Agency Debt First Tier Security 2013-02-28 2014-02-28 N N N 25000000.00 24991806.56 0.0104 N 24997425.00 24997425.00 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 3999306.67 0.0017 N 3999912.00 3999912.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380P84 Government Agency Debt First Tier Security 2013-02-12 2013-09-12 N N N 21000000.00 20998701.21 0.0087 N 21001785.00 21001785.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380F77 Government Agency Debt First Tier Security 2013-02-15 2014-05-15 N N N 17000000.00 16992227.31 0.0070 N 16996787.00 16996787.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380H91 Government Agency Debt First Tier Security 2013-02-18 2014-02-18 N N N 16000000.00 15994921.26 0.0066 N 15998384.00 15998384.00 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 19999524.31 0.0083 N 20000240.00 20000240.00 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 20999453.73 0.0087 N 21000273.00 21000273.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380T80 Government Agency Debt First Tier Security 2013-03-24 2014-03-24 N N N 17000000.00 16995960.15 0.0070 N 16990378.00 16990378.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381GC3 Government Agency Debt First Tier Security 2013-02-05 2014-06-05 N N N 25000000.00 24993170.54 0.0104 N 24997725.00 24997725.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313380PC5 Government Agency Debt First Tier Security 2013-02-10 2013-09-10 N N N 21000000.00 21000000.00 0.0087 N 21003024.00 21003024.00 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 24998852.59 0.0104 N 25001075.00 25001075.00 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 9998966.26 0.0041 N 10001160.00 10001160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313381LP8 Government Agency Debt First Tier Security 2013-12-20 2013-12-20 N N N 16000000.00 15996917.61 0.0066 N 15998576.00 15998576.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313381PS8 Government Agency Debt First Tier Security 2014-01-07 2014-01-07 N N N 10000000.00 9998362.04 0.0041 N 10000000.00 10000000.00 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 24999799.58 0.0104 N 25000025.00 25000025.00 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 8999872.68 0.0037 N 9000063.00 9000063.00 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 11000568.33 0.0046 N 11002585.00 11002585.00 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 14001708.48 0.0058 N 14004578.00 14004578.00 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 26165772.73 0.0108 N 26176332.00 26176332.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133805Q6 Government Agency Debt First Tier Security 2014-01-23 2014-01-23 N N N 6000000.00 6003363.78 0.0025 N 6004686.00 6004686.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376UF0 Government Agency Debt First Tier Security 2014-01-29 2014-01-29 N N N 6000000.00 6010214.57 0.0025 N 6011622.00 6011622.00 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 12999876.51 0.0054 N 13000052.00 13000052.00 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 25999791.81 0.0108 N 26000286.00 26000286.00 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 19999820.98 0.0083 N 20000380.00 20000380.00 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 10604211.11 0.0044 N 10606381.70 10606381.70 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 12997929.88 0.0054 N 13000923.00 13000923.00 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 20484040.37 0.0085 N 20488380.00 20488380.00 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 9005273.63 0.0037 N 9003843.00 9003843.00 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 7998771.90 0.0033 N 8000600.00 8000600.00 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 6003631.07 0.0025 N 6005202.00 6005202.00 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 12999704.96 0.0054 N 13000429.00 13000429.00 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 11024533.73 0.0046 N 11025685.00 11025685.00 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 5005764.59 0.0021 N 5006685.00 5006685.00 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 2999469.23 0.0012 N 3000189.00 3000189.00 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 5997904.69 0.0025 N 5999694.00 5999694.00 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 5001816.03 0.0021 N 5003925.00 5003925.00 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 3001323.77 0.0012 N 3002592.00 3002592.00 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 11004100.16 0.0046 N 11008844.00 11008844.00 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 3611949.40 0.0015 N 3613534.19 3613534.19 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 5005779.62 0.0021 N 5008005.00 5008005.00 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 13007196.44 0.0054 N 13012896.00 13012896.00 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 4002593.49 