N-MFP LIVE N 2012-04-30 0000702149 S000007506 1 N N 002-77169 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 56 62 4327518007.84 1395062.91 26069443.47 4302843627.28 0.0028 1.0005 2012-04-30 1.0005 2012-04-30 C000020486 1.00 4302843627.28 1.00 -209081994.32 739687504.52 948769498.84 0.0008 1.0005 2012-04-30 1.0005 2012-04-30 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 64889500.00 0.0151 N 64856532.00 64856532.00 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 49980166.67 0.0116 N 49994135.00 49994135.00 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 49958472.21 0.0116 N 49986985.00 49986985.00 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 2999969.17 0.0007 N 2999975.10 2999975.10 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 2999815.00 0.0007 N 2999912.40 2999912.40 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 44993825.00 0.0105 N 44997376.50 44997376.50 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 5998733.33 0.0014 N 5999475.00 5999475.00 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 46999516.94 0.0109 N 46999661.60 46999661.60 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.37% 0556N0F42 Financial Company Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N N 43000000.00 42984973.87 0.0100 N 42990385.20 42990385.20 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 7997888.89 0.0019 N 7999202.40 7999202.40 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 13999900.67 0.0033 N 13997172.00 13997172.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-10-22 N N N 6000000.00 6000000.00 0.0014 N 5999442.00 5999442.00 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 9999722.22 0.0023 N 9999933.00 9999933.00 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 2999037.50 0.0007 N 2999851.80 2999851.80 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 6997604.44 0.0016 N 6999634.60 6999634.60 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 19993155.56 0.0046 N 19998956.00 19998956.00 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 6994936.67 0.0016 N 6999174.70 6999174.70 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 6994575.00 0.0016 N 6999090.70 6999090.70 Credit Suisse New York Branch Credit Suisse New York Branch, 0.28% 2254EAGW7 Financial Company Commercial Paper First Tier Security 2012-07-30 2012-07-30 N N N 50000000.00 49964999.99 0.0116 N 49964600.00 49964600.00 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 99965833.34 0.0232 N 99966400.00 99966400.00 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 49976888.89 0.0116 N 49975930.00 49975930.00 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 15994533.33 0.0037 N 15996900.80 15996900.80 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 37977094.45 0.0088 N 37987566.40 37987566.40 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 7994755.56 0.0019 N 7997600.00 7997600.00 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 99940583.32 0.0232 N 99968310.00 99968310.00 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 99934555.54 0.0232 N 99964490.00 99964490.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-09-12 N N N 132000000.00 132000000.00 0.0307 N 131990628.00 131990628.00 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 54957833.33 0.0128 N 54969876.50 54969876.50 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 25978550.00 0.0060 N 25984350.60 25984350.60 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 119963833.32 0.0279 N 119973552.00 119973552.00 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 2999966.67 0.0007 N 2999973.30 2999973.30 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 37999028.89 0.0088 N 37999494.60 37999494.60 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 18650000.00 0.0043 N 18649953.38 18649953.38 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 19981722.22 0.0046 N 19984736.00 19984736.00 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0GA5 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 26000000.00 25973711.11 0.0060 N 25980156.80 25980156.80 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0GG2 Financial Company Commercial Paper First Tier Security 2012-07-16 2012-07-16 N N N 26000000.00 25971457.79 0.0060 N 25977367.00 25977367.00 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 74967750.00 0.0174 N 74980875.00 74980875.00 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 28998066.67 0.0067 N 28999098.10 28999098.10 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 4999444.45 0.0012 N 4999725.00 4999725.00 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 2999666.67 0.0007 N 2999835.00 2999835.00 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 2999566.67 0.0007 N 2999772.60 2999772.60 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 9998333.33 0.0023 N 9999098.00 9999098.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365RE27 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 30000000.00 29999708.33 0.0070 N 29999733.00 29999733.00 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 24996569.44 0.0058 N 24998105.00 24998105.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.26% 86958FGA9 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 100000000.00 99949444.44 0.0232 N 99949910.00 99949910.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.26% 86958FGA9 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 50000000.00 49974722.21 0.0116 N 49974955.00 49974955.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958FGJ0 Financial Company Commercial Paper First Tier Security 2012-07-18 2012-07-18 N N N 40000000.00 39977033.33 0.0093 N 39977528.00 39977528.00 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 2998800.00 0.0007 N 2999186.10 2999186.10 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 5000000.00 0.0012 N 4999978.00 4999978.00 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 24960020.83 0.0058 N 24987392.50 24987392.50 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 41977973.34 0.0098 N 41987400.00 41987400.