N-MFP LIVE N 2011-12-30 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 51 56 4772920188.04 142299150.62 1193645.92 4914025692.74 0.0026 1.0005 2011-12-30 1.0005 2011-12-30 C000020486 1.00 4914025692.74 1.00 487935864.08 1209907857.72 721971993.64 0.0007 1.0005 2011-12-30 1.0005 2011-12-30 ASB Finance Ltd. ASB Finance Ltd., 0.44% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2012-01-31 2012-03-30 N N N 5000000.00 4999876.39 0.0010 N 5000470.00 5000470.00 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 20998460.00 0.0043 N 20999078.10 20999078.10 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 2995118.33 0.0006 N 2995536.60 2995536.60 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 2995021.67 0.0006 N 2995406.40 2995406.40 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.65% 0020P5CC1 Financial Company Commercial Paper First Tier Security 2012-03-23 2012-03-23 N N N 43700000.00 43699629.30 0.0089 N 43707647.50 43707647.50 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 49865888.89 0.0101 N 49875200.00 49875200.00 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 18969388.89 0.0039 N 18984554.90 18984554.90 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 3999928.89 0.0008 N 3999920.00 3999920.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GGN9 Financial Company Commercial Paper First Tier Security 2012-01-10 2012-01-10 N N N 8000000.00 7999360.00 0.0016 N 7999535.20 7999535.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GHB4 Financial Company Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N N 8000000.00 7999217.78 0.0016 N 7999436.80 7999436.80 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GHC2 Financial Company Commercial Paper First Tier Security 2012-01-18 2012-01-18 N N N 6000000.00 5999093.33 0.0012 N 5999281.20 5999281.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GHN8 Financial Company Commercial Paper First Tier Security 2012-01-23 2012-01-23 N N N 4000000.00 3999217.78 0.0008 N 3999333.20 3999333.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GHP3 Financial Company Commercial Paper First Tier Security 2012-01-31 2012-01-31 N N N 15000000.00 14996000.00 0.0031 N 14996346.00 14996346.00 BP Capital Markets PLC BP Capital Markets PLC, 0.30% 05568TC72 Financial Company Commercial Paper First Tier Security 2012-03-07 2012-03-07 N N N 50000000.00 49972500.01 0.0102 N 49991215.00 49991215.00 Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.43% 12802YAB6 Financial Company Commercial Paper First Tier Security 2012-02-03 2012-05-25 N N N 14000000.00 13999399.89 0.0028 N 13973582.00 13973582.00 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 7988888.89 0.0016 N 7988258.40 7988258.40 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 9982916.67 0.0020 N 9980104.00 9980104.00 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 2993491.66 0.0006 N 2992512.00 2992512.00 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 20000000.00 19955511.11 0.0041 N 19949492.00 19949492.00 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 6984428.89 0.0014 N 6982322.20 6982322.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFC9 Financial Company Commercial Paper First Tier Security 2012-06-12 2012-06-12 N N N 7000000.00 6980349.44 0.0014 N 6978344.10 6978344.10 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFF2 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 7000000.00 6979987.78 0.0014 N 6977721.10 6977721.10 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 23673159.11 0.0048 N 23675155.07 23675155.07 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 7997422.23 0.0016 N 7998126.40 7998126.40 Credit Suisse New York Branch Credit Suisse New York Branch, 0.43% 2254EABE2 Financial Company Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N N 25000000.00 24986861.11 0.0051 N 24990192.50 24990192.50 Credit Suisse New York Branch Credit Suisse New York Branch, 0.44% 2254EABM4 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 10000000.00 9993766.66 0.0020 N 9994715.00 9994715.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.45% 2254EABU6 Financial Company Commercial Paper First Tier Security 2012-02-28 2012-02-28 N N N 50000000.00 49963750.00 0.0102 N 49965835.00 49965835.00 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 49969319.44 0.0102 N 49977610.00 49977610.00 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 49964583.35 0.0102 N 49973575.00 49973575.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.25% 25153JA34 Financial Company Commercial Paper First Tier Security 2012-01-03 2012-01-03 N N N 40000000.00 39999444.45 0.0081 N 39999200.00 39999200.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.25% 25153JA59 Financial Company Commercial Paper First Tier Security 2012-01-05 2012-01-05 N N N 53000000.00 52998527.78 0.0108 N 52998410.00 52998410.00 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 29977283.34 0.0061 N 29979501.00 29979501.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.50% 2332K0C59 Financial Company Commercial Paper First Tier Security 2012-03-05 2012-03-05 N N N 50000000.00 49955555.57 0.0102 N 49960400.00 49960400.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.52% 2332K0CC4 Financial Company Commercial Paper First Tier Security 2012-03-12 2012-03-12 N N N 10000000.00 9989744.44 0.0020 N 9990713.00 9990713.