0.0017 N 4004384.00 4004384.00 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 17999566.00 0.0075 N 18007524.00 18007524.00 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 12503446.62 0.0052 N 12508012.50 12508012.50 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 12498226.95 0.0052 N 12505875.00 12505875.00 Freddie Mac Freddie Mac, 0.15% 3134G2K92 Government Agency Debt First Tier Security 2013-02-13 2013-09-13 N N N 34000000.00 33994108.38 0.0141 N 33998776.00 33998776.00 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 67190832.93 0.0278 N 67204350.00 67204350.00 Freddie Mac Freddie Mac, 0.21% 3137EACL1 Government Agency Debt First Tier Security 2013-10-28 2013-10-28 N N N 6667000.00 6699337.50 0.0028 N 6701321.72 6701321.72 Freddie Mac Freddie Mac, 0.23% 3137EACZ0 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 10000000.00 10011559.23 0.0041 N 10016010.00 10016010.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828SB7 Treasury Debt First Tier Security 2014-01-31 2014-01-31 N N N 13000000.00 13010056.26 0.0054 N 13010153.00 13010153.00 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 3001363.40 0.0012 N 3001407.00 3001407.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828QH6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 12000000.00 12132596.52 0.0050 N 12132660.00 12132660.00 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 13282163.56 0.0055 N 13287417.00 13287417.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 10000000.00 10003789.51 0.0041 N 10007420.00 10007420.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828JW1 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 18000000.00 18210894.72 0.0075 N 18217260.00 18217260.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828RW2 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 12000000.00 11990843.86 0.0050 N 11994840.00 11994840.00 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 10032189.23 0.0042 N 10037110.00 10037110.00 Bank of America NA In a joint trading account with Bank of America NA at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2038-12-15 0.581 - 5.5 Government Agency Debt 10862321.10 4299603.74 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2041-07-25 0.514 - 6 Government Agency Debt 28775095.51 14180428.55 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-11-20 0.389 - 6.5 Government Agency Debt 75236766.41 61037707.87 Unrated Security 2013-02-01 2013-02-01 N N N 77588008.00 77588007.86 0.0321 N 77588007.86 77588007.86 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_06453 Government Agency Repurchase Agreement Y US TREASURY 2013-02-15 2022-11-15 0.125 - 5.125 Treasury Debt 48466891.16 50557156.67 FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-01 2043-02-01 3 - 5.5 Government Agency Debt 23345535.75 14654264.46 Unrated Security 2013-02-01 2013-02-01 N N N 63932518.00 63932518.47 0.0265 N 63932518.47 63932518.47 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.16% 47X99W2R6 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-01-01 2038-01-01 5.1 - 5.1 Government Agency Debt 26105617.00 3592340.99 FEDERAL NATIONAL MORTGAGE ASSOC 2035-12-01 2041-09-01 2.651 - 3.727 Government Agency Debt 27421529.00 9668071.65 First Tier Security 2013-02-07 2013-02-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 13000000.00 13000000.00 0.0054 N 13000000.00 13000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.17% 47X99WXW1 0001197610 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-03-01 2037-09-01 2.315 - 6.191 Government Agency Debt 61821387.00 6148625.06 FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 2.485 - 2.485 Government Agency Debt 12252257.00 2011760.29 First Tier Security 2013-02-07 2013-02-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0033 N 8000000.00 8000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.18% 47X99WXB7 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 2.491 - 2.491 Government Agency Debt 5000000.00 4625151.45 FEDERAL NATIONAL MORTGAGE ASSOC 2036-07-01 2040-09-01 2.404 - 3.974 Government Agency Debt 78121235.00 15776480.71 First Tier Security 2013-02-07 2013-02-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 20000000.00 20000000.00 0.0083 N 20000000.00 20000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.18% 47X99WYG5 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2037-12-01 2.838 - 5.344 Government Agency Debt 16733727.00 2783908.04 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2036-09-01 5.321 - 5.968 Government Agency Debt 19000000.00 3739413.