N-MFP LIVE N 2011-04-29 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 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 54 74 4347251038.62 2668171.23 1202656.22 4348716554.58 0.0029 1.0006 2011-04-29 1.0006 2011-04-29 C000020486 1.00 4348716554.58 1.00 -215364096.17 551950983.89 767315080.06 0.0009 1.0006 2011-04-29 1.0006 2011-04-29 Abn Amro Funding USA LLC Abn Amro Funding USA LLC, 0.23% 00084CTN2 Financial Company Commercial Paper First Tier Security 2011-06-22 2011-06-22 N N N 15000000.00 14995016.67 0.0034 N 14995005.00 14995005.00 Abn Amro Funding USA LLC Abn Amro Funding USA LLC, 0.23% 00084CTN2 Financial Company Commercial Paper First Tier Security 2011-06-22 2011-06-22 N N N 59000000.00 58980398.89 0.0136 N 58980353.00 58980353.00 Abn Amro Funding USA LLC Abn Amro Funding USA LLC, 0.26% 00084CUJ9 Financial Company Commercial Paper First Tier Security 2011-07-18 2011-07-18 N N N 24000000.00 23986739.99 0.0055 N 23986665.60 23986665.60 ASB Finance Ltd. ASB Finance Ltd., 0.38% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-05-05 2012-03-30 N N N 5000000.00 4999536.11 0.0011 N 4997295.00 4997295.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416KT67 Financial Company Commercial Paper First Tier Security 2011-06-06 2011-06-06 N N N 100000000.00 99980000.00 0.0230 N 99987860.00 99987860.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.30% 06741GBG9 Financial Company Commercial Paper First Tier Security 2011-07-06 2011-07-06 N N N 25000000.00 24986250.00 0.0057 N 24990177.50 24990177.50 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GBL8 Financial Company Commercial Paper First Tier Security 2011-08-15 2011-08-15 N N N 7000000.00 6993404.45 0.0016 N 6994792.00 6994792.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.37% 0556N1T86 Financial Company Commercial Paper First Tier Security 2011-06-08 2011-06-08 N N N 35000000.00 34986330.55 0.0080 N 34993115.50 34993115.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.41% 0556N1WK5 Financial Company Commercial Paper First Tier Security 2011-09-19 2011-09-19 N N N 50000000.00 49919708.33 0.0115 N 49942205.00 49942205.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.55% 0556N1WS8 Financial Company Commercial Paper First Tier Security 2011-09-26 2011-09-26 N N N 100000000.00 99773888.86 0.0229 N 99875000.00 99875000.00 BP Capital Markets PLC BP Capital Markets PLC, 0.30% 05568UUF1 Financial Company Commercial Paper First Tier Security 2011-07-15 2011-07-15 N N N 14000000.00 13991250.00 0.0032 N 13993242.20 13993242.20 BP Capital Markets PLC BP Capital Markets PLC, 0.33% 05568UT71 Financial Company Commercial Paper First Tier Security 2011-06-07 2011-06-07 N N N 4000000.00 3998643.33 0.0009 N 3999150.80 3999150.80 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.42% 20260BS66 Financial Company Commercial Paper First Tier Security 2011-05-06 2011-05-06 N N N 45000000.00 44997375.00 0.0103 N 44998951.50 44998951.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.33% 20272AAJ5 Financial Company Commercial Paper First Tier Security 2011-05-10 2011-08-02 N N N 100000000.00 100000000.00 0.0230 N 99990000.00 99990000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAC0 Financial Company Commercial Paper First Tier Security 2011-05-31 2011-05-31 N N N 50000000.00 50000000.00 0.0115 N 50007450.00 50007450.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAD8 Financial Company Commercial Paper First Tier Security 2011-06-03 2011-06-03 N N N 20000000.00 20000000.00 0.0046 N 20003660.00 20003660.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAN6 Financial Company Commercial Paper First Tier Security 2011-06-22 2011-09-16 N N N 37000000.00 36998577.72 0.0085 N 36994043.00 36994043.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-05-20 2011-11-21 N N N 10000000.00 10000000.00 0.0023 N 9998740.00 9998740.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-06-02 2011-08-26 N N N 6000000.00 6000000.00 0.0014 N 5999676.00 5999676.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.32% 2254EBS51 Financial Company Commercial Paper First Tier Security 2011-05-05 2011-05-05 N N N 50000000.00 49998222.22 0.0115 N 49999000.00 49999000.