N-MFP LIVE N 2011-08-31 0000702149 S000007506 1 N N 002-77169 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 Prime 52 63 3943194520.56 1198965.27 60810906.34 3883582579.49 0.0024 1.0006 2011-08-31 1.0006 2011-08-31 C000020486 1.00 3883582579.49 1.00 58425038.82 798934043.75 740509004.93 0.0004 1.0006 2011-08-31 1.0006 2011-08-31 ABN AMRO Funding USA LLC ABN AMRO Funding USA LLC, 0.25% 00084CX56 Financial Company Commercial Paper First Tier Security 2011-10-05 2011-10-05 N N N 29000000.00 28993152.78 0.0075 N 28993712.80 28993712.80 ABN AMRO Funding USA LLC ABN AMRO Funding USA LLC, 0.32% 00084CWS7 Financial Company Commercial Paper First Tier Security 2011-09-26 2011-09-26 N N N 6000000.00 5998666.67 0.0015 N 5999146.20 5999146.20 ASB Finance Ltd. ASB Finance Ltd., 0.36% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-09-28 2012-03-30 N N N 5000000.00 4999706.94 0.0013 N 5001140.00 5001140.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.33% 0020P5CC1 Financial Company Commercial Paper First Tier Security 2011-09-23 2012-03-23 N N N 43700000.00 43699077.78 0.0113 N 43717654.80 43717654.80 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06416KY95 Financial Company Commercial Paper First Tier Security 2011-11-09 2011-11-09 N N N 50000000.00 49976041.66 0.0129 N 49985065.00 49985065.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06416KY95 Financial Company Commercial Paper First Tier Security 2011-11-09 2011-11-09 N N N 50000000.00 49976041.66 0.0129 N 49985060.00 49985060.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06416KYH7 Financial Company Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N N 35000000.00 34981284.72 0.0090 N 34986350.00 34986350.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06416KZP8 Financial Company Commercial Paper First Tier Security 2011-12-23 2011-12-23 N N N 50000000.00 49956055.57 0.0129 N 49962635.00 49962635.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.22% 06741GCD5 Financial Company Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N N 18000000.00 17998790.00 0.0046 N 17999184.60 17999184.60 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.25% 06741GCR4 Financial Company Commercial Paper First Tier Security 2011-09-16 2011-09-16 N N N 22000000.00 21997708.34 0.0057 N 21998319.20 21998319.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GDN2 Financial Company Commercial Paper First Tier Security 2011-10-04 2011-10-04 N N N 5000000.00 4998762.50 0.0013 N 4998725.00 4998725.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.21% 06737JW68 Financial Company Commercial Paper First Tier Security 2011-09-06 2011-09-06 N N N 50000000.00 49998541.67 0.0129 N 49998915.00 49998915.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.38% 0556N1ZC0 Financial Company Commercial Paper First Tier Security 2011-12-12 2011-12-12 N N N 40000000.00 39956933.33 0.0103 N 39964864.00 39964864.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.41% 0556N1WK5 Financial Company Commercial Paper First Tier Security 2011-09-19 2011-09-19 N N N 50000000.00 49989750.00 0.0129 N 49996120.00 49996120.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.55% 0556N1WS8 Financial Company Commercial Paper First Tier Security 2011-09-26 2011-09-26 N N N 100000000.00 99961805.56 0.0257 N 99987940.00 99987940.00 BP Capital Markets PLC BP Capital Markets PLC, 0.27% 05568UW85 Financial Company Commercial Paper First Tier Security 2011-09-08 2011-09-08 N N N 15000000.00 14999212.50 0.0039 N 14999599.50 14999599.50 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.24% 12802WXB5 Financial Company Commercial Paper First Tier Security 2011-10-11 2011-10-11 N N N 19000000.00 18994933.33 0.0049 N 18997944.20 18997944.20 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.26% 12802YAB6 Financial Company Commercial Paper First Tier Security 2011-11-03 2012-05-25 N N N 14000000.00 13998894.98 0.0036 N 14000840.00 14000840.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.27% 12802WXB5 Financial Company Commercial Paper First Tier Security 2011-10-11 2011-10-11 N N N 78400000.00 78376480.00 0.0202 N 78391517.12 78391517.12 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WY40 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 30000000.00 29983466.67 0.0077 N 29994420.00 29994420.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WYJ7 Financial Company Commercial Paper First Tier Security 2011-11-18 2011-11-18 N N N 26000000.00 25982536.67 0.0067 N 25993552.00 25993552.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WYU2 Financial Company Commercial Paper First Tier Security 2011-11-28 2011-11-28 N N N 7000000.00 6994695.56 0.0018 N 6997940.60 6997940.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272EYJ1 Financial Company Commercial Paper First Tier Security 2011-11-18 2011-11-18 N N N 45000000.00 44975137.49 0.0116 N 44975808.00 44975808.