N-MFP LIVE N 2012-10-31 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 57 64 3517487077.78 1436073.43 840092.88 3518083058.33 0.0026 1.0006 2012-10-31 1.0006 2012-10-31 C000020486 1.00 3518083058.33 1.00 -124497454.72 702075090.01 826572544.73 0.0006 1.0006 2012-10-31 1.0006 2012-10-31 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.35% 06741GNG6 Financial Company Commercial Paper First Tier Security 2013-01-04 2013-01-04 N N N 4000000.00 3997511.11 0.0011 N 3998594.00 3998594.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.20% 20272DNG1 Financial Company Commercial Paper First Tier Security 2013-01-16 2013-01-16 N N N 50000000.00 49978888.90 0.0142 N 49977150.00 49977150.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ACM6 Financial Company Commercial Paper First Tier Security 2012-11-26 2012-11-26 N N N 38000000.00 38000000.00 0.0108 N 38000532.00 38000532.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ACK0 Financial Company Commercial Paper First Tier Security 2012-11-26 2012-11-26 N N N 33000000.00 33000000.00 0.0094 N 33000462.00 33000462.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-11-27 2012-11-27 N N N 8000000.00 7999886.74 0.0023 N 8001264.00 8001264.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 20272DP46 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 15000000.00 14987531.25 0.0043 N 14990239.50 14990239.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMH0 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 3000000.00 2998466.67 0.0009 N 2999328.90 2999328.90 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMM9 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 4000000.00 3997777.78 0.0011 N 3999014.00 3999014.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.24% 2254EALT8 Financial Company Commercial Paper First Tier Security 2012-11-27 2012-11-27 N N N 80000000.00 79986133.33 0.0227 N 79988784.00 79988784.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.27% 2254EAPK3 Financial Company Commercial Paper First Tier Security 2013-02-19 2013-02-19 N N N 24000000.00 23980200.00 0.0068 N 23981426.40 23981426.40 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0NX6 Financial Company Commercial Paper First Tier Security 2013-01-31 2013-01-31 N N N 12000000.00 11992416.67 0.0034 N 11992588.80 11992588.80 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0P48 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 12000000.00 11992083.33 0.0034 N 11992128.00 11992128.00 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0P71 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 2000000.00 1998584.45 0.0006 N 1998630.60 1998630.60 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0N73 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-01-07 N N N 6000000.00 5996650.00 0.0017 N 5997782.40 5997782.40 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 4662J0LF7 Financial Company Commercial Paper First Tier Security 2012-11-15 2012-11-15 N N N 10000000.00 9998911.11 0.0028 N 9999750.00 9999750.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBG7 Financial Company Commercial Paper First Tier Security 2012-11-26 2013-04-26 N N N 74000000.00 74000000.00 0.0210 N 73995249.20 73995249.20 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 60682WN38 Financial Company Commercial Paper First Tier Security 2013-01-03 2013-01-03 N N N 37000000.00 36979927.49 0.0105 N 36982436.10 36982436.10 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.50% 60682WPU6 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 102000000.00 101831416.66 0.0289 N 101867400.00 101867400.00 PNC Bank NA PNC Bank NA, 0.24% 69349JPC1 Financial Company Commercial Paper First Tier Security 2013-02-12 2013-02-12 N N N 11000000.00 10992446.66 0.0031 N 10994947.70 10994947.70 PNC Bank NA PNC Bank NA, 0.39% 69349JPF4 Financial Company Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N N 8000000.00 7990813.34 0.0023 N 7996172.00 7996172.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP13 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 4000000.00 3997342.22 0.0011 N 3997365.20 3997365.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.36% 83050TL58 Financial Company Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 29000000.00 28998840.00 0.0082 N 28999759.30 28999759.30 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TLU3 Financial Company Commercial Paper First Tier Security 2012-11-28 2012-11-28 N N N 6000000.00 5998335.00 0.0017 N 5999506.20 5999506.20 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.30% 83365RM36 Financial Company Commercial Paper First Tier Security 2012-12-03 2012-12-03 N N N 48000000.00 47987199.98 0.0136 N 47986800.00 47986800.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.40% 83365RL11 Financial Company Commercial Paper First Tier Security 2012-11-01 2012-11-01 N N N 50000000.00 50000000.00 0.0142 N 49999640.00 49999640.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.37% 86562KPK4 Financial Company Commercial Paper First Tier Security 2013-02-19 2013-02-19 N N N 27000000.00 26969887.51 0.0077 N 26976607.20 26976607.