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.55% 2332K0CK6 Financial Company Commercial Paper First Tier Security 2012-03-19 2012-03-19 N N N 29000000.00 28965441.67 0.0059 N 28968874.30 28968874.30 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.30% 53943RA33 Financial Company Commercial Paper First Tier Security 2012-01-03 2012-01-03 N N N 9000000.00 8999850.00 0.0018 N 8999820.00 8999820.00 National Australia Funding, Inc. National Australia Funding, Inc., 0.54% 63253JE14 Financial Company Commercial Paper First Tier Security 2012-05-01 2012-05-01 N N N 18650000.00 18616150.25 0.0038 N 18636555.22 18636555.22 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 6999766.67 0.0014 N 6999825.00 6999825.00 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0A94 Financial Company Commercial Paper First Tier Security 2012-01-09 2012-01-09 N N N 9000000.00 8999180.00 0.0018 N 8999530.20 8999530.20 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0AB9 Financial Company Commercial Paper First Tier Security 2012-01-11 2012-01-11 N N N 9000000.00 8998975.00 0.0018 N 8999421.30 8999421.30 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0AJ2 Financial Company Commercial Paper First Tier Security 2012-01-18 2012-01-18 N N N 9000000.00 8998257.50 0.0018 N 8998921.80 8998921.80 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0AL7 Financial Company Commercial Paper First Tier Security 2012-01-20 2012-01-20 N N N 5000000.00 4998918.06 0.0010 N 4999300.00 4999300.00 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0AT0 Financial Company Commercial Paper First Tier Security 2012-01-27 2012-01-27 N N N 8000000.00 7997631.11 0.0016 N 7998363.20 7998363.20 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 24997326.39 0.0051 N 24998510.00 24998510.00 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 39993600.00 0.0081 N 39996200.00 39996200.00 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 74985354.16 0.0153 N 74990812.50 74990812.50 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 29983866.66 0.0061 N 29989383.00 29989383.00 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 8994830.00 0.0018 N 8996337.00 8996337.00 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 25979055.55 0.0053 N 25983534.20 25983534.20 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 39996088.89 0.0081 N 39999568.00 39999568.00 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 39986222.22 0.0081 N 39998752.00 39998752.00 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 74869833.35 0.0152 N 74971530.00 74971530.00 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 4999845.83 0.0010 N 4999875.00 4999875.00 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 6999712.22 0.0014 N 6999790.00 6999790.00 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 6999640.28 0.0014 N 6999755.00 6999755.00 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 7999333.33 0.0016 N 7999582.40 7999582.40 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 8999156.25 0.0018 N 8999477.10 8999477.10 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 6999066.67 0.0014 N 6999461.00 6999461.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.45% 83050TBA8 Financial Company Commercial Paper First Tier Security 2012-02-10 2012-02-10 N N N 100000000.00 99950000.00 0.0203 N 99965700.00 99965700.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562KA61 Financial Company Commercial Paper First Tier Security 2012-01-06 2012-01-06 N N N 97639000.00 97636287.79 0.0199 N 97635582.64 97635582.64 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 74959749.99 0.0153 N 74967802.50 74967802.50 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 65439382.56 0.0133 N 65443782.25 65443782.25 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 14995125.00 0.0031 N 14996746.50 14996746.50 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 17989895.00 0.0037 N 17992674.00 17992674.00 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 19983666.67 0.0041 N 19986670.00 19986670.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.50% 86958FCC9 Financial Company Commercial Paper First Tier Security 2012-03-12 2012-03-12 N N N 30000000.00 29970416.67 0.0061 N 29973963.00 29973963.00 Swedbank AB Swedbank AB, 0.43% 87019RAD8 Financial Company Commercial Paper First Tier Security 2012-01-13 2012-01-13 N N N 9000000.00 8998710.00 0.0018 N 8999307.00 8999307.00 Swedbank AB Swedbank AB, 0.45% 87019RAX4 Financial Company Commercial Paper First Tier Security 2012-01-31 2012-01-31 N N N 15000000.00 14994375.00 0.0031 N 14996346.00 14996346.00 Swedbank AB Swedbank AB, 0.46% 87019RBA3 Financial Company Commercial Paper First Tier Security 2012-02-10 2012-02-10 N N N 18000000.00 17990800.01 0.0037 N 17993826.00 17993826.00 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 24912125.00 0.0051 N 24951105.00 24951105.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GDH6 Financial Company Commercial Paper First Tier Security 2012-04-17 2012-04-17 N N N 11000000.00 10989864.72 0.0022 N 10992639.90 10992639.90 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 25996504.44 0.0053 N 25998310.00 25998310.00 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 49981875.00 0.0102 N 49990325.00 49990325.00 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CBV8 Financial Company Commercial Paper First Tier Security 2012-02-29 2012-02-29 N N N 16000000.00 15988200.00 0.0033 N 15989227.20 15989227.20 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 49963166.66 0.0102 N 49974700.00 49974700.00 UBS Finance, Inc. UBS Finance, Inc., 0.54% 90262CC96 Financial Company Commercial Paper First Tier Security 2012-03-09 2012-03-09 N N N 45000000.00 44954100.00 0.0091 N 44959720.50 44959720.50 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C0CK3 Financial Company Commercial Paper First Tier Security 2012-03-19 2012-03-19 N N N 25000000.00 24986458.32 0.0051 N 24985017.50 24985017.50 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 0.0051 N 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 0.0051 N 25001325.00 25001325.00 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 19964166.66 0.0041 N 19969434.00 19969434.