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.40% 89233GL61 Financial Company Commercial Paper First Tier Security 2012-11-06 2012-11-06 N N N 50000000.00 49895000.01 0.0116 N 49894400.00 49894400.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CFN2 Financial Company Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N N 125000000.00 124936805.60 0.0290 N 124945100.00 124945100.00 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 58997541.67 0.0137 N 58999079.60 58999079.60 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 19997777.78 0.0046 N 19998900.00 19998900.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.24% 0527M0E11 Asset Backed Commercial Paper First Tier Security 2012-05-01 2012-05-01 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 16555000.00 16555000.00 0.0038 N 16554884.12 16554884.12 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 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 9998666.67 0.0023 N 9999389.00 9999389.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 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 1999546.67 0.0005 N 1999790.00 1999790.00 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 GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 100000000.00 99982888.90 0.0232 N 99983080.00 99983080.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LE83 Asset Backed Commercial Paper First Tier Security 2012-05-08 2012-05-08 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 25000000.00 24999027.78 0.0058 N 24998927.50 24998927.50 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.24% 56274LE75 Asset Backed Commercial Paper First Tier Security 2012-05-07 2012-05-07 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 34000000.00 33998640.00 0.0079 N 33998745.40 33998745.40 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.24% 56274LEJ9 Asset Backed Commercial Paper First Tier Security 2012-05-18 2012-05-18 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 40000000.00 39995466.67 0.0093 N 39995800.00 39995800.00 Market Street Funding LLC Market Street Funding LLC, 0.23% 5705X4GJ7 Asset Backed Commercial Paper First Tier Security 2012-07-18 2012-07-18 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 100077000.00 100027128.31 0.0232 N 100041202.46 100041202.46 Market Street Funding LLC Market Street Funding LLC, 0.23% 5705X4GR9 Asset Backed Commercial Paper First Tier Security 2012-07-25 2012-07-25 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 22083000.00 22071007.71 0.0051 N 22074191.09 22074191.09 Market Street Funding LLC Market Street Funding LLC, 0.23% 5705X4GS7 Asset Backed Commercial Paper First Tier Security 2012-07-26 2012-07-26 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 5000000.00 4997252.78 0.0012 N 4997970.00 4997970.00 Market Street Funding LLC Market Street Funding LLC, 0.24% 5705X4H31 Asset Backed Commercial Paper First Tier Security 2012-08-03 2012-08-03 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 14000000.00 13991226.67 0.0033 N 13993609.00 13993609.00 Market Street Funding LLC Market Street Funding LLC, 0.24% 5705X4H64 Asset Backed Commercial Paper First Tier Security 2012-08-06 2012-08-06 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 22000000.00 21985773.34 0.0051 N 21989519.20 21989519.20 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 20999848.33 0.0049 N 20999848.80 20999848.80 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.21% 79540AEG9 Asset Backed Commercial Paper First Tier Security 2012-05-16 2012-05-16 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 25170000.00 25167797.63 0.0058 N 25167634.02 25167634.02 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.22% 79540AEM6 Asset Backed Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 17000000.00 16997922.23 0.0040 N 16997917.50 16997917.50 General Electric Co. General Electric Co., 0.21% 36960LFT7 Other Commercial Paper First Tier Security 2012-06-27 2012-06-27 N N N 15000000.00 14995012.50 0.0035 N 14996157.00 14996157.00 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 999185.42 0.0002 N 999534.00 999534.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133794H9 Government Agency Debt First Tier Security 2012-10-19 2012-10-19 N N N 24000000.00 23996860.33 0.0056 N 23996352.00 23996352.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133794M8 Government Agency Debt First Tier Security 2012-10-19 2012-10-19 N N N 16000000.00 15997913.88 0.0037 N 15997568.00 15997568.00 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 39999264.90 0.0093 N 39998440.00 39998440.00 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 34993510.66 0.0081 N 34984670.00 34984670.00 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 34998768.49 0.0081 N 35008575.00 35008575.00 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 24998485.11 0.0058 N 25007975.00 25007975.00 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 36995384.97 0.0086 N 37004329.00 37004329.00 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 0.0030 N 13005239.00 13005239.00 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 2666872.00 2666872.00 Freddie Mac Freddie Mac, 0.20% 3134G13Z5 Government Agency Debt First Tier Security 2012-05-10 2012-08-10 N N N 100000000.00 99986052.02 0.0232 N 100037900.00 100037900.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257JQ59 Government Agency Debt First Tier Security 2012-07-06 2012-07-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 15000000.00 14995350.00 0.0035 N 14996482.50 14996482.50 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGB5 Government Agency Debt First Tier Security 2012-07-11 2012-07-11 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 18000000.00 17994060.00 0.0042 N 17994744.00 17994744.