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272AAN6 Financial Company Commercial Paper First Tier Security 2011-09-16 2011-09-16 N N N 37000000.00 36999845.40 0.0095 N 36999482.00 36999482.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-11-21 2011-11-21 N N N 10000000.00 10000000.00 0.0026 N 9999270.00 9999270.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.20% 2254EBX48 Financial Company Commercial Paper First Tier Security 2011-10-04 2011-10-04 N N N 50000000.00 49990833.33 0.0129 N 49989565.00 49989565.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.24% 2254EBXR7 Financial Company Commercial Paper First Tier Security 2011-10-25 2011-10-25 N N N 40000000.00 39985600.01 0.0103 N 39983500.00 39983500.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.10% 25153KW11 Financial Company Commercial Paper First Tier Security 2011-09-01 2011-09-01 N N N 55601000.00 55601000.00 0.0143 N 55600833.20 55600833.20 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K1Y87 Financial Company Commercial Paper First Tier Security 2011-11-08 2011-11-08 N N N 19000000.00 18989233.33 0.0049 N 18989365.70 18989365.70 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K1YH7 Financial Company Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N N 31000000.00 30980108.32 0.0080 N 30979580.30 30979580.30 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K1YN4 Financial Company Commercial Paper First Tier Security 2011-11-22 2011-11-22 N N N 8000000.00 7994533.33 0.0021 N 7994264.00 7994264.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K1YV6 Financial Company Commercial Paper First Tier Security 2011-11-29 2011-11-29 N N N 50000000.00 49962916.65 0.0129 N 49960000.00 49960000.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.22% 53943SW78 Financial Company Commercial Paper First Tier Security 2011-09-07 2011-09-07 N N N 100000000.00 99996416.66 0.0257 N 99996890.00 99996890.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.35% 6323A1WK8 Financial Company Commercial Paper First Tier Security 2011-09-19 2011-09-19 N N N 68000000.00 67988100.00 0.0175 N 67993648.80 67993648.80 National Australia Funding, Inc. National Australia Funding, Inc., 0.20% 63253KX69 Financial Company Commercial Paper First Tier Security 2011-10-06 2011-10-06 N N N 40000000.00 39992222.22 0.0103 N 39995520.00 39995520.00 National Australia Funding, Inc. National Australia Funding, Inc., 0.26% 63253KY19 Financial Company Commercial Paper First Tier Security 2011-11-01 2011-11-01 N N N 40000000.00 39982716.66 0.0103 N 39989596.00 39989596.00 Nordea North America, Inc. Nordea North America, Inc., 0.20% 6555P1X77 Financial Company Commercial Paper First Tier Security 2011-10-07 2011-10-07 N N N 27900000.00 27894420.00 0.0072 N 27894294.45 27894294.45 Nordea North America, Inc. Nordea North America, Inc., 0.21% 6555P1XJ1 Financial Company Commercial Paper First Tier Security 2011-10-18 2011-10-18 N N N 25000000.00 24993309.03 0.0064 N 24992467.50 24992467.50 Nordea North America, Inc. Nordea North America, Inc., 0.25% 6555P1Y43 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 40000000.00 39982222.22 0.0103 N 39981440.00 39981440.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.19% 74977LXB8 Financial Company Commercial Paper First Tier Security 2011-10-11 2011-10-11 N N N 25000000.00 24994722.22 0.0064 N 24997865.00 24997865.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.20% 74977LXM4 Financial Company Commercial Paper First Tier Security 2011-10-21 2011-10-21 N N N 40000000.00 39988888.89 0.0103 N 39995468.00 39995468.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.29% 74977LXE2 Financial Company Commercial Paper First Tier Security 2011-10-14 2011-10-14 N N N 50000000.00 49982680.56 0.0129 N 49995170.00 49995170.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.32% 74977KAC3 Financial Company Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N N 40000000.00 39952711.11 0.0103 N 39980792.00 39980792.00 Royal Bank of Canada Royal Bank of Canada, 0.30% 78009BYP1 Financial Company Commercial Paper First Tier Security 2011-11-23 2011-11-23 N N N 75000000.00 74948124.99 0.0193 N 74983200.00 74983200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UX78 Financial Company Commercial Paper First Tier Security 2011-10-07 2011-10-07 N N N 19000000.00 18994300.00 0.0049 N 18995527.40 18995527.40 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.28% 83365SW17 Financial Company Commercial Paper First Tier Security 2011-09-01 2011-09-01 N N N 8000000.00 8000000.00 0.0021 N 7999964.80 7999964.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.28% 83365SW17 Financial Company Commercial Paper First Tier Security 2011-09-01 2011-09-01 N N N 40000000.00 40000000.00 0.0103 N 39999824.00 39999824.