N-MFP LIVE N 2012-03-31 0000702149 S000007506 1 N N 002-77169 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 53 60 4511935536.17 1202474.65 1207566.63 4511930444.19 0.0027 1.0005 2012-03-30 1.0005 2012-03-30 C000020486 1.00 4511930444.19 1.00 -462817519.78 723460497.87 1186278017.65 0.0008 1.0005 2012-03-30 1.0005 2012-03-30 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.45% 0020P2JE7 Financial Company Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N N 65000000.00 64865125.00 0.0144 N 64794944.50 64794944.50 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 2999516.67 0.0007 N 2999849.10 2999849.10 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 2999420.00 0.0007 N 2999808.60 2999808.60 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 49951833.33 0.0111 N 49978140.00 49978140.00 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 18993402.78 0.0042 N 18998717.50 18998717.50 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 49939305.54 0.0111 N 49979165.00 49979165.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.37% 06741GKD6 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 3000000.00 2999044.17 0.0007 N 2999285.10 2999285.10 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.37% 06741GKE4 Financial Company Commercial Paper First Tier Security 2012-05-07 2012-05-07 N N N 3000000.00 2998890.00 0.0007 N 2999122.80 2999122.80 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.38% 06741GKG9 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-05-14 N N N 45000000.00 44979575.01 0.0100 N 44983125.00 44983125.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.38% 06741GKH7 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N N 6000000.00 5996833.33 0.0013 N 5997200.40 5997200.40 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 33995608.33 0.0075 N 33997110.00 33997110.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.37% 0556N0E27 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 47000000.00 46985025.29 0.0104 N 46990092.40 46990092.40 BP Capital Markets PLC BP Capital Markets PLC, 0.25% 05568TF87 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 8000000.00 7996222.22 0.0018 N 7998180.00 7998180.00 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 13999776.51 0.0031 N 13991264.00 13991264.00 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 7999000.00 0.0018 N 7999804.80 7999804.80 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 9995555.56 0.0022 N 9999059.00 9999059.00 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 2997662.50 0.0007 N 2999486.10 2999486.10 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 6994337.78 0.0016 N 6998761.00 6998761.00 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 19983822.22 0.0044 N 19996460.00 19996460.00 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 6991320.00 0.0015 N 6997798.50 6997798.50 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 6990958.33 0.0015 N 6997634.70 6997634.70 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EAFB4 Financial Company Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N N 100000000.00 99940833.34 0.0222 N 99919290.00 99919290.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.32% 2254EAFN8 Financial Company Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N N 50000000.00 49963555.55 0.0111 N 49948900.00 49948900.00 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 74978854.17 0.0166 N 74983657.50 74983657.50 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0FB3 Financial Company Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N N 16000000.00 15990533.33 0.0035 N 15991499.20 15991499.20 DNB Bank ASA DNB Bank ASA, 0.35% 2332K0G22 Financial Company Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N N 38000000.00 37966011.13 0.0084 N 37970135.80 37970135.80 DNB Bank ASA DNB Bank ASA, 0.40% 2332K0FV9 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N N 8000000.00 7992088.89 0.0018 N 7994075.20 7994075.20 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 99914749.98 0.0221 N 99945850.00 99945850.00 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 99908722.20 0.0221 N 99935800.00 99935800.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-04-12 2012-09-12 N N N 132000000.00 132000000.00 0.0293 N 131988384.00 131988384.00 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 54944083.33 0.0122 N 54955989.00 54955989.00 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 25972050.00 0.0058 N 25977512.60 25977512.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.35% 60682WF11 Financial Company Commercial Paper First Tier Security 2012-06-01 2012-06-01 N N N 120000000.00 119928833.33 0.0266 N 119924196.00 119924196.00 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 2998966.67 0.0007 N 2999285.10 2999285.10 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 37984462.22 0.0084 N 37990560.80 37990560.80 National Australia Funding, Inc. National Australia Funding, Inc., 0.20% 63253JDH0 Financial Company Commercial Paper First Tier Security 2012-04-17 2012-04-17 N N N 200000000.00 199982222.20 0.0443 N 199996000.00 199996000.00 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 18641607.50 0.0041 N 18649254.00 18649254.00 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 19973888.89 0.0044 N 19971440.00 19971440.00 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 3999804.44 0.0009 N 3999900.00 3999900.00 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 2999706.67 0.0007 N 2999859.30 2999859.30 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 11997800.00 0.0027 N 11998809.60 11998809.60 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.36% 74977KFD6 Financial Company Commercial Paper First Tier Security 2012-06-13 2012-06-13 N N N 75000000.00 74945250.00 0.0166 N 74954685.00 74954685.00 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 74977516.67 0.0166 N 74992560.00 74992560.