N-MFP LIVE N 2012-05-31 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 None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 56 68 4192227260.63 4691889.12 1074068.14 4195845081.61 0.0027 1.0005 2012-05-31 1.0005 2012-05-31 C000020486 1.00 4195845081.61 1.00 -106998064.87 1060375221.92 1167373286.79 0.0007 1.0005 2012-05-31 1.0005 2012-05-31 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.45% 0020P2JE7 Financial Company Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N N 65000000.00 64914687.50 0.0155 N 64905646.00 64905646.00 Bank of Nova Scotia Bank of Nova Scotia, 0.46% 06416JG56 Financial Company Commercial Paper First Tier Security 2012-07-05 2012-07-05 N N N 50000000.00 49978277.77 0.0119 N 49992530.00 49992530.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.40% 06741GKJ3 Financial Company Commercial Paper First Tier Security 2012-08-15 2012-08-15 N N N 4000000.00 3996666.67 0.0010 N 3997829.60 3997829.60 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.37% 0556N0F42 Financial Company Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N N 43000000.00 42998674.17 0.0102 N 42999380.80 42999380.80 BP Capital Markets PLC BP Capital Markets PLC, 0.25% 05568TF87 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 8000000.00 7999611.11 0.0019 N 7999804.80 7999804.80 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-06-20 2012-10-22 N N N 6000000.00 6000000.00 0.0014 N 5999550.00 5999550.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACM6 Financial Company Commercial Paper First Tier Security 2012-06-25 2012-11-26 N N N 38000000.00 38000000.00 0.0091 N 37994604.00 37994604.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACK0 Financial Company Commercial Paper First Tier Security 2012-06-25 2012-11-26 N N N 33000000.00 33000000.00 0.0079 N 32995347.00 32995347.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-06-27 2012-11-27 N N N 8000000.00 7999220.27 0.0019 N 8000088.00 8000088.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFC9 Financial Company Commercial Paper First Tier Security 2012-06-12 2012-06-12 N N N 7000000.00 6998673.89 0.0017 N 6999799.10 6999799.10 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFF2 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 7000000.00 6998312.22 0.0017 N 6999737.50 6999737.50 Credit Suisse New York Branch Credit Suisse New York Branch, 0.28% 2254EAGW7 Financial Company Commercial Paper First Tier Security 2012-07-30 2012-07-30 N N N 50000000.00 49977055.55 0.0119 N 49970000.00 49970000.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EAFB4 Financial Company Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N N 100000000.00 99991666.66 0.0238 N 99994500.00 99994500.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.32% 2254EAFN8 Financial Company Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N N 50000000.00 49990666.67 0.0119 N 49993490.00 49993490.00 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0FB3 Financial Company Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N N 16000000.00 15998666.67 0.0038 N 15999291.20 15999291.20 DNB Bank ASA DNB Bank ASA, 0.33% 2332K0JJ2 Financial Company Commercial Paper First Tier Security 2012-09-18 2012-09-18 N N N 28000000.00 27972023.34 0.0067 N 27975161.20 27975161.20 DNB Bank ASA DNB Bank ASA, 0.35% 2332K0G22 Financial Company Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N N 38000000.00 37988547.23 0.0091 N 37994212.60 37994212.60 DNB Bank ASA DNB Bank ASA, 0.40% 2332K0FV9 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N N 8000000.00 7997511.11 0.0019 N 7998909.60 7998909.60 General Electric Capital Corp. General Electric Capital Corp., 0.31% 36959HG92 Financial Company Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 100000000.00 99967277.78 0.0238 N 99987870.00 99987870.00 General Electric Capital Corp. General Electric Capital Corp., 0.31% 36959HGG6 Financial Company Commercial Paper First Tier Security 2012-07-16 2012-07-16 N N N 100000000.00 99961250.00 0.0238 N 99984280.00 99984280.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-06-12 2012-09-12 N N N 132000000.00 132000000.00 0.0315 N 131993004.00 131993004.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H13 Financial Company Commercial Paper First Tier Security 2012-08-01 2012-08-01 N N N 55000000.00 54972041.66 0.0131 N 54980013.00 54980013.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H88 Financial Company Commercial Paper First Tier Security 2012-08-08 2012-08-08 N N N 26000000.00 25985266.67 0.0062 N 25989236.00 25989236.