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.30% 86958GY33 Financial Company Commercial Paper First Tier Security 2011-11-03 2011-11-03 N N N 30000000.00 29984250.00 0.0077 N 29986401.00 29986401.00 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.40% 89153QW89 Financial Company Commercial Paper First Tier Security 2011-09-08 2011-09-08 N N N 7000000.00 6999455.56 0.0018 N 6999796.30 6999796.30 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.40% 89153QWF3 Financial Company Commercial Paper First Tier Security 2011-09-15 2011-09-15 N N N 5000000.00 4999222.22 0.0013 N 4999708.50 4999708.50 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.42% 89153QZF0 Financial Company Commercial Paper First Tier Security 2011-12-15 2011-12-15 N N N 7000000.00 6991425.00 0.0018 N 6993590.10 6993590.10 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.43% 89153QWG1 Financial Company Commercial Paper First Tier Security 2011-09-16 2011-09-16 N N N 11000000.00 10998029.17 0.0028 N 10999305.90 10999305.90 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262DYP4 Financial Company Commercial Paper First Tier Security 2011-11-23 2011-11-23 N N N 40000000.00 39967722.24 0.0103 N 39972372.00 39972372.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C1X69 Financial Company Commercial Paper First Tier Security 2011-10-06 2011-10-06 N N N 14350000.00 14346512.15 0.0037 N 14348364.10 14348364.10 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-09-07 2011-10-07 N N N 13000000.00 13000000.00 0.0033 N 12998245.00 12998245.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-09-19 2011-09-19 N N N 50000000.00 50000000.00 0.0129 N 49997850.00 49997850.00 Westpac Banking Corp. Westpac Banking Corp., 0.31% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-09-23 2011-09-23 N N N 50000000.00 50000000.00 0.0129 N 49997200.00 49997200.00 Westpac Banking Corp. Westpac Banking Corp., 0.45% 9612C1WC7 Financial Company Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N N 14000000.00 13998075.00 0.0036 N 13999626.20 13999626.20 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.21% 04821UW65 Asset Backed Commercial Paper First Tier Security 2011-09-06 2011-09-06 N N Y GUARANTOR CREDIT AGRICOLE CIB NY BRH N/A N/A LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 36000000.00 35998950.00 0.0093 N 35999161.20 35999161.20 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MWL4 Asset Backed Commercial Paper First Tier Security 2011-09-20 2011-09-20 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 35000000.00 34995381.94 0.0090 N 34995821.00 34995821.00 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MWS9 Asset Backed Commercial Paper First Tier Security 2011-09-26 2011-09-26 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 20000000.00 19996527.78 0.0051 N 19996736.00 19996736.00 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MWT7 Asset Backed Commercial Paper First Tier Security 2011-09-27 2011-09-27 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 5000000.00 4999097.22 0.0013 N 4999149.00 4999149.00 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MX41 Asset Backed Commercial Paper First Tier Security 2011-10-04 2011-10-04 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 25000000.00 24994270.83 0.0064 N 24994270.83 24994270.83 Gotham Funding Corp. Gotham Funding Corp., 0.26% 38346MWC4 Asset Backed Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 6000000.00 5999523.33 0.0015 N 5999641.80 5999641.80 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127UWS5 Asset Backed Commercial Paper First Tier Security 2011-09-26 2011-09-26 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 3000000.00 2999583.33 0.0008 N 2999510.40 2999510.40 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274MW24 Asset Backed Commercial Paper First Tier Security 2011-09-02 2011-09-02 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 50000000.00 49999652.78 0.0129 N 49999555.00 49999555.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274MW73 Asset Backed Commercial Paper First Tier Security 2011-09-07 2011-09-07 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 14000000.00 13999416.67 0.0036 N 13999564.60 13999564.60 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274MX49 Asset Backed Commercial Paper First Tier Security 2011-10-04 2011-10-04 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 31000000.00 30991474.99 0.0080 N 30993121.10 30993121.10 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274MX56 Asset Backed Commercial Paper First Tier Security 2011-10-05 2011-10-05 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 31000000.00 30991216.65 0.0080 N 30990948.00 30990948.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.29% 66560LWU6 Asset Backed Commercial Paper First Tier Security 2011-09-28 2011-09-28 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 6000000.00 5998695.00 0.0015 N 5999052.60 5999052.60 Northern Pines Funding LLC Northern Pines Funding LLC, 0.36% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-09-07 2011-12-01 N N Y OBLIGOR DEUTSCHE BK SECS INC N/A N/A LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 6000000.00 6000000.00 0.0015 N 5999556.00 5999556.