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562KPB4 Financial Company Commercial Paper First Tier Security 2013-02-11 2013-02-11 N N N 60000000.00 59933700.01 0.0170 N 59953080.00 59953080.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.44% 86562KPU2 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 25000000.00 24963638.89 0.0071 N 24975832.50 24975832.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNF0 Financial Company Commercial Paper First Tier Security 2013-01-15 2013-01-15 N N N 8000000.00 7995833.33 0.0023 N 7996087.20 7996087.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNN3 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-01-22 N N N 6000000.00 5996583.33 0.0017 N 5996675.40 5996675.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FPC5 Financial Company Commercial Paper First Tier Security 2013-02-12 2013-02-12 N N N 23000000.00 22983548.61 0.0065 N 22982480.90 22982480.90 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.26% 86958FPD3 Financial Company Commercial Paper First Tier Security 2013-02-13 2013-02-13 N N N 85000000.00 84937383.34 0.0241 N 84934303.50 84934303.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958FMU8 Financial Company Commercial Paper First Tier Security 2012-12-28 2012-12-28 N N N 9000000.00 8996152.50 0.0026 N 8996994.00 8996994.00 Swedbank AB Swedbank AB, 0.25% 87019RMD5 Financial Company Commercial Paper First Tier Security 2012-12-13 2012-12-13 N N N 2000000.00 1999416.67 0.0006 N 1999460.20 1999460.20 Swedbank AB Swedbank AB, 0.26% 87019RMC7 Financial Company Commercial Paper First Tier Security 2012-12-12 2012-12-12 N N N 10000000.00 9997095.83 0.0028 N 9997387.00 9997387.00 Swedbank AB Swedbank AB, 0.31% 87019RM37 Financial Company Commercial Paper First Tier Security 2012-12-03 2012-12-03 N N N 29000000.00 28992008.89 0.0082 N 28994524.80 28994524.80 Swedbank AB Swedbank AB, 0.31% 87019RM60 Financial Company Commercial Paper First Tier Security 2012-12-06 2012-12-06 N N N 2000000.00 1999397.22 0.0006 N 1999576.00 1999576.00 Swedbank AB Swedbank AB, 0.31% 87019RM78 Financial Company Commercial Paper First Tier Security 2012-12-07 2012-12-07 N N N 8000000.00 7997520.00 0.0023 N 7998240.80 7998240.80 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.20% 89116ENA7 Financial Company Commercial Paper First Tier Security 2013-01-10 2013-01-10 N N N 50000000.00 49980555.56 0.0142 N 49979950.00 49979950.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GQ17 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N N 5000000.00 4994833.33 0.0014 N 4995950.00 4995950.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GQ82 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-03-08 N N N 5000000.00 4994355.55 0.0014 N 4995644.50 4995644.50 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 49997222.22 0.0142 N 49999000.00 49999000.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 3000000.00 2998088.33 0.0009 N 2999375.10 2999375.10 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 1000000.00 999362.78 0.0003 N 999791.70 999791.70 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNP8 Financial Company Commercial Paper First Tier Security 2013-01-23 2013-01-23 N N N 2000000.00 1998570.56 0.0006 N 1999365.40 1999365.40 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNU7 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-01-28 N N N 4000000.00 3996968.89 0.0011 N 3998460.40 3998460.40 UBS Finance, Inc. UBS Finance, Inc., 0.39% 90262CRR0 Financial Company Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N N 19000000.00 18963979.17 0.0054 N 18964764.50 18964764.50 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CL54 Financial Company Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 75000000.00 74996666.67 0.0213 N 74999790.00 74999790.00 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CRC3 Financial Company Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N N 18000000.00 17963550.00 0.0051 N 17971909.20 17971909.20 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MH9 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 14000000.00 13992844.45 0.0040 N 13997940.60 13997940.60 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MM8 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 19000000.00 18989444.44 0.0054 N 18996823.20 18996823.20 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346LN85 Asset Backed Commercial Paper First Tier Security 2013-01-08 2013-01-08 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 39037000.00 39018565.86 0.0111 N 39016798.35 39016798.35 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TMT7 Asset Backed Commercial Paper First Tier Security 2012-12-27 2012-12-27 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 37000000.00 36988488.88 0.0105 N 36984182.50 36984182.50 Liberty Street Funding LLC Liberty Street Funding LLC, 0.23% 53127TLU5 Asset Backed Commercial Paper First Tier Security 2012-11-28 2012-11-28 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 3000000.00 2999482.50 0.0009 N 2999370.00 2999370.