N-MFP LIVE N 2011-09-30 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 46 57 3913109899.91 122133038.74 179547907.56 3855695031.09 0.0022 1.0006 2011-09-30 1.0006 2011-09-30 C000020486 1.00 3855695031.09 1.00 -27880765.81 735932521.41 763813287.22 0.0001 1.0006 2011-09-30 1.0006 2011-09-30 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 28999194.44 0.0075 N 28999356.20 28999356.20 ASB Finance Ltd. ASB Finance Ltd., 0.38% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-10-28 2012-03-30 N N N 5000000.00 4999748.61 0.0013 N 5000970.00 5000970.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.44% 0020P5CC1 Financial Company Commercial Paper First Tier Security 2011-12-23 2012-03-23 N N N 43700000.00 43699213.40 0.0113 N 43716300.10 43716300.10 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 49986458.33 0.0130 N 49995575.00 49995575.00 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 49986458.33 0.0130 N 49995575.00 49995575.00 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 34988576.39 0.0091 N 34995520.00 34995520.00 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 49967722.23 0.0130 N 49976665.00 49976665.00 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 4999887.50 0.0013 N 4999928.00 4999928.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GDW2 Financial Company Commercial Paper First Tier Security 2011-10-11 2011-10-11 N N N 9000000.00 8999325.00 0.0023 N 8999614.80 8999614.80 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GDZ5 Financial Company Commercial Paper First Tier Security 2011-10-18 2011-10-18 N N N 4000000.00 3999490.00 0.0010 N 3999690.00 3999690.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEB7 Financial Company Commercial Paper First Tier Security 2011-10-20 2011-10-20 N N N 12000000.00 11998290.00 0.0031 N 11998946.40 11998946.40 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GED3 Financial Company Commercial Paper First Tier Security 2011-10-24 2011-10-24 N N N 8000000.00 7998620.00 0.0021 N 7999040.00 7999040.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEH4 Financial Company Commercial Paper First Tier Security 2011-10-27 2011-10-27 N N N 6000000.00 5998830.00 0.0016 N 5999100.00 5999100.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEM3 Financial Company Commercial Paper First Tier Security 2011-10-31 2011-10-31 N N N 5000000.00 4998875.00 0.0013 N 4999053.00 4999053.00 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 39969600.00 0.0104 N 39977532.00 39977532.00 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 18998733.33 0.0049 N 18999536.40 18999536.40 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 13999019.14 0.0036 N 13961486.00 13961486.00 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 78394120.00 0.0203 N 78398087.04 78398087.04 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 29991216.67 0.0078 N 29997462.00 29997462.00 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 25989253.34 0.0067 N 25996461.40 25996461.40 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 6996503.89 0.0018 N 6998852.70 6998852.70 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 44984699.99 0.0117 N 44988138.00 44988138.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272EZF8 Financial Company Commercial Paper First Tier Security 2011-12-15 2011-12-15 N N N 40000000.00 39975416.66 0.0104 N 39978804.00 39978804.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272EZF8 Financial Company Commercial Paper First Tier Security 2011-12-15 2011-12-15 N N N 7000000.00 6995625.00 0.0018 N 6996290.70 6996290.70 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 9998730.00 9998730.00 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 39993600.00 0.0104 N 39993972.00 39993972.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EBYE5 Financial Company Commercial Paper First Tier Security 2011-11-14 2011-11-14 N N N 50000000.00 49981666.68 0.0130 N 49984375.00 49984375.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.37% 2254EBZU8 Financial Company Commercial Paper First Tier Security 2011-12-28 2011-12-28 N N N 50000000.00 49954777.77 0.0130 N 49959330.00 49959330.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.30% 25153KXH5 Financial Company Commercial Paper First Tier Security 2011-10-17 2011-10-17 N N N 50000000.00 49993333.33 0.0130 N 49995680.00 49995680.00 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 18993983.33 0.0049 N 18994854.80 18994854.80 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 30987858.33 0.0080 N 30989336.00 30989336.00 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 7996533.33 0.0021 N 7996808.00 7996808.00 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 49975416.66 0.0130 N 49975835.00 49975835.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K1Z52 Financial Company Commercial Paper First Tier Security 2011-12-05 2011-12-05 N N N 41000000.00 40977791.66 0.0106 N 40977601.70 40977601.70 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 39998888.89 0.0104 N 39999868.00 39999868.00 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 39991216.66 0.0104 N 39999040.00 39999040.00 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 27899070.00 0.0072 N 27899294.13 27899294.13 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 24997579.86 0.0065 N 24998062.50 24998062.50 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 39990555.55 0.0104 N 39991444.00 39991444.00 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 24998680.55 0.0065 N 24999542.50 24999542.50 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 39995555.56 0.0104 N 39998600.00 39998600.00 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 49994763.89 0.0130 N 49998835.00 49998835.00 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 39963377.78 0.0104 N 39987404.00 39987404.00 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 74966874.99 0.0194 N 74991000.00 74991000.00 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 18999050.00 0.0049 N 18999409.10 18999409.10 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 29991750.00 0.0078 N 29993766.00 29993766.