N-MFP LIVE N 2010-12-30 0000702149 S000007506 1 N N 002-77169 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY RESEARCH & ANALYSIS COMPANY (FRAC) 801-28774 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 71 4884073692.26 1219477.60 1441543.33 4883851626.53 0.0032 1.0004 2010-12-30 1.0004 2010-12-30 C000020486 1.00 4883851626.53 1.00 302782971.05 1036959794.47 734176823.42 0.0013 1.0004 2010-12-30 1.0004 2010-12-30 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.32% 05253CR40 Financial Company Commercial Paper First Tier Security 2011-04-04 2011-04-04 N N N 14000000.00 13988426.67 0.0029 N 13992945.40 13992945.40 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.32% 05253CRB4 Financial Company Commercial Paper First Tier Security 2011-04-11 2011-04-11 N N N 36000000.00 35967999.99 0.0074 N 35980102.80 35980102.80 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06416KQG8 Financial Company Commercial Paper First Tier Security 2011-03-16 2011-03-16 N N N 50000000.00 49969166.67 0.0102 N 49980210.00 49980210.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06416KQH6 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-03-17 N N N 49000000.00 48969375.00 0.0100 N 48980346.10 48980346.10 Barclays Bank PLC (CCP FDG) Barclays Bank PLC (CCP FDG), 0.32% 06741GAE5 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 7000000.00 6997262.22 0.0014 N 6997725.00 6997725.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.30% 06737JP33 Financial Company Commercial Paper First Tier Security 2011-02-03 2011-02-03 N N N 100000000.00 99972499.98 0.0205 N 99977520.00 99977520.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.40% 0556N1R62 Financial Company Commercial Paper First Tier Security 2011-04-06 2011-04-06 N N N 50000000.00 49947222.23 0.0102 N 49959735.00 49959735.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.44% 0556N1QN6 Financial Company Commercial Paper First Tier Security 2011-03-22 2011-03-22 N N N 75000000.00 74926666.68 0.0153 N 74950387.50 74950387.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.48% 0556N1PN7 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-02-22 N N N 75000000.00 74948000.01 0.0153 N 74970075.00 74970075.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.33% 20260BNQ7 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-01-24 N N N 50000000.00 49989458.34 0.0102 N 49991565.00 49991565.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.33% 20260BP85 Financial Company Commercial Paper First Tier Security 2011-02-08 2011-02-08 N N N 10000000.00 9996516.67 0.0020 N 9996988.00 9996988.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.35% 20260BP77 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 63000000.00 62977337.50 0.0129 N 62981648.10 62981648.10 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.36% 20260BP10 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 16000000.00 15995108.89 0.0033 N 15996244.80 15996244.80 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.37% 20260BNB0 Financial Company Commercial Paper First Tier Security 2011-01-11 2011-01-11 N N N 15000000.00 14998458.33 0.0031 N 14998945.50 14998945.50 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.42% 20260BN46 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 20000000.00 19999300.00 0.0041 N 19999512.00 19999512.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.31% 20272AAJ5 Financial Company Commercial Paper First Tier Security 2011-02-10 2011-08-02 N N N 100000000.00 100000000.00 0.0205 N 99981200.00 99981200.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAC0 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-05-31 N N N 50000000.00 50000000.00 0.0102 N 50008400.00 50008400.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAD8 Financial Company Commercial Paper First Tier Security 2011-03-10 2011-06-03 N N N 20000000.00 20000000.00 0.0041 N 20005300.00 20005300.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAN6 Financial Company Commercial Paper First Tier Security 2011-03-22 2011-09-16 N N N 37000000.00 36997340.95 0.0076 N 36986162.00 36986162.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-11-21 N N N 10000000.00 10000000.00 0.0020 N 9995640.00 9995640.