N-MFP LIVE N 2010-12-30 0000276516 S000007116 1 N N 002-62417 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY RESEARCH & ANALYSIS COMPANY (FRAC) 801-28774 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 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 59 104 4550426817.57 2863871.96 1005318.05 4552285371.48 0.0024 1.0001 2010-12-30 1.0001 2010-12-30 C000019445 100000.00 4552285371.48 1.00 -61630753.23 146218674.95 207849428.18 0.0001 1.0001 2010-12-30 1.0001 2010-12-30 Fannie Mae Fannie Mae, 0.25% 31398APG1 Government Agency Debt First Tier Security 2011-04-11 2011-04-11 N N N 22000000.00 22150836.08 0.0049 N 22152196.00 22152196.00 Fannie Mae Fannie Mae, 0.27% 31398AVQ2 Government Agency Debt First Tier Security 2011-03-23 2011-03-23 N N N 40089000.00 40220789.88 0.0088 N 40226986.34 40226986.34 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133XWRZ4 Government Agency Debt First Tier Security 2011-01-01 2011-08-01 N N N 37000000.00 36983710.37 0.0081 N 36983794.00 36983794.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133XWT90 Government Agency Debt First Tier Security 2011-01-26 2011-07-26 N N N 100000000.00 99971401.47 0.0220 N 99967500.00 99967500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133XWTY5 Government Agency Debt First Tier Security 2011-02-01 2011-08-01 N N N 72000000.00 71978870.82 0.0158 N 71975304.00 71975304.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133XWY52 Government Agency Debt First Tier Security 2011-02-08 2011-08-08 N N N 75000000.00 74981815.18 0.0165 N 74976525.00 74976525.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133XVTH4 Government Agency Debt First Tier Security 2011-02-20 2011-05-20 N N N 200000000.00 199976588.92 0.0439 N 199973000.00 199973000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133XXGY7 Government Agency Debt First Tier Security 2011-01-15 2011-09-15 N N N 18000000.00 17993589.32 0.0040 N 17991846.00 17991846.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313370K98 Government Agency Debt First Tier Security 2011-02-09 2012-02-09 N N N 25000000.00 24994186.52 0.0055 N 24988300.00 24988300.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3133XVX89 Government Agency Debt First Tier Security 2011-01-25 2011-05-25 N N N 50000000.00 49992850.11 0.0110 N 49990150.00 49990150.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XXMM6 Government Agency Debt First Tier Security 2011-01-15 2011-09-15 N N N 56000000.00 55980060.94 0.0123 N 55986336.00 55986336.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XVTZ4 Government Agency Debt First Tier Security 2011-01-25 2011-05-25 N N N 60000000.00 59992891.78 0.0132 N 59992500.00 59992500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XXH83 Government Agency Debt First Tier Security 2011-01-25 2011-09-23 N N N 18000000.00 17996014.83 0.0040 N 17995248.00 17995248.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3133XXSJ7 Government Agency Debt First Tier Security 2011-01-26 2011-09-26 N N N 50000000.00 49981449.91 0.0110 N 49994250.00 49994250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313371M94 Government Agency Debt First Tier Security 2011-05-12 2011-05-12 N N N 47000000.00 46992987.48 0.0103 N 47001645.00 47001645.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 313370HZ4 Government Agency Debt First Tier Security 2011-01-03 2012-02-03 N N N 114000000.00 113962809.83 0.0250 N 113966370.00 113966370.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3133XX3U9 Government Agency Debt First Tier Security 2011-01-03 2011-02-22 N N N 50000000.00 49997849.48 0.0110 N 49993950.00 49993950.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3133715C6 Government Agency Debt First Tier Security 2011-03-30 2011-03-30 N N N 56000000.00 55994372.82 0.0123 N 56003976.00 56003976.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3133706U7 Government Agency Debt First Tier Security 2011-04-12 2011-04-12 N N N 16000000.00 16004325.39 0.0035 N 16007392.00 16007392.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3133XVDM0 Government Agency Debt First Tier Security 2011-04-18 2011-04-18 N N N 13000000.00 13017080.19 0.0029 N 13018005.00 13018005.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313370FS2 Government Agency Debt First Tier Security 2011-04-21 2011-04-21 N N N 19000000.00 19002876.15 0.0042 N 19006764.00 19006764.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313371JB3 Government Agency Debt First Tier Security 2011-08-01 2011-08-01 N N N 29000000.00 28997436.98 0.0064 N 28983383.00 28983383.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313371GE0 Government Agency Debt First Tier Security 2011-08-03 2011-08-03 N N N 90000000.00 89979002.37 0.0198 N 89937090.00 89937090.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313371G59 Government Agency Debt First Tier Security 2011-08-04 2011-08-04 N N N 56000000.00 55986798.78 0.0123 N 55960576.00 55960576.