N-MFP/A LIVE N 2010-11-30 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 52 71 4582245888.79 756366.99 2339814.77 4580662441.01 0.0033 1.0004 2010-11-30 1.0004 2010-11-30 C000020486 1.00 4580662441.01 1.00 355974260.54 977830196.26 621855935.72 0.0012 1.0004 2010-11-30 1.0004 2010-11-30 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 49930000.01 0.0109 N 49938795.00 49938795.00 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 74898250.01 0.0164 N 74923230.00 74923230.00 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 74917000.01 0.0164 N 74948550.00 74948550.00 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 49975250.01 0.0109 N 49977085.00 49977085.00 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 62958350.01 0.0137 N 62962691.40 62962691.40 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 14993679.17 0.0033 N 14994820.50 14994820.50 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 19992066.67 0.0044 N 19994420.00 19994420.00 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 0.0218 N 99987100.00 99987100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.33% 20272AAC0 Financial Company Commercial Paper First Tier Security 2010-12-07 2011-05-31 N N N 50000000.00 50000000.00 0.0109 N 49986650.00 49986650.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.33% 20272AAD8 Financial Company Commercial Paper First Tier Security 2010-12-10 2011-06-03 N N N 20000000.00 20000000.00 0.0044 N 19996960.00 19996960.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.33% 20272AAN6 Financial Company Commercial Paper First Tier Security 2010-12-22 2011-09-16 N N N 37000000.00 36997021.45 0.0081 N 36985385.00 36985385.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAL0 Financial Company Commercial Paper First Tier Security 2010-12-02 2011-08-26 N N N 6000000.00 6000000.00 0.0013 N 5998686.00 5998686.00 Credit Agricole North America Credit Agricole North America, 0.50% 22532CM92 Financial Company Commercial Paper First Tier Security 2010-12-09 2010-12-09 N N N 50000000.00 49994444.45 0.0109 N 49997250.00 49997250.00 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 24987111.11 0.0055 N 24986232.50 24986232.50 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 19989322.22 0.0044 N 19989396.00 19989396.00 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 39975938.90 0.0087 N 39975040.00 39975040.00 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 7995120.00 0.0017 N 7994922.40 7994922.40 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 99906666.66 0.0218 N 99886690.00 99886690.00 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 24976666.67 0.0055 N 24977165.00 24977165.00 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 50000000.00 49962222.22 0.0109 N 49970390.00 49970390.00 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 9992444.44 0.0022 N 9994078.00 9994078.00 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 35978300.00 0.0079 N 35989632.00 35989632.00 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 42973244.44 0.0094 N 42973623.80 42973623.80 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1M10 Financial Company Commercial Paper First Tier Security 2010-12-01 2010-12-01 N N N 25000000.00 25000000.00 0.0055 N 24999827.50 24999827.50 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1M77 Financial Company Commercial Paper First Tier Security 2010-12-07 2010-12-07 N N N 26000000.00 25998483.33 0.0057 N 25998736.40 25998736.40 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 12995702.78 0.0028 N 12996373.00 12996373.00 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 16993200.00 0.0037 N 16994951.00 16994951.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.52% 51489HM85 Financial Company Commercial Paper First Tier Security 2010-12-08 2010-12-08 N N N 50000000.00 49994944.45 0.0109 N 49997220.00 49997220.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 51489HML6 Financial Company Commercial Paper First Tier Security 2010-12-20 2010-12-20 N N N 44000000.00 43987692.22 0.0096 N 43993474.80 43993474.80 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 14990312.51 0.0033 N 14992047.00 14992047.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1ML7 Financial Company Commercial Paper First Tier Security 2010-12-20 2010-12-20 N N N 26000000.00 25994511.11 0.0057 N 25996144.20 25996144.20 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 6995100.00 0.0015 N 6996217.20 6996217.20 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 2997925.00 0.0007 N 2997732.00 2997732.00 Nationwide Building Society Nationwide Building Society, 0.37% 6385E1MF5 Financial Company Commercial Paper First Tier Security 2010-12-15 2010-12-15 N N N 32000000.00 31995395.56 0.0070 N 31996665.60 31996665.60 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 99942944.48 0.0218 N 99935560.00 99935560.00 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 14988450.00 0.0033 N 14991391.50 14991391.50 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 12991333.33 0.0028 N 12996076.60 12996076.60 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 99924444.42 0.0218 N 99959750.00 99959750.00 Santander Finance, Inc. Santander Finance, Inc., 0.39% 80281KM38 Financial Company Commercial Paper First Tier Security 2010-12-03 2010-12-03 N N N 24000000.00 23999480.00 0.0052 N 23999380.80 23999380.80 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 49985000.01 0.0109 N 49985150.00 49985150.