N-MFP LIVE N 2011-06-30 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 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 54 70 3981452653.01 13665456.56 973580.80 3994144528.77 0.0023 1.0007 2011-06-30 1.0007 2011-06-30 C000020486 1.00 3994144528.77 1.00 -290632808.51 888941071.73 1179573880.24 0.0004 1.0007 2011-06-30 1.0007 2011-06-30 Abn Amro Funding USA LLC Abn Amro Funding USA LLC, 0.20% 00084CV17 Financial Company Commercial Paper First Tier Security 2011-08-01 2011-08-01 N N N 50000000.00 49991388.88 0.0125 N 49992265.00 49992265.00 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 23997110.00 0.0060 N 23998260.00 23998260.00 ASB Finance Ltd. ASB Finance Ltd., 0.33% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-07-28 2012-03-30 N N N 5000000.00 4999620.83 0.0013 N 5001470.00 5001470.00 Asb Finance Ltd. (LONDON) Asb Finance Ltd. (LONDON), 0.33% 0020P5CC1 Financial Company Commercial Paper First Tier Security 2011-09-23 2012-03-23 N N N 43700000.00 43698797.50 0.0109 N 43725040.10 43725040.10 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 74985416.67 0.0188 N 74994900.00 74994900.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06416KZP8 Financial Company Commercial Paper First Tier Security 2011-12-23 2011-12-23 N N N 50000000.00 49931944.46 0.0125 N 49961620.00 49961620.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.22% 06741GCD5 Financial Company Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N N 18000000.00 17991970.01 0.0045 N 17992636.20 17992636.20 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 24998958.33 0.0063 N 24999625.00 24999625.00 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 6997200.00 0.0018 N 6998470.50 6998470.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.38% 0556N1ZC0 Financial Company Commercial Paper First Tier Security 2011-12-12 2011-12-12 N N N 40000000.00 39930755.55 0.0100 N 39946832.00 39946832.00 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 49954444.44 0.0125 N 49976600.00 49976600.00 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 99867083.32 0.0250 N 99946960.00 99946960.00 BP Capital Markets PLC BP Capital Markets PLC, 0.27% 05568UW85 Financial Company Commercial Paper First Tier Security 2011-09-08 2011-09-08 N N N 15000000.00 14992237.50 0.0038 N 14995032.00 14995032.00 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 13998366.67 0.0035 N 13999300.00 13999300.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.24% 12802WXB5 Financial Company Commercial Paper First Tier Security 2011-10-11 2011-10-11 N N N 19000000.00 18987080.00 0.0048 N 18993530.50 18993530.50 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 13998638.38 0.0035 N 14002786.00 14002786.00 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 78340024.00 0.0196 N 78373304.80 78373304.80 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 29967450.00 0.0075 N 29985714.00 29985714.00 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 25968655.57 0.0065 N 25985336.00 25985336.00 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 6990958.33 0.0018 N 6995566.20 6995566.20 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 0.0250 N 100008100.00 100008100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272AAN6 Financial Company Commercial Paper First Tier Security 2011-09-16 2011-09-16 N N N 37000000.00 36999206.41 0.0093 N 37002553.00 37002553.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-07-02 2011-08-26 N N N 6000000.00 6000000.00 0.0015 N 6000672.00 6000672.00 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 0.0025 N 10000070.00 10000070.00 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 49991111.11 0.0125 N 49991935.00 49991935.00 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 39991555.56 0.0100 N 39991852.00 39991852.00 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 39997200.00 0.0100 N 39998052.00 39998052.00 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 3284771.87 0.0008 N 3284869.59 3284869.59 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 49984027.78 0.0125 N 49986880.00 49986880.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.24% 2332K4AZ7 Financial Company Commercial Paper First Tier Security 2011-07-21 2011-07-21 N N N 68000000.00 68000000.00 0.0170 N 68000748.00 68000748.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.24% 2332K4BD5 Financial Company Commercial Paper First Tier Security 2011-07-22 2011-08-22 N N N 50000000.00 50000000.00 0.0125 N 49998550.00 49998550.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.24% 2332K4BA1 Financial Company Commercial Paper First Tier Security 2011-07-25 2011-07-25 N N N 50000000.00 50000000.00 0.0125 N 50002000.00 50002000.00 Intesa Funding LLC Intesa Funding LLC, 0.30% 4611K1U52 Financial Company Commercial Paper First Tier Security 2011-07-05 2011-07-05 N N N 10000000.00 9999666.67 0.0025 N 9999736.00 9999736.00 Intesa Funding LLC Intesa Funding LLC, 0.30% 4611K1U60 Financial Company Commercial Paper First Tier Security 2011-07-06 2011-07-06 N N N 13000000.00 12999458.33 0.0033 N 12999587.90 12999587.90 Intesa Funding LLC Intesa Funding LLC, 0.30% 4611K1U78 Financial Company Commercial Paper First Tier Security 2011-07-07 2011-07-07 N N N 27000000.00 26998650.00 0.0068 N 26999003.70 26999003.70 Intesa Funding LLC Intesa Funding LLC, 0.30% 4611K1UF0 Financial Company Commercial Paper First Tier Security 2011-07-15 2011-07-15 N N N 11000000.00 10998716.67 0.0028 N 10999083.70 10999083.70 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.22% 