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313370PJ1 Government Agency Debt First Tier Security 2011-09-13 2011-09-13 N N N 23820000.00 23828436.25 0.0052 N 23817665.64 23817665.64 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313371CA2 Government Agency Debt First Tier Security 2011-01-03 2011-10-14 N N N 50000000.00 49998012.50 0.0110 N 49974600.00 49974600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3133717G5 Government Agency Debt First Tier Security 2011-01-03 2011-09-29 N N N 57000000.00 56997858.96 0.0125 N 56972925.00 56972925.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313370DS4 Government Agency Debt First Tier Security 2011-01-21 2011-01-21 N N N 27000000.00 26999169.75 0.0059 N 27000891.00 27000891.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313370AZ1 Government Agency Debt First Tier Security 2011-01-21 2011-01-21 N N N 26000000.00 25999341.58 0.0057 N 26000988.00 26000988.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3133XWEZ8 Government Agency Debt First Tier Security 2011-07-08 2011-07-08 N N N 63035000.00 63180326.88 0.0139 N 63189813.96 63189813.96 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313371H41 Government Agency Debt First Tier Security 2011-11-04 2011-11-04 N N N 50000000.00 49998349.35 0.0110 N 49970400.00 49970400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3133XYLM5 Government Agency Debt First Tier Security 2011-11-21 2011-11-21 N N N 23000000.00 23089593.36 0.0051 N 23075371.00 23075371.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313371H74 Government Agency Debt First Tier Security 2011-11-16 2011-11-16 N N N 24000000.00 23997958.40 0.0053 N 23984376.00 23984376.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313371SY3 Government Agency Debt First Tier Security 2011-11-17 2011-11-17 N N N 20000000.00 19985230.63 0.0044 N 19979960.00 19979960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313371QU3 Government Agency Debt First Tier Security 2011-11-22 2011-11-22 N N N 25000000.00 24981255.29 0.0055 N 24974200.00 24974200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313372A95 Government Agency Debt First Tier Security 2011-12-29 2011-12-29 N N N 53580000.00 53566741.13 0.0118 N 53564997.60 53564997.60 Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3133XYR23 Government Agency Debt First Tier Security 2011-06-01 2011-06-01 N N N 51000000.00 50994303.37 0.0112 N 51083232.00 51083232.00 Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3133XYRB3 Government Agency Debt First Tier Security 2011-06-01 2011-06-01 N N N 26000000.00 25993852.74 0.0057 N 26039234.00 26039234.00 Freddie Mac Freddie Mac, 0.25% to 0.28% 3137EABK4 Government Agency Debt First Tier Security 2011-04-11 2011-04-11 N N N 32000000.00 32216596.49 0.0071 N 32221376.00 32221376.00 Freddie Mac Freddie Mac, 0.25% 3137EAAF6 Government Agency Debt First Tier Security 2011-07-18 2011-07-18 N N N 27560000.00 28307823.13 0.0062 N 28300316.72 28300316.72 Freddie Mac Freddie Mac, 0.27% 3137EAAB5 Government Agency Debt First Tier Security 2011-04-18 2011-04-18 N N N 46000000.00 46652646.01 0.0102 N 46656558.00 46656558.00 Freddie Mac Freddie Mac, 0.35% 313396PW7 Government Agency Debt First Tier Security 2011-11-29 2011-11-29 N N N 25000000.00 24919305.57 0.0055 N 24942700.00 24942700.00 Freddie Mac Freddie Mac, 0.40% 3134G1UJ1 Government Agency Debt First Tier Security 2011-09-22 2011-09-22 N N N 27000000.00 27000000.00 0.0059 N 26988579.00 26988579.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CL34 Government Agency Debt First Tier Security 2011-01-28 2011-01-28 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 100000000.00 99983333.34 0.0220 N 99987190.00 99987190.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LE99 Government Agency Debt First Tier Security 2011-01-31 2011-01-31 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 14000000.00 13997569.44 0.0031 N 13998124.00 13998124.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZQ6 Government Agency Debt First Tier Security 2011-03-14 2011-03-14 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 95067000.00 95022767.46 0.0209 N 95018877.08 95018877.08 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZY9 Government Agency Debt First Tier Security 2011-03-15 2011-03-15 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 29000000.00 28986305.55 0.0064 N 28985047.60 28985047.60 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZS2 Government Agency Debt First Tier Security 2011-03-15 2011-03-15 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 16168000.00 16160365.11 0.0035 N 16159663.78 16159663.78 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZU7 Government Agency Debt First Tier Security 2011-03-15 2011-03-15 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 18064000.00 18055469.78 0.0040 N 18054856.00 18054856.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 912795X97 Treasury Debt First Tier Security 2011-01-27 2011-01-27 N N N 50000000.00 49992777.78 0.0110 N 49998150.00 49998150.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127952H3 Treasury Debt First Tier Security 2011-03-24 2011-03-24 N N N 20000000.00 19991116.67 0.0044 N 19994880.00 19994880.00 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912795X22 Treasury Debt First Tier Security 2011-06-30 2011-06-30 N N N 100000000.00 99887500.00 0.0219 N 99908500.00 99908500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.31% to 0.32% 912828LW8 Treasury Debt First Tier Security 2011-09-30 2011-09-30 N N N 50000000.00 50249215.45 0.0110 N 50269550.00 50269550.