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-03-02 2011-08-26 N N N 6000000.00 6000000.00 0.0012 N 5999058.00 5999058.00 Credit Agricole North America Credit Agricole North America, 0.36% 22532CQ15 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 75000000.00 74955750.00 0.0153 N 74964997.50 74964997.50 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EBQW4 Financial Company Commercial Paper First Tier Security 2011-03-30 2011-03-30 N N N 100000000.00 99926666.66 0.0205 N 99918000.00 99918000.00 Danske Corp. Danske Corp., 0.29% 2363F7P36 Financial Company Commercial Paper First Tier Security 2011-02-03 2011-02-03 N N N 25000000.00 24993354.17 0.0051 N 24993672.50 24993672.50 Danske Corp. Danske Corp., 0.31% 2363F7P10 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 20000000.00 19994661.11 0.0041 N 19995306.00 19995306.00 Danske Corp. Danske Corp., 0.31% 2363F7PA0 Financial Company Commercial Paper First Tier Security 2011-02-10 2011-02-10 N N N 40000000.00 39986444.45 0.0082 N 39987152.00 39987152.00 Danske Corp. Danske Corp., 0.31% 2363F7PB8 Financial Company Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 8000000.00 7997221.11 0.0016 N 7997349.60 7997349.60 Danske Corp. Danske Corp., 0.33% 2363F7NL8 Financial Company Commercial Paper First Tier Security 2011-01-20 2011-01-20 N N N 35000000.00 34993904.17 0.0072 N 34995177.00 34995177.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.30% 25153KQP5 Financial Company Commercial Paper First Tier Security 2011-03-23 2011-03-23 N N N 100000000.00 99932500.00 0.0205 N 99925970.00 99925970.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.35% 2332K1Q78 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N N 25000000.00 24984201.39 0.0051 N 24985607.50 24985607.50 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K1P79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 50000000.00 49979444.44 0.0102 N 49985435.00 49985435.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K1P79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 10000000.00 9995888.89 0.0020 N 9997087.00 9997087.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.62% 2332K1N55 Financial Company Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N N 36000000.00 35997520.00 0.0074 N 35998898.40 35998898.40 ING U.S. Funding LLC ING U.S. Funding LLC, 0.30% 4497W1NK8 Financial Company Commercial Paper First Tier Security 2011-01-19 2011-01-19 N Y INGBANK N/A N/A Y GUARANTOR INGBANK N/A N/A 14040000.00 14037894.00 0.0029 N 14038169.18 14038169.18 Intesa Funding LLC Intesa Funding LLC, 0.32% 4611K1P90 Financial Company Commercial Paper First Tier Security 2011-02-09 2011-02-09 N N N 43000000.00 42985093.33 0.0088 N 42984550.10 42984550.10 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1N43 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 13000000.00 12999620.83 0.0027 N 12999581.40 12999581.40 Intesa Funding LLC Intesa Funding LLC, 0.45% 4611K1NJ0 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 26000000.00 25994475.00 0.0053 N 25996165.00 25996165.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 51489HN68 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 17000000.00 16999055.56 0.0035 N 16999376.10 16999376.10 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.35% 6323A1NK8 Financial Company Commercial Paper First Tier Security 2011-01-19 2011-01-19 N N N 50000000.00 49991249.99 0.0102 N 49993480.00 49993480.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.38% 6323A1P18 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 15000000.00 14995156.25 0.0031 N 14996479.50 14996479.50 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1P26 Financial Company Commercial Paper First Tier Security 2011-02-02 2011-02-02 N N N 7000000.00 6997511.11 0.0014 N 6998293.40 6998293.40 Nationwide Building Society Nationwide Building Society, 0.30% 6385E1PN5 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-02-22 N N N 3000000.00 2998700.00 0.0006 N 2998670.70 2998670.70 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QE4 Financial Company Commercial Paper First Tier Security 2011-03-14 2011-03-14 N N N 8000000.00 7994400.00 0.0016 N 7994824.80 7994824.80 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QH7 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-03-17 N N N 57000000.00 56958437.51 0.0117 N 56961371.10 56961371.10 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QN4 Financial Company Commercial Paper First Tier Security 2011-03-22 2011-03-22 N N N 5000000.00 