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2040-08-20 3 - 3 Government Agency Debt 1952132.00 1637086.93 First Tier Security 2013-02-07 2013-02-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0033 N 8000000.00 8000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.20% 47X99WTV8 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-12-01 2036-12-01 2.467 - 2.467 Government Agency Debt 8694801.00 2723688.35 FEDERAL NATIONAL MORTGAGE ASSOC 2035-07-01 2042-06-01 2.119 - 5.904 Government Agency Debt 24461914.00 7478012.40 First Tier Security 2013-02-01 2013-02-01 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0041 N 10000000.00 10000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.21% 48E990RD9 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 3.5 - 3.5 Government Agency Debt 8545000.00 9182760.40 First Tier Security 2013-04-11 2013-04-11 N N N 9000000.00 9000000.00 0.0037 Y 9000000.00 9000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.24% 48E990NN1 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 3.5 - 3.5 Government Agency Debt 37975000.00 40809283.33 First Tier Security 2013-04-04 2013-04-04 N N N 40000000.00 40000000.00 0.0166 Y 40000000.00 40000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.24% 48E990EB7 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 3.5 - 3.5 Government Agency Debt 29435000.00 31631896.11 First Tier Security 2013-04-09 2013-04-09 N N N 31000000.00 31000000.00 0.0128 Y 31000000.00 31000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.25% 47J9978P5 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 3.5 - 3.5 Government Agency Debt 37990000.00 40825402.86 First Tier Security 2013-02-20 2013-02-20 N N N 40000000.00 40000000.00 0.0166 Y 40000000.00 40000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 47Y99CLU1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-15 2041-04-15 1.75 - 1.75 Government Agency Debt 6331400.00 6179858.95 FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-25 2041-09-25 4 - 4 Government Agency Debt 5000.00 4460.40 First Tier Security 2013-02-07 2013-02-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 6000000.00 6000000.00 0.0025 N 6000000.00 6000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CFY0 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2014-01-15 2017-02-15 1 - 4.625 Treasury Debt 286000.00 289406.78 FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-25 2042-01-01 4 - 4.5 Government Agency Debt 10083600.00 3829950.43 First Tier Security 2013-02-01 2013-02-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CGW3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2042-01-01 3.597 - 4.982 Government Agency Debt 4119400.00 1021330.96 First Tier Security 2013-02-05 2013-02-05 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 ING Financial Markets LLC, 0.24% 47Y99CJJ9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-12-15 2042-01-01 2.5 - 3.5 Government Agency Debt 3950000.00 3553958.93 FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-01 2041-10-01 3 - 5 Government Agency Debt 50000.00 38418.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-20 2039-03-20 3 - 3 Government Agency Debt 670000.00 497356.16 First Tier Security 2013-02-07 2013-02-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-01-15 2017-08-31 0.25 - 0.625 Treasury Debt 1395751.06 1392865.07 FEDERAL HOME LOAN MORTGAGE CORP 2018-05-01 2043-01-01 2.5 - 5.5 Government Agency Debt 10230411.12 5571485.88 Unrated Security 2013-02-01 2013-02-01 N N N 6827745.00 6827744.69 0.0028 N 6827744.69 6827744.69 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.18% 47X9983T4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2042-04-01 3.5 - 3.5 Government Agency Debt 72660054.00 71369330.48 FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-01 2042-08-01 4.5 - 4.5 Government Agency Debt 8496543.00 9217519.70 First Tier Security 2013-02-07 2013-02-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 79000000.00 79000000.00 0.0327 N 79000000.00 79000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.21% 45G99RLS7 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2042-03-01 2.5 - 4 Government Agency Debt 8026700.00 8162057.20 Unrated Security 2013-02-07 2013-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0033 N 8000000.00 8000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.22% 45G99RLK4 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2042-03-01 2.5 - 5 Government Agency Debt 35510573.00 27545472.27 Unrated Security 2013-02-07 2013-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 27000000.00 27000000.00 0.0112 N 27000000.00 27000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.23% 45G99RKU3 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-01 2042-03-01 3.5 - 5 Government Agency Debt 11013940.00 8165259.70 Unrated Security 2013-02-07 2013-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0033 N 8000000.00 8000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.23% 45G99RLC2 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2042-07-01 2.5 - 3.5 Government Agency Debt 18341527.00 16322723.79 Unrated Security 2013-02-07 2013-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 16000000.00 16000000.00 0.0066 N 16000000.00 16000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.26% 