N-MFP LIVE N 2011-05-31 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 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 56 73 4284747494.34 890890.75 1123387.77 4284514997.32 0.0025 1.0006 2011-05-31 1.0006 2011-05-31 C000020486 1.00 4284514997.32 1.00 -64561504.93 728325839.93 792887344.86 0.0007 1.0006 2011-05-31 1.0006 2011-05-31 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 58992084.17 0.0138 N 58994159.00 58994159.00 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 15000000.00 14997987.50 0.0035 N 14998515.00 14998515.00 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 23992009.99 0.0056 N 23993536.80 23993536.80 ASB Finance Ltd. ASB Finance Ltd., 0.33% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-06-28 2012-03-30 N N N 5000000.00 4999579.17 0.0012 N 4997545.00 4997545.00 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 53305000.00 53303519.30 0.0124 N 53304466.95 53304466.95 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416KV56 Financial Company Commercial Paper First Tier Security 2011-08-05 2011-08-05 N N N 75000000.00 74972916.68 0.0175 N 74988450.00 74988450.00 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 24992708.33 0.0058 N 24996050.00 24996050.00 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 6995333.33 0.0016 N 6997029.90 6997029.90 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 34997481.94 0.0082 N 34999268.50 34999268.50 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 49937361.11 0.0117 N 49962845.00 49962845.00 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 99821249.98 0.0233 N 99918710.00 99918710.00 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 13994866.67 0.0033 N 13997200.00 13997200.00 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 3999780.00 0.0009 N 3999906.80 3999906.80 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.27% 12802YAB6 Financial Company Commercial Paper First Tier Security 2011-08-03 2012-05-25 N N N 14000000.00 13998514.22 0.0033 N 14003206.00 14003206.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.27% 12802WXB5 Financial Company Commercial Paper First Tier Security 2011-10-11 2011-10-11 N N N 78400000.00 78322384.00 0.0183 N 78359741.60 78359741.60 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WY40 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 30000000.00 29959700.01 0.0070 N 29979459.00 29979459.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WYJ7 Financial Company Commercial Paper First Tier Security 2011-11-18 2011-11-18 N N N 26000000.00 25961938.90 0.0061 N 25978882.80 25978882.80 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WYU2 Financial Company Commercial Paper First Tier Security 2011-11-28 2011-11-28 N N N 7000000.00 6989150.00 0.0016 N 6993665.00 6993665.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272AAJ5 Financial Company Commercial Paper First Tier Security 2011-08-02 2011-08-02 N N N 100000000.00 100000000.00 0.0233 N 100016500.00 100016500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.31% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-08-22 2011-11-21 N N N 10000000.00 10000000.00 0.0023 N 9998840.00 9998840.00 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 0.0047 N 20000000.00 20000000.00 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 36998897.21 0.0086 N 36999667.00 36999667.00 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 6000000.00 6000000.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.20% 2254EBV24 Financial Company Commercial Paper First Tier Security 2011-08-02 2011-08-02 N N N 50000000.00 49982777.78 0.0117 N 49981275.00 49981275.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.20% 2254EBV81 Financial Company Commercial Paper First Tier Security 2011-08-08 2011-08-08 N N N 40000000.00 39984888.90 0.0093 N 39982980.00 39982980.00 Danske Corp. Danske Corp., 0.18% 2363F7TE8 Financial Company Commercial Paper First Tier Security 2011-06-14 2011-06-14 N N N 16000000.00 15998960.00 0.0037 N 15999091.20 15999091.20 Danske Corp. Danske Corp., 0.21% 2363F7UD8 Financial Company Commercial Paper First Tier Security 2011-07-13 2011-07-13 N N N 40000000.00 39990200.01 0.0093 N 39990588.00 39990588.00 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 63465000.00 0.0148 N 63464790.57 63464790.57 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 24996701.39 0.0058 N 24997805.00 24997805.00 Danske Corp. Danske Corp., 0.25% 2363F7UB2 Financial Company Commercial Paper First Tier Security 2011-07-11 2011-07-11 N N N 3285000.00 3284087.50 0.0008 N 3284270.40 3284270.40 Danske Corp. Danske Corp., 0.25% 2363F7VG0 Financial Company Commercial Paper First Tier Security 2011-08-16 2011-08-16 N N N 50000000.00 49973611.11 0.0117 N 49975080.00 49975080.00 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 16998895.00 0.0040 N 16999381.20 16999381.20 DnB NOR Bank ASA DnB NOR Bank ASA, 0.24% 2332K4BA1 Financial Company Commercial Paper First Tier Security 2011-06-27 2011-07-25 N N N 50000000.00 50000000.00 0.0117 N 50002000.00 50002000.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 2332K4AZ7 Financial Company Commercial Paper First Tier Security 2011-06-21 2011-07-21 N N N 68000000.00 68000000.00 0.0159 N 67997824.00 67997824.