N-MFP LIVE N 2011-10-31 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 53 63 3952910131.36 1279839.65 865320.98 3953324650.03 0.0025 1.0006 2011-10-31 1.0006 2011-10-31 C000020486 1.00 3953324650.03 1.00 97628826.55 684331263.48 586702436.93 0.0005 1.0006 2011-10-31 1.0006 2011-10-31 ABN AMRO Funding USA LLC ABN AMRO Funding USA LLC, 0.34% 00084CYN6 Financial Company Commercial Paper First Tier Security 2011-11-22 2011-11-22 N N N 55000000.00 54989091.66 0.0139 N 54993174.50 54993174.50 ABN AMRO Funding USA LLC ABN AMRO Funding USA LLC, 0.34% 00084CYP1 Financial Company Commercial Paper First Tier Security 2011-11-23 2011-11-23 N N N 100000000.00 99979222.20 0.0253 N 99986780.00 99986780.00 ASB Finance Ltd. ASB Finance Ltd., 0.39% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-11-30 2012-03-30 N N N 5000000.00 4999791.67 0.0013 N 5000820.00 5000820.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.33% 0020P2A97 Financial Company Commercial Paper First Tier Security 2012-01-09 2012-01-09 N N N 21000000.00 20986717.49 0.0053 N 20988567.60 20988567.60 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 43699353.54 0.0111 N 43702622.00 43702622.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.58% 0020P2DB9 Financial Company Commercial Paper First Tier Security 2012-04-11 2012-04-11 N N N 3000000.00 2992170.00 0.0008 N 2993385.00 2993385.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.58% 0020P2DD5 Financial Company Commercial Paper First Tier Security 2012-04-13 2012-04-13 N N N 3000000.00 2992073.34 0.0008 N 2993262.60 2993262.60 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 49997222.22 0.0126 N 49999625.00 49999625.00 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 49997222.22 0.0126 N 49999625.00 49999625.00 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 34996111.11 0.0089 N 34999503.00 34999503.00 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 49979777.78 0.0126 N 49994405.00 49994405.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEN1 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 4000000.00 3999910.00 0.0010 N 3999942.40 3999942.40 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GET8 Financial Company Commercial Paper First Tier Security 2011-11-10 2011-11-10 N N N 7000000.00 6999527.50 0.0018 N 6999725.60 6999725.60 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEX9 Financial Company Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N N 25000000.00 24997000.00 0.0063 N 24998075.00 24998075.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEY7 Financial Company Commercial Paper First Tier Security 2011-11-21 2011-11-21 N N N 7326000.00 7324901.10 0.0019 N 7325273.26 7325273.26 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEZ4 Financial Company Commercial Paper First Tier Security 2011-11-28 2011-11-28 N N N 4000000.00 3999190.00 0.0010 N 3999399.60 3999399.60 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GFD2 Financial Company Commercial Paper First Tier Security 2011-11-28 2011-11-28 N N N 6000000.00 5998785.00 0.0015 N 5999099.40 5999099.40 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GFF7 Financial Company Commercial Paper First Tier Security 2011-12-02 2011-12-02 N N N 4000000.00 3999070.00 0.0010 N 3999040.00 3999040.00 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 39982688.89 0.0101 N 39989172.00 39989172.00 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 13999147.44 0.0035 N 13966890.00 13966890.00 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 29999225.00 0.0076 N 29999733.00 29999733.00 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 25996193.89 0.0066 N 25998960.00 25998960.00 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 6998372.50 0.0018 N 6999564.60 6999564.60 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 44994581.25 0.0114 N 44996175.00 44996175.00 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 6997433.33 0.0018 N 6998250.00 6998250.00 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 39985577.77 0.0101 N 39990000.00 39990000.00 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 0.0025 N 9999180.00 9999180.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.50% 20272DDA5 Financial Company Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N N 8000000.00 7982111.11 0.0020 N 7982504.00 7982504.00 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 49994583.34 0.0126 N 49996385.00 49996385.00 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 49970708.33 0.0126 N 49976880.00 49976880.00 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 18998891.67 0.0048 N 18999308.40 18999308.40 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 30995866.66 0.0078 N 30997175.90 30997175.90 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 7998600.00 0.0020 N 7999007.20 7999007.20 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 49988333.33 0.0126 N 49990855.00 49990855.00 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 40988383.33 0.0104 N 40990315.80 40990315.80 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 40000000.00 0.0101 N 39999912.00 39999912.00 Nationwide Building Society Nationwide Building Society, 0.25% 6385E1YH8 Financial Company Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N N 5000000.00 4999444.45 0.0013 N 4999544.50 4999544.50 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1YJ4 Financial Company Commercial Paper First Tier Security 2011-11-18 2011-11-18 N N N 6000000.00 5999008.33 0.0015 N 5999415.00 5999415.00 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 39999166.67 0.0101 N 39999424.00 39999424.00 Nordea North America, Inc. Nordea North America, Inc., 0.35% 6555P0AC3 Financial Company Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N N 25000000.00 24982500.00 0.0063 N 24985502.50 24985502.50 Nordea North America, Inc. Nordea North America, Inc., 0.36% 6555P0AH2 Financial Company Commercial Paper First Tier Security 2012-01-17 2012-01-17 N N N 40000000.00 39969200.00 0.0101 N 39974348.00 39974348.00 Nordea North America, Inc. Nordea North America, Inc., 0.37% 6555P0AL3 Financial Company Commercial Paper First Tier Security 2012-01-20 2012-01-20 N N N 75000000.00 74938333.30 0.0190 N 74949037.50 74949037.50 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 39974400.00 0.0101 N 39994160.00 39994160.