N-MFP/A LIVE N 2010-11-30 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 58 105 4703690280.70 1645825.45 96050992.54 4609285113.61 0.0026 1.0001 2010-11-30 1.0001 2010-11-30 C000019445 100000.00 4609285113.61 1.00 -24053850.34 205921360.28 229975210.62 0.0001 1.0001 2010-11-30 1.0001 2010-11-30 Fannie Mae Fannie Mae, 0.25% 31398APG1 Government Agency Debt First Tier Security 2011-04-11 2011-04-11 N N N 22000000.00 22197595.27 0.0048 N 22204798.00 22204798.00 Fannie Mae Fannie Mae, 0.27% 31398AVQ2 Government Agency Debt First Tier Security 2011-03-23 2011-03-23 N N N 40089000.00 40271227.98 0.0087 N 40285877.08 40285877.08 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3133XWRZ4 Government Agency Debt First Tier Security 2010-12-01 2011-08-01 N N N 37000000.00 36981328.40 0.0080 N 36983276.00 36983276.00 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 99967097.80 0.0217 N 99944100.00 99944100.00 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 71975781.17 0.0156 N 71958168.00 71958168.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133XXGY7 Government Agency Debt First Tier Security 2010-12-15 2011-09-15 N N N 18000000.00 17992816.05 0.0039 N 17991972.00 17991972.00 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 74979241.07 0.0163 N 74958825.00 74958825.00 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 199971367.76 0.0434 N 199944200.00 199944200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133XVX89 Government Agency Debt First Tier Security 2010-12-25 2011-05-25 N N N 50000000.00 49991310.90 0.0108 N 49990000.00 49990000.00 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 24993740.44 0.0054 N 24983450.00 24983450.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133XXMM6 Government Agency Debt First Tier Security 2010-12-15 2011-09-15 N N N 56000000.00 55977655.85 0.0121 N 55988184.00 55988184.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133XXH83 Government Agency Debt First Tier Security 2010-12-25 2011-09-23 N N N 18000000.00 17995548.64 0.0039 N 17995896.00 17995896.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133XVTZ4 Government Agency Debt First Tier Security 2010-12-25 2011-05-25 N N N 60000000.00 59991361.54 0.0130 N 59993400.00 59993400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313370HZ4 Government Agency Debt First Tier Security 2010-12-03 2012-02-03 N N N 114000000.00 113959913.11 0.0247 N 113972640.00 113972640.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3133XXSJ7 Government Agency Debt First Tier Security 2010-12-26 2011-09-26 N N N 50000000.00 49979304.19 0.0108 N 49997050.00 49997050.00 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 46991328.03 0.0102 N 46999718.00 46999718.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3133XX3U9 Government Agency Debt First Tier Security 2010-12-01 2011-02-22 N N N 50000000.00 49996567.44 0.0108 N 49990700.00 49990700.00 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 55992390.52 0.0121 N 56007392.00 56007392.00 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 16005652.99 0.0035 N 16010464.00 16010464.00 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 13022028.65 0.0028 N 13024219.00 13024219.00 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 19003686.70 0.0041 N 19009595.00 19009595.00 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 28997062.20 0.0063 N 28978685.00 28978685.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3133XVZ20 Government Agency Debt First Tier Security 2010-12-01 2010-12-07 N N N 25000000.00 24999958.90 0.0054 N 24999800.00 24999800.00 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 89975960.66 0.0195 N 89919990.00 89919990.00 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 55984895.34 0.0121 N 55949656.00 55949656.00 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 23829461.83 0.0052 N 23810138.52 23810138.52 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3133717G5 Government Agency Debt First Tier Security 2010-12-01 2011-09-29 N N N 57000000.00 56997614.05 0.0124 N 56973495.00 56973495.