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.33% 2254EBSR3 Financial Company Commercial Paper First Tier Security 2011-05-25 2011-05-25 N N N 100000000.00 99978000.00 0.0230 N 99987140.00 99987140.00 Danske Corp. Danske Corp., 0.25% 2363F7T16 Financial Company Commercial Paper First Tier Security 2011-06-01 2011-06-01 N N N 63465000.00 63451337.39 0.0146 N 63453246.28 63453246.28 Danske Corp. Danske Corp., 0.25% 2363F7TL2 Financial Company Commercial Paper First Tier Security 2011-06-20 2011-06-20 N N N 25000000.00 24991319.44 0.0057 N 24992092.50 24992092.50 Danske Corp. Danske Corp., 0.26% 2363F7TA6 Financial Company Commercial Paper First Tier Security 2011-06-10 2011-06-10 N N N 17000000.00 16995088.89 0.0039 N 16995874.10 16995874.10 Danske Corp. Danske Corp., 0.32% 2363F7S33 Financial Company Commercial Paper First Tier Security 2011-05-03 2011-05-03 N N N 22000000.00 21999608.89 0.0051 N 21999707.40 21999707.40 Danske Corp. Danske Corp., 0.32% 2363F7S90 Financial Company Commercial Paper First Tier Security 2011-05-09 2011-05-09 N N N 69000000.00 68995093.33 0.0159 N 68997543.60 68997543.60 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.34% 25153KSD0 Financial Company Commercial Paper First Tier Security 2011-05-13 2011-05-13 N N N 25000000.00 24997166.67 0.0057 N 24998657.50 24998657.50 DnB NOR Bank ASA DnB NOR Bank ASA, 0.26% 2332K4BD5 Financial Company Commercial Paper First Tier Security 2011-05-22 2011-08-22 N N N 50000000.00 50000000.00 0.0115 N 49993800.00 49993800.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.26% 2332K4AZ7 Financial Company Commercial Paper First Tier Security 2011-05-23 2011-07-21 N N N 68000000.00 68000000.00 0.0156 N 67994356.00 67994356.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.26% 2332K4BA1 Financial Company Commercial Paper First Tier Security 2011-05-25 2011-07-25 N N N 50000000.00 50000000.00 0.0115 N 50001400.00 50001400.00 Intesa Funding LLC Intesa Funding LLC, 0.29% 4611K1SP1 Financial Company Commercial Paper First Tier Security 2011-05-23 2011-05-23 N N N 15000000.00 14997341.67 0.0034 N 14997963.00 14997963.00 Intesa Funding LLC Intesa Funding LLC, 0.29% 4611K1ST3 Financial Company Commercial Paper First Tier Security 2011-05-27 2011-05-27 N N N 27000000.00 26994344.99 0.0062 N 26995353.30 26995353.30 Intesa Funding LLC Intesa Funding LLC, 0.36% 4611K1SC0 Financial Company Commercial Paper First Tier Security 2011-05-12 2011-05-12 N N N 34000000.00 33996260.00 0.0078 N 33997575.80 33997575.80 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1T14 Financial Company Commercial Paper First Tier Security 2011-06-01 2011-06-01 N N N 45000000.00 44984500.00 0.0103 N 44991666.00 44991666.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1T22 Financial Company Commercial Paper First Tier Security 2011-06-02 2011-06-02 N N N 23000000.00 22991822.22 0.0053 N 22995590.90 22995590.90 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.45% 6323A1U12 Financial Company Commercial Paper First Tier Security 2011-07-01 2011-07-01 N N N 50000000.00 49961875.00 0.0115 N 49979615.00 49979615.00 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1T35 Financial Company Commercial Paper First Tier Security 2011-06-03 2011-06-03 N N N 100000000.00 99968833.34 0.0230 N 99980260.00 99980260.00 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1TE1 Financial Company Commercial Paper First Tier Security 2011-06-14 2011-06-14 N N N 18000000.00 17992300.00 0.0041 N 17995147.20 17995147.20 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.37% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-05-17 2011-06-01 Y NATIXIS US FINANCE CO LLC N/A N/A N N 75000000.00 75000000.00 0.0172 N 75001350.00 75001350.00 Nordea North America, Inc. Nordea North America, Inc., 0.31% 6555P1SR9 Financial Company Commercial Paper First Tier Security 2011-05-25 2011-05-25 N N N 100000000.00 99979666.66 0.0230 N 99989310.00 99989310.00 Nordea North America, Inc. Nordea North America, Inc., 0.31% 6555P1SS7 Financial Company Commercial Paper First Tier Security 2011-05-26 2011-05-26 N N N 125000000.00 124973524.32 0.0287 N 124985662.50 124985662.50 PB Finance (Delaware), Inc. PB Finance (Delaware), Inc., 0.50% 6931M3S59 Financial Company Commercial Paper First Tier Security 2011-05-05 2011-05-05 N N N 21100000.00 21098827.78 0.0049 N 21099331.13 21099331.13 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.29% 74977LXE2 Financial Company Commercial Paper First Tier Security 2011-10-14 2011-10-14 N N N 50000000.00 49933138.89 0.0115 N 49953335.00 49953335.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.30% 74977LT80 Financial Company Commercial Paper First Tier Security 2011-06-08 2011-06-08 N N N 25000000.00 24992083.33 0.0057 N 24996750.00 24996750.