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TE72 Financial Company Commercial Paper First Tier Security 2012-05-07 2012-05-07 N N N 29000000.00 28988400.00 0.0064 N 28991520.40 28991520.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEB3 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 5000000.00 4997777.78 0.0011 N 4998308.50 4998308.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEB3 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 3000000.00 2998666.67 0.0007 N 2998985.10 2998985.10 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEE7 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-05-14 N N N 3000000.00 2998566.67 0.0007 N 2998875.00 2998875.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEG2 Financial Company Commercial Paper First Tier Security 2012-05-16 2012-05-16 N N N 10000000.00 9995000.00 0.0022 N 9995992.00 9995992.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365RD44 Financial Company Commercial Paper First Tier Security 2012-04-04 2012-04-04 N N N 32000000.00 31999066.66 0.0071 N 31999334.40 31999334.40 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 24988652.78 0.0055 N 24990625.00 24990625.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.32% 86958FFF9 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 3000000.00 2998000.00 0.0007 N 2998408.80 2998408.80 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 24999277.78 0.0055 N 24999667.50 24999667.50 Swedbank AB Swedbank AB, 0.43% 87019RE10 Financial Company Commercial Paper First Tier Security 2012-05-01 2012-05-01 N N N 5000000.00 4998229.17 0.0011 N 4998858.00 4998858.00 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 24948145.83 0.0055 N 24984852.50 24984852.50 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 10998484.44 0.0024 N 10999587.50 10999587.50 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 41966773.34 0.0093 N 41980570.80 41980570.80 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 58972958.34 0.0131 N 58989085.00 58989085.00 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 49983500.00 0.0111 N 49994765.00 49994765.00 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 19989444.44 0.0044 N 19994674.00 19994674.00 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 0.0055 N 25000000.00 25000000.00 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 0.0055 N 25000075.00 25000075.00 Autobahn Funding Autobahn Funding, 0.48% 0527M0EB9 Asset Backed Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 10000000.00 9994666.66 0.0022 N 9997107.00 9997107.00 Autobahn Funding Autobahn Funding, 0.48% 0527M0EJ2 Asset Backed Commercial Paper First Tier Security 2012-05-18 2012-05-18 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 2000000.00 1998746.67 0.0004 N 1999311.20 1999311.20 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 13323941.40 0.0030 N 13324085.91 13324085.91 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 58994100.00 0.0131 N 58995639.90 58995639.90 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 GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 100000000.00 99964555.56 0.0222 N 99956670.00 99956670.00 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 49998666.67 0.0111 N 49998415.00 49998415.00 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 10999413.33 0.0024 N 10999419.20 10999419.20 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 21998240.00 0.0049 N 21998374.20 21998374.20 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 25997053.33 0.0058 N 25997215.40 25997215.40 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LDJ0 Asset Backed Commercial Paper First Tier Security 2012-04-18 2012-04-18 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 37000000.00 36995981.38 0.0082 N 36996037.30 36996037.30 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 65030062.72 0.0144 N 65032772.60 65032772.60 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 20995298.34 0.0047 N 20997421.20 20997421.20 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.27% 79540ADK1 Asset Backed Commercial Paper First Tier Security 2012-04-19 2012-04-19 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 3000000.00 2999595.00 0.0007 N 2999655.00 2999655.00 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 998831.25 0.0002 N 999171.40 999171.40 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 44996902.23 0.0100 N 44999595.00 44999595.00 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 39999154.08 0.0089 N 40003520.00 40003520.00 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 34992839.34 0.0078 N 34989115.00 34989115.00 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 34998482.09 0.0078 N 35010115.00 35010115.00 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 24998204.58 0.0055 N 25008975.00 25008975.00 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 36994652.43 0.0082 N 37008214.00 37008214.