N-MFP LIVE N 2012-02-29 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 57 60 5023081057.97 1177072977.06 1225360303.94 4974793731.09 0.0026 1.0005 2012-02-29 1.0005 2012-02-29 C000020486 1.00 4974793731.09 1.00 -305335247.28 713731381.74 1019066629.02 0.0005 1.0005 2012-02-29 1.0005 2012-02-29 ASB Finance Ltd. ASB Finance Ltd., 0.38% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2012-03-30 2012-03-30 N N N 5000000.00 4999959.72 0.0010 N 5000140.00 5000140.00 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 2998018.33 0.0006 N 2999061.90 2999061.90 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 2997921.67 0.0006 N 2998988.10 2998988.10 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 43699900.54 0.0088 N 43697246.90 43697246.90 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 49922555.56 0.0100 N 49949625.00 49949625.00 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 18985222.22 0.0038 N 18995307.00 18995307.00 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 49919499.98 0.0100 N 49956020.00 49956020.00 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 4000000.00 0.0008 N 3999981.20 3999981.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GJH9 Financial Company Commercial Paper First Tier Security 2012-03-08 2012-03-08 N N N 7000000.00 6999618.89 0.0014 N 6999729.10 6999729.10 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GJR7 Financial Company Commercial Paper First Tier Security 2012-03-13 2012-03-13 N N N 7000000.00 6999346.67 0.0014 N 6999512.10 6999512.10 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GJV8 Financial Company Commercial Paper First Tier Security 2012-03-19 2012-03-19 N N N 3000000.00 2999580.00 0.0006 N 2999672.40 2999672.40 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.31% 06737HDG1 Financial Company Commercial Paper First Tier Security 2012-04-16 2012-04-16 N N N 34000000.00 33986532.22 0.0068 N 33987260.20 33987260.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.30% 0556N0C29 Financial Company Commercial Paper First Tier Security 2012-03-02 2012-03-02 N N N 51000000.00 50999575.01 0.0103 N 50999602.20 50999602.20 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 49997500.00 0.0101 N 49998930.00 49998930.00 Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.54% 12802YAB6 Financial Company Commercial Paper First Tier Security 2012-05-03 2012-05-25 N N N 14000000.00 13999648.21 0.0028 N 13984936.00 13984936.00 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 7995555.56 0.0016 N 7997594.40 7997594.40 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 9991250.00 0.0020 N 9993796.00 9993796.00 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 2996241.67 0.0006 N 2996977.50 2996977.50 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 19974177.78 0.0040 N 19979374.00 19979374.00 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 6990962.22 0.0014 N 6992780.90 6992780.90 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 6987582.78 0.0014 N 6989646.30 6989646.30 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 6987221.11 0.0014 N 6989160.50 6989160.50 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 74956250.01 0.0151 N 74953612.50 74953612.50 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K0FV9 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N N 8000000.00 7989333.34 0.0016 N 7989240.00 7989240.00 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 49997222.22 0.0101 N 49998820.00 49998820.00 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 9998411.11 0.0020 N 9999370.00 9999370.00 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 28992025.00 0.0058 N 28996833.20 28996833.20 General Electric Capital Corp. General Electric Capital Corp., 0.31% 36959HG92 Financial Company Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 100000000.00 99888055.54 0.0201 N 99906840.00 99906840.00 General Electric Capital Corp. General Electric Capital Corp., 0.31% 36959HGG6 Financial Company Commercial Paper First Tier Security 2012-07-16 2012-07-16 N N N 100000000.00 99882027.76 0.0201 N 99895730.00 99895730.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.20% 4662J0EP3 Financial Company Commercial Paper First Tier Security 2012-05-23 2012-05-23 N N N 107000000.00 106950661.06 0.0215 N 106954064.90 106954064.90 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H13 Financial Company Commercial Paper First Tier Security 2012-08-01 2012-08-01 N N N 55000000.00 54929874.99 0.0110 N 54933494.00 54933494.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H88 Financial Company Commercial Paper First Tier Security 2012-08-08 2012-08-08 N N N 26000000.00 25965333.33 0.0052 N 25966590.00 25966590.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.20% 53943RCF4 Financial Company Commercial Paper First Tier Security 2012-03-15 2012-03-15 N N N 100000000.00 99992222.24 0.0201 N 99991670.00 99991670.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682WE20 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 3000000.00 2997933.33 0.0006 N 2997900.00 2997900.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.46% 60682WE38 Financial Company Commercial Paper First Tier Security 2012-05-03 2012-05-03 N N N 38000000.00 37969410.00 0.0076 N 37974395.60 37974395.60 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 18632935.25 0.0037 N 18645406.51 18645406.51 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 19965794.45 0.0040 N 19954386.00 19954386.00 Nationwide Building Society Nationwide Building Society, 0.44% 6385E0D59 Financial Company Commercial Paper First Tier Security 2012-04-05 2012-04-05 N N N 4000000.00 3998288.89 0.0008 N 3998904.00 3998904.00 Nationwide Building Society Nationwide Building Society, 0.44% 6385E0D91 Financial Company Commercial Paper First Tier Security 2012-04-09 2012-04-09 N N N 3000000.00 2998570.00 0.0006 N 2999033.40 2999033.40 Nationwide Building Society Nationwide Building Society, 0.44% 6385E0DG5 Financial Company Commercial Paper First Tier Security 2012-04-16 2012-04-16 N N N 12000000.00 11993253.33 0.0024 N 11995033.20 11995033.20 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 8997427.50 0.0018 N 8998822.80 8998822.80 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 3998638.89 0.0008 N 3999329.60 3999329.60 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 4998230.56 0.0010 N 4999111.50 4999111.50 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 74940833.34 0.0151 N 74973435.00 74973435.00 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 37000000.00 0.0074 N 36999826.10 36999826.10 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 3999786.67 0.0008 N 3999905.60 3999905.