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.32% 74977LSA6 Financial Company Commercial Paper First Tier Security 2011-05-10 2011-05-10 N N N 100000000.00 99992000.00 0.0230 N 99996640.00 99996640.00 Royal Bank of Canada Royal Bank of Canada, 0.40% 78009BTG7 Financial Company Commercial Paper First Tier Security 2011-06-16 2011-06-16 N N N 75000000.00 74961666.67 0.0172 N 74987602.50 74987602.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UT73 Financial Company Commercial Paper First Tier Security 2011-06-07 2011-06-07 N N N 14000000.00 13995755.28 0.0032 N 13996875.20 13996875.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UUU0 Financial Company Commercial Paper First Tier Security 2011-07-28 2011-07-28 N N N 30000000.00 29977999.99 0.0069 N 29980500.00 29980500.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.34% 83050UU63 Financial Company Commercial Paper First Tier Security 2011-07-06 2011-07-06 N N N 14000000.00 13991401.67 0.0032 N 13993705.60 13993705.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.35% 83050UU55 Financial Company Commercial Paper First Tier Security 2011-07-05 2011-07-05 N N N 7000000.00 6995576.39 0.0016 N 6996912.30 6996912.30 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.29% 83365SV18 Financial Company Commercial Paper First Tier Security 2011-08-01 2011-08-01 N N N 41000000.00 40969614.46 0.0094 N 40971738.70 40971738.70 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.31% 83365STF0 Financial Company Commercial Paper First Tier Security 2011-06-15 2011-06-15 N N N 48000000.00 47981400.00 0.0110 N 47986651.20 47986651.20 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365SSG9 Financial Company Commercial Paper First Tier Security 2011-05-16 2011-05-16 N N N 20000000.00 19997083.33 0.0046 N 19998650.00 19998650.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.40% 83365SS20 Financial Company Commercial Paper First Tier Security 2011-05-02 2011-05-02 N N N 20000000.00 19999777.78 0.0046 N 19999800.00 19999800.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562LS45 Financial Company Commercial Paper First Tier Security 2011-05-04 2011-05-04 N N N 6000000.00 5999900.00 0.0014 N 5999899.80 5999899.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562LS52 Financial Company Commercial Paper First Tier Security 2011-05-05 2011-05-05 N N N 14000000.00 13999688.89 0.0032 N 13999720.00 13999720.00 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.39% 89153QV98 Financial Company Commercial Paper First Tier Security 2011-08-09 2011-08-09 N N N 7000000.00 6992416.67 0.0016 N 6995200.10 6995200.10 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.40% 89153QW89 Financial Company Commercial Paper First Tier Security 2011-09-08 2011-09-08 N N N 7000000.00 6989888.89 0.0016 N 6992916.00 6992916.00 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.40% 89153QWF3 Financial Company Commercial Paper First Tier Security 2011-09-15 2011-09-15 N N N 5000000.00 4992388.89 0.0011 N 4994498.00 4994498.00 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.42% 89153QZF0 Financial Company Commercial Paper First Tier Security 2011-12-15 2011-12-15 N N N 7000000.00 6981380.00 0.0016 N 6981664.20 6981664.20 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.43% 89153QWG1 Financial Company Commercial Paper First Tier Security 2011-09-16 2011-09-16 N N N 11000000.00 10981868.34 0.0025 N 10987722.90 10987722.90 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.30% 89233HT79 Financial Company Commercial Paper First Tier Security 2011-06-07 2011-06-07 N N N 9000000.00 8997225.00 0.0021 N 8998634.70 8998634.70 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.30% 89233HTE4 Financial Company Commercial Paper First Tier Security 2011-06-14 2011-06-14 N N N 5000000.00 4998166.67 0.0011 N 4999099.00 4999099.00 UBS Finance, Inc. UBS Finance, Inc., 0.30% 90262DUB9 Financial Company Commercial Paper First Tier Security 2011-07-11 2011-07-11 N N N 72000000.00 71957400.00 0.0165 N 71968464.00 71968464.