N-MFP LIVE N 2011-11-30 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 56 64 4481219952.86 1134862.50 57006948.57 4425347866.79 0.0028 1.0006 2011-11-30 1.0006 2011-11-30 C000020486 1.00 4425347866.79 1.00 472098428.58 1156804010.51 684705581.93 0.0007 1.0006 2011-11-30 1.0006 2011-11-30 ABN AMRO Funding USA LLC ABN AMRO Funding USA LLC, 0.40% 00084CZN5 Financial Company Commercial Paper First Tier Security 2011-12-22 2011-12-22 N N N 55000000.00 54987166.69 0.0124 N 54992839.00 54992839.00 ABN AMRO Funding USA LLC ABN AMRO Funding USA LLC, 0.40% 00084CZP0 Financial Company Commercial Paper First Tier Security 2011-12-23 2011-12-23 N N N 100000000.00 99975555.58 0.0226 N 99986140.00 99986140.00 ASB Finance Ltd. ASB Finance Ltd., 0.40% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-12-30 2012-03-30 N N N 5000000.00 4999833.33 0.0011 N 5000640.00 5000640.00 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 20992492.50 0.0047 N 20994002.40 20994002.40 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 43699489.16 0.0099 N 43701835.40 43701835.40 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 2993620.00 0.0007 N 2993904.30 2993904.30 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 2993523.34 0.0007 N 2993756.40 2993756.40 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.68% 0020P2EN2 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 50000000.00 49836611.12 0.0113 N 49845815.00 49845815.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.50% 05253ADS6 Financial Company Commercial Paper First Tier Security 2012-04-26 2012-04-26 N N N 19000000.00 18961208.33 0.0043 N 18979014.50 18979014.50 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 49991444.45 0.0113 N 49999040.00 49999040.00 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 3999970.00 0.0009 N 3999966.80 3999966.80 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GFQ3 Financial Company Commercial Paper First Tier Security 2011-12-07 2011-12-07 N N N 4000000.00 3999820.00 0.0009 N 3999883.20 3999883.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GGK5 Financial Company Commercial Paper First Tier Security 2011-12-20 2011-12-20 N N N 6000000.00 5999145.00 0.0014 N 5999306.40 5999306.40 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GFT7 Financial Company Commercial Paper First Tier Security 2011-12-12 2011-12-12 N N N 8000000.00 7999315.56 0.0018 N 7999565.60 7999565.60 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GGJ8 Financial Company Commercial Paper First Tier Security 2011-12-14 2011-12-14 N N N 4000000.00 3999595.56 0.0009 N 3999738.80 3999738.80 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GFX8 Financial Company Commercial Paper First Tier Security 2012-01-03 2012-01-03 N N N 4000000.00 3998826.67 0.0009 N 3999134.80 3999134.80 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 39995355.56 0.0090 N 39997828.00 39997828.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.43% 12802YAB6 Financial Company Commercial Paper First Tier Security 2012-02-03 2012-05-25 N N N 14000000.00 13999271.60 0.0032 N 13966638.00 13966638.00 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 39995411.11 0.0090 N 39996832.00 39996832.00 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 6999183.33 0.0016 N 6999445.60 6999445.60 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 7985444.44 0.0018 N 7983925.60 7983925.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.50% 20272DE30 Financial Company Commercial Paper First Tier Security 2012-05-03 2012-05-03 N N N 10000000.00 9978611.11 0.0023 N 9974167.00 9974167.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.55% 20272DEN6 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 3000000.00 2992070.83 0.0007 N 2990748.90 2990748.90 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.56% 20272DEP1 Financial Company Commercial Paper First Tier Security 2012-05-23 2012-05-23 N N N 20000000.00 19945866.67 0.0045 N 19937778.00 19937778.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.56% 20272DEP1 Financial Company Commercial Paper First Tier Security 2012-05-23 2012-05-23 N N N 7000000.00 6981053.33 0.0016 N 6978222.30 6978222.30 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 49986125.00 0.0113 N 49990940.00 49990940.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.40% 2254EAAT0 Financial Company Commercial Paper First Tier Security 2012-01-27 2012-01-27 N N N 23680000.00 23665002.67 0.0053 N 23665540.99 23665540.99 Credit Suisse New York Branch Credit Suisse New York Branch, 0.40% 2254EAAW3 Financial Company Commercial Paper First Tier Security 2012-01-30 2012-01-30 N N N 8000000.00 7994666.67 0.0018 N 7994659.20 7994659.20 Credit Suisse New York Branch Credit Suisse New York Branch, 0.47% 2254EABH5 Financial Company Commercial Paper First Tier Security 2012-02-17 2012-02-17 N N N 50000000.00 49949083.32 0.0113 N 49949530.00 49949530.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.50% 2254EABM4 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 50000000.00 49943055.57 0.0113 N 49945360.00 49945360.