0000278001-13-000049.txt : 20130530 0000278001-13-000049.hdr.sgml : 20130530 20130405161549 ACCESSION NUMBER: 0000278001-13-000049 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130405 DATE AS OF CHANGE: 20130405 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 13746093 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 2013-03-31 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 58 95 2387240436.19 2328321.66 598235.80 2388970522.05 0.0019 1.0003 2013-03-28 1.0003 2013-03-28 C000019554 2500.00 2388970522.05 1.00 -18858729.38 94581835.06 113440564.44 0.0001 1.0003 2013-03-28 1.0003 2013-03-28 Fannie Mae Fannie Mae, 0.15% 313589LF8 Government Agency Debt First Tier Security 2013-09-03 2013-09-03 N N N 12000000.00 11992249.99 0.0050 N 11995356.00 11995356.00 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-04-11 2014-09-11 N N N 46000000.00 45986665.87 0.0192 N 46007958.00 46007958.00 Fannie Mae Fannie Mae, 0.19% to 0.20% 3135G0AP8 Government Agency Debt First Tier Security 2014-02-27 2014-02-27 N N N 26000000.00 26247760.17 0.0110 N 26279292.00 26279292.00 Fannie Mae Fannie Mae, 0.20% 31359MTG8 Government Agency Debt First Tier Security 2013-10-15 2013-10-15 N N N 9000000.00 9214521.45 0.0039 N 9219492.00 9219492.00 Fannie Mae Fannie Mae, 0.21% 31398AMW9 Government Agency Debt First Tier Security 2013-04-09 2013-04-09 N N N 25000000.00 25016580.90 0.0105 N 25022150.00 25022150.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EAYT9 Government Agency Debt First Tier Security 2013-04-20 2013-08-20 N N N 7000000.00 6999201.89 0.0029 N 7000329.00 7000329.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EA4L9 Government Agency Debt First Tier Security 2013-04-12 2014-08-12 N N N 10000000.00 9995920.20 0.0042 N 9999340.00 9999340.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EC6Q2 Government Agency Debt First Tier Security 2013-04-12 2015-01-12 N N N 6000000.00 5998395.37 0.0025 N 5999826.00 5999826.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EC2H6 Government Agency Debt First Tier Security 2013-04-13 2015-01-13 N N N 9000000.00 8996781.64 0.0038 N 8999694.00 8999694.00 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 12001301.12 0.0050 N 12006336.00 12006336.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313380T72 Government Agency Debt First Tier Security 2013-06-24 2013-09-24 N N N 52000000.00 51997492.60 0.0218 N 52010556.00 52010556.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313380T80 Government Agency Debt First Tier Security 2013-06-24 2014-03-24 N N N 17000000.00 16996533.11 0.0071 N 16995342.00 16995342.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380P84 Government Agency Debt First Tier Security 2013-04-12 2013-09-12 N N N 21000000.00 20999044.83 0.0088 N 21003171.00 21003171.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380F77 Government Agency Debt First Tier Security 2013-04-15 2014-05-15 N N N 17000000.00 16993207.20 0.0071 N 16999235.00 16999235.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380H91 Government Agency Debt First Tier Security 2013-04-18 2014-02-18 N N N 16000000.00 15995705.67 0.0067 N 16001136.00 16001136.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313380FX0 Government Agency Debt First Tier Security 2013-04-28 2014-02-28 N N N 25000000.00 24993039.75 0.0105 N 25001550.00 25001550.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381GC3 Government Agency Debt First Tier Security 2013-04-05 2014-06-05 N N N 25000000.00 24993994.54 0.0105 N 25000750.00 25000750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380PC5 Government Agency Debt First Tier Security 2013-04-10 2013-09-10 N N N 21000000.00 21000000.00 0.0088 N 21004053.00 21004053.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313379FK0 Government Agency Debt First Tier Security 2013-11-15 2013-11-15 N N N 3000000.00 3002262.72 0.0013 N 3002517.00 3002517.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313379P86 Government Agency Debt First Tier Security 2013-11-29 2013-11-29 N N N 19000000.00 19017753.50 0.0080 N 19018981.00 19018981.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313382FV0 Government Agency Debt First Tier Security 2013-12-18 2013-12-18 N N N 15000000.00 14997533.98 0.0063 N 14997840.00 14997840.00 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 24999743.34 0.0105 N 25000400.00 25000400.00 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 9999405.04 0.0042 N 10000900.00 10000900.00 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 15997482.39 0.0067 N 16000000.00 16000000.00 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 9998646.27 0.0042 N 10000490.00 10000490.