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.31% 83050UML9 Financial Company Commercial Paper First Tier Security 2010-12-20 2010-12-20 N N N 61000000.00 60990019.71 0.0133 N 60990953.70 60990953.70 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.28% 83365SN66 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 40000000.00 39988800.01 0.0087 N 39988120.00 39988120.00 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 66961921.68 0.0146 N 66964476.60 66964476.60 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 61945750.00 0.0135 N 61948124.60 61948124.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562LMG4 Financial Company Commercial Paper First Tier Security 2010-12-16 2010-12-16 N N N 14000000.00 13998250.00 0.0031 N 13998426.40 13998426.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HM31 Financial Company Commercial Paper First Tier Security 2010-12-03 2010-12-03 N N N 92000000.00 91998211.11 0.0201 N 91998086.40 91998086.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HMA5 Financial Company Commercial Paper First Tier Security 2010-12-10 2010-12-10 N N N 5000000.00 4999562.50 0.0011 N 4999653.00 4999653.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HMD9 Financial Company Commercial Paper First Tier Security 2010-12-13 2010-12-13 N N N 3000000.00 2999650.00 0.0007 N 2999729.10 2999729.10 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 199917500.00 0.0436 N 199916000.00 199916000.00 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 49976388.89 0.0109 N 49989790.00 49989790.00 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 6980965.83 0.0015 N 6974226.00 6974226.00 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.43% 89153QTN0 Financial Company Commercial Paper First Tier Security 2011-06-22 2011-06-22 N N N 16000000.00 15961204.45 0.0035 N 15959200.00 15959200.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.30% 89233HMG6 Financial Company Commercial Paper First Tier Security 2010-12-16 2010-12-16 N N N 32000000.00 31996000.00 0.0070 N 31996848.00 31996848.00 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 7995022.22 0.0017 N 7996215.20 7996215.20 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 49963055.55 0.0109 N 49971555.00 49971555.00 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 999241.66 0.0002 N 999416.30 999416.30 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 5995391.67 0.0013 N 5996440.20 5996440.20 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.46% 9046Q3ME6 Financial Company Commercial Paper First Tier Security 2010-12-14 2010-12-14 N N N 10000000.00 9998338.89 0.0022 N 9998838.00 9998838.00 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.50% 9046Q3M97 Financial Company Commercial Paper First Tier Security 2010-12-09 2010-12-09 N N N 19000000.00 18997910.00 0.0041 N 18998611.10 18998611.10 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 0.0090 N 41003321.00 41003321.00 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 0.0090 N 41003813.00 41003813.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2010-12-08 2011-10-07 N N N 13000000.00 13000000.00 0.0028 N 12999558.00 12999558.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2010-12-20 2011-09-19 N N N 50000000.00 50000000.00 0.0109 N 49980250.00 49980250.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2010-12-23 2011-09-23 N N N 50000000.00 50000000.00 0.0109 N 49980000.00 49980000.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.25% 04821UMH2 Asset Backed Commercial Paper First Tier Security 2010-12-17 2010-12-17 N N Y GUARANTOR CA CIB NY BRH N/A N/A LIQUIDITY CA CIB NY BRH N/A N/A 58000000.00 57993555.54 0.0127 N 57992605.00 57992605.00 Autobahn Funding Autobahn Funding, 0.28% 0527M1M10 Asset Backed Commercial Paper First Tier Security 2010-12-01 2010-12-01 N N Y LIQUIDITY DGB N/A N/A 40768000.00 40768000.00 0.0089 N 40767673.86 40767673.86 Autobahn Funding Autobahn Funding, 0.30% 0527M1M10 Asset Backed Commercial Paper First Tier Security 2010-12-01 2010-12-01 N N Y LIQUIDITY DGB N/A N/A 19000000.00 19000000.00 0.0041 N 18999846.10 18999846.10 Autobahn Funding Autobahn Funding, 0.30% 0527M1M85 Asset Backed Commercial Paper First Tier Security 2010-12-08 2010-12-08 N N Y LIQUIDITY DGB N/A N/A 5225000.00 5224695.21 0.0011 N 5224663.51 5224663.51 Autobahn Funding Autobahn Funding, 0.30% 0527M1MD4 Asset Backed Commercial Paper First Tier Security 2010-12-13 2010-12-13 N N Y LIQUIDITY DGB N/A N/A 17507000.00 17505249.30 0.0038 N 17505167.02 17505167.02 Autobahn Funding Autobahn Funding, 0.30% 0527M1MG7 Asset