N-MFP LIVE N 2011-07-29 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 None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 54 68 3792842653.84 33257870.60 1017023.83 3825083500.61 0.0022 1.0006 2011-07-29 1.0006 2011-07-29 C000020486 1.00 3825083500.61 1.00 -166306336.24 579526738.34 745833074.58 0.0001 1.0006 2011-07-29 1.0006 2011-07-29 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 50000000.00 0.0131 N 49999415.00 49999415.00 Abn Amro Funding USA LLC Abn Amro Funding USA LLC, 0.20% 00084CVK5 Financial Company Commercial Paper First Tier Security 2011-08-19 2011-08-19 N N N 25000000.00 24997499.99 0.0065 N 24997520.00 24997520.00 Abn Amro Funding USA LLC Abn Amro Funding USA LLC, 0.25% 00084CX56 Financial Company Commercial Paper First Tier Security 2011-10-05 2011-10-05 N N N 29000000.00 28986909.72 0.0076 N 28987895.40 28987895.40 ASB Finance Ltd. ASB Finance Ltd., 0.33% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-08-28 2012-03-30 N N N 5000000.00 4999663.89 0.0013 N 5001330.00 5001330.00 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 43698937.64 0.0114 N 43724384.60 43724384.60 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 74998333.33 0.0196 N 74999122.50 74999122.50 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 49944000.01 0.0131 N 49971825.00 49971825.00 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 17995380.00 0.0047 N 17996175.00 17996175.00 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 6999128.89 0.0018 N 6999560.40 6999560.40 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 39943844.44 0.0104 N 39956028.00 39956028.00 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 49972097.22 0.0131 N 49987360.00 49987360.00 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 99914444.44 0.0261 N 99970660.00 99970660.00 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 14995725.00 0.0039 N 14997352.50 14997352.50 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 18991006.66 0.0050 N 18995742.10 18995742.10 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 13998766.68 0.0037 N 14002268.00 14002268.00 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 78358252.00 0.0205 N 78382430.56 78382430.56 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 29975458.34 0.0078 N 29989791.00 29989791.00 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 25975596.12 0.0068 N 25989080.00 25989080.00 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 6992826.94 0.0018 N 6996655.40 6996655.40 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 0.0261 N 100000000.00 100000000.00 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 36999525.91 0.0097 N 37001184.00 37001184.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-08-26 2011-08-26 N N N 6000000.00 6000000.00 0.0016 N 6000270.00 6000270.00 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 0.0026 N 9999750.00 9999750.00 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 49999722.22 0.0131 N 49999220.00 49999220.00 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 39998444.45 0.0105 N 39998356.00 39998356.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.20% 2254EBX48 Financial Company Commercial Paper First Tier Security 2011-10-04 2011-10-04 N N N 50000000.00 49982222.22 0.0131 N 49979620.00 49979620.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.24% 2254EBXR7 Financial Company Commercial Paper First Tier Security 2011-10-25 2011-10-25 N N N 40000000.00 39977333.35 0.0105 N 39975848.00 39975848.00 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 49994791.67 0.0131 N 49995875.00 49995875.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.24% 2332K4BD5 Financial Company Commercial Paper First Tier Security 2011-08-22 2011-08-22 N N N 50000000.00 50000000.00 0.0131 N 50000600.00 50000600.00 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 99977902.80 0.0261 N 99978560.00 99978560.00 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 67967605.56 0.0178 N 67979865.20 67979865.20 National Australia Funding, Inc. National Australia Funding, Inc., 0.20% 63253KX69 Financial Company Commercial Paper First Tier Security 2011-10-06 2011-10-06 N N N 40000000.00 39985333.34 0.0105 N 39990648.00 39990648.00 Nordea North America, Inc. Nordea North America, Inc., 0.20% 6555P1X77 Financial Company Commercial Paper First Tier Security 2011-10-07 2011-10-07 N N N 27900000.00 27889615.00 0.0073 N 27889529.13 27889529.13 Nordea North America, Inc. Nordea North America, Inc., 0.21% 6555P1XJ1 Financial Company Commercial Paper First Tier Security 2011-10-18 2011-10-18 N N N 25000000.00 24988895.84 0.0065 N 24988300.00 24988300.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.19% 74977LXB8 Financial Company Commercial Paper First Tier Security 2011-10-11 2011-10-11 N N N 25000000.00 24990631.94 0.0065 N 24995427.50 24995427.50 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.20% 74977LXM4 Financial Company Commercial Paper First Tier Security 2011-10-21 2011-10-21 N N N 40000000.00 39982000.00 0.0105 N 39991040.00 39991040.00 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 49970194.45 0.0131 N 49990270.00 49990270.