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313371CA2 Government Agency Debt First Tier Security 2010-12-01 2011-10-14 N N N 50000000.00 49997797.07 0.0108 N 49975250.00 49975250.00 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 26997882.86 0.0059 N 27002997.00 27002997.00 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 25998321.02 0.0056 N 26003250.00 26003250.00 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 63204290.36 0.0137 N 63195487.11 63195487.11 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 49998182.67 0.0108 N 49933550.00 49933550.00 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 23098165.57 0.0050 N 23064423.00 23064423.00 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 23997760.00 0.0052 N 23964264.00 23964264.00 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 19983799.85 0.0043 N 19962260.00 19962260.00 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 24979467.33 0.0054 N 24950950.00 24950950.00 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 25992590.73 0.0056 N 26041418.00 26041418.00 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 50993133.86 0.0111 N 51088842.00 51088842.00 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 32283741.40 0.0070 N 32297888.00 32297888.00 Freddie Mac Freddie Mac, 0.27% 3137EAAB5 Government Agency Debt First Tier Security 2011-04-18 2011-04-18 N N N 46000000.00 46841730.37 0.0102 N 46866640.00 46866640.00 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 26976996.00 26976996.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257KRF3 Government Agency Debt First Tier Security 2010-12-09 2010-12-09 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 89260000.00 89256900.69 0.0194 N 89257322.20 89257322.20 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LZM7 Government Agency Debt First Tier Security 2010-12-13 2010-12-13 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 140000000.00 139993194.46 0.0304 N 139990522.00 139990522.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CE65 Government Agency Debt First Tier Security 2010-12-16 2010-12-16 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 204000000.00 203983000.03 0.0443 N 203986189.20 203986189.20 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 49984166.67 0.0108 N 49988100.00 49988100.00 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 19987758.34 0.0043 N 19989640.00 19989640.00 U.S. Treasury Bills U.S. Treasury Bills, 0.21% to 0.22% 912795W64 Treasury Debt First Tier Security 2011-06-02 2011-06-02 N N N 75000000.00 74920233.42 0.0163 N 74916150.00 74916150.00 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 75000000.00 75418266.52 0.0164 N 75442350.00 75442350.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 38Z996JX9 0001197610 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-15 2038-02-15 5.5 - 5.5 Government Agency Debt 41962701.00 20403108.72 FEDERAL NATIONAL MORTGAGE ASSOC 2030-05-01 2040-11-01 4.5 - 6.5 Government Agency Debt 128755734.00 92821955.48 Unrated Security 2010-12-07 2010-12-07 Y PARBCORP N/A N/A N N 111000000.00 111000000.00 0.0241 N 111000000.00 111000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.22% 37F99E2A4 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-06-01 2040-08-01 4.5 - 7 Government Agency Debt 411860404.00 224420570.15 First Tier Security 2010-12-07 2010-12-07 Y DEUTSEC N/A N/A N N 220000000.00 220000000.00 0.0477 N 220000000.00 220000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EVS3 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 32642861.00 14283284.72 First Tier Security 2010-12-07 2010-12-07 Y DEUTSEC N/A N/A N N 14000000.00 14000000.00 0.0030 N 14000000.00 14000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EXG7 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 48961476.00 21423695.12 First Tier Security 2010-12-07 2010-12-07 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., 0.24% 37F99EYK7 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 30307490.00 13261414.45 First Tier Security 2010-12-07 2010-12-07 Y DEUTSEC N/A N/A N N 13000000.00 13000000.00 0.0028 N 13000000.00 13000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E3Y1 0000058056 Government Agency Repurchase Agreement Y First Tier Security 2010-12-07 2010-12-07 Y DEUTSEC N/A N/A N N 13000000.00 13000000.00 0.0028 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 11/30. The agreement contemplated the delivery of Mortgage Backed Securities as collateral on settlement date. 