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313382MH3 Government Agency Debt First Tier Security 2014-03-25 2014-03-25 N N N 15000000.00 14998156.69 0.0063 N 14998680.00 14998680.00 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 11000248.98 0.0046 N 11001320.00 11001320.00 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 14000846.94 0.0059 N 14002562.00 14002562.00 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 26095911.37 0.0109 N 26103870.00 26103870.00 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 6002806.30 0.0025 N 6003966.00 6003966.00 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 6008549.77 0.0025 N 6009738.00 6009738.00 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 12998403.28 0.0054 N 13002613.00 13002613.00 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 20373776.34 0.0085 N 20381160.00 20381160.00 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 9004072.30 0.0038 N 9004275.00 9004275.00 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 7999037.31 0.0033 N 8001336.00 8001336.00 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 6002884.61 0.0025 N 6004656.00 6004656.00 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 2999605.38 0.0013 N 3000744.00 3000744.00 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 5998909.76 0.0025 N 5999946.00 5999946.00 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 3001050.69 0.0013 N 3002325.00 3002325.00 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 5001441.39 0.0021 N 5003560.00 5003560.00 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 11003274.53 0.0046 N 11007920.00 11007920.00 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 3611562.15 0.0015 N 3613082.94 3613082.94 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 5004639.16 0.0021 N 5006770.00 5006770.00 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 13005785.84 0.0054 N 13011258.00 13011258.00 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 4002095.06 0.0017 N 4003824.00 4003824.00 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 17999684.00 0.0075 N 18009162.00 18009162.00 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 12501491.33 0.0052 N 12503750.00 12503750.00 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 12498906.23 0.0052 N 12504000.00 12504000.00 Freddie Mac Freddie Mac, 0.14% 3134G2K92 Government Agency Debt First Tier Security 2013-04-13 2013-09-13 N N N 34000000.00 33995660.19 0.0142 N 34002142.00 34002142.00 Freddie Mac Freddie Mac, 0.15% 313397LG4 Government Agency Debt First Tier Security 2013-09-04 2013-09-04 N N N 12000000.00 11992200.00 0.0050 N 11995320.00 11995320.00 Freddie Mac Freddie Mac, 0.17% 3134G3BF6 Government Agency Debt First Tier Security 2013-12-23 2013-12-23 N N N 19000000.00 19061953.39 0.0080 N 19059128.00 19059128.00 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 67036598.09 0.0281 N 67044488.00 67044488.00 Freddie Mac Freddie Mac, 0.21% 3137EACL1 Government Agency Debt First Tier Security 2013-10-28 2013-10-28 N N N 6667000.00 6692244.89 0.0028 N 6694634.72 6694634.72 Freddie Mac Freddie Mac, 0.21% 3134G35W6 Government Agency Debt First Tier Security 2014-02-28 2014-02-28 N N N 15000000.00 14997556.79 0.0063 N 15001275.00 15001275.00 Freddie Mac Freddie Mac, 0.23% 3137EACZ0 Government Agency Debt First Tier Security 2013-11-27 2013-11-27 N N N 10000000.00 10009278.31 0.0042 N 10013540.00 10013540.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 18000000.00 18037582.42 0.0076 N 18040788.00 18040788.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828PQ7 Treasury Debt First Tier Security 2014-01-15 2014-01-15 N N N 8000000.00 8052346.74 0.0034 N 8053752.00 8053752.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828KF6 Treasury Debt First Tier Security 2014-02-28 2014-02-28 N N N 16000000.00 16246845.93 0.0068 N 16249376.00 16249376.00 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 12111954.85 0.0051 N 12113904.00 12113904.00 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 13196791.00 0.0055 N 13201604.00 13201604.00 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 10003049.17 0.0042 N 10006640.00 10006640.00 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 11992466.12 0.0050 N 11998128.00 11998128.00 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 18173528.99 0.0076 N 18181404.00 18181404.00 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 10018016.36 0.0042 N 10021090.00 10021090.00 Bank of America NA In a joint trading account with Bank of America NA at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 0.576 - 8 Government Agency Debt 24214742.40 5650249.74 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2042-03-01 0.514 - 9.5 Government Agency Debt 60819331.42 12926511.22 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.382 - 7 Government Agency Debt 28892743.81 13803131.71 Unrated Security 2013-04-01 2013-04-01 N N N 31693829.00 31693829.06 0.0133 N 31693829.06 31693829.06 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.18% 47X99WYG5 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-04-01 2038-02-01 4 - 6 Government Agency Debt 20526914.00 3289868.64 FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-01 2042-10-01 3 - 6.5 Government Agency Debt 27745784.00 4872824.19 First Tier Security 2013-04-05 2013-04-05 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% 47X99W6M3 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-02-01 2041-01-01 4 - 6 Government Agency Debt 67220392.00 19647770.45 FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2043-03-01 2.398 - 6 Government Agency Debt 171874513.00 53359330.