53943SW78 Financial Company Commercial Paper First Tier Security 2011-09-07 2011-09-07 N N N 100000000.00 99959388.92 0.0250 N 99957450.00 99957450.00 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 67947111.13 0.0170 N 67963586.00 67963586.00 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 50000000.00 0.0125 N 49999835.00 49999835.00 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.34% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-07-01 2011-07-01 Y NATIXIS US FINANCE CO LLC N/A N/A N N 75000000.00 75000000.00 0.0188 N 75000000.00 75000000.00 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 49957708.34 0.0125 N 49983660.00 49983660.00 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 74909374.98 0.0188 N 74958330.00 74958330.00 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 29993250.00 0.0075 N 29996127.00 29996127.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UX78 Financial Company Commercial Paper First Tier Security 2011-10-07 2011-10-07 N N N 19000000.00 18984483.34 0.0048 N 18986624.00 18986624.00 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 13999348.61 0.0035 N 13999720.00 13999720.00 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 6999727.78 0.0018 N 6999883.10 6999883.10 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 39980711.11 0.0100 N 39985020.00 39985020.00 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 8000000.00 7996142.22 0.0020 N 7997004.00 7997004.00 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 40989761.39 0.0103 N 40993657.30 40993657.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.18% 86562LU75 Financial Company Commercial Paper First Tier Security 2011-07-07 2011-07-07 N N N 7000000.00 6999790.00 0.0018 N 6999836.90 6999836.90 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 29968750.01 0.0075 N 29974170.00 29974170.00 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 3999866.67 0.0010 N 3999906.80 3999906.80 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 6997042.50 0.0018 N 6998755.40 6998755.40 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 6994633.33 0.0018 N 6997372.90 6997372.90 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 4995777.78 0.0013 N 4997829.00 4997829.00 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 6986361.67 0.0017 N 6990396.00 6990396.00 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 10989883.06 0.0028 N 10995138.00 10995138.00 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 71994000.00 0.0180 N 71997472.80 71997472.80 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C1X69 Financial Company Commercial Paper First Tier Security 2011-10-06 2011-10-06 N N N 14350000.00 14340333.68 0.0036 N 14344231.30 14344231.30 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-07-07 2011-10-07 N N N 13000000.00 13000000.00 0.0033 N 12998193.00 12998193.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-07-19 2011-09-19 N N N 50000000.00 50000000.00 0.0125 N 49996850.00 49996850.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-07-23 2011-09-23 N N N 50000000.00 50000000.00 0.0125 N 49997000.00 49997000.00 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 13987225.00 0.0035 N 13996595.20 13996595.20 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.16% 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 73000000.00 72998377.77 0.0183 N 72998415.90 72998415.90 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 15999622.22 0.0040 N 15999652.80 15999652.80 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.21% 04821UVX7 Asset Backed Commercial Paper First Tier Security 2011-08-31 2011-08-31 N N Y GUARANTOR CREDIT AGRICOLE CIB NY BRH N/A N/A LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 13000000.00 12995374.16 0.0033 N 12995724.30 12995724.30 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.21% 04821UW65 Asset Backed Commercial Paper First Tier Security 2011-09-06 2011-09-06 N N Y GUARANTOR CREDIT AGRICOLE CIB NY BRH N/A N/A LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 36000000.00 35985929.99 0.0090 N 35986741.20 35986741.20 Govco, Inc. Govco, Inc., 0.14% 38362WUV1 Asset Backed Commercial Paper First Tier Security 2011-07-29 2011-07-29 N N Y LIQUIDITY CITIBANK NA N/A N/A 28000000.00 27996951.10 0.0070 N 27995738.40 27995738.40 Liberty Street Funding LLC Liberty Street Funding LLC, 0.14% 53127UUJ7 Asset Backed Commercial Paper First Tier Security 2011-07-18 2011-07-18 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 73600000.00 73595134.21 0.0184 N 73593560.00 73593560.00 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 14996833.33 0.0038 N 14996634.00 14996634.00 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 13996733.33 0.0035 N 13996672.20 13996672.20 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 36990749.99 0.0093 N 36990498.40 36990498.40 Northern Pines Funding LLC Northern Pines Funding LLC, 0.34% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-07-07 2011-12-01 N N Y OBLIGOR DEUTSCHE BK SECS INC N/A N/A LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 6000000.00 6000000.00 0.0015 N 5999268.00 5999268.00 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 113960402.16 0.0285 N 113993388.00 113993388.00 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 82964962.61 0.0208 N 82995435.00 82995435.00 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 90366906.44 0.0226 N 90390240.00 90390240.00 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 26146003.20 