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.32% 74977KAC3 Financial Company Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N N 40000000.00 39941688.88 0.0104 N 39971980.00 39971980.00 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 74928749.99 0.0196 N 74971237.50 74971237.50 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 18989391.67 0.0050 N 18991761.60 18991761.60 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 39990355.55 0.0105 N 39993012.00 39993012.00 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 7998071.11 0.0021 N 7998602.40 7998602.40 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 41000000.00 0.0107 N 40999520.30 40999520.30 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 29976500.01 0.0078 N 29981247.00 29981247.00 Swedbank AB Swedbank AB, 0.21% 87019SVN1 Financial Company Commercial Paper First Tier Security 2011-08-22 2011-08-22 N N N 40000000.00 39995099.99 0.0105 N 39995388.00 39995388.00 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 6999393.33 0.0018 N 6999743.10 6999743.10 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 6997044.44 0.0018 N 6998684.70 6998684.70 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 4997500.00 0.0013 N 4998853.50 4998853.50 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 6988893.33 0.0018 N 6992027.00 6992027.00 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 10993956.11 0.0029 N 10997409.50 10997409.50 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 14343422.92 0.0037 N 14346644.97 14346644.97 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-08-08 2011-10-07 N N N 13000000.00 13000000.00 0.0034 N 12998843.00 12998843.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-08-19 2011-09-19 N N N 50000000.00 50000000.00 0.0131 N 49998900.00 49998900.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-08-23 2011-09-23 N N N 50000000.00 50000000.00 0.0131 N 49999050.00 49999050.00 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 13992650.00 0.0037 N 13997900.00 13997900.00 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 12997725.00 0.0034 N 12997831.60 12997831.60 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 35992440.00 0.0094 N 35992746.00 35992746.00 Gotham Funding Corp. Gotham Funding Corp., 0.20% 38346MVN1 Asset Backed Commercial Paper First Tier Security 2011-08-22 2011-08-22 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 15000000.00 14998250.00 0.0039 N 14998000.50 14998000.50 Gotham Funding Corp. Gotham Funding Corp., 0.20% 38346MVR2 Asset Backed Commercial Paper First Tier Security 2011-08-25 2011-08-25 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 80000000.00 79989333.31 0.0209 N 79988000.00 79988000.00 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 14999287.50 0.0039 N 14998999.50 14998999.50 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 13999144.44 0.0037 N 13998910.80 13998910.80 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 36997122.22 0.0097 N 36996507.20 36996507.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274MVA7 Asset Backed Commercial Paper First Tier Security 2011-08-10 2011-08-10 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 40000000.00 39997999.99 0.0105 N 39997332.00 39997332.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.21% 56274MV33 Asset Backed Commercial Paper First Tier Security 2011-08-03 2011-08-03 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 10000000.00 9999883.33 0.0026 N 9999722.00 9999722.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.21% 56274MVC3 Asset Backed Commercial Paper First Tier Security 2011-08-12 2011-08-12 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 40000000.00 39997433.34 0.0105 N 39996888.00 39996888.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.34% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-08-08 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 0.0016 N 5999406.00 5999406.00 Texas Instruments, Inc. Texas Instruments, Inc., 0.20% 88250UZ65 Other Commercial Paper First Tier Security 2011-12-06 2011-12-06 N N N 3000000.00 2997883.33 0.0008 N 2996609.10 2996609.10 Texas Instruments, Inc. Texas Instruments, Inc., 0.20% 88250UZC2 Other Commercial Paper First Tier Security 2011-12-12 2011-12-12 N N N 2000000.00 1998522.22 0.0005 N 1997574.60 1997574.60 U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912795Y62 Treasury Debt First Tier Security 2012-01-19 2012-01-19 N N N 50000000.00 49983374.99 0.0131 N 49964400.00 49964400.00 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127954A6 Treasury Debt First Tier Security 2012-01-05 2012-01-05 N N N 31000000.00 30989184.56 0.0081 N 30984190.00 30984190.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912795Y70 Treasury Debt First Tier Security 2012-01-26 2012-01-26 N N N 9000000.00 8995327.50 0.0024 N 8992890.00 8992890.00 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 113975191.71 0.0298 N 113987688.00 113987688.00 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 82977031.05 0.0217 N 82990206.00 82990206.00 U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828KA7 Treasury Debt First Tier Security 2011-12-15 2011-12-15 N N N 40000000.00 40156503.40 0.0105 N 40137520.00 40137520.00 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 90304752.90 0.0236 N 90298800.00 90298800.