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.25% 53127TL19 Asset Backed Commercial Paper First Tier Security 2012-11-01 2012-11-01 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 26000000.00 26000000.00 0.0074 N 25999805.00 25999805.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.40% 56274LL10 Asset Backed Commercial Paper First Tier Security 2012-11-01 2012-11-01 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 38000000.00 38000000.00 0.0108 N 37999544.00 37999544.00 Market Street Funding LLC Market Street Funding LLC, 0.19% 5705X4M35 Asset Backed Commercial Paper First Tier Security 2012-12-03 2012-12-03 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 37000000.00 36993751.11 0.0105 N 36994642.40 36994642.40 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4MB7 Asset Backed Commercial Paper First Tier Security 2012-12-11 2012-12-11 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 14000000.00 13996888.89 0.0040 N 13997145.40 13997145.40 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4ME1 Asset Backed Commercial Paper First Tier Security 2012-12-14 2012-12-14 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 50031000.00 50019048.15 0.0142 N 50019562.91 50019562.91 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4MH4 Asset Backed Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 40040000.00 40029767.55 0.0114 N 40030066.08 40030066.08 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4MK7 Asset Backed Commercial Paper First Tier Security 2012-12-19 2012-12-19 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 5000000.00 4998666.67 0.0014 N 4998707.00 4998707.00 Fannie Mae Fannie Mae, 0.16% 313589CS0 Government Agency Debt First Tier Security 2013-03-06 2013-03-06 N N N 8000000.00 7995694.45 0.0023 N 7996392.00 7996392.00 Fannie Mae Fannie Mae, 0.17% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 4000000.00 4019324.35 0.0011 N 4019592.00 4019592.00 Fannie Mae Fannie Mae, 0.17% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 5000000.00 5009146.69 0.0014 N 5009415.00 5009415.00 Fannie Mae Fannie Mae, 0.18% 31398AJ94 Government Agency Debt First Tier Security 2013-05-07 2013-05-07 N N N 18000000.00 18144917.58 0.0052 N 18139752.00 18139752.00 Fannie Mae Fannie Mae, 0.20% 3135G0PG2 Government Agency Debt First Tier Security 2012-11-11 2014-09-11 N N N 21000000.00 20992312.78 0.0060 N 20994414.00 20994414.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313385CZ7 Government Agency Debt First Tier Security 2013-03-13 2013-03-13 N N N 4000000.00 3997712.00 0.0011 N 3998096.00 3998096.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313372RK2 Government Agency Debt First Tier Security 2013-03-27 2013-03-27 N N N 8000000.00 8026891.52 0.0023 N 8027232.00 8027232.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313378BF7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 1000000.00 1000020.03 0.0003 N 1000066.00 1000066.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313378EW7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 1000000.00 1000051.80 0.0003 N 1000097.00 1000097.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380RJ8 Government Agency Debt First Tier Security 2013-03-18 2013-03-18 N N N 3000000.00 2999817.71 0.0009 N 2999886.00 2999886.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313379WT2 Government Agency Debt First Tier Security 2013-03-25 2013-03-25 N N N 8000000.00 8000260.92 0.0023 N 8000960.00 8000960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313380SH1 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 3000000.00 2999484.63 0.0009 N 2999235.00 2999235.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3133XXYX9 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 25000000.00 25267020.32 0.0072 N 25267200.00 25267200.00 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 39999944.59 0.0114 N 40000840.00 40000840.00 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 34997628.03 0.0099 N 35003010.00 35003010.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380LN5 Government Agency Debt First Tier Security 2013-08-23 2013-08-23 N N N 1000000.00 999207.67 0.0003 N 999311.00 999311.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313374Y61 Government Agency Debt First Tier Security 2013-08-28 2013-08-28 N N N 1000000.00 1002285.87 0.0003 N 1002399.00 1002399.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380S40 Government Agency Debt First Tier Security 2013-09-19 2013-09-19 N N N 4000000.00 3999009.23 0.0011 N 3999296.00 3999296.00 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 36999877.91 0.0105 N 37000370.00 37000370.00 Freddie Mac Freddie Mac, 0.15% 313397CK5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 13000000.00 12993608.33 0.0037 N 12994891.00 12994891.00 Freddie Mac Freddie Mac, 0.15% 313397CL3 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 13000000.00 12993554.16 0.0037 N 12994852.00 12994852.00 Freddie Mac Freddie Mac, 0.16% 313397CX7 Government Agency Debt First Tier Security 2013-03-11 2013-03-11 N N N 4000000.00 3997761.11 0.0011 N 3998124.00 3998124.00 Freddie Mac Freddie Mac, 0.17% to 0.19% 3137EACJ6 Government Agency Debt First Tier Security 2013-04-15 2013-04-15 N N N 47000000.00 47303592.16 0.0134 N 47309495.00 47309495.00 Freddie Mac Freddie Mac, 0.18% 3137EABJ7 Government Agency Debt First Tier Security 2013-05-29 2013-05-29 N N N 57000000.00 58084806.29 0.0165 N 58083228.00 58083228.