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.40% 74977KB16 Financial Company Commercial Paper First Tier Security 2012-02-01 2012-02-01 N N N 40000000.00 39959111.11 0.0101 N 39989356.00 39989356.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.57% 74977KDL0 Financial Company Commercial Paper First Tier Security 2012-04-20 2012-04-20 N N N 75000000.00 74797650.03 0.0189 N 74942670.00 74942670.00 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 74986250.00 0.0190 N 74998560.00 74998560.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.25% 83050UY44 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 6000000.00 5999875.00 0.0015 N 5999893.20 5999893.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UY28 Financial Company Commercial Paper First Tier Security 2011-11-02 2011-11-02 N N N 5000000.00 4999963.89 0.0013 N 4999955.50 4999955.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UY36 Financial Company Commercial Paper First Tier Security 2011-11-03 2011-11-03 N N N 6000000.00 5999913.33 0.0015 N 5999920.20 5999920.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UYA0 Financial Company Commercial Paper First Tier Security 2011-11-10 2011-11-10 N N N 6000000.00 5999610.00 0.0015 N 5999715.00 5999715.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UYG7 Financial Company Commercial Paper First Tier Security 2011-11-16 2011-11-16 N N N 9000000.00 8999025.00 0.0023 N 8999232.30 8999232.30 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 29999500.00 0.0076 N 29999676.00 29999676.00 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 12993310.42 0.0033 N 12994616.70 12994616.70 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.37% 86958FAH0 Financial Company Commercial Paper First Tier Security 2012-01-17 2012-01-17 N N N 65450000.00 65398903.54 0.0165 N 65408026.91 65408026.91 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.39% 86958FAX5 Financial Company Commercial Paper First Tier Security 2012-01-31 2012-01-31 N N N 15000000.00 14985212.50 0.0038 N 14987580.00 14987580.00 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 6996406.67 0.0018 N 6997900.00 6997900.00 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 39991444.45 0.0101 N 39995276.00 39995276.00 UBS Finance, Inc. UBS Finance, Inc., 0.44% 90262CAC1 Financial Company Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N N 26000000.00 25977119.99 0.0066 N 25984764.00 25984764.00 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CAW7 Financial Company Commercial Paper First Tier Security 2012-01-30 2012-01-30 N N N 50000000.00 49943750.00 0.0126 N 49956815.00 49956815.00 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 0.0063 N 24998350.00 24998350.00 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 0.0063 N 25000150.00 25000150.00 Gotham Funding Corp. Gotham Funding Corp., 0.35% 38346LA48 Asset Backed Commercial Paper First Tier Security 2012-01-04 2012-01-04 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 10000000.00 9993777.78 0.0025 N 9995071.00 9995071.00 Gotham Funding Corp. Gotham Funding Corp., 0.35% 38346LA55 Asset Backed Commercial Paper First Tier Security 2012-01-05 2012-01-05 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 3062000.00 3060064.99 0.0008 N 3060450.63 3060450.63 Gotham Funding Corp. Gotham Funding Corp., 0.35% 38346LAB2 Asset Backed Commercial Paper First Tier Security 2012-01-11 2012-01-11 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 29000000.00 28979981.94 0.0073 N 28983064.00 28983064.00 Gotham Funding Corp. Gotham Funding Corp., 0.36% 38346LAC0 Asset Backed Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 15000000.00 14989200.00 0.0038 N 14991027.00 14991027.00 Gotham Funding Corp. Gotham Funding Corp., 0.36% 38346LAJ5 Asset Backed Commercial Paper First Tier Security 2012-01-18 2012-01-18 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 16000000.00 15987520.00 0.0040 N 15989080.00 15989080.00 Gotham Funding Corp. Gotham Funding Corp., 0.37% 38346LAJ5 Asset Backed Commercial Paper First Tier Security 2012-01-18 2012-01-18 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 34000000.00 33972743.35 0.0086 N 33976795.00 33976795.00 Gotham Funding Corp. Gotham Funding Corp., 0.37% 38346LAQ9 Asset Backed Commercial Paper First Tier Security 2012-01-24 2012-01-24 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 29000000.00 28974963.33 0.0073 N 28977609.10 28977609.10 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274MY30 Asset Backed Commercial Paper First Tier Security 2011-11-03 2011-11-03 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 3000000.00 2999958.33 0.0008 N 2999962.50 2999962.50 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274MY48 Asset Backed Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 13000000.00 12999729.17 0.0033 N 12999782.90 12999782.90 Northern Pines Funding LLC Northern