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540BX35 Asset Backed Commercial Paper First Tier Security 2011-10-03 2011-10-03 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 11000000.00 10997555.55 0.0028 N 10997640.50 10997640.50 Texas Instruments, Inc. Texas Instruments, Inc., 0.20% 88250UZ65 Other Commercial Paper First Tier Security 2011-12-06 2011-12-06 N N N 3000000.00 2998400.00 0.0008 N 2997340.50 2997340.50 Texas Instruments, Inc. Texas Instruments, Inc., 0.20% 88250UZC2 Other Commercial Paper First Tier Security 2011-12-12 2011-12-12 N N N 2000000.00 1998866.67 0.0005 N 1998071.60 1998071.60 U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912795Y62 Treasury Debt First Tier Security 2012-01-19 2012-01-19 N N N 50000000.00 49986388.88 0.0129 N 49996100.00 49996100.00 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127954A6 Treasury Debt First Tier Security 2012-01-05 2012-01-05 N N N 31000000.00 30991320.10 0.0080 N 30998388.00 30998388.00 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127953K5 Treasury Debt First Tier Security 2011-09-15 2011-09-15 N N N 75000000.00 74997116.38 0.0193 N 74999550.00 74999550.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912795Y70 Treasury Debt First Tier Security 2012-01-26 2012-01-26 N N N 9000000.00 8996141.25 0.0023 N 8999523.00 8999523.00 U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127953R0 Treasury Debt First Tier Security 2011-11-03 2011-11-03 N N N 38000000.00 37992352.62 0.0098 N 37999012.00 37999012.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127952F7 Treasury Debt First Tier Security 2011-09-22 2011-09-22 N N N 114000000.00 113989981.27 0.0294 N 113998974.00 113998974.00 U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.18% 9127953L3 Treasury Debt First Tier Security 2011-09-29 2011-09-29 N N N 83000000.00 82989099.47 0.0214 N 82998423.00 82998423.00 U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828KA7 Treasury Debt First Tier Security 2011-12-15 2011-12-15 N N N 40000000.00 40120829.83 0.0103 N 40125000.00 40125000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% to 0.22% 912828ML1 Treasury Debt First Tier Security 2011-12-31 2011-12-31 N N N 90000000.00 90242599.34 0.0232 N 90281250.00 90281250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828KP4 Treasury Debt First Tier Security 2012-05-15 2012-05-15 N N N 20000000.00 20166030.65 0.0052 N 20179680.00 20179680.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 26000000.00 26079928.76 0.0067 N 26090402.00 26090402.00 U.S. Treasury Notes U.S. Treasury Notes, 0.29% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 50000000.00 50057920.26 0.0129 N 50078100.00 50078100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828FW5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 25000000.00 25177043.27 0.0065 N 25186525.00 25186525.00 Fannie Mae Fannie Mae, 0.13% 313588QU2 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 50000000.00 49979958.34 0.0129 N 49996900.00 49996900.00 Fannie Mae Fannie Mae, 0.15% 313588NE1 Government Agency Debt First Tier Security 2011-10-20 2011-10-20 N N N 86283000.00 86265383.90 0.0222 N 86280670.36 86280670.36 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732C5 Government Agency Debt First Tier Security 2011-12-16 2011-12-16 N N N 12000000.00 11999167.42 0.0031 N 12001740.00 12001740.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732G6 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 21000000.00 20998304.73 0.0054 N 21003192.00 21003192.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732S0 Government Agency Debt First Tier Security 2011-12-23 2011-12-23 N N N 12000000.00 11998563.18 0.0031 N 12001488.00 12001488.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313375LQ8 Government Agency Debt First Tier Security 2012-09-07 2012-09-07 N N N 35000000.00 34996505.95 0.0090 N 34982080.00 34982080.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3133755S2 Government Agency Debt First Tier Security 2012-08-30 2012-08-30 N N N 16000000.00 16000000.00 0.0041 N 16007520.00 16007520.00 Freddie Mac Freddie Mac, 0.15% 313396UN1 Government Agency Debt First Tier Security 2012-03-20 2012-03-20 N N N 40000000.00 39966499.99 0.0103 N 39984360.00 39984360.00 Freddie Mac Freddie Mac, 0.15% 313396VC4 Government Agency Debt First Tier Security 2012-04-03 2012-04-03 N N N 18000000.00 17983874.99 0.0046 N 17990334.00 17990334.00 Freddie Mac Freddie Mac, 0.15% 313396VJ9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N N 17000000.00 16984345.83 0.0044 N 16990616.00 16990616.00 Freddie Mac Freddie Mac, 0.17% 3134G13Z5 Government Agency Debt First Tier Security 2011-09-10 2012-08-10 N N N 100000000.00 