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313375XW2 Government Agency Debt First Tier Security 2012-11-02 2012-11-02 N N N 13000000.00 13000000.00 0.0029 N 13008359.00 13008359.00 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 0.0006 N 2667384.00 2667384.00 Freddie Mac Freddie Mac, 0.15% 313396VC4 Government Agency Debt First Tier Security 2012-04-03 2012-04-03 N N N 18000000.00 17999850.00 0.0040 N 17999982.00 17999982.00 Freddie Mac Freddie Mac, 0.15% 313396VJ9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N N 17000000.00 16999433.33 0.0038 N 16999932.00 16999932.00 Freddie Mac Freddie Mac, 0.20% 3134G13Z5 Government Agency Debt First Tier Security 2012-04-10 2012-08-10 N N N 100000000.00 99981909.06 0.0222 N 100047800.00 100047800.00 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 6999963.06 0.0016 N 6999906.90 6999906.90 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 2012-04-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 10000000.00 9999894.44 0.0022 N 9999844.00 9999844.00 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 16999730.83 0.0038 N 16999811.30 16999811.30 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 5999905.00 0.0013 N 5999933.40 5999933.40 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 11999746.67 0.0027 N 11999707.20 11999707.20 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 4999788.89 0.0011 N 4999889.00 4999889.00 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 23998860.00 0.0053 N 23999414.40 23999414.40 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 22998786.11 0.0051 N 22999385.90 22999385.90 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 7999535.56 0.0018 N 7999660.00 7999660.00 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 18998495.83 0.0042 N 18999067.10 18999067.10 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 12998902.22 0.0029 N 12999317.50 12999317.50 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 6999371.94 0.0016 N 6999549.20 6999549.20 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 12998765.00 0.0029 N 12999106.90 12999106.90 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 9999050.00 0.0022 N 9999313.00 9999313.00 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 13998152.78 0.0031 N 13998609.80 13998609.80 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 77989665.00 0.0173 N 77994384.00 77994384.00 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 3997444.45 0.0009 N 3997128.00 3997128.00 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 11000000.00 10986653.29 0.0024 N 10984105.00 10984105.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956H9 Treasury Debt First Tier Security 2012-09-13 2012-09-13 N N N 74000000.00 73950522.91 0.0164 N 73957080.00 73957080.00 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 183751124.02 0.0407 N 183721935.00 183721935.00 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 65000000.00 65112907.68 0.0144 N 65106665.00 65106665.00 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 16105443.86 0.0036 N 16103744.00 16103744.00 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 8046871.45 0.0018 N 8047504.00 8047504.00 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 9147435.99 0.0020 N 9146601.00 9146601.00 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 3016299.20 0.0007 N 3016407.00 3016407.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PV6 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 9000000.00 9018829.41 0.0020 N 9018630.00 9018630.00 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 20028425.48 0.0044 N 20029680.00 20029680.00 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 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9895000.00 9895000.00 0.0022 N 9895000.00 9895000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.18% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0027 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.18% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 6990000.00 6990000.00 0.0015 N 6990000.00 6990000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.19% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.26% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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., 0.17% (Univ. Health Systems of Eastern Carolina) Series 2008 B, LOC Branch Banking & 65821DAZ4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 1750000.00 1750000.00 0.0004 N 1750000.00 1750000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.20% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0042 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.20% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 21645000.00 21645000.00 0.0048 N 21645000.00 21645000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.22% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0112 N 50385000.00 50385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.23% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26245000.00 26245000.00 0.0058 N 26245000.00 26245000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.24% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8780000.00 8780000.00 0.0019 N 8780000.00 8780000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.27% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10500000.00 10500000.00 0.0023 N 10500000.00 10500000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.24% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 59300000.00 59300000.00 0.0131 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, Cincinnati) 27884FPW4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y US BANK NA CINCINNATI OHIO N/A N/A N N 1200000.00 1200000.00 0.0003 N 1200000.00 1200000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.06%, dated 3/30/2012 due 04/02/2012 44P99W5R9_07629 Treasury Repurchase Agreement Y US TREASURY 2012-03-31 2040-08-15 0 - 9.25 Treasury Debt 717993738.25 761933804.75 Unrated Security 2012-04-02 2012-04-02 N N N 746578000.00 746578000.00 0.1655 N 746578000.00 746578000.00