4996111.11 0.0010 N 4996355.00 4996355.00 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.41% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-02-02 Y NATIXIS US FINA N/A N/A N N 75000000.00 75000000.00 0.0154 N 74981700.00 74981700.00 Nordea North America, Inc. Nordea North America, Inc., 0.26% 6555P1PJ0 Financial Company Commercial Paper First Tier Security 2011-02-18 2011-02-18 N N N 100000000.00 99965333.36 0.0205 N 99963930.00 99963930.00 Nordea North America, Inc. Nordea North America, Inc., 0.39% 6555P1PB7 Financial Company Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 15000000.00 14993422.92 0.0031 N 14995555.50 14995555.50 Nordea North America, Inc. Nordea North America, Inc., 0.60% 6555P1NA1 Financial Company Commercial Paper First Tier Security 2011-01-10 2011-01-10 N N N 13000000.00 12998050.00 0.0027 N 12999285.00 12999285.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.40% 74977LP76 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 100000000.00 99958888.88 0.0205 N 99983530.00 99983530.00 Royal Bank of Canada Royal Bank of Canada, 0.40% 78009BTG7 Financial Company Commercial Paper First Tier Security 2011-06-16 2011-06-16 N N N 75000000.00 74861666.68 0.0153 N 74909542.50 74909542.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UN61 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 50000000.00 49997916.67 0.0102 N 49998165.00 49998165.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.33% 83365SP15 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 67000000.00 66980960.84 0.0137 N 66984275.10 66984275.10 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365SQ14 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 62000000.00 61964436.11 0.0127 N 61967964.60 61967964.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HP79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 7000000.00 6997481.94 0.0014 N 6997960.90 6997960.90 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HPE4 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 7000000.00 6997005.56 0.0014 N 6997462.50 6997462.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958UNR1 Financial Company Commercial Paper First Tier Security 2011-01-25 2011-01-25 N N N 200000000.00 199964000.00 0.0409 N 199968880.00 199968880.00 Swedbank AB Swedbank AB, 0.35% 87019SND2 Financial Company Commercial Paper First Tier Security 2011-01-13 2011-01-13 N N N 10000000.00 9998833.33 0.0020 N 9999151.00 9999151.00 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.50% 89116FN48 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 50000000.00 49997916.67 0.0102 N 49999000.00 49999000.00 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 6983316.67 0.0014 N 6980447.60 6980447.60 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 6980555.56 0.0014 N 6976036.20 6976036.20 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 4985722.22 0.0010 N 4982155.00 4982155.00 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 10966101.67 0.0022 N 10960510.00 10960510.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HP32 Financial Company Commercial Paper First Tier Security 2011-02-03 2011-02-03 N N N 8000000.00 7997433.33 0.0016 N 7998466.40 7998466.40 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HPF5 Financial Company Commercial Paper First Tier Security 2011-02-15 2011-02-15 N N N 50000000.00 49978124.99 0.0102 N 49984605.00 49984605.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HPH1 Financial Company Commercial Paper First Tier Security 2011-02-17 2011-02-17 N N N 1000000.00 999543.05 0.0002 N 999677.30 999677.30 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HPJ7 Financial Company Commercial Paper First Tier Security 2011-02-18 2011-02-18 N N N 6000000.00 5997200.00 0.0012 N 5998015.80 5998015.80 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HRC0 Financial Company Commercial Paper First Tier Security 2011-04-12 2011-04-12 N N N 3000000.00 2997054.17 0.0006 N 2997636.90 2997636.90 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262DQH1 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-03-17 N N N 72000000.00 71953500.00 0.0147 N 71954856.00 71954856.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262DRL1 Financial Company Commercial Paper First Tier Security 2011-04-20 2011-04-20 N N N 75000000.00 74920520.83 0.0153 N 74926590.00 74926590.