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.33% 86958GZU2 Financial Company Commercial Paper First Tier Security 2011-12-28 2011-12-28 N N N 13000000.00 12989672.22 0.0034 N 12990390.40 12990390.40 Swedbank AB Swedbank AB, 0.38% 87019SXQ2 Financial Company Commercial Paper First Tier Security 2011-10-24 2011-10-24 N N N 15000000.00 14996358.33 0.0039 N 14997900.00 14997900.00 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 6993875.00 0.0018 N 6995847.60 6995847.60 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 39979388.90 0.0104 N 39985720.00 39985720.00 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 14349501.74 0.0037 N 14349809.15 14349809.15 Westpac Banking Corp. Westpac Banking Corp., 0.31% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-10-07 2011-10-07 N N N 13000000.00 13000000.00 0.0034 N 12999896.00 12999896.00 Westpac Banking Corp. Westpac Banking Corp., 0.39% 9612C4BY6 Financial Company Commercial Paper First Tier Security 2012-01-05 2012-04-05 N N N 25000000.00 25000000.00 0.0065 Y 25000000.00 25000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.39% 9612C4CA7 Financial Company Commercial Paper First Tier Security 2012-01-10 2012-04-10 N N N 25000000.00 25000000.00 0.0065 Y 25000000.00 25000000.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.27% 03221KXJ6 Asset Backed Commercial Paper First Tier Security 2011-10-18 2011-10-18 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 15800000.00 15797985.50 0.0041 N 15798420.00 15798420.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.27% 03221KXT4 Asset Backed Commercial Paper First Tier Security 2011-10-27 2011-10-27 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 37000000.00 36992785.00 0.0096 N 36994172.50 36994172.50 Gotham Funding Corp. Gotham Funding Corp., 0.23% 38346MXE9 Asset Backed Commercial Paper First Tier Security 2011-10-14 2011-10-14 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 14000000.00 13998837.22 0.0036 N 13998965.40 13998965.40 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 24999479.17 0.0065 N 24999472.50 24999472.50 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MXJ8 Asset Backed Commercial Paper First Tier Security 2011-10-18 2011-10-18 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 3000000.00 2999645.83 0.0008 N 2999700.00 2999700.00 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MXQ2 Asset Backed Commercial Paper First Tier Security 2011-10-24 2011-10-24 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 35000000.00 34994409.72 0.0091 N 34995100.00 34995100.00 Gotham Funding Corp. Gotham Funding Corp., 0.26% 38346MXC3 Asset Backed Commercial Paper First Tier Security 2011-10-12 2011-10-12 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 4000000.00 3999682.22 0.0010 N 3999746.80 3999746.80 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 30999225.00 0.0080 N 30999345.90 30999345.90 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 30998966.67 0.0080 N 30999181.60 30999181.60 Northern Pines Funding LLC Northern Pines Funding LLC, 0.30% 66560LXH4 Asset Backed Commercial Paper First Tier Security 2011-10-17 2011-10-17 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 26000000.00 25996533.33 0.0067 N 25997753.60 25997753.60 Northern Pines Funding LLC Northern Pines Funding LLC, 0.30% 66560LXJ0 Asset Backed Commercial Paper First Tier Security 2011-10-18 2011-10-18 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 50000000.00 49992916.66 0.0130 N 49995375.00 49995375.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.30% 66560LXS0 Asset Backed Commercial Paper First Tier Security 2011-10-26 2011-10-26 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 5000000.00 4998958.34 0.0013 N 4999194.50 4999194.50 Northern Pines Funding LLC Northern Pines Funding LLC, 0.37% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-10-07 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 0.0016 N 5999700.00 5999700.00 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 10999847.22 0.0029 N 10999826.20 10999826.20 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 2998900.00 0.0008 N 2998330.50 2998330.50 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 1999200.00 0.0005 N 1998755.00 1998755.00 Fannie Mae Fannie Mae, 0.13% 313588QU2 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 50000000.00 49985375.00 0.0130 N 49997800.00 49997800.00 Fannie Mae Fannie Mae, 0.15% 313588NE1 Government Agency Debt First Tier Security 2011-10-20 2011-10-20 N N N 86283000.00 86276169.27 0.0224 N 86282223.45 86282223.45 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 11999403.05 0.0031 N 12001944.00 12001944.00 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 20998762.91 0.0054 N 21003633.00 21003633.00 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 11998944.64 0.0031 N 12001860.00 12001860.00 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 34996735.07 0.0091 N 34979665.00 34979665.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313375QL4 Government Agency Debt First Tier Security 2012-10-10 2012-10-10 N N N 25000000.00 24996493.32 0.0065 N 24986400.00 24986400.00 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 16005392.00 16005392.00 Freddie Mac Freddie Mac, 0.15% 313396UN1 Government Agency Debt First Tier Security 2012-03-20 2012-03-20 N N N 40000000.00 39971499.99 0.0104 N 39994360.00 39994360.00 Freddie Mac Freddie Mac, 0.15% 313396VC4 Government Agency Debt First Tier Security 2012-04-03 2012-04-03 N N N 18000000.00 17986124.99 0.0047 N 17996346.00 17996346.00 Freddie Mac Freddie Mac, 0.15% 313396VJ9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N N 17000000.00 16986470.83 0.0044 N 16996430.00 16996430.00 Freddie Mac Freddie Mac, 0.19% 3134G13Z5 Government Agency Debt First Tier Security 2011-10-10 2012-08-10 N N N 100000000.00 99956637.00 0.0259 N 100064300.00 100064300.