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.35% 25153KZF7 Financial Company Commercial Paper First Tier Security 2011-12-15 2011-12-15 N N N 40000000.00 39994555.56 0.0090 N 39996668.00 39996668.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.37% 25153KZT7 Financial Company Commercial Paper First Tier Security 2011-12-27 2011-12-27 N N N 50000000.00 49986638.90 0.0113 N 49991375.00 49991375.00 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 40998633.33 0.0093 N 40998975.00 40998975.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.47% 2332K0BU5 Financial Company Commercial Paper First Tier Security 2012-02-28 2012-02-28 N N N 30000000.00 29965141.67 0.0068 N 29962500.00 29962500.00 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1Z87 Financial Company Commercial Paper First Tier Security 2011-12-08 2011-12-08 N N N 5000000.00 4999669.45 0.0011 N 4999796.50 4999796.50 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1Z95 Financial Company Commercial Paper First Tier Security 2011-12-09 2011-12-09 N N N 5000000.00 4999622.22 0.0011 N 4999769.00 4999769.00 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1ZE4 Financial Company Commercial Paper First Tier Security 2011-12-14 2011-12-14 N N N 5000000.00 4999386.11 0.0011 N 4999615.00 4999615.00 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1ZG9 Financial Company Commercial Paper First Tier Security 2011-12-16 2011-12-16 N N N 5000000.00 4999291.67 0.0011 N 4999551.00 4999551.00 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1ZK0 Financial Company Commercial Paper First Tier Security 2011-12-19 2011-12-19 N N N 8000000.00 7998640.00 0.0018 N 7999126.40 7999126.40 Nationwide Building Society Nationwide Building Society, 0.38% 6385E1ZU8 Financial Company Commercial Paper First Tier Security 2011-12-28 2011-12-28 N N N 5000000.00 4998575.00 0.0011 N 4999094.00 4999094.00 Nationwide Building Society Nationwide Building Society, 0.40% 6385E0A45 Financial Company Commercial Paper First Tier Security 2012-01-04 2012-01-04 N N N 7000000.00 6997355.55 0.0016 N 6998210.10 6998210.10 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 24989791.67 0.0056 N 24991907.50 24991907.50 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 39981200.00 0.0090 N 39984212.00 39984212.00 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 74961458.31 0.0169 N 74966850.00 74966850.00 Nordea North America, Inc. Nordea North America, Inc., 0.44% 6555P0BE8 Financial Company Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N N 30000000.00 29972499.99 0.0068 N 29973462.00 29973462.00 Nordea North America, Inc. Nordea North America, Inc., 0.44% 6555P0BH1 Financial Company Commercial Paper First Tier Security 2012-02-17 2012-02-17 N N N 9000000.00 8991420.00 0.0020 N 8991507.60 8991507.60 Nordea North America, Inc. Nordea North America, Inc., 0.50% 6555P0BU2 Financial Company Commercial Paper First Tier Security 2012-02-28 2012-02-28 N N N 26000000.00 25967861.10 0.0059 N 25969450.00 25969450.00 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 39985066.67 0.0090 N 39997756.00 39997756.00 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 39972444.44 0.0090 N 39996152.00 39996152.00 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 74833150.02 0.0169 N 74955030.00 74955030.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TA43 Financial Company Commercial Paper First Tier Security 2012-01-04 2012-01-04 N N N 5000000.00 4998252.78 0.0011 N 4998721.50 4998721.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TA50 Financial Company Commercial Paper First Tier Security 2012-01-05 2012-01-05 N N N 7000000.00 6997481.94 0.0016 N 6998124.00 6998124.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TA68 Financial Company Commercial Paper First Tier Security 2012-01-06 2012-01-06 N N N 7000000.00 6997410.00 0.0016 N 6998035.80 6998035.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.38% 83050TA92 Financial Company Commercial Paper First Tier Security 2012-01-09 2012-01-09 N N N 8000000.00 7996750.00 0.0018 N 7997448.80 7997448.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.38% 83050TAA9 Financial Company Commercial Paper First Tier Security 2012-01-10 2012-01-10 N N N 9000000.00 8996250.00 0.0020 N 8997017.40 8997017.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TAD3 Financial Company Commercial Paper First Tier Security 2012-01-13 2012-01-13 N N N 7000000.00 6996655.56 0.0016 N 6997390.40 6997390.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86562KBG8 Financial Company Commercial Paper First Tier Security 2012-02-16 2012-02-16 N N N 75000000.00 74932624.98 0.0169 N 74925900.00 74925900.00 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 12996831.25 0.0029 N 12997947.30 12997947.30 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 65418811.26 0.0148 N 65424166.88 65424166.88 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 14990087.50 0.0034 N 14990518.50 14990518.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.43% 86958FBH9 Financial Company Commercial Paper First Tier Security 2012-02-17 2012-02-17 N N N 18000000.00 17983230.00 0.0041 N 17983015.20 17983015.