Pines Funding LLC, 0.32% 66560LYH3 Asset Backed Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 24000000.00 23996586.66 0.0061 N 23997813.60 23997813.60 Northern Pines Funding LLC Northern Pines Funding LLC, 0.32% 66560LYU4 Asset Backed Commercial Paper First Tier Security 2011-11-28 2011-11-28 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 6000000.00 5998560.00 0.0015 N 5998959.60 5998959.60 Northern Pines Funding LLC Northern Pines Funding LLC, 0.32% 66560LYV2 Asset Backed Commercial Paper First Tier Security 2011-11-29 2011-11-29 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 6000000.00 5998506.67 0.0015 N 5998902.60 5998902.60 Northern Pines Funding LLC Northern Pines Funding LLC, 0.39% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-11-07 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 5999802.00 5999802.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540BY18 Asset Backed Commercial Paper First Tier Security 2011-11-01 2011-11-01 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 45052000.00 45052000.00 0.0114 N 45051810.78 45051810.78 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540BYV2 Asset Backed Commercial Paper First Tier Security 2011-11-29 2011-11-29 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 50000000.00 49990277.76 0.0126 N 49991985.00 49991985.00 General Electric Capital Services, Inc. General Electric Capital Services, Inc., 0.27% 36959RBF1 Other Commercial Paper First Tier Security 2012-02-15 2012-02-15 N N N 100000000.00 99920500.00 0.0253 N 99931640.00 99931640.00 Texas Instr International Management Co. Sarl Texas Instr International Management Co. Sarl, 0.43% 88252AG92 Other Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 1000000.00 997036.80 0.0003 N 995268.00 995268.00 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 2999416.67 0.0008 N 2999262.00 2999262.00 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 1999544.44 0.0005 N 1999388.60 1999388.60 Fannie Mae Fannie Mae, 0.13% 313588QU2 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 50000000.00 49990972.22 0.0126 N 49998600.00 49998600.00 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 11999646.55 0.0030 N 12001344.00 12001344.00 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 20999236.36 0.0053 N 21002625.00 21002625.00 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 11999338.81 0.0030 N 12001380.00 12001380.00 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 34997031.01 0.0089 N 34975500.00 34975500.00 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 24996783.21 0.0063 N 24981975.00 24981975.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313375XV4 Government Agency Debt First Tier Security 2012-11-06 2012-11-06 N N N 37000000.00 36990940.87 0.0094 N 36962149.00 36962149.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313375XW2 Government Agency Debt First Tier Security 2012-11-02 2012-11-02 N N N 13000000.00 13000000.00 0.0033 N 13002392.00 13002392.00 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 0.0040 N 16002512.00 16002512.00 Freddie Mac Freddie Mac, 0.15% 313396UN1 Government Agency Debt First Tier Security 2012-03-20 2012-03-20 N N N 40000000.00 39976666.66 0.0101 N 39993760.00 39993760.00 Freddie Mac Freddie Mac, 0.15% 313396VC4 Government Agency Debt First Tier Security 2012-04-03 2012-04-03 N N N 18000000.00 17988449.99 0.0046 N 17995374.00 17995374.00 Freddie Mac Freddie Mac, 0.15% 313396VJ9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N N 17000000.00 16988666.66 0.0043 N 16995461.00 16995461.00 Freddie Mac Freddie Mac, 0.20% 3134G13Z5 Government Agency Debt First Tier Security 2011-11-10 2012-08-10 N N N 100000000.00 99960918.06 0.0253 N 100076500.00 100076500.00 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 16996321.39 0.0043 N 16997659.10 16997659.10 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 23897575.35 0.0060 N 23901372.21 23901372.21 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 4998812.50 0.0013 N 4999680.50 4999680.50 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 5537596.79 0.0014 N 5538055.05 5538055.05 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 5998480.00 0.0015 N 5999591.40 5999591.40 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257M4A5 Government Agency Debt First Tier Security 2012-01-03 2012-01-03 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 7000000.00 6997894.17 0.0018 N 6998450.90 6998450.90 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FBS3 Government Agency Debt First Tier Security 2012-01-06 2012-01-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9000000.00 8997007.50 0.0023 N 8998961.40 8998961.40 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FBT1 Government Agency Debt First Tier Security 2012-01-09 2012-01-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 10000000.00 9996622.22 0.0025 N 9998697.00 9998697.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FBW4 Government Agency Debt First Tier Security 2012-01-10 2012-01-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 8000000.00 7997255.56 0.0020 N 7999355.20 7999355.20 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257M4G2 Government Agency Debt First Tier Security 2012-01-12 2012-01-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 10000000.00 9996358.33 0.0025 N 9996627.00 9996627.