N-MFP LIVE N 2012-01-31 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 58 62 5224567110.10 56853767.44 1329385.10 5280091492.44 0.0026 1.0005 2012-01-31 1.0005 2012-01-31 C000020486 1.00 5280091492.44 1.00 366882345.85 1235480964.69 868598618.84 0.0007 1.0005 2012-01-31 1.0005 2012-01-31 ASB Finance Ltd. ASB Finance Ltd., 0.41% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2012-02-29 2012-03-30 N N N 5000000.00 4999919.44 0.0009 N 5000310.00 5000310.00 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 2996616.67 0.0006 N 2997645.30 2997645.30 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 2996520.00 0.0006 N 2997530.10 2997530.10 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 43699769.44 0.0083 N 43688769.10 43688769.10 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 49895166.67 0.0094 N 49920820.00 49920820.00 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 18977569.44 0.0036 N 18993842.10 18993842.10 Bank of Nova Scotia Bank of Nova Scotia, 0.46% 06416JG56 Financial Company Commercial Paper First Tier Security 2012-07-05 2012-07-05 N N N 50000000.00 49900972.20 0.0095 N 49933700.00 49933700.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GHR9 Financial Company Commercial Paper First Tier Security 2012-02-07 2012-02-07 N N N 9000000.00 8999580.00 0.0017 N 8999720.10 8999720.10 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 39P99MCY8 Financial Company Commercial Paper First Tier Security 2012-02-10 2012-02-10 N N N 13000000.00 12999090.00 0.0025 N 12999476.10 12999476.10 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GHT5 Financial Company Commercial Paper First Tier Security 2012-02-13 2012-02-13 N N N 8000000.00 7999253.33 0.0015 N 7999451.20 7999451.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GHU2 Financial Company Commercial Paper First Tier Security 2012-02-16 2012-02-16 N N N 9000000.00 8998950.00 0.0017 N 8999188.20 8999188.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GHV0 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 5000000.00 4999222.22 0.0009 N 4999358.50 4999358.50 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GJG1 Financial Company Commercial Paper First Tier Security 2012-03-01 2012-03-01 N N N 4000000.00 3999097.78 0.0008 N 3999064.00 3999064.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HBE8 Financial Company Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N N 36000000.00 35997010.00 0.0068 N 35997688.80 35997688.80 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 49985416.67 0.0095 N 49996600.00 49996600.00 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 13999528.19 0.0027 N 13981758.00 13981758.00 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 7992333.33 0.0015 N 7993886.40 7993886.40 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 9987222.22 0.0019 N 9987497.00 9987497.00 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 2994912.50 0.0006 N 2995249.20 2995249.20 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 19965155.56 0.0038 N 19967920.00 19967920.00 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 6987804.44 0.0013 N 6988772.00 6988772.00 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 6984086.66 0.0013 N 6985311.20 6985311.20 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 6983725.00 0.0013 N 6984688.90 6984688.90 Credit Suisse New York Branch Credit Suisse New York Branch, 0.35% 2254EADW0 Financial Company Commercial Paper First Tier Security 2012-04-30 2012-04-30 N N N 75000000.00 74935104.18 0.0142 N 74904375.00 74904375.00 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 24996118.05 0.0047 N 24998105.00 24998105.00 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 9997555.55 0.0019 N 9998717.00 9998717.00 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 49983125.00 0.0095 N 49989930.00 49989930.00 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 49989555.55 0.0095 N 49995115.00 49995115.00 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 49986111.12 0.0095 N 49993585.00 49993585.00 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 29989425.00 0.0057 N 29993958.00 29993958.00 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 49977083.34 0.0095 N 49986730.00 49986730.00 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 9994222.22 0.0019 N 9996595.00 9996595.00 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 28979176.39 0.0055 N 28987472.00 28987472.00 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 18624822.50 0.0035 N 18644720.19 18644720.19 National Bank Canada National Bank Canada, 0.47% 63306TGA7 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 20000000.00 19958222.22 0.0038 N 19938372.00 19938372.00 Nationwide Building Society Nationwide Building Society, 0.38% 6385E0BM4 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 9000000.00 8998100.00 0.0017 N 8998845.30 8998845.30 Nationwide Building Society Nationwide Building Society, 0.40% 6385E0B85 Financial Company Commercial Paper First Tier Security 2012-02-08 2012-02-08 N N N 26000000.00 25997977.78 0.0049 N 25999045.80 25999045.80 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0B69 