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.49% 86958FC13 Financial Company Commercial Paper First Tier Security 2012-03-01 2012-03-01 N N N 20000000.00 19975227.78 0.0045 N 19974940.00 19974940.00 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.57% 89116EHA4 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N N 25000000.00 24899854.17 0.0056 N 24939497.50 24939497.50 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 6998856.67 0.0016 N 6999504.40 6999504.40 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 25986653.33 0.0059 N 25991583.80 25991583.80 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 49962500.00 0.0113 N 49969925.00 49969925.00 UBS Finance, Inc. UBS Finance, Inc., 0.52% 90262CBM8 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 50000000.00 49940777.77 0.0113 N 49947320.00 49947320.00 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 0.0056 N 24997250.00 24997250.00 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 0.0056 N 24998900.00 24998900.00 Westpac Banking Corp. Westpac Banking Corp., 0.50% 9612C0E96 Financial Company Commercial Paper First Tier Security 2012-05-09 2012-05-09 N N N 20000000.00 19955555.55 0.0045 N 19968038.00 19968038.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.25% 03221KZP0 Asset Backed Commercial Paper First Tier Security 2011-12-23 2011-12-23 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 50000000.00 49992361.12 0.0113 N 49994120.00 49994120.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.25% 03221KZP0 Asset Backed Commercial Paper First Tier Security 2011-12-23 2011-12-23 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 18250000.00 18247211.81 0.0041 N 18247853.80 18247853.80 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 9996694.45 0.0023 N 9997861.00 9997861.00 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 3060958.07 0.0007 N 3061314.11 3061314.11 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 28988440.28 0.0066 N 28991610.30 28991610.30 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 14993700.00 0.0034 N 14995485.00 14995485.00 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 15992320.00 0.0036 N 15993880.00 15993880.00 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 33983226.67 0.0077 N 33986995.00 33986995.00 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 28983905.00 0.0065 N 28986132.20 28986132.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274MZ70 Asset Backed Commercial Paper First Tier Security 2011-12-07 2011-12-07 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 35000000.00 34998541.67 0.0079 N 34998911.50 34998911.50 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274MZ96 Asset Backed Commercial Paper First Tier Security 2011-12-09 2011-12-09 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 19000000.00 18998944.45 0.0043 N 18999226.70 18999226.70 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274MZ96 Asset Backed Commercial Paper First Tier Security 2011-12-09 2011-12-09 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 26000000.00 25998555.55 0.0059 N 25998941.80 25998941.80 Northern Pines Funding LLC Northern Pines Funding LLC, 0.30% 66560LZN9 Asset Backed Commercial Paper First Tier Security 2011-12-22 2011-12-22 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 3000000.00 2999475.00 0.0007 N 2999609.40 2999609.40 Northern Pines Funding LLC Northern Pines Funding LLC, 0.36% 66560LZM1 Asset Backed Commercial Paper First Tier Security 2011-12-21 2011-12-21 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 10000000.00 9998000.00 0.0023 N 9998775.00 9998775.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.40% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-12-01 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 0.0014 N 6000000.00 6000000.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.20% 79540BZ90 Asset Backed Commercial Paper First Tier Security 2011-12-09 2011-12-09 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 33000000.00 32998533.33 0.0075 N 32998656.90 32998656.90 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540BZ58 Asset Backed Commercial Paper First Tier Security 2011-12-05 2011-12-05 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 28000000.00 27999222.22 0.0063 N 27999378.40 27999378.40 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540BZC3 Asset Backed Commercial Paper First Tier Security 2011-12-12 2011-12-12 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 26000000.00 25998013.89 0.0059 N 25998562.20 25998562.20 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.35% 82124LAA0 Asset Backed Commercial Paper First Tier Security 2012-01-10 2012-01-10 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 22650000.00 22641191.67 0.0051 N 22644221.99 22644221.99 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.35% 82124LAB8 Asset Backed Commercial Paper First Tier Security 2012-01-11 2012-01-11 N N Y LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 57000000.00 56977279.18 0.0129 N 56984838.00 56984838.00 Windmill Funding Corp. Windmill Funding Corp., 0.25% 97342KZM3 Asset Backed Commercial Paper First Tier Security 2011-12-21 2011-12-21 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 29975000.00 29970836.81 0.0068 N 29972203.33 29972203.33 