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828KP4 Treasury Debt First Tier Security 2012-05-15 2012-05-15 N N N 20000000.00 20186057.69 0.0053 N 20174220.00 20174220.00 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 26112965.98 0.0068 N 26116792.00 26116792.00 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 50087845.72 0.0131 N 50101550.00 50101550.00 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 25268515.63 0.0066 N 25275400.00 25275400.00 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.06% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3005000.00 3005000.00 0.0008 N 3005000.00 3005000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.10% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 35200000.00 35200000.00 0.0092 N 35200000.00 35200000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.10% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0039 N 15000000.00 15000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.06% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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., 0.12% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 13110000.00 13110000.00 0.0034 N 13110000.00 13110000.00 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 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9080000.00 9080000.00 0.0024 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% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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 0.0118 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.07% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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 0.0124 N 47600000.00 47600000.00 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 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50625000.00 50625000.00 0.0132 N 50625000.00 50625000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.09% (Wake Forest Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5700000.00 5700000.00 0.0015 N 5700000.00 5700000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.10% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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 0.0049 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% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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 0.0042 N 15950000.00 15950000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.24% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2011-08-01 2011-08-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26245000.00 26245000.00 0.0069 N 26245000.00 26245000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.06% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39750000.00 39750000.00 0.0104 N 39750000.00 39750000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.06% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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 0.0027 N 10500000.00 10500000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.12% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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., 0.08% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0017 N 6400000.00 6400000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.08% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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., 0.08% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XC4 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 11000000.00 11000000.00 0.0029 N 11000000.00 11000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.08% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 21000000.00 21000000.00 0.0055 N 21000000.00 21000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.08% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XD2 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0039 N 15000000.00 15000000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.06% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BRANCH BANKING AND TRUST CO N/A N/A N N 11200000.00 11200000.00 0.0029 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 49974361.12 0.0131 N 49972400.00 49972400.00 Fannie Mae Fannie Mae, 0.15% 313588NE1 Government Agency Debt First Tier Security 2011-10-20 2011-10-20 N N N 86283000.00 86254239.01 0.0225 N 86259962.44 86259962.44 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 11998923.93 0.0031 N 11999988.00 11999988.00 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 20997831.27 0.0055 N 20999979.00 20999979.00 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 11998169.01 0.0031 N 11999520.00 11999520.00 Freddie Mac Freddie Mac, 0.15% 3134G13Z5 Government Agency Debt First Tier Security 2011-08-10 2012-08-10 N N N 100000000.00 99948212.98 0.0261 N 100060500.00 100060500.00 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257JZL4 Government Agency Debt First Tier Security 2011-10-21 2011-10-21 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 50000000.00 49978333.32 0.0131 N 49979190.00 49979190.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.16%, dated 7/29/2011 due 08/01/2011 42T99HBH7_07629 Treasury Repurchase Agreement Y US TREASURY 2011-08-04 2020-05-15 0 - 5.125 Treasury Debt 238419134.93 246869815.66 Unrated Security 2011-08-01 2011-08-01 N N N 242026000.00 242026000.00 0.0633 N 242026000.00 242026000.00