45G99RKE9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5 - 5 Government Agency Debt 22744137.00 23497328.16 FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2042-03-01 3.5 - 3.5 Government Agency Debt 6084.00 6192.48 Unrated Security 2013-02-04 2013-02-04 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 23000000.00 23000000.00 0.0095 N 23000000.00 23000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.26% 45G99RKM1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-09-15 2034-09-15 5.75 - 5.75 Government Agency Debt 12293.00 9244.96 FEDERAL NATIONAL MORTGAGE ASSOC 2026-11-01 2042-03-01 2.5 - 3.5 Government Agency Debt 2998377.00 3051308.38 Unrated Security 2013-02-06 2013-02-06 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A 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 US TREASURY 2013-09-15 2026-02-15 0 - 0.75 Treasury Debt 1004408.00 1010954.65 FEDERAL HOME LOAN MORTGAGE CORP 2013-03-21 2042-09-01 0.165 - 5 Government Agency Debt 429260.00 382502.49 FEDERAL NATIONAL MORTGAGE ASSOC 2027-12-01 2041-12-01 2.5 - 4 Government Agency Debt 33071.00 33440.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2042-10-20 3 - 5 Government Agency Debt 16362640.00 14905652.39 First Tier Security 2013-02-07 2013-02-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 16000000.00 16000000.00 0.0066 N 16000000.00 16000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-02-07 2042-02-15 0 - 3.375 Treasury Debt 257088412.15 259982439.64 FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-12-01 2.19 - 4.5 Government Agency Debt 48357071.85 36962676.54 FEDERAL NATIONAL MORTGAGE ASSOC 2022-11-01 2042-11-01 2 - 5 Government Agency Debt 43517943.80 41121100.22 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-10-15 2040-12-20 4.5 - 6.5 Government Agency Debt 488524353.89 207979853.30 Unrated Security 2013-02-01 2013-02-01 N N N 535239445.00 535239444.58 0.2218 N 535239444.58 535239444.58 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.15% 48J99DCK6 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2015-11-20 2015-11-20 0.5 - 0.5 Government Agency Debt 10000.00 10036.36 FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-01 2042-10-01 3.5 - 3.5 Government Agency Debt 77461837.00 80572314.00 First Tier Security 2013-02-01 2013-02-01 N N N 79000000.00 79000000.00 0.0327 N 79000000.00 79000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.16% 46Z99KUR1 0000050916 Government Agency Repurchase Agreement Y US TREASURY 2013-09-15 2015-12-15 0.25 - 0.75 Treasury Debt 10000.00 9968.40 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-13 2042-05-01 3 - 5 Government Agency Debt 8033352.00 8150395.26 First Tier Security 2013-02-07 2013-02-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0033 N 8000000.00 8000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.17% 46Z99KUE0 0000050916 Government Agency Repurchase Agreement Y US TREASURY 2013-09-15 2015-12-15 0.25 - 0.75 Treasury Debt 20700.00 20651.92 FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 14618938.00 15226967.04 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-13 2041-11-01 4 - 5 Government Agency Debt 51559.00 53537.72 First Tier Security 2013-02-07 2013-02-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 15000000.00 15000000.00 0.0062 N 15000000.00 15000000.00 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_06042 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-11-15 2042-12-15 1.209 - 238 Government Agency Debt 24626295.90 15318760.04 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-25 2043-02-25 0 - 8.8 Government Agency Debt 38703879.81 13084067.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-07-20 2042-12-20 2 - 6 Government Agency Debt 5319509.30 3563574.16 Unrated Security 2013-02-01 2013-02-01 N N N 31035203.00 31035203.14 0.0129 N 31035203.14 31035203.14 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_08395 Government Agency Repurchase Agreement Y US TREASURY 2013-05-02 2042-08-15 0 - 3.125 Treasury Debt 5642562.54 5690768.49 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2043-01-01 0 - 4.5 Government Agency Debt 4812387.59 4964446.07 FEDERAL AGRICULTURE MORTGAGE CORP 2014-03-25 2014-03-25 0.23 - 0.23 Government Agency Debt 274264.59 274252.40 FEDERAL FARM CREDIT 2015-02-24 2015-02-24 0.27 - 0.27 Government Agency Debt 750295.52 749419.55 FEDERAL HOME LOAN BANK 2013-02-27 2013-02-27 0 - 0 Government Agency Debt 163577.17 163573.90 FEDERAL HOME LOAN MORTGAGE CORP 2013-04-29 2035-08-15 0 - 6 Government Agency Debt 822374.24 823778.50 Unrated Security 2013-02-01 2013-02-01 N N N 12414081.00 12414081.26 0.0051 N 12414081.26 12414081.26 Commerz Markets LLC Commerz Markets LLC, 0.15% 40B99S4Y7 Treasury Repurchase Agreement Y US TREASURY 2014-09-30 2015-07-31 1.75 - 4.25 Treasury Debt 171449800.00 182584990.57 Unrated Security 2013-02-01 2013-02-01 N N N 179000000.00 179000000.00 0.0742 N 179000000.00 179000000.00