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262DS22 Financial Company Commercial Paper First Tier Security 2011-05-02 2011-05-02 N N N 30461000.00 30460703.86 0.0070 N 30460747.17 30460747.17 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.30% 9046Q3SJ9 Financial Company Commercial Paper First Tier Security 2011-05-18 2011-05-18 N N N 20000000.00 19997166.67 0.0046 N 19997816.00 19997816.00 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.30% 9046Q3SP5 Financial Company Commercial Paper First Tier Security 2011-05-23 2011-05-23 N N N 14000000.00 13997433.34 0.0032 N 13997818.80 13997818.80 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.35% 9046Q3S91 Financial Company Commercial Paper First Tier Security 2011-05-09 2011-05-09 N N N 28000000.00 27997822.22 0.0064 N 27998636.40 27998636.40 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-05-19 2011-09-19 N N N 50000000.00 50000000.00 0.0115 N 49992000.00 49992000.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-05-23 2011-09-23 N N N 50000000.00 50000000.00 0.0115 N 49992000.00 49992000.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-05-09 2011-10-07 N N N 13000000.00 13000000.00 0.0030 N 12996828.00 12996828.00 Westpac Banking Corp. Westpac Banking Corp., 0.45% 9612C1WC7 Financial Company Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N N 14000000.00 13976550.00 0.0032 N 13987747.20 13987747.20 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.17% 04821USJ2 Asset Backed Commercial Paper First Tier Security 2011-05-18 2011-05-18 N N Y GUARANTOR CREDIT AGRICOLE CIB NY BRH N/A N/A LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 50000000.00 49995986.12 0.0115 N 49995330.00 49995330.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.18% 04821USD5 Asset Backed Commercial Paper First Tier Security 2011-05-13 2011-05-13 N N Y GUARANTOR CREDIT AGRICOLE CIB NY BRH N/A N/A LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 50000000.00 49997000.00 0.0115 N 49996790.00 49996790.00 Autobahn Funding Autobahn Funding, 0.24% 0527M1SD8 Asset Backed Commercial Paper First Tier Security 2011-05-13 2011-05-13 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 7417000.00 7416406.64 0.0017 N 7416466.72 7416466.72 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.40% 41068LS98 Asset Backed Commercial Paper First Tier Security 2011-05-09 2011-05-09 N N Y LIQUIDITY NORDDEUTSCHE LANDESBANK (GTD) N/A N/A US BANK NA CINCINNATI OHIO N/A N/A 9000000.00 8999200.00 0.0021 N 8999587.80 8999587.80 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912795W64 Treasury Debt First Tier Security 2011-06-02 2011-06-02 N N N 50000000.00 49993555.52 0.0115 N 49999150.00 49999150.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127952F7 Treasury Debt First Tier Security 2011-09-22 2011-09-22 N N N 114000000.00 113931300.14 0.0262 N 113962836.00 113962836.00 U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.18% 9127953L3 Treasury Debt First Tier Security 2011-09-29 2011-09-29 N N N 83000000.00 82941215.06 0.0191 N 82970618.00 82970618.00 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912795X22 Treasury Debt First Tier Security 2011-06-30 2011-06-30 N N N 150000000.00 149943750.00 0.0345 N 149993850.00 149993850.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828KU3 Treasury Debt First Tier Security 2011-05-31 2011-05-31 N N N 300000000.00 300173228.40 0.0690 N 300187500.00 300187500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828ML1 Treasury Debt First Tier Security 2011-12-31 2011-12-31 N N N 50000000.00 50259183.14 0.0116 N 50277350.00 50277350.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 26000000.00 26211011.93 0.0060 N 26225472.00 26225472.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828LG3 Treasury Debt First Tier Security 2011-07-31 2011-07-31 N N N 32000000.00 32059347.83 0.0074 N 32073760.00 32073760.00 U.S. Treasury Notes U.S. Treasury Notes, 0.29% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 50000000.00 50176656.78 0.0115 N 50214850.00 50214850.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828FW5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 25000000.00 25539981.97 0.0059 N 25554700.00 25554700.