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-01-20 2040-01-20 4 - 4 Government Agency Debt 4250000.00 2486485.02 First Tier Security 2013-04-05 2013-04-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 74000000.00 74000000.00 0.0310 N 74000000.00 74000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-12-15 2015-12-15 0.25 - 0.25 Treasury Debt 17613438.28 17587360.13 FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2043-03-01 1.915 - 5.975 Government Agency Debt 16964753.70 4639740.16 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2048-08-01 1.375 - 5.994 Government Agency Debt 48060598.64 15335680.59 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-06-20 2063-02-20 1.75 - 4 Government Agency Debt 610387.89 317726.03 Unrated Security 2013-04-01 2013-04-01 N N N 37137548.00 37137547.68 0.0155 N 37137547.68 37137547.68 Citibank NA Citibank NA, 0.11% 47P99R8A7 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-07-31 2035-01-01 2.5 - 5.5 Government Agency Debt 6159742.00 6279659.74 FEDERAL NATIONAL MORTGAGE ASSOC 2038-05-01 2042-07-01 3.5 - 6 Government Agency Debt 46465011.00 14121479.18 First Tier Security 2013-04-03 2013-04-03 N N N 20000000.00 20000000.00 0.0084 N 20000000.00 20000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.12% 48E9902P9 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2043-01-20 2043-01-20 3.5 - 3.5 Government Agency Debt 13315000.00 14284637.29 First Tier Security 2013-04-03 2013-04-03 N N N 14000000.00 14000000.00 0.0059 N 14000000.00 14000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.21% 48E990RD9 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2043-01-20 2043-01-20 3.5 - 3.5 Government Agency Debt 8565000.00 9188728.38 First Tier Security 2013-04-11 2013-04-11 N N N 9000000.00 9000000.00 0.0038 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 2043-01-20 2043-01-20 3.5 - 3.5 Government Agency Debt 38055000.00 40826276.54 First Tier Security 2013-04-04 2013-04-04 N N N 40000000.00 40000000.00 0.0167 N 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 2043-01-20 2043-01-20 3.5 - 3.5 Government Agency Debt 29495000.00 31642912.27 First Tier Security 2013-04-09 2013-04-09 N N N 31000000.00 31000000.00 0.0130 Y 31000000.00 31000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_06399 Government Agency Repurchase Agreement Y US TREASURY 2040-02-15 2042-08-15 2.75 - 4.625 Treasury Debt 3912836.78 3659125.68 FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-25 2043-04-25 0 - 4.75 Government Agency Debt 1051978.19 1056854.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2042-10-20 2.5 - 4.75 Government Agency Debt 8668312.34 8050752.52 Unrated Security 2013-04-01 2013-04-01 N N N 12379183.00 12379182.56 0.0052 N 12379182.56 12379182.56 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 47Y99CSE0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-03-15 2043-02-15 0.603 - 3 Government Agency Debt 17731900.00 6179936.79 First Tier Security 2013-04-05 2013-04-05 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, 0.18% 47Y99CMW6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2042-09-01 1.997 - 4 Government Agency Debt 7979400.00 7912712.04 FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-01 2043-03-01 2.125 - 5 Government Agency Debt 280000.00 252529.88 First Tier Security 2013-04-02 2013-04-02 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 8000000.00 8000000.00 0.0033 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CPN3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2042-09-01 2.079 - 4 Government Agency Debt 15000.00 11695.25 FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-25 2043-03-01 2.125 - 5 Government Agency Debt 4756900.00 4108222.71 First Tier Security 2013-04-05 2013-04-05 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, 0.18% 47Y99CNH8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2042-09-01 2.079 - 4 Government Agency Debt 1161400.00 992823.21 FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-25 2043-03-01 2.125 - 4 Government Agency Debt 40000.00 37116.58 First Tier Security 2013-04-05 2013-04-05 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 In a joint trading account with ING Financial Markets LLC at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2043-04-01 1.203 - 6 Government Agency Debt 27964692.91 19410195.61 FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-25 2046-08-01 0.534 - 6.518 Government Agency Debt 68045130.67 13891748.