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262DS22 Financial Company Commercial Paper First Tier Security 2011-05-02 2011-05-02 N N N 52000000.00 51938827.78 0.0106 N 51942904.00 51942904.00 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612C4BC4 Financial Company Commercial Paper First Tier Security 2011-01-19 2011-04-19 N N N 41000000.00 41000000.00 0.0084 N 40997335.00 40997335.00 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612C4BD2 Financial Company Commercial Paper First Tier Security 2011-01-20 2011-04-20 N N N 41000000.00 41000000.00 0.0084 N 40997622.00 40997622.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-01-20 2011-09-19 N N N 50000000.00 50000000.00 0.0102 N 49982400.00 49982400.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-09-23 N N N 50000000.00 50000000.00 0.0102 N 49982100.00 49982100.00 Westpac Banking Corp. Westpac Banking Corp., 0.36% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-10-07 N N N 13000000.00 13000000.00 0.0027 N 12994111.00 12994111.00 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 13955550.00 0.0029 N 13952895.60 13952895.60 Autobahn Funding Autobahn Funding, 0.30% 0527M1N35 Asset Backed Commercial Paper First Tier Security 2011-01-03 2011-01-03 N N Y LIQUIDITY DGB N/A N/A 59059000.00 59058015.68 0.0121 N 59057570.77 59057570.77 Autobahn Funding Autobahn Funding, 0.30% 0527M1NE1 Asset Backed Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N Y LIQUIDITY DGB N/A N/A 29884000.00 29880762.57 0.0061 N 29880629.08 29880629.08 Autobahn Funding Autobahn Funding, 0.30% 0527M1NJ0 Asset Backed Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N Y LIQUIDITY DGB N/A N/A 60000000.00 59991500.02 0.0123 N 59991300.00 59991300.00 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MNL4 Asset Backed Commercial Paper First Tier Security 2011-01-20 2011-01-20 N N Y LIQUIDITY BANK T-M UFJ N/A N/A 15250000.00 15247987.85 0.0031 N 15247543.23 15247543.23 Gotham Funding Corp. Gotham Funding Corp., 0.27% 38346MNE0 Asset Backed Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N Y LIQUIDITY BANK T-M UFJ N/A N/A 13000000.00 12998732.50 0.0027 N 12998533.60 12998533.60 Gotham Funding Corp. Gotham Funding Corp., 0.27% 38346MP24 Asset Backed Commercial Paper First Tier Security 2011-02-02 2011-02-02 N N Y LIQUIDITY BANK T-M UFJ N/A N/A 56598000.00 56584416.48 0.0116 N 56582848.72 56582848.72 Gotham Funding Corp. Gotham Funding Corp., 0.27% 38346MP32 Asset Backed Commercial Paper First Tier Security 2011-02-03 2011-02-03 N N Y LIQUIDITY BANK T-M UFJ N/A N/A 75000000.00 74981437.50 0.0154 N 74979247.50 74979247.50 Gotham Funding Corp. Gotham Funding Corp., 0.28% 38346MP32 Asset Backed Commercial Paper First Tier Security 2011-02-03 2011-02-03 N N Y LIQUIDITY BANK T-M UFJ N/A N/A 42550000.00 42539078.83 0.0087 N 42538226.42 42538226.42 Govco, Inc. Govco, Inc., 0.25% 38362WNK3 Asset Backed Commercial Paper First Tier Security 2011-01-19 2011-01-19 N N Y LIQUIDITY CITIBANK N/A N/A 4000000.00 3999500.00 0.0008 N 3999387.60 3999387.60 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LN36 Asset Backed Commercial Paper First Tier Security 2011-01-03 2011-01-03 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 4000000.00 3999900.00 0.0008 N 3999903.20 3999903.20 Liberty Street Funding LLC Liberty Street Funding LLC, 0.25% 53127UN48 Asset Backed Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N Y LIQUIDITY NOVASC N/A N/A GUARANTOR NOVASC N/A N/A OBLIGOR AAARDVARK FDNG N/A N/A 36000000.00 35999250.00 0.0074 N 35998840.80 35998840.80 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.28% 56274MNK4 Asset Backed Commercial Paper First Tier Security 2011-01-19 2011-01-19 N N Y OBLIGOR NISSAN MASTER O N/A N/A LIQUIDITY SUMITOMO BKG N/A N/A 11835000.00 11833343.10 0.0024 N 11833188.06 11833188.06 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.28% 56274MP30 Asset Backed Commercial Paper First Tier Security 2011-02-03 2011-02-03 N N Y OBLIGOR NISSAN MASTER O N/A N/A LIQUIDITY SUMITOMO BKG N/A N/A 30000000.00 29992300.00 0.0061 N 29991699.00 29991699.00 Market Street Funding LLC Market Street Funding LLC, 0.26% 5705X5N56 Asset Backed Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N Y LIQUIDITY PNCNA N/A N/A 30000000.00 29999133.33 0.0061 N 29999124.00 29999124.00 Market Street Funding LLC Market Street Funding LLC, 0.29% 5705X5P47 Asset