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 2332K4BD5 Financial Company Commercial Paper First Tier Security 2011-06-22 2011-08-22 N N N 50000000.00 50000000.00 0.0117 N 49996350.00 49996350.00 Intesa Funding LLC Intesa Funding LLC, 0.25% 4611K1T96 Financial Company Commercial Paper First Tier Security 2011-06-09 2011-06-09 N N N 13000000.00 12999277.78 0.0030 N 12999364.30 12999364.30 Intesa Funding LLC Intesa Funding LLC, 0.25% 4611K1TD7 Financial Company Commercial Paper First Tier Security 2011-06-13 2011-06-13 N N N 13000000.00 12998916.67 0.0030 N 12999035.40 12999035.40 Intesa Funding LLC Intesa Funding LLC, 0.25% 4611K1TQ8 Financial Company Commercial Paper First Tier Security 2011-06-24 2011-06-24 N N N 40000000.00 39993611.11 0.0093 N 39994568.00 39994568.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.35% 6323A1WK8 Financial Company Commercial Paper First Tier Security 2011-09-19 2011-09-19 N N N 68000000.00 67927277.80 0.0159 N 67943179.20 67943179.20 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 49981250.00 0.0117 N 49992205.00 49992205.00 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 99998111.12 0.0233 N 99999000.00 99999000.00 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 17997725.00 0.0042 N 17998977.60 17998977.60 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.35% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-06-17 2011-07-01 Y NATIXIS US FINANCE CO LLC N/A N/A N N 75000000.00 75000000.00 0.0175 N 75002025.00 75002025.00 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 49945625.00 0.0117 N 49975255.00 49975255.00 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 24998541.67 0.0058 N 24999667.50 24999667.50 Royal Bank of Canada Royal Bank of Canada, 0.30% 78009BYP1 Financial Company Commercial Paper First Tier Security 2011-11-23 2011-11-23 N N N 75000000.00 74890624.98 0.0175 N 74942430.00 74942430.00 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 13999311.67 0.0033 N 13999673.80 13999673.80 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 29985749.99 0.0070 N 29989899.00 29989899.00 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 13995440.28 0.0033 N 13997368.00 13997368.00 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 6997686.11 0.0016 N 6998727.40 6998727.40 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.28% 83365SW17 Financial Company Commercial Paper First Tier Security 2011-09-01 2011-09-01 N N N 40000000.00 39971377.77 0.0093 N 39973856.00 39973856.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.28% 83365SW17 Financial Company Commercial Paper First Tier Security 2011-09-01 2011-09-01 N N N 19000000.00 18986404.45 0.0044 N 18987581.60 18987581.60 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 40979853.07 0.0096 N 40984961.20 40984961.20 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 47994213.33 0.0112 N 47997000.00 47997000.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.30% 86958GY33 Financial Company Commercial Paper First Tier Security 2011-11-03 2011-11-03 N N N 30000000.00 29961250.01 0.0070 N 29964120.00 29964120.00 Swedbank AB Swedbank AB, 0.20% 87019SU77 Financial Company Commercial Paper First Tier Security 2011-07-07 2011-07-07 N N N 4000000.00 3999200.00 0.0009 N 3999223.20 3999223.20 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 6994767.50 0.0016 N 6997372.90 6997372.90 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 6992300.00 0.0016 N 6995527.70 6995527.70 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 4994111.11 0.0012 N 4996478.00 4996478.00 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 6983911.67 0.0016 N 6987526.00 6987526.00 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 10985941.39 0.0026 N 10992146.00 10992146.00 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 8999550.00 0.0021 N 8999877.60 8999877.60 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 4999458.33 0.0012 N 4999778.00 4999778.00 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 71976000.00 0.0168 N 71986471.20 71986471.20 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.25% 9046Q3TA7 Financial Company Commercial Paper First Tier Security 2011-06-10 2011-06-10 N N N 27000000.00 26998312.50 0.0063 N 26998660.80 26998660.80 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.25% 9046Q3TN9 Financial Company Commercial Paper First Tier Security 2011-06-22 2011-06-22 N N N 10000000.00 9998541.66 0.0023 N 9998630.00 9998630.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C1X69 Financial Company Commercial Paper Unrated Security 2011-10-06 2011-10-06 N N N 14350000.00 14337344.10 0.0033 N 14341207.76 14341207.76 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-06-19 2011-09-19 N N N 50000000.00 50000000.00 0.0117 N 49994650.00 49994650.00 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-06-23 2011-09-23 N N N 50000000.00 50000000.00 0.0117 N 49994750.00 49994750.