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562KEE0 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-05-14 N N N 25000000.00 24980472.22 0.0050 N 24977605.00 24977605.00 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 20000000.00 0.0040 N 19999922.00 19999922.00 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 29995416.67 0.0060 N 29998536.00 29998536.00 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 24988083.33 0.0050 N 24995797.50 24995797.50 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 3999066.67 0.0008 N 3999476.80 3999476.80 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 4999259.72 0.0010 N 4999619.00 4999619.00 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 3999316.67 0.0008 N 3999640.80 3999640.80 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 24935875.00 0.0050 N 24978152.50 24978152.50 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 10995548.05 0.0022 N 10997448.00 10997448.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GFV3 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N N 42000000.00 41955200.01 0.0084 N 41960192.40 41960192.40 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 40991390.00 0.0082 N 40996531.40 40996531.40 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 58947555.57 0.0118 N 58966836.10 58966836.10 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 44994600.00 0.0090 N 44998587.00 44998587.00 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 49960250.00 0.0100 N 49979450.00 49979450.00 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 24996875.00 0.0050 N 24996702.50 24996702.50 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 19980833.33 0.0040 N 19987932.00 19987932.00 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 0.0050 N 24998050.00 24998050.00 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 0.0050 N 24998400.00 24998400.00 Gotham Funding Corp. Gotham Funding Corp., 0.26% 38346LDC7 Asset Backed Commercial Paper First Tier Security 2012-04-12 2012-04-12 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 13325000.00 13320958.08 0.0027 N 13321736.71 13321736.71 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 99970000.00 0.0201 N 99977340.00 99977340.00 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 58978858.33 0.0119 N 58985073.00 58985073.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.22% 53127TEV1 Asset Backed Commercial Paper First Tier Security 2012-05-29 2012-05-29 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 100000000.00 99945611.12 0.0201 N 99922500.00 99922500.00 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 GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 50000000.00 49988333.33 0.0100 N 49990700.00 49990700.00 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 LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 11000000.00 10997140.00 0.0022 N 10997592.10 10997592.10 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 LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 22000000.00 21993693.33 0.0044 N 21994434.00 21994434.00 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 25991680.00 0.0052 N 25992285.80 25992285.80 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LCD4 Asset Backed Commercial Paper First Tier Security 2012-03-13 2012-03-13 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 25000000.00 24998333.34 0.0050 N 24998465.00 24998465.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LCD4 Asset Backed Commercial Paper First Tier Security 2012-03-13 2012-03-13 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 90000000.00 89994000.02 0.0181 N 89994474.00 89994474.00 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 99990833.34 0.0201 N 99994330.00 99994330.00 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 65016621.74 0.0131 N 65021391.12 65021391.12 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 33994097.22 0.0068 N 33996069.60 33996069.60 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 20990596.67 0.0042 N 20993311.50 20993311.50 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.22% 79540AC97 Asset Backed Commercial Paper First Tier Security 2012-03-09 2012-03-09 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 38000000.00 37998142.23 0.0076 N 37998385.00 37998385.00 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 998465.28 0.0002 N 998624.50 998624.50 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384VT3 Government Agency Debt First Tier Security 2012-04-18 2012-04-18 N N N 45000000.00 44991253.33 0.0090 N 44998200.00 44998200.00 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 39999039.56 0.0080 N 40004040.00 40004040.