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.28% 03221LB17 Asset Backed Commercial Paper First Tier Security 2012-02-01 2012-02-01 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 41170000.00 41160073.44 0.0084 N 41159419.31 41159419.31 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.30% 03221LAK6 Asset Backed Commercial Paper First Tier Security 2012-01-19 2012-01-19 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 31000000.00 30995349.99 0.0063 N 30997107.70 30997107.70 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.32% 03221LAL4 Asset Backed Commercial Paper First Tier Security 2012-01-20 2012-01-20 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 25000000.00 24995777.77 0.0051 N 24997520.00 24997520.00 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 9999708.33 0.0020 N 9999792.00 9999792.00 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 3061880.92 0.0006 N 3061923.45 3061923.45 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 28997180.56 0.0059 N 28998492.00 28998492.00 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 14998350.00 0.0031 N 14999143.50 14999143.50 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 15997280.00 0.0033 N 15998590.40 15998590.40 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 33994059.45 0.0069 N 33997004.60 33997004.60 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 28993144.72 0.0059 N 28996496.80 28996496.80 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274LAQ7 Asset Backed Commercial Paper First Tier Security 2012-01-24 2012-01-24 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 6000000.00 5999041.66 0.0012 N 5999275.20 5999275.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.35% 56274LBA1 Asset Backed Commercial Paper First Tier Security 2012-02-10 2012-02-10 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 17000000.00 16993388.89 0.0035 N 16995795.90 16995795.90 Market Street Funding LLC Market Street Funding LLC, 0.25% 5705X4CS1 Asset Backed Commercial Paper First Tier Security 2012-03-26 2012-03-26 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 34000000.00 33979930.55 0.0069 N 33987838.20 33987838.20 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.12% 79540AA99 Asset Backed Commercial Paper First Tier Security 2012-01-09 2012-01-09 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 6097000.00 6096837.41 0.0012 N 6096739.05 6096739.05 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540AAL2 Asset Backed Commercial Paper First Tier Security 2012-01-20 2012-01-20 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 9000000.00 8998812.50 0.0018 N 8999107.20 8999107.20 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.28% 79540AAS7 Asset Backed Commercial Paper First Tier Security 2012-01-26 2012-01-26 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 18000000.00 17996500.00 0.0037 N 17997611.40 17997611.40 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.29% 79540AAK4 Asset Backed Commercial Paper First Tier Security 2012-01-19 2012-01-19 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 12000000.00 11998260.00 0.0024 N 11998880.40 11998880.40 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.25% 82124LA93 Asset Backed Commercial Paper First Tier Security 2012-01-09 2012-01-09 N N Y LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 6500000.00 6499638.89 0.0013 N 6499758.20 6499758.20 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 LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 22650000.00 22648018.13 0.0046 N 22649066.82 22649066.82 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 56994458.33 0.0116 N 56997417.90 56997417.90 Windmill Funding Corp. Windmill Funding Corp., 0.30% 97342GAJ6 Asset Backed Commercial Paper First Tier Security 2012-01-18 2012-01-18 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 50000000.00 49992916.68 0.0102 N 49994010.00 49994010.00 Windmill Funding Corp. Windmill Funding Corp., 0.30% 97342GAK3 Asset Backed Commercial Paper First Tier Security 2012-01-19 2012-01-19 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 20000000.00 19997000.00 0.0041 N 19997412.00 19997412.00 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 99966250.00 0.0203 N 99991780.00 99991780.00 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 997756.94 0.0002 N 997397.30 997397.30 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 39998817.92 0.0081 N 39984080.00 39984080.00 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 34997613.35 0.0071 N 34994610.00 34994610.00 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 24997353.63 0.0051 N 24998075.00 24998075.00 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 36992430.38 0.0075 N 36993007.00 36993007.00 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 0.0026 N 13008827.00 13008827.00 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 0.0033 N 16003008.00 16003008.00 Freddie Mac Freddie Mac, 0.15% 313396UN1 Government Agency Debt First Tier Security 2012-03-20 2012-03-20 N N N 40000000.00 39986833.33 0.0081 N 39998280.00 39998280.00 Freddie Mac Freddie Mac, 0.15% 313396VC4 Government Agency Debt First Tier Security 2012-04-03 2012-04-03 N N N 18000000.00 17993025.00 0.0037 N 17999082.00 17999082.00 Freddie Mac Freddie Mac, 0.15% 313396VJ9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N N 17000000.00 16992987.50 0.0035 N 16999082.00 16999082.00 Freddie Mac Freddie Mac, 0.24% 3134G13Z5 Government Agency Debt First Tier Security 2012-01-10 2012-08-10 N N N 100000000.00 99969342.08 0.0203 N 100086700.00 100086700.00 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 8999905.00 0.0018 N 8999947.80 8999947.80 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 9999841.67 0.0020 N 9999917.00 9999917.00 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 7999831.11 0.0016 N 7999960.00 7999960.00 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 11999493.33 0.0024 N 11999688.00 11999688.00 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 9999577.78 0.0020 N 9999648.00 9999648.00 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 4430789.53 0.0009 N 4430959.23 4430959.23 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 999947.22 