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-06-08 2011-10-07 N N N 13000000.00 13000000.00 0.0030 N 12997543.00 12997543.00 Westpac Banking Corp. Westpac Banking Corp., 0.45% 9612C1WC7 Financial Company Commercial Paper Unrated Security 2011-09-12 2011-09-12 N N N 14000000.00 13981975.00 0.0033 N 13993785.40 13993785.40 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.16% 04821UTQ5 Asset Backed Commercial Paper First Tier Security 2011-06-24 2011-06-24 N N Y GUARANTOR CREDIT AGRICOLE CIB NY BRH N/A N/A LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 61320000.00 61313731.76 0.0143 N 61313457.16 61313457.16 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.16% 04821UTT9 Asset Backed Commercial Paper First Tier Security 2011-06-27 2011-06-27 N N Y GUARANTOR CREDIT AGRICOLE CIB NY BRH N/A N/A LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 9787000.00 9785869.06 0.0023 N 9785825.56 9785825.56 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.17% 04821UT93 Asset Backed Commercial Paper First Tier Security 2011-06-09 2011-06-09 N N Y GUARANTOR CREDIT AGRICOLE CIB NY BRH N/A N/A LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 37720000.00 37718575.02 0.0088 N 37718653.40 37718653.40 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.17% 04821UTU6 Asset Backed Commercial Paper First Tier Security 2011-06-28 2011-06-28 N N Y GUARANTOR CREDIT AGRICOLE CIB NY BRH N/A N/A LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 3752000.00 3751521.62 0.0009 N 3751533.25 3751533.25 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.17% 04821UU67 Asset Backed Commercial Paper First Tier Security 2011-07-06 2011-07-06 N N Y GUARANTOR CREDIT AGRICOLE CIB NY BRH N/A N/A LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 16000000.00 15997355.56 0.0037 N 15997312.00 15997312.00 Autobahn Funding Autobahn Funding, 0.17% 0527M1T13 Asset Backed Commercial Paper First Tier Security 2011-06-01 2011-06-01 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 77000000.00 77000000.00 0.0180 N 76999615.00 76999615.00 Autobahn Funding Autobahn Funding, 0.17% 0527M1T13 Asset Backed Commercial Paper First Tier Security 2011-06-01 2011-06-01 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 63000000.00 63000000.00 0.0147 N 62999685.00 62999685.00 Autobahn Funding Autobahn Funding, 0.17% 0527M1T13 Asset Backed Commercial Paper First Tier Security 2011-06-01 2011-06-01 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 75662000.00 75662000.00 0.0177 N 75661621.69 75661621.69 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.30% 41068LTT3 Asset Backed Commercial Paper First Tier Security 2011-06-27 2011-06-27 N N Y LIQUIDITY NORDDEUTSCHE LANDESBANK (GTD) N/A N/A US BANK NA CINCINNATI OHIO N/A N/A 19000000.00 18995883.34 0.0044 N 18997435.00 18997435.00 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.35% 41068LTA4 Asset Backed Commercial Paper First Tier Security 2011-06-10 2011-06-10 N N Y LIQUIDITY NORDDEUTSCHE LANDESBANK (GTD) N/A N/A US BANK NA CINCINNATI OHIO N/A N/A 4000000.00 3999650.00 0.0009 N 3999817.60 3999817.60 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.35% 41068LTD8 Asset Backed Commercial Paper First Tier Security 2011-06-13 2011-06-13 N N Y LIQUIDITY NORDDEUTSCHE LANDESBANK (GTD) N/A N/A US BANK NA CINCINNATI OHIO N/A N/A 13000000.00 12998483.33 0.0030 N 12999210.90 12999210.90 Liberty Street Funding LLC Liberty Street Funding LLC, 0.16% 53127UTF7 Asset Backed Commercial Paper First Tier Security 2011-06-15 2011-06-15 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 61422000.00 61418178.21 0.0143 N 61417651.32 61417651.32 Liberty Street Funding LLC Liberty Street Funding LLC, 0.17% 53127UTT7 Asset Backed Commercial Paper First Tier Security 2011-06-27 2011-06-27 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 80000000.00 79990177.78 0.0187 N 79989760.00 79989760.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.19% 53127UVA5 Asset Backed Commercial Paper First Tier Security 2011-08-10 2011-08-10 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 15000000.00 14994458.33 0.0035 N 14993580.00 14993580.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127UVC1 Asset Backed Commercial Paper First Tier Security 2011-08-12 2011-08-12 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 14000000.00 13994400.00 0.0033 N 13994316.00 13994316.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127UVF4 Asset Backed Commercial Paper First Tier Security 2011-08-15 2011-08-15 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 37000000.00 36984583.32 0.0086 N 36982735.80 36982735.80 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.17% 56274MT10 Asset Backed Commercial Paper First Tier Security 2011-06-01 2011-06-01 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 3562000.00 3562000.00 0.0008 N 3561982.19 3561982.19 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274MT28 Asset Backed Commercial Paper First Tier Security 2011-06-02 2011-06-02 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 3370000.00 3369981.28 0.0008 N 3369970.01 3369970.01 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 49999798.61 0.0117 N 49999950.00 49999950.00 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 113946089.70 0.0266 N 113977770.00 113977770.00 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 82953283.48 0.0194 N 82983400.00 82983400.00 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 149972812.50 0.0350 N 149994900.00 149994900.