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EHX9 Government Agency Debt First Tier Security 2012-07-12 2012-07-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9000000.00 8996895.00 0.0021 N 8997485.40 8997485.40 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGD1 Government Agency Debt First Tier Security 2012-07-12 2012-07-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4000000.00 3998620.00 0.0009 N 3998882.40 3998882.40 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJC3 Government Agency Debt First Tier Security 2012-07-13 2012-07-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4000000.00 3998600.00 0.0009 N 3998780.40 3998780.40 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGK5 Government Agency Debt First Tier Security 2012-07-16 2012-07-16 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 14000000.00 13995030.00 0.0033 N 13995912.00 13995912.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJL3 Government Agency Debt First Tier Security 2012-07-19 2012-07-19 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 18000000.00 17993160.00 0.0042 N 17994135.60 17994135.60 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJS8 Government Agency Debt First Tier Security 2012-07-23 2012-07-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 68000000.00 67973480.00 0.0158 N 67974296.00 67974296.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJV1 Government Agency Debt First Tier Security 2012-07-26 2012-07-26 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 15000000.00 14993775.00 0.0035 N 14993982.00 14993982.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJY5 Government Agency Debt First Tier Security 2012-07-30 2012-07-30 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 32000000.00 31986400.00 0.0074 N 31986140.80 31986140.80 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 3997827.78 0.0009 N 3997312.00 3997312.00 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 10987936.63 0.0026 N 10986228.00 10986228.00 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 73959518.74 0.0172 N 73965294.00 73965294.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956M8 Treasury Debt First Tier Security 2012-10-11 2012-10-11 N N N 50000000.00 49966041.68 0.0116 N 49970000.00 49970000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956P1 Treasury Debt First Tier Security 2012-11-01 2012-11-01 N N N 25000000.00 24981041.68 0.0058 N 24981500.00 24981500.00 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 183536517.17 0.0427 N 183521916.00 183521916.00 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 65084914.04 0.0151 N 65081250.00 65081250.00 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 16089386.42 0.0037 N 16088752.00 16088752.00 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 8036532.16 0.0019 N 8037504.00 8037504.00 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 9118336.78 0.0021 N 9119178.00 9119178.00 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 3013371.20 0.0007 N 3013710.00 3013710.00 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 9016504.79 0.0021 N 9017226.00 9017226.00 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 20009044.47 0.0047 N 20009380.00 20009380.00 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.26% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9895000.00 9895000.00 0.0023 N 9895000.00 9895000.00 Guilford County Gen. Oblig. Guilford County Gen. Oblig., 0.23% Series 2007 B, (Liquidity Facility Branch Banking & Trust Co.) VRDN 401784WA7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 4900000.00 4900000.00 0.0011 N 4900000.00 4900000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.25% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0029 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.25% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.0016 N 6990000.00 6990000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.25% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.31% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.24% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.0050 N 21645000.00 21645000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.24% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.0044 N 18800000.00 18800000.00 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) Series 2008 B, LOC Branch Banking & 65821DAZ4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.28% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0117 N 50385000.00 50385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.29% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26245000.00 26245000.00 0.0061 N 26245000.00 26245000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.30% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8780000.00 8780000.00 0.0020 N 8780000.00 8780000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.32% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10500000.00 10500000.00 0.0024 N 10500000.00 10500000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.30% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 59300000.00 59300000.00 0.0138 N 59300000.00 59300000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.24% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FPW4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.18%, dated 4/30/2012 due 05/01/2012 45G99KFY6_07629 Treasury Repurchase Agreement Y US TREASURY 2013-01-31 2021-11-15 0.625 - 2.375 Treasury Debt 495448706.37 510048464.03 Unrated Security 2012-05-01 2012-05-01 N N N 500045000.00 500045000.00 0.1162 N 500045000.00 500045000.00 UBS Securities LLC UBS Securities LLC, 0.17% 44T99CQH8 0000230611 Treasury Repurchase Agreement Y US TREASURY 2017-04-30 2017-04-30 0.875 - 0.875 Treasury Debt 101716400.00 102002426.52 First Tier Security 2012-05-07 2012-05-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0232 N 100000000.00 100000000.00