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JD53 Government Agency Debt First Tier Security 2012-01-12 2012-01-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 12000000.00 11995630.00 0.0030 N 11996258.40 11996258.40 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FBY0 Government Agency Debt First Tier Security 2012-01-13 2012-01-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4431000.00 4429363.00 0.0011 N 4430405.80 4430405.80 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257M4U1 Government Agency Debt First Tier Security 2012-01-17 2012-01-17 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 1000000.00 999625.28 0.0003 N 999672.00 999672.00 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257FCB9 Government Agency Debt First Tier Security 2012-01-25 2012-01-25 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 19000000.00 18991555.55 0.0048 N 18995778.20 18995778.20 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257FCC7 Government Agency Debt First Tier Security 2012-01-26 2012-01-26 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 6000000.00 5997233.34 0.0015 N 5998622.40 5998622.40 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257ECG1 Government Agency Debt First Tier Security 2012-02-01 2012-02-01 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 28000000.00 27986466.67 0.0071 N 27986308.00 27986308.00 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 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9895000.00 9895000.00 0.0025 N 9895000.00 9895000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.10% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0038 N 15000000.00 15000000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.10% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 35200000.00 35200000.00 0.0089 N 35200000.00 35200000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.14% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.18% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 15145000.00 15145000.00 0.0038 N 15145000.00 15145000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.13% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.13% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 0.0033 N 13110000.00 13110000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.13% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 0.0120 N 47600000.00 47600000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.13% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 0.0114 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 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50625000.00 50625000.00 0.0128 N 50625000.00 50625000.00 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 Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.18% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26245000.00 26245000.00 0.0066 N 26245000.00 26245000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.19% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.17% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39750000.00 39750000.00 0.0101 N 39750000.00 39750000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.11% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.15% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.10% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.10% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XD2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0038 N 15000000.00 15000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.10% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 21000000.00 21000000.00 0.0053 N 21000000.00 21000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.10% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XC4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.10% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0016 N 6400000.00 6400000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.12% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 11200000.00 11200000.00 0.0028 N 11200000.00 11200000.00 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 49992319.44 0.0126 N 49996150.00 49996150.00 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 30995522.27 0.0078 N 30998047.00 30998047.00 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 8997742.50 0.0023 N 8999739.00 8999739.00 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 37999757.22 0.0096 N 37999962.00 37999962.00 U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127955G2 Treasury Debt First Tier Security 2012-10-18 2012-10-18 N N N 4000000.00 3995502.22 0.0010 N 3995780.00 3995780.00 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 40050633.45 0.0101 N 40050000.00 40050000.00 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 90120297.20 0.0228 N 90140580.00 90140580.00 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 16186801.57 0.0041 N 16184992.00 16184992.00 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 8099257.19 0.0020 N 8100936.00 8100936.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828HC7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 9000000.00 9294871.99 0.0024 N 9296370.00 9296370.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828LM0 Treasury Debt First Tier Security 2012-09-15 2012-09-15 N N N 3000000.00 3031134.39 0.0008 N 3031641.00 3031641.00 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 20126622.60 0.0051 N 20137500.00 20137500.00 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 26014920.03 0.0066 N 26016250.00 26016250.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.09%, dated 10/31/2011 due 11/01/2011 43J99YDF1_07629 Treasury Repurchase Agreement Y US TREASURY 2013-05-31 2018-10-31 0.25 - 1.875 Treasury Debt 493670637.61 498505864.68 Unrated Security 2011-11-01 2011-11-01 N N N 488730000.00 488730000.00 0.1236 N 488730000.00 488730000.00