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% to 0.22% 912828ML1 Treasury Debt First Tier Security 2011-12-31 2011-12-31 N N N 90000000.00 90427055.04 0.0211 N 90446490.00 90446490.00 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 26177974.71 0.0061 N 26191958.00 26191958.00 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 32039130.43 0.0075 N 32048736.00 32048736.00 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 50146731.32 0.0117 N 50181650.00 50181650.00 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 25448509.62 0.0059 N 25465825.00 25465825.00 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.17% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3100000.00 3100000.00 0.0007 N 3100000.00 3100000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.18% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 35900000.00 35900000.00 0.0084 N 35900000.00 35900000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.18% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0035 N 15000000.00 15000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.18% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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 Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.18% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 North Carolina Gen. Oblig. North Carolina Gen. Oblig., 0.16% Series 2002 D, (Liquidity Facility Landesbank Hessen-Thuringen) VRDN 658256HK1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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., 0.15% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26915000.00 26915000.00 0.0063 N 26915000.00 26915000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.16% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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., 0.17% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50625000.00 50625000.00 0.0118 N 50625000.00 50625000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.17% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5800000.00 5800000.00 0.0014 N 5800000.00 5800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.17% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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., 0.18% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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 Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.18% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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., 0.19% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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 0.0105 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.19% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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 0.0111 N 47600000.00 47600000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.17% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39750000.00 39750000.00 0.0093 N 39750000.00 39750000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.18% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 10500000.00 10500000.00 0.0025 N 10500000.00 10500000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.19% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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., 0.15% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0015 N 6400000.00 6400000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.15% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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., 0.15% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XC4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 11000000.00 11000000.00 0.0026 N 11000000.00 11000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.15% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 21000000.00 21000000.00 0.0049 N 21000000.00 21000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.15% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XD2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0035 N 15000000.00 15000000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.18% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 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 86232308.76 0.0201 N 86259358.46 86259358.46 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 11998444.80 0.0028 N 11999844.00 11999844.00 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 20996899.64 0.0049 N 20998572.00 20998572.00 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 11997393.38 0.0028 N 11998248.00 11998248.00 Freddie Mac Freddie Mac, 0.16% 3134G13Z5 Government Agency Debt First Tier Security 2011-06-10 2012-08-10 N N N 100000000.00 99939788.96 0.0233 N 100098800.00 100098800.00 Straight-A Funding LLC Straight-A Funding LLC, 0.17% (Liquidity Facility Federal Financing Bank) 86257JXZ5 Government Agency Debt First Tier Security 2011-08-12 2011-08-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 25000000.00 24991854.17 0.0058 N 24991882.50 24991882.50 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257C3Z3 Government Agency Debt First Tier Security 2011-08-09 2011-08-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9176000.00 9173063.68 0.0021 N 9173437.14 9173437.14 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257GXK4 Government Agency Debt First Tier Security 2011-08-10 2011-08-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 3000000.00 2999025.00 0.0007 N 2999120.10 2999120.10 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257L3P5 Government Agency Debt First Tier Security 2011-08-05 2011-08-05 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 16000000.00 15994764.44 0.0037 N 15995660.80 15995660.80 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 5999958.33 0.0014 N 5999973.60 5999973.60 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 13999513.89 0.0033 N 13999813.80 13999813.80