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 38Z996JX9 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-05-15 2037-03-15 0 - 6.5 Government Agency Debt 76930368.00 34368299.22 FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-25 2041-01-25 0.603 - 6 Government Agency Debt 146217896.00 79990918.55 Unrated Security 2011-01-07 2011-01-07 Y PARBCORP N/A N/A N N 111000000.00 111000000.00 0.0244 N 111000000.00 111000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.22% 37F99E2A4 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2037-11-01 5.73 - 5.73 Government Agency Debt 85463187.00 31723746.84 FEDERAL NATIONAL MORTGAGE ASSOC 2023-01-01 2040-12-01 3.1 - 5.641 Government Agency Debt 243161130.00 192742077.39 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 220000000.00 220000000.00 0.0483 N 220000000.00 220000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EXG7 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-01-01 2039-01-01 5 - 5 Government Agency Debt 52440140.00 21428211.11 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 21000000.00 21000000.00 0.0046 N 21000000.00 21000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EVS3 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-01-01 2039-01-01 5 - 5 Government Agency Debt 34962103.00 14286295.26 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 14000000.00 14000000.00 0.0031 N 14000000.00 14000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYK7 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-01 2040-11-01 4.5 - 4.5 Government Agency Debt 13420103.00 13264332.12 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 13000000.00 13000000.00 0.0029 N 13000000.00 13000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E3Y1 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-01 2040-11-01 4.5 - 4.5 Government Agency Debt 13418795.00 13263039.31 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 13000000.00 13000000.00 0.0029 N 13000000.00 13000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99ESP3 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-05-01 2040-05-01 5 - 5 Government Agency Debt 31295874.00 24496490.87 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 24000000.00 24000000.00 0.0053 N 24000000.00 24000000.00 Bank of America NA; Credit Agricole Securities (USA), Inc.; UBS Securities LLC; Deutsche Bank Securities, Inc.; RBC Capital Markets Corp.; Citibank NA In a joint trading account at 0.27%, dated 12/31/2010 due 01/03/2011 # 39A99P3M3 Government Agency Repurchase Agreement Y US TREASURY 2012-11-15 2040-02-15 0.5 - 4.625 Treasury Debt 4661212.96 4692852.89 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 9001.07 9203.19 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 642.93 658.98 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 2089.54 2129.58 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 220044.13 225160.03 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 3278.96 3368.68 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 30539.36 29923.84 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 8277098.96 8365032.90 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 63432566.42 63624933.00 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 516916962.53 229995700.12 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 2254126.28 1695240.78 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 800518322.18 424945907.99 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 939190839.70 670855013.21 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 49689339.82 35462132.37 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 455100.77 454721.16 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 1446601.29 1446736.01 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 5878785.08 6090267.86 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 67508.06 67723.33 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 4018.34 4096.91 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 28932.03 29615.13 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 2264066.16 2315846.02 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 160894.21 162502.97 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 36422.21 37451.25 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 3546990.91 3626552.84 Unrated Security 2011-01-03 2011-01-03 N N N 1419263000.00 1419263000.00 0.3118 N 1419263000.00 1419263000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SQU5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-01-01 2036-01-01 2.259 - 2.259 Government Agency Debt 47245000.00 12245060.92 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 12000000.00 12000000.00 0.0026 N 12000000.00 12000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SMS4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-01 2040-07-01 5 - 5.5 Government Agency Debt 8429860.00 7145313.93 