Backed Commercial Paper First Tier Security 2011-02-04 2011-02-04 N N Y LIQUIDITY PNCNA N/A N/A 32520000.00 32511093.13 0.0067 N 32513043.97 32513043.97 Novartis Finance Corp. Novartis Finance Corp., 0.30% 6698M5NJ4 Other Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 6000000.00 5999150.00 0.0012 N 5999355.00 5999355.00 Novartis Finance Corp. Novartis Finance Corp., 0.32% 6698M5NA3 Other Commercial Paper First Tier Security 2011-01-10 2011-01-10 N N N 20300000.00 20298376.00 0.0042 N 20298883.50 20298883.50 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PB9 Other Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 2000000.00 1999180.00 0.0004 N 1999407.40 1999407.40 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PP8 Other Commercial Paper First Tier Security 2011-02-23 2011-02-23 N N N 6000000.00 5996820.00 0.0012 N 5997552.00 5997552.00 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 149831250.00 0.0307 N 149862750.00 149862750.00 U.S. Treasury Bills U.S. Treasury Bills, 0.28% 9127952P5 Treasury Debt First Tier Security 2011-11-17 2011-11-17 N N N 14000000.00 13965155.56 0.0029 N 13969704.00 13969704.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828KH2 Treasury Debt First Tier Security 2011-03-31 2011-03-31 N N N 100000000.00 100162239.59 0.0205 N 100164100.00 100164100.00 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 26338897.94 0.0054 N 26322972.00 26322972.00 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 32137608.70 0.0066 N 32142496.00 32142496.00 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 50292497.30 0.0103 N 50292950.00 50292950.00 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 25894068.51 0.0053 N 25887700.00 25887700.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828MM9 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 18000000.00 18068945.19 0.0037 N 18071010.00 18071010.00 U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.48% 912828JY7 Treasury Debt First Tier Security 2011-01-31 2011-01-31 N N N 55000000.00 55017673.98 0.0113 N 55027940.00 55027940.00 General Electric Capital Corp. General Electric Capital Corp., 0.46% (FDIC Guaranteed) 36967H9F6 0000040554 Government Agency Debt Corporate Bonds First Tier Security 2011-03-11 2011-03-11 N N N 8000000.00 8020113.59 0.0016 N 8023432.00 8023432.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LC75 Government Agency Debt First Tier Security 2011-01-10 2011-01-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 95000000.00 94997361.11 0.0195 N 94997891.00 94997891.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MYB0 Government Agency Debt First Tier Security 2011-02-09 2011-02-09 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 3000000.00 2999291.67 0.0006 N 2999426.40 2999426.40 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LJ52 Government Agency Debt First Tier Security 2011-02-09 2011-02-09 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 4000000.00 3999055.56 0.0008 N 3999235.20 3999235.20 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LL91 Government Agency Debt First Tier Security 2011-03-07 2011-03-07 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 17000000.00 16992916.67 0.0035 N 16992482.60 16992482.60 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LL42 Government Agency Debt First Tier Security 2011-03-08 2011-03-08 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 15000000.00 14993645.83 0.0031 N 14993367.00 14993367.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CS45 Government Agency Debt First Tier Security 2011-03-10 2011-03-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 32000000.00 31985555.56 0.0065 N 31984393.60 31984393.60 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZN3 Government Agency Debt First Tier Security 2011-03-11 2011-03-11 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 7000000.00 6996791.67 0.0014 N 6996521.70 6996521.70 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257JUH8 Government Agency Debt First Tier Security 2011-03-14 2011-03-14 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 22033000.00 22022748.54 0.0045 N 22021846.90 22021846.90 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CT69 Government Agency Debt First Tier Security 2011-03-14 2011-03-14 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 16000000.00 15992555.56 0.0033 N 