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257KH72 Government Agency Debt First Tier Security 2011-12-15 2011-12-15 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 17000000.00 16993540.01 0.0044 N 16993679.40 16993679.40 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EAT5 Government Agency Debt First Tier Security 2011-12-19 2011-12-19 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 23903000.00 23893664.56 0.0062 N 23898059.25 23898059.25 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EAU2 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 5000000.00 4997994.45 0.0013 N 4999027.00 4999027.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257KJ39 Government Agency Debt First Tier Security 2011-12-22 2011-12-22 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 5539000.00 5536690.54 0.0014 N 5536665.31 5536665.31 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EBA5 Government Agency Debt First Tier Security 2011-12-22 2011-12-22 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 6000000.00 5997498.33 0.0016 N 5998759.80 5998759.80 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 49995277.77 0.0130 N 49996625.00 49996625.00 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 12994131.94 0.0034 N 12998685.70 12998685.70 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 26985375.00 0.0070 N 26996738.40 26996738.40 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 49989305.55 0.0130 N 49996700.00 49996700.00 U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127953G4 Treasury Debt First Tier Security 2012-03-08 2012-03-08 N N N 40000000.00 39987633.33 0.0104 N 39991800.00 39991800.00 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 30993386.74 0.0080 N 30998636.00 30998636.00 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 8996928.75 0.0023 N 8999280.00 8999280.00 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 37995994.22 0.0099 N 37999620.00 37999620.00 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 40086307.02 0.0104 N 40085920.00 40085920.00 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 90182450.74 0.0234 N 90207450.00 90207450.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828LR9 Treasury Debt First Tier Security 2012-10-15 2012-10-15 N N N 16000000.00 16203394.26 0.0042 N 16196256.00 16196256.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828LH1 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 8000000.00 8109251.84 0.0021 N 8108752.00 8108752.00 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 20146649.64 0.0052 N 20151560.00 20151560.00 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 26047957.25 0.0068 N 26051792.00 26051792.00 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 50028960.12 0.0130 N 50037100.00 50037100.00 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 25088521.64 0.0065 N 25086925.00 25086925.00 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.19% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9895000.00 9895000.00 0.0026 N 9895000.00 9895000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.12% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0039 N 15000000.00 15000000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.12% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 35200000.00 35200000.00 0.0091 N 35200000.00 35200000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.16% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0008 N 3000000.00 3000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.19% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.13% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.14% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.0117 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.14% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.15% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.0049 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.15% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.17% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50625000.00 50625000.00 0.0131 N 50625000.00 50625000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.19% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9080000.00 9080000.00 0.0024 N 9080000.00 9080000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.20% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2011-10-03 2011-10-03 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., 0.21% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10500000.00 10500000.00 0.0027 N 10500000.00 10500000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.19% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39750000.00 39750000.00 0.0103 N 39750000.00 39750000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.14% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.17% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.12% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.12% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XD2 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0039 N 15000000.00 15000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.12% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.12% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XC4 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 11000000.00 11000000.00 0.0029 N 11000000.00 11000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.12% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0017 N 6400000.00 6400000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.13% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.03%, dated 9/30/2011 due 10/03/2011 42T99H3H6_07629 Treasury Repurchase Agreement Y US TREASURY 2014-07-15 2016-09-30 0.625 - 1 Treasury Debt 610671497.27 612300435.67 Unrated Security 2011-10-03 2011-10-03 N N N 600293000.00 600293000.00 0.1557 N 600293000.00 600293000.00