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.35% 60682WF11 Financial Company Commercial Paper First Tier Security 2012-06-01 2012-06-01 N N N 120000000.00 120000000.00 0.0286 N 119999472.00 119999472.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.45% 60682WHX9 Financial Company Commercial Paper First Tier Security 2012-08-31 2012-08-31 N N N 75000000.00 74914687.50 0.0179 N 74908575.00 74908575.00 National Australia Funding, Inc. National Australia Funding, Inc., 0.29% 63253LPK5 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-10-30 N N N 170000000.00 170000000.00 0.0405 N 169979770.00 169979770.00 National Bank Canada National Bank Canada, 0.47% 63306TGA7 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 20000000.00 19989816.67 0.0048 N 19993778.00 19993778.00 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0GA5 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 26000000.00 25985353.33 0.0062 N 25991911.40 25991911.40 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0GG2 Financial Company Commercial Paper First Tier Security 2012-07-16 2012-07-16 N N N 26000000.00 25983100.01 0.0062 N 25989901.60 25989901.60 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0HE6 Financial Company Commercial Paper First Tier Security 2012-08-14 2012-08-14 N N N 24000000.00 23974346.66 0.0057 N 23979249.60 23979249.60 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.36% 74977KFD6 Financial Company Commercial Paper First Tier Security 2012-06-13 2012-06-13 N N N 75000000.00 74991000.00 0.0179 N 74995260.00 74995260.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050TH95 Financial Company Commercial Paper First Tier Security 2012-08-09 2012-08-09 N N N 12000000.00 11988500.00 0.0029 N 11991669.60 11991669.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THA2 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N N 2000000.00 1998055.55 0.0005 N 1998576.00 1998576.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THD6 Financial Company Commercial Paper First Tier Security 2012-08-13 2012-08-13 N N N 7000000.00 6992902.78 0.0017 N 6994604.40 6994604.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THE4 Financial Company Commercial Paper First Tier Security 2012-08-14 2012-08-14 N N N 6000000.00 5993833.34 0.0014 N 5995249.80 5995249.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THF1 Financial Company Commercial Paper First Tier Security 2012-08-15 2012-08-15 N N N 7000000.00 6992708.34 0.0017 N 6994310.40 6994310.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THH7 Financial Company Commercial Paper First Tier Security 2012-08-17 2012-08-17 N N N 7000000.00 6992513.89 0.0017 N 6994024.10 6994024.10 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365RF18 Financial Company Commercial Paper First Tier Security 2012-06-01 2012-06-01 N N N 31000000.00 31000000.00 0.0074 N 30999863.60 30999863.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562KF66 Financial Company Commercial Paper First Tier Security 2012-06-06 2012-06-06 N N N 63000000.00 62997987.50 0.0150 N 62998317.90 62998317.90 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.26% 86958FGA9 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 100000000.00 99971833.34 0.0238 N 99977780.00 99977780.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.26% 86958FGA9 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 50000000.00 49985916.66 0.0119 N 49988890.00 49988890.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958FGJ0 Financial Company Commercial Paper First Tier Security 2012-07-18 2012-07-18 N N N 40000000.00 39986161.11 0.0095 N 39988268.00 39988268.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.32% 86958FFF9 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 3000000.00 2999626.67 0.0007 N 2999812.50 2999812.50 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.57% 89116EHA4 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N N 25000000.00 24972291.67 0.0060 N 24991092.50 24991092.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GFV3 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N N 42000000.00 41989546.67 0.0100 N 41995976.40 41995976.40 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.40% 89233GL61 Financial Company Commercial Paper First Tier Security 2012-11-06 2012-11-06 N N N 50000000.00 49912222.23 0.0119 N 49928010.00 49928010.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CFN2 Financial Company Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N N 125000000.00 124974479.18 0.0298 N 124986100.00 124986100.