0.0065 N 26159458.00 26159458.00 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 32019565.22 0.0080 N 32023744.00 32023744.00 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 50117771.20 0.0125 N 50150400.00 50150400.00 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 25359987.98 0.0063 N 25377925.00 25377925.00 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.07% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3100000.00 3100000.00 0.0008 N 3100000.00 3100000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.08% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 35900000.00 35900000.00 0.0090 N 35900000.00 35900000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.08% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0038 N 15000000.00 15000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.08% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0003 N 1000000.00 1000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.09% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0008 N 3000000.00 3000000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.06% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2011-07-01 2011-07-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26915000.00 26915000.00 0.0067 N 26915000.00 26915000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.06% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 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 0.0034 N 13385000.00 13385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.06% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9080000.00 9080000.00 0.0023 N 9080000.00 9080000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.07% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5800000.00 5800000.00 0.0015 N 5800000.00 5800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.08% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50625000.00 50625000.00 0.0127 N 50625000.00 50625000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.08% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 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 0.0040 N 15950000.00 15950000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.08% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 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 0.0047 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.10% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 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 0.0113 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.10% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 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 0.0119 N 47600000.00 47600000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.07% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39750000.00 39750000.00 0.0100 N 39750000.00 39750000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.08% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 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 0.0026 N 10500000.00 10500000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.10% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 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., 0.06% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0016 N 6400000.00 6400000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 2600000.00 2600000.00 0.0007 N 2600000.00 2600000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XC4 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 11000000.00 11000000.00 0.0028 N 11000000.00 11000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 21000000.00 21000000.00 0.0053 N 21000000.00 21000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XD2 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0038 N 15000000.00 15000000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.09% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-07-07 2011-07-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 11200000.00 11200000.00 0.0028 N 11200000.00 11200000.00 Fannie Mae Fannie Mae, 0.13% 313588QU2 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 50000000.00 49968763.89 0.0125 N 49978400.00 49978400.00 Fannie Mae Fannie Mae, 0.15% 313588NE1 Government Agency Debt First Tier Security 2011-10-20 2011-10-20 N N N 86283000.00 86243094.13 0.0216 N 86272387.19 86272387.19 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 11998680.44 0.0030 N 12002820.00 12002820.00 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 20997357.82 0.0053 N 21003948.00 21003948.00 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 11997774.84 0.0030 N 12001440.00 12001440.00 Freddie Mac Freddie Mac, 0.15% 3134G13Z5 Government Agency Debt First Tier Security 2011-07-10 2012-08-10 N N N 100000000.00 99943931.92 0.0250 N 100089700.00 100089700.00 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 24995395.84 0.0063 N 24996767.50 24996767.50 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 9174440.08 0.0023 N 9174986.05 9174986.05 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 2999475.00 0.0008 N 2999658.00 2999658.00 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 15997297.78 0.0040 N 15998356.80 15998356.80 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.01%, dated 6/30/2011 due 07/01/2011 41L993YM2_07629 Treasury Repurchase Agreement Y US TREASURY 2011-09-15 2040-05-15 0 - 8.875 Treasury Debt 368595119.79 388765731.78 Unrated Security 2011-07-01 2011-07-01 N N N 380912000.00 380912000.00 0.0954 N 380912000.00 380912000.00