0.0002 N 999967.90 999967.90 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 2999604.17 0.0006 N 2999912.10 2999912.10 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 12825765.79 0.0026 N 12826341.34 12826341.34 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 11997656.67 0.0024 N 11999454.00 11999454.00 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 6998559.17 0.0014 N 6999641.60 6999641.60 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257YAL8 Government Agency Debt First Tier Security 2012-03-30 2012-03-30 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 36000000.00 35983660.00 0.0073 N 35990809.20 35990809.20 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 18997994.44 0.0039 N 18999667.50 18999667.50 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 5999266.67 0.0012 N 5999865.00 5999865.00 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 27995955.56 0.0057 N 27999347.60 27999347.60 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.11% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9895000.00 9895000.00 0.0020 N 9895000.00 9895000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.06% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 17300000.00 17300000.00 0.0035 N 17300000.00 17300000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.06% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 63700000.00 63700000.00 0.0130 N 63700000.00 63700000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.10% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0025 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.10% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0006 N 3000000.00 3000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.11% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.09% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0038 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.09% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0092 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.09% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0097 N 47600000.00 47600000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.09% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0031 N 15145000.00 15145000.00 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 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8780000.00 8780000.00 0.0018 N 8780000.00 8780000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.10% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0027 N 13110000.00 13110000.00 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) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0103 N 50385000.00 50385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.11% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10500000.00 10500000.00 0.0021 N 10500000.00 10500000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.12% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2012-01-03 2012-01-03 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26245000.00 26245000.00 0.0053 N 26245000.00 26245000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.09% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 59300000.00 59300000.00 0.0121 N 59300000.00 59300000.00 Piedmont Triad Arpt. Auth. Piedmont Triad Arpt. Auth., 0.07% Series 2008 A, LOC Branch Banking & Trust Co. VRDN 720248GT4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0014 N 7100000.00 7100000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.10% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0021 N 10500000.00 10500000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.11% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y US BANK NA CINCINNATI OHIO N/A N/A N N 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 2600000.00 2600000.00 0.0005 N 2600000.00 2600000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0013 N 6400000.00 6400000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 21000000.00 21000000.00 0.0043 N 21000000.00 21000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XD2 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0031 N 15000000.00 15000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XC4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 11000000.00 11000000.00 0.0022 N 11000000.00 11000000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.08% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 11200000.00 11200000.00 0.0023 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 30999724.45 0.0063 N 30999969.00 30999969.00 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 36000000.00 35988674.99 0.0073 N 35994420.00 35994420.00 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 8999343.75 0.0018 N 8999910.00 8999910.00 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 3996281.67 0.0008 N 3997352.00 3997352.00 U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828LB4 Treasury Debt First Tier Security 2012-07-15 2012-07-15 N N N 150000000.00 151140333.20 0.0308 N 151130850.00 151130850.00 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 50150414.56 0.0102 N 50156250.00 50156250.00 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 16154151.44 0.0033 N 16155632.00 16155632.00 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 8078233.97 0.0016 N 8081560.00 8081560.00 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 9235703.60 0.0019 N 9237303.00 9237303.00 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 3025180.79 0.0006 N 3026367.00 3026367.00 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 20087214.54 0.0041 N 20097660.00 20097660.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.01%, dated 12/30/2011 due 01/03/2012 43J99Y3Q8_07629 Treasury Repurchase Agreement Y US TREASURY 2012-06-28 2016-08-31 0 - 4.875 Treasury Debt 790431283.99 850183249.81 Unrated Security 2012-01-03 2012-01-03 N N N 833512000.00 833512000.00 0.1696 N 833512000.00 833512000.00