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 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 55971187.00 24490880.25 First Tier Security 2010-12-07 2010-12-07 Y DEUTSEC N/A N/A N N 24000000.00 24000000.00 0.0052 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. In a joint trading account at 0.26%, dated 11/30/2010 due 12/01/2010 # 39A99PQA4 Government Agency Repurchase Agreement Y BANK AMER NA MEDIUM TERM SR NTS BOOK ENTRY FDIC 2010-12-23 2018-12-23 0 - 1.7 Other Instrument OTHER 1431626.67 1442225.48 BANK OF THE WEST 2012-03-27 2012-03-27 2.15 - 2.15 Other Instrument OTHER 291237.28 298501.47 CITIGROUP INC FDIC GTD TLGP 2011-12-09 2012-04-30 2.125 - 3.329 Other Instrument OTHER 1256460.96 1285753.81 CITIGROUP FDG INC FDIC GTD TLGP 2011-05-05 2012-12-10 0.46 - 2.25 Other Instrument OTHER 7170747.34 7353762.55 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2010-12-02 2012-06-22 0.189 - 3.125 Other Instrument OTHER 2784899.96 2893826.95 BANCO BILBAO VIZCAYA ARGENTARI 2012-05-25 2012-06-22 0.284 - 2.45 Other Instrument OTHER 669810.95 669768.14 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 0.327 - 0.327 Other Instrument OTHER 63791.52 64471.72 TENNESEE VALLEY AUTHORITY 2011-04-15 2056-04-01 0 - 8.25 Government Agency Debt 3261979.33 3683803.88 RESOLUTION FUNDING CORP 2014-01-15 2030-04-15 0 - 9.375 Government Agency Debt 24960287.60 14998928.03 GOVERNMENT NATIONAL MORTAGE ASSOC 2012-11-15 2060-10-20 0.356 - 9.5 Government Agency Debt 794294680.78 586257025.19 FEDERAL NATIONAL MORTGAGE ASSOC 2010-12-01 2050-10-01 0 - 15.5 Government Agency Debt 1081933123.28 520411650.53 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 1188696.97 942016.23 FEDERAL HOME LOAN MORTGAGE CORP 2010-12-01 2047-08-01 0 - 238 Government Agency Debt 579190145.42 301378954.86 FEDERAL HOME LOAN BANK 2010-12-01 2036-07-15 0 - 5.5 Government Agency Debt 95255236.10 96122275.62 FEDERAL FARM CREDIT 2010-12-07 2023-06-27 0 - 6.27 Government Agency Debt 13361568.62 13451552.46 FEDERAL AGRICULTURE MORTGAGE CORP 2011-08-19 2011-08-19 3.875 - 3.875 Government Agency Debt 190649.65 195761.74 US TREASURY 2010-12-30 2016-10-31 0 - 11.25 Treasury Debt 17422241.25 18280970.34 CITIGROUP FDG IN. FDIC 2012-03-30 2012-04-30 0.339 - 1.053 Other Instrument OTHER 607469.24 611161.19 WELLS FARGO & CO FDIC GTD TLGP 2011-12-09 2012-06-15 1.142 - 3 Other Instrument OTHER 842048.05 875761.27 US BANCORP FDIC TLGP 2012-05-15 2012-05-15 1.8 - 1.8 Other Instrument OTHER 13454.21 13705.00 UNION BANK, N.A. 2012-03-16 2012-03-16 0.492 - 0.492 Other Instrument OTHER 57992.29 58162.85 SUNTRUST BNK FDIC TLGP 2010-12-16 2010-12-16 0.942 - 0.942 Other Instrument OTHER 150489.99 150828.01 STATE STREET CORPORATION 2012-04-30 2012-04-30 2.15 - 2.15 Other Instrument OTHER 1362.82 1395.60 STATE STREET BANK AND TRUST CO 2011-03-15 2011-09-15 0.492 - 1.85 Other Instrument OTHER 15773.90 15822.07 SOVEREIGN BANCORP, INC. 2012-01-17 2012-06-15 2.5 - 2.75 Other Instrument OTHER 298254.35 309098.55 REGIONS BANK FDIC TLGP 2010-12-10 2010-12-10 0.942 - 2.75 Other Instrument OTHER 116970.45 118280.51 PNC FUNDING CORP 2012-04-01 2012-06-22 0.26 - 2.3 Other Instrument OTHER 70837.58 72038.52 CITIBANK N A FDIC GTD TLGP 2011-03-30 2012-12-28 0.263 - 1.75 Other Instrument OTHER 722612.93 735268.03 JOHN DEERE CP FDIC 2012-06-19 2012-06-19 2.875 - 2.875 Other Instrument OTHER 1478.80 1550.64 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER 100152.68 102309.81 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 169540.46 176445.64 GE CAPITAL CORP FDIC 2010-12-09 2012-12-21 0.289 - 3 Other Instrument OTHER 7513256.30 7735029.66 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2010-12-03 2012-03-15 0.292 - 2.152 Other Instrument OTHER 179062.16 181141.69 HSBC USA INC. 