15991900.80 15991900.80 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZS2 Government Agency Debt First Tier Security 2011-03-15 2011-03-15 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 2000000.00 1999055.55 0.0004 N 1998968.80 1998968.80 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257JUV7 Government Agency Debt First Tier Security 2011-03-17 2011-03-17 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 20000000.00 19990000.00 0.0041 N 19988928.00 19988928.00 Straight-A Funding LLC Straight-A Funding LLC, 0.26% (Liquidity Facility Federal Financing Bank) 86257CH21 Government Agency Debt First Tier Security 2011-01-06 2011-01-06 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 175000000.00 174997472.23 0.0358 N 174997672.50 174997672.50 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133XXDD6 Government Agency Debt First Tier Security 2011-01-26 2011-08-26 N N N 9000000.00 8997050.52 0.0018 N 8996364.00 8996364.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.33% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A N Y LIQUIDITY WELLS FARGO BA N/A N/A 15000000.00 15000000.00 0.0031 N 15000000.00 15000000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.33% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A N Y LIQUIDITY WELLS FARGO BA N/A N/A 35900000.00 35900000.00 0.0074 N 35900000.00 35900000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.34% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A N Y LIQUIDITY JPMC BANK N/A N/A 15000000.00 15000000.00 0.0031 N 15000000.00 15000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.42% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 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., 0.31% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR UNIV HLTH SYS N/A N/A 10700000.00 10700000.00 0.0022 N 10700000.00 10700000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.31% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A Y OBLIGOR WAKE FOREST UNI N/A N/A LETTER OF CREDIT BB&T-NC N/A N/A 12385000.00 12385000.00 0.0025 N 12385000.00 12385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.32% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A Y LETTER OF CREDIT BB&T-NC N/A N/A OBLIGOR CAPE FEAR MD,NC N/A N/A 47600000.00 47600000.00 0.0097 N 47600000.00 47600000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.32% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A Y OBLIGOR CAPE FEAR MD,NC N/A N/A LETTER OF CREDIT BB&T-NC N/A N/A 45125000.00 45125000.00 0.0092 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.33% (Watauga Med. Ctr. Proj.) Series 2005, LOC Wells Fargo Bank NA VRDN 657902Y55 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y LETTER OF CREDIT WELLS FARGO BA N/A N/A OBLIGOR WATAUGA MED CTR N/A N/A 11905000.00 11905000.00 0.0024 N 11905000.00 11905000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.33% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y LETTER OF CREDIT WELLS FARGO BA N/A N/A OBLIGOR WAKEMED N/A N/A 18800000.00 18800000.00 0.0038 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.33% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y LETTER OF CREDIT WELLS FARGO BA N/A N/A OBLIGOR WAKEMED N/A N/A 15950000.00 15950000.00 0.0033 N 15950000.00 15950000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.39% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 39750000.00 39750000.00 0.0081 N 39750000.00 39750000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.31% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y USBANKNA N/A N/A Y USBANKNA N/A N/A Y LETTER OF CREDIT USBANKNA N/A N/A 10800000.00 10800000.00 0.0022 N 10800000.00 10800000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.35% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y USBANKNA N/A N/A N Y LIQUIDITY USBANKNA N/A N/A 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.32% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BB&T-NC N/A N/A N Y LIQUIDITY BB&T-NC N/A N/A 11300000.00 11300000.00 0.0023 N 11300000.00 11300000.00 BNP Paribas Securities Corp. In a joint trading account at 0.2%, dated 12/31/2010 due 01/03/2011 # 39A99P3L5 Treasury Repurchase Agreement Y US TREASURY 2011-01-06 2040-11-15 0 - 11.25 Treasury Debt 186715326.38 194326280.30 Unrated Security 2011-01-03 2011-01-03 N N N 190402000.00 190402000.00 0.0390 N 190402000.00 190402000.00