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.23% 0527M0F51 Asset Backed Commercial Paper First Tier Security 2012-06-05 2012-06-05 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 21000000.00 20999463.34 0.0050 N 20999300.70 20999300.70 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.25% 0527M0FB8 Asset Backed Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 29000000.00 28997986.12 0.0069 N 28997874.30 28997874.30 Gotham Funding Corp. Gotham Funding Corp., 0.23% 38346LF50 Asset Backed Commercial Paper First Tier Security 2012-06-05 2012-06-05 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 6100000.00 6099844.11 0.0015 N 6099796.87 6099796.87 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LF82 Asset Backed Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 39000000.00 38998483.32 0.0093 N 38997921.30 38997921.30 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LFJ8 Asset Backed Commercial Paper First Tier Security 2012-06-18 2012-06-18 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 35000000.00 34996198.61 0.0083 N 34995800.00 34995800.00 Market Street Funding LLC Market Street Funding LLC, 0.23% 5705X4GJ7 Asset Backed Commercial Paper First Tier Security 2012-07-18 2012-07-18 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 100077000.00 100046949.10 0.0238 N 100048978.44 100048978.44 Market Street Funding LLC Market Street Funding LLC, 0.23% 5705X4GR9 Asset Backed Commercial Paper First Tier Security 2012-07-25 2012-07-25 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 22083000.00 22075381.37 0.0053 N 22075915.77 22075915.77 Market Street Funding LLC Market Street Funding LLC, 0.23% 5705X4GS7 Asset Backed Commercial Paper First Tier Security 2012-07-26 2012-07-26 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 5000000.00 4998243.06 0.0012 N 4998366.50 4998366.50 Market Street Funding LLC Market Street Funding LLC, 0.24% 5705X4H31 Asset Backed Commercial Paper First Tier Security 2012-08-03 2012-08-03 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 14000000.00 13994120.00 0.0033 N 13994748.60 13994748.60 Market Street Funding LLC Market Street Funding LLC, 0.24% 5705X4H64 Asset Backed Commercial Paper First Tier Security 2012-08-06 2012-08-06 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 22000000.00 21990320.00 0.0052 N 21991318.80 21991318.80 Market Street Funding LLC Market Street Funding LLC, 0.24% 5705X4HU1 Asset Backed Commercial Paper First Tier Security 2012-08-28 2012-08-28 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 46000000.00 45973013.33 0.0110 N 45974980.60 45974980.60 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.22% 79540AFC7 Asset Backed Commercial Paper First Tier Security 2012-06-12 2012-06-12 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 20000000.00 19998655.55 0.0048 N 19998400.00 19998400.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.23% 79540AFD5 Asset Backed Commercial Paper First Tier Security 2012-06-13 2012-06-13 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 17000000.00 16998696.67 0.0041 N 16998526.10 16998526.10 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.23% 79540AFE3 Asset Backed Commercial Paper First Tier Security 2012-06-14 2012-06-14 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 9000000.00 8999252.50 0.0021 N 8999160.30 8999160.30 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.23% 79540AFJ2 Asset Backed Commercial Paper First Tier Security 2012-06-18 2012-06-18 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 17000000.00 16998153.62 0.0041 N 16997960.00 16997960.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.23% 79540AFU7 Asset Backed Commercial Paper First Tier Security 2012-06-28 2012-06-28 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 13000000.00 12997757.50 0.0031 N 12997572.90 12997572.90 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.24% 79540AFL7 Asset Backed Commercial Paper First Tier Security 2012-06-20 2012-06-20 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 45000000.00 44994300.00 0.0107 N 44994001.50 44994001.50 General Electric Co. General Electric Co., 0.21% 36960LFT7 Other Commercial Paper First Tier Security 2012-06-27 2012-06-27 N N N 15000000.00 14997725.00 0.0036 N 14998875.00 14998875.00 Texas Instruments International Management Co. S.a.r.L. Texas Instruments International Management Co. S.a.r.L., 0.43% 88252AG92 Other Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 1000000.00 999551.39 0.0002 N 999802.80 999802.80 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956H9 Treasury Debt First Tier Security 2012-09-13 2012-09-13 N N N 68000000.00 67971327.78 0.0162 N 67984768.00 67984768.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956M8 Treasury Debt First Tier Security 2012-10-11 2012-10-11 N N N 50000000.00 49972500.01 0.0119 N 49980300.00 49980300.