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 99943000.00 0.0226 N 99971130.00 99971130.00 Texas Instruments International Management Co. S.a.r.L. Texas Instruments International Management Co. S.a.r.L., 0.43% 88252AG92 Other Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 1000000.00 997390.97 0.0002 N 995387.30 995387.30 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 2999916.67 0.0007 N 2999910.00 2999910.00 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 1999877.78 0.0005 N 1999871.40 1999871.40 Fannie Mae Fannie Mae, 0.13% 313588QU2 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 50000000.00 49996388.89 0.0113 N 49999450.00 49999450.00 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 11999882.18 0.0027 N 12000348.00 12000348.00 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 20999694.55 0.0047 N 21000819.00 21000819.00 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 11999720.27 0.0027 N 12000444.00 12000444.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313376DD4 Government Agency Debt First Tier Security 2012-11-16 2012-11-16 N N N 40000000.00 39998703.41 0.0090 N 39978720.00 39978720.00 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 34997317.41 0.0079 N 34991950.00 34991950.00 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 24997063.74 0.0056 N 24997100.00 24997100.00 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 36991673.42 0.0084 N 36988863.00 36988863.00 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 0.0029 N 13009009.00 13009009.00 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 0.0036 N 16004512.00 16004512.00 Freddie Mac Freddie Mac, 0.15% 313396UN1 Government Agency Debt First Tier Security 2012-03-20 2012-03-20 N N N 40000000.00 39981666.66 0.0090 N 39997560.00 39997560.00 Freddie Mac Freddie Mac, 0.15% 313396VC4 Government Agency Debt First Tier Security 2012-04-03 2012-04-03 N N N 18000000.00 17990699.99 0.0041 N 17998146.00 17998146.00 Freddie Mac Freddie Mac, 0.15% 313396VJ9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N N 17000000.00 16990791.66 0.0038 N 16998164.00 16998164.00 Freddie Mac Freddie Mac, 0.21% 3134G13Z5 Government Agency Debt First Tier Security 2011-12-10 2012-08-10 N N N 100000000.00 99965061.02 0.0226 N 100080400.00 100080400.00 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 16999013.06 0.0038 N 16999454.30 16999454.30 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 23901359.99 0.0054 N 23902622.33 23902622.33 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 4999604.17 0.0011 N 4999933.50 4999933.50 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 5999430.00 0.0014 N 5999905.20 5999905.20 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 5538473.79 0.0013 N 5538688.15 5538688.15 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 6999002.50 0.0016 N 6999400.80 6999400.80 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 8998432.50 0.0020 N 8999639.10 8999639.10 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 9998205.56 0.0023 N 9999522.00 9999522.00 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 7998522.22 0.0018 N 7999813.60 7999813.60 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 9997941.67 0.0023 N 9998587.00 9998587.00 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 11997530.00 0.0027 N 11998448.40 11998448.40 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 4430064.57 0.0010 N 4430773.13 4430773.13 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 999783.61 0.0002 N 999862.30 999862.30 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FCF0 Government Agency Debt First Tier Security 2012-01-31 2012-01-31 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 3000000.00 2999113.33 0.0007 N 2999726.10 2999726.10 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257M5X4 Government Agency Debt First Tier Security 2012-02-08 2012-02-08 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 12828000.00 12823666.99 0.0029 N 12824000.23 12824000.23 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FCS2 Government Agency Debt First Tier Security 2012-02-10 2012-02-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 12000000.00 11995693.33 0.0027 N 11998504.80 11998504.80 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EDE5 Government Agency Debt First Tier Security 2012-02-14 2012-02-14 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 7000000.00 6997413.89 0.0016 N 6999061.30 6999061.30 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 18994722.22 0.0043 N 18998654.80 18998654.80 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 5998233.34 0.0014 N 5999524.80 5999524.80 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 27991133.33 0.0063 N 27997743.20 27997743.20 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.12% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9895000.00 9895000.00 0.0022 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 2011-12-07 2011-12-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 17300000.00 17300000.00 0.0039 N 17300000.00 17300000.00 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 2011-12-07 2011-12-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 