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 24298.77 25321.65 JPMORGAN CHASE & CO FDIC GTD TLGP 2010-12-01 2012-12-26 0.522 - 3.125 Other Instrument OTHER 523473.79 537369.08 KEYBANK NA FDIC 2012-06-15 2012-06-15 3.2 - 3.2 Other Instrument OTHER 613471.44 647774.72 MORGAN STANLEY (FDIC TLGP) 2010-12-01 2012-03-13 2 - 2.9 Other Instrument OTHER 72403.37 73846.20 NEW YORK COMMUNITY BANK 2011-12-16 2011-12-16 3 - 3 Other Instrument OTHER 9075.79 9438.22 Unrated Security 2010-12-01 2010-12-01 N N N 1544758000.00 1544758000.00 0.3351 N 1544758000.00 1544758000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SKV9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-01 2040-04-01 5 - 5.5 Government Agency Debt 10056577.00 7143247.17 Unrated Security 2010-12-07 2010-12-07 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% 38B99SMS4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-01 2040-04-01 5 - 5 Government Agency Debt 7260000.00 7145763.68 Unrated Security 2010-12-07 2010-12-07 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% 38B99SQU5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-07-01 2038-11-01 4 - 6 Government Agency Debt 17588190.00 12241980.32 Unrated Security 2010-12-07 2010-12-07 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, 0.24% 38B99SLK2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-01-01 2040-04-01 5 - 5.5 Government Agency Debt 9172659.00 7145732.05 Unrated Security 2010-12-07 2010-12-07 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 2025-05-01 2025-05-01 4 - 4 Government Agency Debt 3135000.00 3060568.58 Unrated Security 2010-12-07 2010-12-07 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% 38B99SQL5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-07-01 2025-07-01 4 - 4 Government Agency Debt 12345000.00 12242518.03 Unrated Security 2010-12-07 2010-12-07 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, 0.24% 38B99SRN0 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-01 2038-08-01 5.5 - 5.5 Government Agency Debt 4270000.00 3063413.61 Unrated Security 2010-12-07 2010-12-07 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 2028-05-01 2038-05-01 2.597 - 5.92 Government Agency Debt 208601917.00 57138829.29 Unrated Security 2010-12-07 2010-12-07 Y INGFIN N/A N/A N N 56000000.00 56000000.00 0.0121 N 56000000.00 56000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNJ3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-01-01 2035-01-01 5.5 - 5.5 Government Agency Debt 10350000.00 7143897.90 Unrated Security 2010-12-07 2010-12-07 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, 0.25% 38B99SJP4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-01 2040-04-01 5 - 5 Government Agency Debt 7260000.00 7145763.68 Unrated Security 2010-12-07 2010-12-07 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% 38B99SDN5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2037-07-01 4 - 6.5 Government Agency Debt 32124598.00 21439877.96 Unrated Security 2010-12-07 2010-12-07 Y INGFIN N/A N/A N N 21000000.00 21000000.00 0.0046 N 21000000.00 21000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 38B99SFF0 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2037-05-01 4 - 6.5 Government Agency Debt 13373597.00 4084376.22 Unrated Security 2010-12-07 2010-12-07 Y INGFIN N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.24% 38W99BBT8 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2038-09-01 6.5 - 6.5 Government Agency Debt 11861862.00 13262298.47 Unrated Security 2010-12-07 2010-12-07 Y MSTANLEY N/A N/A N N 13000000.00 13000000.00 0.0028 N 13000000.00 13000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.24% 36U99E4R0 0000050916 Government Agency Repurchase Agreement Y First Tier Security 2010-12-07 2010-12-07 Y RBC CAP N/A N/A N N 7000000.00 7000000.00 0.0015 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 11/30. The agreement contemplated the delivery of Collateralized Mortgage Obligations as collateral on settlement date. N 7000000.00 7000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLP3 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-09-01 2038-09-01 5.345 - 5.345 Government Agency Debt 8300000.00 7144274.63 Unrated Security 2010-12-07 2010-12-07 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 HOME LOAN MORTGAGE CORP 2025-11-01 2025-11-01 3.5 - 3.5 Government Agency Debt 2980630.00 3060837.10 Unrated Security 2010-12-07 2010-12-07 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 HOME LOAN MORTGAGE CORP 2025-11-01 2025-11-01 3.5 - 3.5 Government Agency Debt 2980664.00 3060872.01 Unrated Security 2010-12-07 2010-12-07 Y WELLSFAR N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00