Financial Company Commercial Paper First Tier Security 2012-02-06 2012-02-06 N N N 4000000.00 3999772.22 0.0008 N 3999893.20 3999893.20 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0B77 Financial Company Commercial Paper First Tier Security 2012-02-07 2012-02-07 N N N 4000000.00 3999726.67 0.0008 N 3999875.60 3999875.60 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0B93 Financial Company Commercial Paper First Tier Security 2012-02-09 2012-02-09 N N N 5000000.00 4999544.44 0.0009 N 4999787.50 4999787.50 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0BA0 Financial Company Commercial Paper First Tier Security 2012-02-10 2012-02-10 N N N 3000000.00 2999692.50 0.0006 N 2999854.20 2999854.20 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0BA0 Financial Company Commercial Paper First Tier Security 2012-02-10 2012-02-10 N N N 5000000.00 4999487.50 0.0009 N 4999757.00 4999757.00 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0BE2 Financial Company Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N N 3000000.00 2999555.83 0.0006 N 2999772.60 2999772.60 Nationwide Building Society Nationwide Building Society, 0.43% 6385E0BD4 Financial Company Commercial Paper First Tier Security 2012-02-13 2012-02-13 N N N 3000000.00 2999570.00 0.0006 N 2999794.20 2999794.20 Nationwide Building Society Nationwide Building Society, 0.49% 6385E0CN1 Financial Company Commercial Paper First Tier Security 2012-03-22 2012-03-22 N N N 9000000.00 8993875.00 0.0017 N 8995690.80 8995690.80 Nationwide Building Society Nationwide Building Society, 0.49% 6385E0CS0 Financial Company Commercial Paper First Tier Security 2012-03-26 2012-03-26 N N N 4000000.00 3997060.00 0.0008 N 3997818.40 3997818.40 Nationwide Building Society Nationwide Building Society, 0.49% 6385E0CT8 Financial Company Commercial Paper First Tier Security 2012-03-27 2012-03-27 N N N 5000000.00 4996256.95 0.0009 N 4997192.00 4997192.00 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 29995233.33 0.0057 N 29998074.00 29998074.00 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 8998240.00 0.0017 N 8999247.60 8999247.60 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 25990250.00 0.0049 N 25995369.40 25995369.40 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 40000000.00 0.0076 N 39999968.00 39999968.00 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 74906516.67 0.0142 N 74986170.00 74986170.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.28% 78009RB89 Financial Company Commercial Paper First Tier Security 2012-02-08 2012-02-08 N N N 20000000.00 19998911.11 0.0038 N 19999266.00 19999266.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050TB83 Financial Company Commercial Paper First Tier Security 2012-02-08 2012-02-08 N N N 18000000.00 17998950.00 0.0034 N 17999339.40 17999339.40 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 99988750.00 0.0189 N 99995140.00 99995140.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.47% 83050TC17 Financial Company Commercial Paper First Tier Security 2012-03-01 2012-03-01 N N N 37000000.00 36985991.39 0.0070 N 36991675.00 36991675.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.48% 83050TC58 Financial Company Commercial Paper First Tier Security 2012-03-05 2012-03-05 N N N 4000000.00 3998240.00 0.0008 N 3998938.40 3998938.40 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 74986875.00 0.0142 N 74993235.00 74993235.00 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 17996560.00 0.0034 N 17998495.20 17998495.20 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 19992105.56 0.0038 N 19996000.00 19996000.00 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 29983333.34 0.0057 N 29990808.00 29990808.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.52% 86958FD38 Financial Company Commercial Paper First Tier Security 2012-04-03 2012-04-03 N N N 25000000.00 24977611.11 0.0047 N 24984120.00 24984120.00 Swedbank AB Swedbank AB, 0.40% 87019RCN4 Financial Company Commercial Paper First Tier Security 2012-03-22 2012-03-22 N N N 4000000.00 3997777.77 0.0008 N 3997732.00 3997732.00 Swedbank AB Swedbank AB, 0.41% 87019RBU9 Financial Company Commercial Paper First Tier Security 2012-02-28 2012-02-28 N N N 10000000.00 9996925.00 0.0019 N 9997986.00 9997986.00 Swedbank AB Swedbank AB, 0.41% 87019RCE4 Financial Company Commercial Paper First Tier Security 2012-03-14 2012-03-14 N N N 5000000.00 4997608.34 0.0009 N 4998178.50 4998178.50 Swedbank AB Swedbank AB, 0.41% 87019RCG9 Financial Company Commercial Paper First Tier Security 2012-03-16 2012-03-16 N N N 4000000.00 3997995.56 0.0008 N 3998450.00 3998450.00 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 17997930.00 0.0034 N 17999125.20 17999125.20 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 24924395.83 0.0047 N 24965600.00 24965600.00 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 10992801.11 0.0021 N 10996541.60 10996541.60 UBS Finance, Inc. UBS Finance, Inc., 0.42% 90262CCK1 Financial Company Commercial Paper First Tier Security 2012-03-19 2012-03-19 N N N 41000000.00 40977518.32 0.0078 N 40983054.70 