63700000.00 63700000.00 0.0144 N 63700000.00 63700000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.13% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0028 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.12% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 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 2011-12-07 2011-12-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.10% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9080000.00 9080000.00 0.0021 N 9080000.00 9080000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.11% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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 0.0108 N 47600000.00 47600000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.11% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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 0.0102 N 45125000.00 45125000.00 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 2011-12-07 2011-12-07 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 0.0030 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% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 51885000.00 51885000.00 0.0117 N 51885000.00 51885000.00 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 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10500000.00 10500000.00 0.0024 N 10500000.00 10500000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.15% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2011-12-01 2011-12-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26245000.00 26245000.00 0.0059 N 26245000.00 26245000.00 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 2011-12-07 2011-12-07 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 0.0034 N 15145000.00 15145000.00 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 2011-12-07 2011-12-07 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 0.0042 N 18800000.00 18800000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.10% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39750000.00 39750000.00 0.0090 N 39750000.00 39750000.00 Piedmont Triad Arpt. Auth. Piedmont Triad Arpt. Auth., 0.11% Series 2008 A, LOC Branch Banking & Trust Co. VRDN 720248GT4 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 7100000.00 7100000.00 0.0016 N 7100000.00 7100000.00 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 2011-12-07 2011-12-07 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 0.0024 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 2011-12-07 2011-12-07 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 2011-12-07 2011-12-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 2600000.00 2600000.00 0.0006 N 2600000.00 2600000.00 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 2011-12-07 2011-12-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0014 N 6400000.00 6400000.00 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 2011-12-07 2011-12-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 21000000.00 21000000.00 0.0047 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 930863XD2 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0034 N 15000000.00 15000000.00 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 2011-12-07 2011-12-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 11000000.00 11000000.00 0.0025 N 11000000.00 11000000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.10% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 11200000.00 11200000.00 0.0025 N 11200000.00 11200000.00 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 30997588.92 0.0070 N 30999628.00 30999628.00 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127953S8 Treasury Debt First Tier Security 2012-05-31 2012-05-31 N N N 56000000.00 55978766.65 0.0126 N 55984432.00 55984432.00 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 8998530.00 0.0020 N 8999829.00 8999829.00 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 3995885.56 0.0009 N 3996424.00 3996424.00 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 40016110.64 0.0090 N 40015640.00 40015640.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828NQ9 Treasury Debt First Tier Security 2012-07-31 2012-07-31 N N N 50000000.00 50172409.14 0.0113 N 50173850.00 50173850.00 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 90060148.60 0.0204 N 90070290.00 90070290.00 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 16170744.13 0.0037 N 16172496.00 16172496.00 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 8088917.90 0.0018 N 8092816.00 8092816.00 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 9265772.78 0.0021 N 9269649.00 9269649.00 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 3028206.39 0.0007 N 3029415.00 3029415.00 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 20107241.59 0.0045 N 20118760.00 20118760.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.1%, dated 11/30/2011 due 12/01/2011 43J99YPF8_07629 Treasury Repurchase Agreement Y US TREASURY 2011-12-08 2016-09-30 0 - 4.875 Treasury Debt 669216623.34 691655767.42 Unrated Security 2011-12-01 2011-12-01 N N N 678092000.00 678092000.00 0.1532 N 678092000.00 678092000.00