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EQB7 Government Agency Debt First Tier Security 2013-01-15 2013-01-15 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9000000.00 8996850.00 0.0026 N 8996905.80 8996905.80 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956Y2 Treasury Debt First Tier Security 2012-12-27 2012-12-27 N N N 13000000.00 12996966.67 0.0037 N 12997972.00 12997972.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127957F2 Treasury Debt First Tier Security 2013-02-14 2013-02-14 N N N 8000000.00 7996616.66 0.0023 N 7997320.00 7997320.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127957G0 Treasury Debt First Tier Security 2013-02-21 2013-02-21 N N N 20000000.00 19990791.08 0.0057 N 19992700.00 19992700.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796AA7 Treasury Debt First Tier Security 2013-04-18 2013-04-18 N N N 27000000.00 26981100.00 0.0077 N 26982369.00 26982369.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.18% 912828PV6 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 17000000.00 17004447.96 0.0048 N 17004641.00 17004641.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.17% 912828AU4 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 18000000.00 18192251.73 0.0052 N 18193356.00 18193356.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828HV5 Treasury Debt First Tier Security 2013-03-31 2013-03-31 N N N 3000000.00 3028803.76 0.0009 N 3028827.00 3028827.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.22% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 53000000.00 53371829.67 0.0152 N 53380964.00 53380964.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828PR5 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 2000000.00 2002229.57 0.0006 N 2002344.00 2002344.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828MN7 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 11000000.00 11038002.76 0.0031 N 11038247.00 11038247.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 2000000.00 2002971.60 0.0006 N 2003046.00 2003046.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828HT0 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 4000000.00 4033706.48 0.0011 N 4033908.00 4033908.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.21% 912828JG6 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 60000000.00 61421911.91 0.0175 N 61417980.00 61417980.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 16000000.00 15989440.94 0.0045 N 15990000.00 15990000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 26000000.00 26110806.06 0.0074 N 26116792.00 26116792.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 4000000.00 4126466.72 0.0012 N 4127500.00 4127500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.23% 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 23000000.00 23140687.15 0.0066 N 23147338.00 23147338.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 40000000.00 40217636.55 0.0114 N 40229680.00 40229680.00 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 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9795000.00 9795000.00 0.0028 N 9795000.00 9795000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.22% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0075 N 26400000.00 26400000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.22% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0035 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.21% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 6700000.00 6700000.00 0.0019 N 6700000.00 6700000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.20% (Univ. Health Systems of Eastern Carolina) Series 2008 B, LOC Branch Banking & 65821DAZ4 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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 0.0005 N 1750000.00 1750000.00 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 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8780000.00 8780000.00 0.0025 N 8780000.00 8780000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.25% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0143 N 50385000.00 50385000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.21% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 59250000.00 59250000.00 0.0168 N 59250000.00 59250000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.29%, dated 10/31/2012 due 11/01/2012 47V99GKB8_06453 Treasury Repurchase Agreement Y US TREASURY 2012-11-15 2022-08-15 0.125 - 5.125 Treasury Debt 503866895.24 525201326.31 Unrated Security 2012-11-01 2012-11-01 N N N 514898956.00 514898955.94 0.1464 N 514898955.94 514898955.94 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.29%, dated 10/31/2012 due 11/01/2012 47V99GKB8_07629 Treasury Repurchase Agreement Y US TREASURY 2013-01-15 2018-07-31 0.25 - 4.25 Treasury Debt 578433207.26 600143298.71 Unrated Security 2012-11-01 2012-11-01 N N N 588371044.00 588371044.06 0.1672 N 588371044.06 588371044.06