40983054.70 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 15994400.00 0.0030 N 15998072.00 15998072.00 UBS Finance, Inc. UBS Finance, Inc., 0.50% 90262CE45 Financial Company Commercial Paper First Tier Security 2012-05-04 2012-05-04 N N N 59000000.00 58923791.69 0.0112 N 58923642.20 58923642.20 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 44975025.00 0.0085 N 44989092.00 44989092.00 UBS Finance, Inc. UBS Finance, Inc., 0.54% 90262CDP9 Financial Company Commercial Paper First Tier Security 2012-04-23 2012-04-23 N N N 50000000.00 49938500.00 0.0095 N 49948125.00 49948125.00 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 24991840.27 0.0047 N 24992200.00 24992200.00 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 19972777.78 0.0038 N 19982950.00 19982950.00 Westpac Banking Corp. Westpac Banking Corp., 0.60% 9612C4BY6 Financial Company Commercial Paper First Tier Security 2012-04-04 2012-04-05 N N N 25000000.00 25000000.00 0.0047 N 24993400.00 24993400.00 Westpac Banking Corp. Westpac Banking Corp., 0.60% 9612C4CA7 Financial Company Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N N 25000000.00 25000000.00 0.0047 N 24994025.00 24994025.00 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 41170000.00 0.0078 N 41169781.80 41169781.80 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.28% 03221LB66 Asset Backed Commercial Paper First Tier Security 2012-02-06 2012-02-06 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 25000000.00 24999027.78 0.0047 N 24999207.50 24999207.50 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.28% 03221LBT6 Asset Backed Commercial Paper First Tier Security 2012-02-27 2012-02-27 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 2000000.00 1999595.55 0.0004 N 1999715.00 1999715.00 Gotham Funding Corp. Gotham Funding Corp., 0.27% 38346LDA1 Asset Backed Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 100000000.00 99948250.00 0.0189 N 99948860.00 99948860.00 Gotham Funding Corp. Gotham Funding Corp., 0.30% 38346LDD5 Asset Backed Commercial Paper First Tier Security 2012-04-13 2012-04-13 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 59000000.00 58964600.00 0.0112 N 58967697.50 58967697.50 Liberty Street Funding LLC Liberty Street Funding LLC, 0.24% 53127TD59 Asset Backed Commercial Paper First Tier Security 2012-04-05 2012-04-05 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 50000000.00 49978666.67 0.0095 N 49977250.00 49977250.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.24% 53127TD91 Asset Backed Commercial Paper First Tier Security 2012-04-09 2012-04-09 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 11000000.00 10995013.33 0.0021 N 10994497.80 10994497.80 Liberty Street Funding LLC Liberty Street Funding LLC, 0.24% 53127TDD2 Asset Backed Commercial Paper First Tier Security 2012-04-13 2012-04-13 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 22000000.00 21989440.00 0.0042 N 21987955.00 21987955.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.24% 53127TDJ9 Asset Backed Commercial Paper First Tier Security 2012-04-18 2012-04-18 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 26000000.00 25986653.33 0.0049 N 25984114.00 25984114.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274LCC6 Asset Backed Commercial Paper First Tier Security 2012-03-12 2012-03-12 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 100000000.00 99966666.66 0.0189 N 99975860.00 99975860.00 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 16998512.50 0.0032 N 16999102.40 16999102.40 Market Street Funding LLC Market Street Funding LLC, 0.24% 5705X4DH4 Asset Backed Commercial Paper First Tier Security 2012-04-17 2012-04-17 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 65037000.00 65004047.92 0.0123 N 65017384.84 65017384.84 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 33987250.00 0.0064 N 33993247.60 33993247.60 Market Street Funding LLC Market Street Funding LLC, 0.26% 5705X4E26 Asset Backed Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 21000000.00 20986198.34 0.0040 N 20991896.10 20991896.10 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.21% 79540ABE7 Asset Backed Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 50000000.00 49996208.33 0.0095 N 49996305.00 49996305.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540AB31 Asset Backed Commercial Paper First Tier Security 2012-02-03 2012-02-03 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 20000000.00 19999722.22 0.0038 N 19999684.00 19999684.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540ABE7 Asset Backed Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 50000000.00 49995486.12 0.0095 N 49996305.00 49996305.