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313378BA8 Government Agency Debt First Tier Security 2013-02-15 2013-02-15 N N N 35000000.00 34992145.66 0.0070 N 34988100.00 34988100.00 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 34998186.15 0.0070 N 35012460.00 35012460.00 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 24997914.69 0.0050 N 25008575.00 25008575.00 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 36993895.47 0.0074 N 37009435.00 37009435.00 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 13009841.00 13009841.00 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 2666667.00 2666666.67 0.0005 N 2667925.34 2667925.34 Freddie Mac Freddie Mac, 0.15% 313396UN1 Government Agency Debt First Tier Security 2012-03-20 2012-03-20 N N N 40000000.00 39996833.33 0.0080 N 39999560.00 39999560.00 Freddie Mac Freddie Mac, 0.15% 313396VC4 Government Agency Debt First Tier Security 2012-04-03 2012-04-03 N N N 18000000.00 17997525.00 0.0036 N 17999514.00 17999514.00 Freddie Mac Freddie Mac, 0.15% 313396VJ9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N N 17000000.00 16997237.50 0.0034 N 16999456.00 16999456.00 Freddie Mac Freddie Mac, 0.21% 3134G13Z5 Government Agency Debt First Tier Security 2012-03-10 2012-08-10 N N N 100000000.00 99977628.00 0.0201 N 100070100.00 100070100.00 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 35995060.00 0.0072 N 35995798.80 35995798.80 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 6998817.78 0.0014 N 6998992.00 6998992.00 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 9998258.33 0.0020 N 9998517.00 9998517.00 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 16996949.44 0.0034 N 16997625.10 16997625.10 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 5998923.33 0.0012 N 5999161.80 5999161.80 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 11997783.33 0.0024 N 11997981.60 11997981.60 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 4998970.83 0.0010 N 4999187.00 4999187.00 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 23994933.33 0.0048 N 23995963.20 23995963.20 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 22995023.06 0.0046 N 22996027.90 22996027.90 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 7998226.67 0.0016 N 7998378.40 7998378.40 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 18995387.22 0.0038 N 18995953.00 18995953.00 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 12996775.28 0.0026 N 12997163.40 12997163.40 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 6998226.67 0.0014 N 6998362.00 6998362.00 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 12996638.05 0.0026 N 12996887.80 12996887.80 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 9997413.89 0.0020 N 9997606.00 9997606.00 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 13995862.22 0.0028 N 13996085.60 13996085.60 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 25995070.83 0.0052 N 25994748.00 25994748.00 U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127955P2 Treasury Debt First Tier Security 2012-05-24 2012-05-24 N N N 78000000.00 77983620.00 0.0157 N 77985414.00 77985414.00 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 3997048.33 0.0008 N 3996536.00 3996536.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127956C0 Treasury Debt First Tier Security 2012-08-30 2012-08-30 N N N 48000000.00 47964964.84 0.0096 N 47968464.00 47968464.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127955Z0 Treasury Debt First Tier Security 2013-02-07 2013-02-07 N N N 20000000.00 19973322.14 0.0040 N 19969080.00 19969080.00 U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 912828LB4 Treasury Debt First Tier Security 2012-07-15 2012-07-15 N N N 183000000.00 183972884.45 0.0370 N 183943548.00 183943548.00 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 115000000.00 115255202.94 0.0232 N 115238050.00 115238050.00 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 16122036.55 0.0032 N 16120000.00 16120000.00 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 8057555.39 0.0016 N 8058752.00 8058752.00 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 9177505.18 0.0018 N 9177894.00 9177894.00 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 3019324.79 0.0006 N 3019686.00 3019686.00 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 20048452.52 0.0040 N 20052340.00 20052340.00 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.22% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9895000.00 9895000.00 0.0020 N 9895000.00 9895000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.14% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0025 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.16% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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., 0.23% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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., 0.15% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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 0.0038 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.15% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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 0.0030 N 15145000.00 15145000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.16% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0101 N 50385000.00 50385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.20% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2012-03-01 2012-03-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26245000.00 26245000.00 0.0053 N 26245000.00 26245000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.21% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10500000.00 10500000.00 0.0021 N 10500000.00 10500000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.23% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8780000.00 8780000.00 0.0018 N 8780000.00 8780000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.23% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 59300000.00 59300000.00 0.0119 N 59300000.00 59300000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.17% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.16%, dated 2/29/2012 due 03/01/2012 44P99WQK1_07629 Treasury Repurchase Agreement Y US TREASURY 2013-10-31 2021-05-15 0.25 - 4.75 Treasury Debt 1036203931.18 1132225476.19 Unrated Security 2012-03-01 2012-03-01 N N N 1110020000.00 1110020000.00 0.2231 N 1110020000.00 1110020000.00