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-08-20 2039-01-20 0.703 - 5.848 Government Agency Debt 986092.92 754989.19 Unrated Security 2013-04-01 2013-04-01 N N N 33369970.00 33369970.38 0.0140 N 33369970.38 33369970.38 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 47X9987T0 Government Agency Repurchase Agreement Y US TREASURY 2013-11-15 2013-11-15 0.5 - 0.5 Treasury Debt 79260300.00 79579244.76 First Tier Security 2013-04-05 2013-04-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 78000000.00 78000000.00 0.0327 N 78000000.00 78000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.18% 48K997EX7 Government Agency Repurchase Agreement Y US TREASURY 2014-05-31 2014-05-31 0.25 - 0.25 Treasury Debt 75366500.00 75486441.23 First Tier Security 2013-04-05 2013-04-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 74000000.00 74000000.00 0.0310 N 74000000.00 74000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.20% 48K997BV4 Government Agency Repurchase Agreement Y US TREASURY 2015-07-15 2015-07-15 0.25 - 0.25 Treasury Debt 15307000.00 15302641.14 First Tier Security 2013-04-29 2013-04-29 N N N 15000000.00 15000000.00 0.0063 Y 15000000.00 15000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.20% 48K997DE0 Government Agency Repurchase Agreement Y US TREASURY 2026-01-15 2026-01-15 2 - 2 Treasury Debt 16995900.00 25753499.79 First Tier Security 2013-05-06 2013-05-06 N N N 25000000.00 25000000.00 0.0105 Y 25000000.00 25000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.21% 45G99RNN6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 4.5 - 4.5 Government Agency Debt 3896763.00 2196501.94 FEDERAL NATIONAL MORTGAGE ASSOC 2026-11-01 2042-11-01 2.5 - 3.5 Government Agency Debt 7242035.00 5984813.13 Unrated Security 2013-04-02 2013-04-02 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., 0.21% 45G99RNV8 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2042-11-01 2.5 - 3.5 Government Agency Debt 24964594.00 25583902.76 Unrated Security 2013-04-05 2013-04-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 25000000.00 25000000.00 0.0105 N 25000000.00 25000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.24% 45G99RQB9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 25882242.00 26577421.26 Unrated Security 2013-04-05 2013-04-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 26000000.00 26000000.00 0.0109 N 26000000.00 26000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.25% 45G99RPT1 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2028-01-01 2.5 - 2.5 Government Agency Debt 10995134.00 11256546.51 Unrated Security 2013-04-05 2013-04-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 11000000.00 11000000.00 0.0046 N 11000000.00 11000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.25% 45G99RPK0 Government Agency Repurchase Agreement Y US TREASURY 2017-08-31 2017-08-31 1.875 - 1.875 Treasury Debt 200.00 211.15 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2027-11-01 2.5 - 2.5 Government Agency Debt 8087459.00 8161020.74 Unrated Security 2013-04-05 2013-04-05 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., 0.25% 45G99RPD6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2013-05-03 2013-05-03 N/A Government Agency Debt 3057000.00 3056816.58 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2028-01-01 2.5 - 2.5 Government Agency Debt 3773.00 3848.03 Unrated Security 2013-04-05 2013-04-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-06-30 2017-11-30 0.375 - 8.875 Treasury Debt 65956790.62 69873741.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-04-20 2054-04-16 0.452 - 9 Government Agency Debt 140295588.09 122321895.34 Unrated Security 2013-04-01 2013-04-01 N N N 188378865.00 188378865.05 0.0789 N 188378865.05 188378865.05 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_55501 Government Agency Repurchase Agreement Y US TREASURY 2017-08-31 2017-08-31 0.625 - 0.625 Treasury Debt 189.46 189.49 FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2043-03-01 2.114 - 5.723 Government Agency Debt 11041659.80 7584350.90 FEDERAL NATIONAL MORTGAGE ASSOC 2042-07-01 2042-11-01 2.186 - 2.441 Government Agency Debt 1268454.59 1199545.03 Unrated Security 2013-04-01 2013-04-01 N N N 8611605.00 8611605.26 0.0036 N 8611605.26 8611605.26 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.16% 46Z99KXT4 0000050916 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2040-02-15 2040-02-15 5.5 - 5.5 Government Agency Debt 38814357.00 14296017.53 First Tier Security 2013-04-05 2013-04-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 14000000.00 14000000.00 0.0059 N 14000000.00 14000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.16% 46Z99KYJ5 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-01-01 2040-01-01 3.756 - 3.756 Government Agency Debt 31389207.00 30008487.15 First Tier Security 2013-04-05 2013-04-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 29000000.00 29000000.00 0.0121 N 29000000.00 29000000.00 Commerz Markets LLC Commerz Markets LLC, 0.21% 48L997AA0 Treasury Repurchase Agreement Y US TREASURY 2013-05-02 2014-08-15 0 - 4.25 Treasury Debt 584496650.00 585485145.31 Unrated Security 2013-04-01 2013-04-01 N N N 574000000.00 574000000.00 0.2403 N 574000000.00 574000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.15%, dated 3/29/2013 due 04/01/2013 48J99B9W8 Treasury Repurchase Agreement Y US Treasury 2016-04-30 2019-02-15 1.5 - 2.75 Treasury Debt USTR 3507000.00 3577184.95 Unrated Security 2013-04-01 2013-04-01 N N N 3507000.00 3507000.00 0.0015 N 3507000.00 3507000.00