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.26% 79540AB72 Asset Backed Commercial Paper First Tier Security 2012-02-07 2012-02-07 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 16000000.00 15999306.67 0.0030 N 15999409.60 15999409.60 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.26% 82124LBE1 Asset Backed Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 36000000.00 35996620.00 0.0068 N 35997620.40 35997620.40 Windmill Funding Corp. Windmill Funding Corp., 0.28% 97342GBT3 Asset Backed Commercial Paper First Tier Security 2012-02-27 2012-02-27 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 4000000.00 3999191.11 0.0008 N 3999241.20 3999241.20 Windmill Funding Corp. Windmill Funding Corp., 0.29% 97342GBD8 Asset Backed Commercial Paper First Tier Security 2012-02-13 2012-02-13 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 48060000.00 48055354.20 0.0091 N 48056703.08 48056703.08 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 99989500.00 0.0189 N 99997920.00 99997920.00 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 998122.92 0.0002 N 998102.20 998102.20 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313375EU7 Government Agency Debt First Tier Security 2012-06-07 2012-06-07 N N N 50000000.00 50012795.49 0.0095 N 50012250.00 50012250.00 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 39998932.44 0.0076 N 40009480.00 40009480.00 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 34997909.30 0.0066 N 35008400.00 35008400.00 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 24997643.51 0.0047 N 25010350.00 25010350.00 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 36993187.34 0.0070 N 37014097.00 37014097.00 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 0.0025 N 13011193.00 13011193.00 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 0.0030 N 16001120.00 16001120.00 Freddie Mac Freddie Mac, 0.15% 313396UN1 Government Agency Debt First Tier Security 2012-03-20 2012-03-20 N N N 40000000.00 39992000.00 0.0076 N 39998400.00 39998400.00 Freddie Mac Freddie Mac, 0.15% 313396VC4 Government Agency Debt First Tier Security 2012-04-03 2012-04-03 N N N 18000000.00 17995350.00 0.0034 N 17999064.00 17999064.00 Freddie Mac Freddie Mac, 0.15% 313396VJ9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N N 17000000.00 16995183.33 0.0032 N 16999031.00 16999031.00 Freddie Mac Freddie Mac, 0.26% 3134G13Z5 Government Agency Debt First Tier Security 2012-02-10 2012-08-10 N N N 100000000.00 99973623.14 0.0189 N 100092900.00 100092900.00 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 12827864.59 0.0024 N 12827739.59 12827739.59 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 11999620.00 0.0023 N 11999930.40 11999930.40 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 6999704.44 0.0013 N 6999947.50 6999947.50 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 35989550.00 0.0068 N 35997051.60 35997051.60 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFH6 Government Agency Debt First Tier Security 2012-04-05 2012-04-05 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 7000000.00 6997746.39 0.0013 N 6999267.10 6999267.10 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FDZ5 Government Agency Debt First Tier Security 2012-04-06 2012-04-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 10000000.00 9996727.78 0.0019 N 9998900.00 9998900.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JJ73 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 17000000.00 16994347.50 0.0032 N 16995517.10 16995517.10 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEA9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 6000000.00 5998005.00 0.0011 N 5999392.20 5999392.20 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFM5 Government Agency Debt First Tier Security 2012-04-10 2012-04-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 12000000.00 11995946.67 0.0023 N 11998436.40 11998436.40 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEC5 Government Agency Debt First Tier Security 2012-04-12 2012-04-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 5000000.00 4998205.56 0.0009 N 4999377.00 4999377.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFP8 Government Agency Debt First Tier Security 2012-04-13 2012-04-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 24000000.00 23991260.00 0.0045 N 23996872.80 23996872.80 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFQ6 Government Agency Debt First Tier Security 2012-04-16 2012-04-16 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 23000000.00 22991502.78 0.0044 N 22996915.70 22996915.70 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFR4 Government Agency Debt First Tier Security 2012-04-17 2012-04-17 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 8000000.00 7997002.22 0.0015 N 7998665.60 7998665.60 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFV5 Government Agency Debt First Tier Security 2012-04-19 2012-04-19 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 19000000.00 18992479.17 0.0036 N 18996581.90 18996581.90 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEK7 Government Agency Debt First Tier Security 2012-04-20 2012-04-20 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 13000000.00 12994785.56 0.0025 N 12997602.80 12997602.80 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFY9 Government Agency Debt First Tier Security 2012-04-23 2012-04-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 7000000.00 6997155.28 0.0013 N 6998579.70 6998579.70 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEJ0 Government Agency Debt First Tier Security 2012-04-24 2012-04-24 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 10000000.00 9995883.33 0.0019 N 9997900.00 9997900.