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956P1 Treasury Debt First Tier Security 2012-11-01 2012-11-01 N N N 25000000.00 24984062.51 0.0060 N 24987250.00 24987250.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956S5 Treasury Debt First Tier Security 2012-11-08 2012-11-08 N N N 40000000.00 39974222.22 0.0095 N 39978240.00 39978240.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127955L1 Treasury Debt First Tier Security 2012-11-15 2012-11-15 N N N 34000000.00 33977130.25 0.0081 N 33980280.00 33980280.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956T3 Treasury Debt First Tier Security 2012-11-23 2012-11-23 N N N 95000000.00 94932552.11 0.0226 N 94943475.00 94943475.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956U0 Treasury Debt First Tier Security 2012-11-29 2012-11-29 N N N 50000000.00 49963548.59 0.0119 N 49968600.00 49968600.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828LR9 Treasury Debt First Tier Security 2012-10-15 2012-10-15 N N N 16000000.00 16072793.73 0.0038 N 16074368.00 16074368.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828LH1 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 8000000.00 8025848.23 0.0019 N 8026872.00 8026872.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828HC7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 9000000.00 9088267.60 0.0022 N 9089298.00 9089298.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828LM0 Treasury Debt First Tier Security 2012-09-15 2012-09-15 N N N 3000000.00 3010345.60 0.0007 N 3010899.00 3010899.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PV6 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 9000000.00 9014102.68 0.0021 N 9015471.00 9015471.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 26000000.00 26237323.43 0.0063 N 26242736.00 26242736.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 20000000.00 20265151.95 0.0048 N 20268760.00 20268760.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 40000000.00 40364974.55 0.0096 N 40376560.00 40376560.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133794H9 Government Agency Debt First Tier Security 2012-10-19 2012-10-19 N N N 24000000.00 23997429.51 0.0057 N 24000000.00 24000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133794M8 Government Agency Debt First Tier Security 2012-10-19 2012-10-19 N N N 16000000.00 15998292.06 0.0038 N 16000000.00 16000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313376DD4 Government Agency Debt First Tier Security 2012-11-16 2012-11-16 N N N 40000000.00 39999379.41 0.0095 N 40009960.00 40009960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313378BA8 Government Agency Debt First Tier Security 2013-02-15 2013-02-15 N N N 35000000.00 34994204.34 0.0083 N 34992580.00 34992580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313375LQ8 Government Agency Debt First Tier Security 2012-09-07 2012-09-07 N N N 35000000.00 34999064.43 0.0083 N 35006510.00 35006510.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313375QL4 Government Agency Debt First Tier Security 2012-10-10 2012-10-10 N N N 25000000.00 24998775.00 0.0060 N 25008050.00 25008050.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313375XV4 Government Agency Debt First Tier Security 2012-11-06 2012-11-06 N N N 37000000.00 36996141.93 0.0088 N 37012358.00 37012358.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313375XW2 Government Agency Debt First Tier Security 2012-11-02 2012-11-02 N N N 13000000.00 13000000.00 0.0031 N 13003549.00 13003549.00 Freddie Mac Freddie Mac, 0.20% 3134G13Z5 Government Agency Debt First Tier Security 2012-06-10 2012-08-10 N N N 100000000.00 99990333.08 0.0238 N 100026000.00 100026000.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257JQ59 Government Agency Debt First Tier Security 2012-07-06 2012-07-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 15000000.00 14997675.00 0.0036 N 14998057.50 14998057.50 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGB5 Government Agency Debt First Tier Security 2012-07-11 2012-07-11 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9000000.00 8998425.00 0.0021 N 8998596.00 8998596.