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 7000000.00 7000000.00 0.0015 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SKV9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-01 2040-09-01 5 - 5.5 Government Agency Debt 7844550.00 7147316.66 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 7000000.00 7000000.00 0.0015 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSC3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2036-04-01 4 - 6 Government Agency Debt 7205000.00 3062485.12 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SKM9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2033-03-01 2040-04-01 2.268 - 5.659 Government Agency Debt 125702023.00 57150470.26 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 56000000.00 56000000.00 0.0123 N 56000000.00 56000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRN0 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-12-01 2036-10-01 5 - 6 Government Agency Debt 11210000.00 3061138.88 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SLK2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-03-01 2040-08-01 5 - 5.5 Government Agency Debt 7164236.00 7147149.71 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 7000000.00 7000000.00 0.0015 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNJ3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2040-11-01 5 - 7 Government Agency Debt 7826491.00 7144875.33 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 7000000.00 7000000.00 0.0015 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SQL5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-01-01 2036-01-01 2.259 - 2.259 Government Agency Debt 47245000.00 12245060.92 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 12000000.00 12000000.00 0.0026 N 12000000.00 12000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.25% 38B99SJP4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-05-01 2040-09-01 5 - 5 Government Agency Debt 7151148.00 7148427.26 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 7000000.00 7000000.00 0.0015 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 38B99SFF0 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-01 2036-04-01 6 - 6 Government Agency Debt 8425000.00 4084272.89 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 38B99SDN5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-07-01 2040-01-01 2.3 - 3.592 Government Agency Debt 112226008.00 21444260.03 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 21000000.00 21000000.00 0.0046 N 21000000.00 21000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.24% 38W99BBT8 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-04-01 2037-10-01 5.816 - 6.151 Government Agency Debt 38656333.00 13265215.93 Unrated Security 2011-01-07 2011-01-07 Y MSTANLEY N/A N/A N N 13000000.00 13000000.00 0.0029 N 13000000.00 13000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.22% 36U99E6H0 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-09-01 2040-10-01 4 - 6.5 Government Agency Debt 36752741.00 20591627.13 FEDERAL HOME LOAN MORTGAGE CORP 2018-12-01 2037-12-01 2.588 - 5.5 Government Agency Debt 31268577.00 12659570.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-12-20 2040-12-20 4.5 - 6 Government Agency Debt 6846572.00 5512118.91 First Tier Security 2011-01-07 2011-01-07 Y RBC CAP N/A N/A N N 38000000.00 38000000.00 0.0083 N 38000000.00 38000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.22% 36U99E6D9 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2014-02-01 2039-09-01 4.04 - 6 Government Agency Debt 36055902.00 9008643.19 FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2023-09-01 5 - 5.5 Government Agency Debt 9353482.00 2642334.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-03-15 2040-07-20 4 - 5.5 Government Agency Debt 4285466.00 2630244.30 First Tier Security 2011-01-07 2011-01-07 Y RBC CAP N/A N/A N N 14000000.00 14000000.00 0.0031 N 14000000.00 14000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.24% 36U99E4R0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-07-01 2023-12-01 5.5 - 5.5 Government Agency Debt 1664661.00 553549.95 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2040-12-20 4 - 6.5 Government Agency Debt 9914016.00 2363785.98 FEDERAL NATIONAL MORTGAGE ASSOC 2013-06-01 2038-06-01 3.5 - 6 Government Agency Debt 58183985.00 4224235.24 First Tier Security 2011-01-07 2011-01-07 Y RBC CAP N/A N/A N N 7000000.00 7000000.00 0.0015 N 7000000.00 7000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLP3 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-06-01 2039-06-01 4.005 - 4.005 Government Agency Debt 13960000.00 7143466.44 Unrated Security 2011-01-07 2011-01-07 Y RBSSECUR N/A N/A N N 7000000.00 7000000.00 0.0015 N 7000000.00 7000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% 37V99JNQ7 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-01 2041-01-01 4 - 5 Government Agency Debt 2895110.00 3061510.13 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JNY0 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2041-01-01 3.5 - 4 Government Agency Debt 2958928.00 3061572.67 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00