99952494.04 0.0257 N 100049100.00 100049100.00 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257JZL4 Government Agency Debt First Tier Security 2011-10-21 2011-10-21 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 50000000.00 49986944.44 0.0129 N 49989735.00 49989735.00 Straight-A Funding LLC Straight-A Funding LLC, 0.65% (Liquidity Facility Federal Financing Bank) 86257L7G1 Government Agency Debt First Tier Security 2011-10-31 2011-10-31 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 13000000.00 12987090.28 0.0033 N 12996669.40 12996669.40 Straight-A Funding LLC Straight-A Funding LLC, 0.65% (Liquidity Facility Federal Financing Bank) 86257C6Y3 Government Agency Debt First Tier Security 2011-11-03 2011-11-03 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 27000000.00 26970750.00 0.0069 N 26992161.90 26992161.90 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.18% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3005000.00 3005000.00 0.0008 N 3005000.00 3005000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.16% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 35200000.00 35200000.00 0.0091 N 35200000.00 35200000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.16% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0039 N 15000000.00 15000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.18% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0003 N 1000000.00 1000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.21% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0008 N 3000000.00 3000000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.14% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2011-09-01 2011-09-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26245000.00 26245000.00 0.0068 N 26245000.00 26245000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.17% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 47600000.00 47600000.00 0.0123 N 47600000.00 47600000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.17% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 45125000.00 45125000.00 0.0116 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.17% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50625000.00 50625000.00 0.0130 N 50625000.00 50625000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.18% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9080000.00 9080000.00 0.0023 N 9080000.00 9080000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.19% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 18800000.00 18800000.00 0.0048 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.19% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 15950000.00 15950000.00 0.0041 N 15950000.00 15950000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.19% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 13110000.00 13110000.00 0.0034 N 13110000.00 13110000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.29% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5700000.00 5700000.00 0.0015 N 5700000.00 5700000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.17% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39750000.00 39750000.00 0.0102 N 39750000.00 39750000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.18% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 10500000.00 10500000.00 0.0027 N 10500000.00 10500000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.22% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 1200000.00 1200000.00 0.0003 N 1200000.00 1200000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.16% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0016 N 6400000.00 6400000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.16% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 2600000.00 2600000.00 0.0007 N 2600000.00 2600000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.16% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XC4 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 11000000.00 11000000.00 0.0028 N 11000000.00 11000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.16% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 21000000.00 21000000.00 0.0054 N 21000000.00 21000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.16% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XD2 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0039 N 15000000.00 15000000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.16% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 11200000.00 11200000.00 0.0029 N 11200000.00 11200000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.06%, dated 8/31/2011 due 09/01/2011 42T99HPT6_07629 Treasury Repurchase Agreement Y US TREASURY 2013-01-31 2020-11-15 0.625 - 4.5 Treasury Debt 128884450.77 137722672.65 Unrated Security 2011-09-01 2011-09-01 N N N 135022000.00 135022000.00 0.0348 N 135022000.00 135022000.00