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.28% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0034 N 15000000.00 15000000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.28% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 35900000.00 35900000.00 0.0083 N 35900000.00 35900000.00 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 2011-05-06 2011-05-06 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 Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.26% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 North Carolina Gen. Oblig. North Carolina Gen. Oblig., 0.24% Series 2002 D, (Liquidity Facility Landesbank Hessen-Thuringen) VRDN 658256HK1 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N N 13000000.00 13000000.00 0.0030 N 13000000.00 13000000.00 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 2011-05-06 2011-05-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9080000.00 9080000.00 0.0021 N 9080000.00 9080000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.25% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2011-05-02 2011-05-02 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26915000.00 26915000.00 0.0062 N 26915000.00 26915000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.25% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 13385000.00 13385000.00 0.0031 N 13385000.00 13385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.26% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50625000.00 50625000.00 0.0116 N 50625000.00 50625000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.27% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 47600000.00 47600000.00 0.0109 N 47600000.00 47600000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.27% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 45125000.00 45125000.00 0.0104 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.28% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 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 0.0043 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.28% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 15950000.00 15950000.00 0.0037 N 15950000.00 15950000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.25% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39750000.00 39750000.00 0.0091 N 39750000.00 39750000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.22% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 10800000.00 10800000.00 0.0025 N 10800000.00 10800000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.27% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y US BANK NA CINCINNATI OHIO N/A N/A N N 1200000.00 1200000.00 0.0003 N 1200000.00 1200000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.25% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 2600000.00 2600000.00 0.0006 N 2600000.00 2600000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.25% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 21000000.00 21000000.00 0.0048 N 21000000.00 21000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.25% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XD2 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0034 N 15000000.00 15000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.25% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XC4 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 11000000.00 11000000.00 0.0025 N 11000000.00 11000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.25% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0015 N 6400000.00 6400000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.26% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 11300000.00 11300000.00 0.0026 N 11300000.00 11300000.00 Fannie Mae Fannie Mae, 0.15% 313588NE1 Government Agency Debt First Tier Security 2011-10-20 2011-10-20 N N N 86283000.00 86221163.88 0.0198 N 86237960.27 86237960.27 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732C5 Government Agency Debt First Tier Security 2011-12-16 2011-12-16 N N N 12000000.00 11998201.31 0.0028 N 11994336.00 11994336.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732G6 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 21000000.00 20996426.18 0.0048 N 20989647.00 20989647.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732S0 Government Agency Debt First Tier Security 2011-12-23 2011-12-23 N N N 12000000.00 11996999.21 0.0028 N 11993220.00 11993220.00 Freddie Mac Freddie Mac, 0.19% 3134G13Z5 Government Agency Debt First Tier Security 2011-05-10 2012-08-10 N N N 100000000.00 99935507.90 0.0230 N 100093200.00 100093200.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257C2F8 Government Agency Debt First Tier Security 2011-06-07 2011-06-07 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 6000000.00 5998666.67 0.0014 N 5999091.60 5999091.60 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257C2K7 Government Agency Debt First Tier Security 2011-06-09 2011-06-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 14000000.00 13996500.00 0.0032 N 13997641.00 13997641.00