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFZ6 Government Agency Debt First Tier Security 2012-04-24 2012-04-24 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 13000000.00 12994648.33 0.0025 N 12997270.00 12997270.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EGE2 Government Agency Debt First Tier Security 2012-05-01 2012-05-01 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 14000000.00 13993719.44 0.0027 N 13996425.80 13996425.80 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 26000000.00 25993500.00 0.0049 N 25994358.00 25994358.00 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 3996677.78 0.0008 N 3997328.00 3997328.00 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 233000000.00 234496624.20 0.0444 N 234483511.00 234483511.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.11% 912828NQ9 Treasury Debt First Tier Security 2012-07-31 2012-07-31 N N N 145000000.00 145385005.80 0.0275 N 145379465.00 145379465.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828GZ7 Treasury Debt First Tier Security 2012-07-31 2012-07-31 N N N 49000000.00 50105894.40 0.0095 N 50100589.00 50100589.00 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 16137558.75 0.0031 N 16140624.00 16140624.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 25000000.00 25127193.85 0.0048 N 25125000.00 25125000.00 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 8067550.03 0.0015 N 8070624.00 8070624.00 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 9205634.41 0.0017 N 9208827.00 9208827.00 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 3022155.19 0.0006 N 3023319.00 3023319.00 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 20067187.50 0.0038 N 20074220.00 20074220.00 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.08% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9895000.00 9895000.00 0.0019 N 9895000.00 9895000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.05% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 20800000.00 20800000.00 0.0039 N 20800000.00 20800000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.05% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 63700000.00 63700000.00 0.0121 N 63700000.00 63700000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.07% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0023 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.08% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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., 0.08% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.05% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 0.0025 N 13110000.00 13110000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.07% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 0.0090 N 47600000.00 47600000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.07% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 0.0036 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.07% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 0.0085 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.07% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8780000.00 8780000.00 0.0017 N 8780000.00 8780000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.07% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 0.0029 N 15145000.00 15145000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.08% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2012-02-01 2012-02-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26245000.00 26245000.00 0.0050 N 26245000.00 26245000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.09% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0095 N 50385000.00 50385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.09% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10500000.00 10500000.00 0.0020 N 10500000.00 10500000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.07% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 59300000.00 59300000.00 0.0112 N 59300000.00 59300000.00 Piedmont Triad Arpt. Auth. Piedmont Triad Arpt. Auth., 0.05% Series 2008 A, LOC Branch Banking & Trust Co. VRDN 720248GT4 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 9055000.00 9055000.00 0.0017 N 9055000.00 9055000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.08% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 0.0020 N 10500000.00 10500000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.09% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.06% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 11200000.00 11200000.00 0.0021 N 11200000.00 11200000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.2%, dated 1/31/2012 due 02/01/2012 44P99WDN9_07629 Treasury Repurchase Agreement Y US TREASURY 2012-12-31 2021-05-15 0.625 - 4.875 Treasury Debt 877748946.33 928586654.07 Unrated Security 2012-02-01 2012-02-01 N N N 910374000.00 910374000.00 0.1724 N 910374000.00 910374000.00