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGD1 Government Agency Debt First Tier Security 2012-07-12 2012-07-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4000000.00 3999240.00 0.0010 N 3999289.20 3999289.20 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EHX9 Government Agency Debt First Tier Security 2012-07-12 2012-07-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9000000.00 8998290.00 0.0021 N 8998400.70 8998400.70 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJC3 Government Agency Debt First Tier Security 2012-07-13 2012-07-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4000000.00 3999220.00 0.0010 N 3999260.80 3999260.80 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGK5 Government Agency Debt First Tier Security 2012-07-16 2012-07-16 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 14000000.00 13997200.00 0.0033 N 13997295.20 13997295.20 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJL3 Government Agency Debt First Tier Security 2012-07-19 2012-07-19 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 18000000.00 17995950.00 0.0043 N 17995843.80 17995843.80 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJS8 Government Agency Debt First Tier Security 2012-07-23 2012-07-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 47000000.00 46988955.00 0.0112 N 46988593.10 46988593.10 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJV1 Government Agency Debt First Tier Security 2012-07-26 2012-07-26 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 15000000.00 14996100.00 0.0036 N 14995908.00 14995908.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJY5 Government Agency Debt First Tier Security 2012-07-30 2012-07-30 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 32000000.00 31991360.00 0.0076 N 31990873.60 31990873.60 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.18% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9895000.00 9895000.00 0.0024 N 9895000.00 9895000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.16% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0063 N 26400000.00 26400000.00 Guilford County Gen. Oblig. Guilford County Gen. Oblig., 0.17% Series 2007 B, (Liquidity Facility Branch Banking & Trust Co.) VRDN 401784WA7 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 4900000.00 4900000.00 0.0012 N 4900000.00 4900000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.19% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0029 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.19% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 6990000.00 6990000.00 0.0017 N 6990000.00 6990000.00 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 2012-06-07 2012-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.24% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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 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 B1, LOC Branch Banking & 65821DCC3 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 1405000.00 1405000.00 0.0003 N 1405000.00 1405000.00 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 2012-06-07 2012-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 21645000.00 21645000.00 0.0052 N 21645000.00 21645000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.18% (Univ. Health Systems of Eastern Carolina) Series 2008 B, LOC Branch Banking & 65821DAZ4 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 1750000.00 1750000.00 0.0004 N 1750000.00 1750000.00 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 2012-06-07 2012-06-07 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 0.0045 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% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8780000.00 8780000.00 0.0021 N 8780000.00 8780000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.22% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0120 N 50385000.00 50385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.23% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2012-06-01 2012-06-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26245000.00 26245000.00 0.0063 N 26245000.00 26245000.00 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 C, LOC Bank of America NA VRDN 65821DBA8 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10500000.00 10500000.00 0.0025 N 10500000.00 10500000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.21% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 59300000.00 59300000.00 0.0141 N 59300000.00 59300000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.17% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FPW4 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 1200000.00 1200000.00 0.0003 N 1200000.00 1200000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.19%, dated 5/31/2012 due 06/01/2012 45G99KSU0_07629 Treasury Repurchase Agreement Y US TREASURY 2012-08-30 2015-03-31 0 - 2.5 Treasury Debt 381241879.49 396251693.33 Unrated Security 2012-06-01 2012-06-01 N N N 388480000.00 388480000.00 0.0926 N 388480000.00 388480000.00