Backed Commercial Paper First Tier Security 2010-12-16 2010-12-16 N N Y LIQUIDITY DGB N/A N/A 37658000.00 37653292.75 0.0082 N 37653145.88 37653145.88 Autobahn Funding Autobahn Funding, 0.30% 0527M1MM4 Asset Backed Commercial Paper First Tier Security 2010-12-21 2010-12-21 N N Y LIQUIDITY DGB N/A N/A 4000000.00 3999333.34 0.0009 N 3999323.20 3999323.20 Autobahn Funding Autobahn Funding, 0.31% 0527M1M36 Asset Backed Commercial Paper First Tier Security 2010-12-03 2010-12-03 N N Y LIQUIDITY DGB N/A N/A 17873000.00 17872692.19 0.0039 N 17872567.47 17872567.47 Dakota Notes (Citibank Credit Card Issuance Trust) Dakota Notes (Citibank Credit Card Issuance Trust), 0.29% 1730P3M79 Asset Backed Commercial Paper First Tier Security 2010-12-07 2010-12-07 N N N 13000000.00 12999371.67 0.0028 N 12999317.50 12999317.50 Dakota Notes (Citibank Credit Card Issuance Trust) Dakota Notes (Citibank Credit Card Issuance Trust), 0.29% 1730P3M79 Asset Backed Commercial Paper First Tier Security 2010-12-07 2010-12-07 N N N 11000000.00 10999468.33 0.0024 N 10999422.50 10999422.50 Dakota Notes (Citibank Credit Card Issuance Trust) Dakota Notes (Citibank Credit Card Issuance Trust), 0.30% 1730P3M38 Asset Backed Commercial Paper First Tier Security 2010-12-03 2010-12-03 N N N 49000000.00 48999183.33 0.0107 N 48998897.50 48998897.50 Dakota Notes (Citibank Credit Card Issuance Trust) Dakota Notes (Citibank Credit Card Issuance Trust), 0.30% 1730P3MD6 Asset Backed Commercial Paper First Tier Security 2010-12-13 2010-12-13 N N N 8634000.00 8633136.60 0.0019 N 8633181.50 8633181.50 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 12995710.00 0.0028 N 12995287.50 12995287.50 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.40% 41068LM29 Asset Backed Commercial Paper First Tier Security 2010-12-02 2010-12-02 N N Y LIQUIDITY USBANKNA N/A N/A NORDDEUT (GTD) N/A N/A 4000000.00 3999955.56 0.0009 N 3999935.60 3999935.60 Liberty Street Funding LLC Liberty Street Funding LLC, 0.27% 53127UNJ5 Asset Backed Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N Y GUARANTOR NOVASC N/A N/A LIQUIDITY NOVASC N/A N/A OBLIGOR AAARDVARK FDNG N/A N/A 47000000.00 46983080.00 0.0103 N 46981256.40 46981256.40 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 29992416.66 0.0065 N 29992740.00 29992740.00 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 32502972.15 0.0071 N 32503307.48 32503307.48 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540BML7 Asset Backed Commercial Paper First Tier Security 2010-12-20 2010-12-20 N N Y GUARANTOR BARCLAYS N/A N/A 21000000.00 20997229.17 0.0046 N 20996967.60 20996967.60 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.27% 82124MM15 Asset Backed Commercial Paper First Tier Security 2010-12-01 2010-12-01 N N Y GUARANTOR BARCLAYS N/A N/A LIQUIDITY BARCLAYS N/A N/A 16114000.00 16114000.00 0.0035 N 16113871.09 16113871.09 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC, 0.25% 92217MM12 Asset Backed Commercial Paper First Tier Security 2010-12-01 2010-12-01 N N Y GUARANTOR WELLS FARGO BA N/A N/A LIQUIDITY WELLS FARGO BA N/A N/A 44732000.00 44732000.00 0.0098 N 44731686.88 44731686.88 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 5997600.00 0.0013 N 5997795.00 5997795.00 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 20292782.22 0.0044 N 20293873.46 20293873.46 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 1998560.00 0.0004 N 1998852.20 1998852.20 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 5994960.00 0.0013 N 5995821.00 5995821.00 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 8029150.13 0.0018 N 8034680.00 8034680.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257JSC2 Government Agency Debt First Tier Security 2010-12-13 2010-12-13 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 69000000.00 68996645.83 0.0151 N 68997219.30 68997219.30 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 94976909.72 0.0207 N 94979290.00 94979290.00 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 2998645.83 0.0007 N 2998427.10 2998427.10 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257JTS6 Government Agency Debt First Tier Security 2011-02-09 2011-02-09 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 37445000.00 37428097.75 0.0082 N 37425367.59 37425367.59 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 3998194.44 0.0009 N 3997902.80 3997902.80 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 174958291.66 0.0382 N 174964405.00 174964405.00 Straight-A Funding LLC Straight-A Funding LLC, 0.26% (Liquidity Facility Federal Financing Bank) 86257CL67 Government Agency Debt First Tier Security 2011-02-04 2011-02-04 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 61486000.00 61458467.92 0.0134 N 61455552.13 61455552.13 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133XXDD6 Government Agency Debt First Tier Security 2010-12-26 2011-08-26 N N N 9000000.00 8996664.73 0.0020 N 8996418.00 8996418.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133XVTZ4 Government Agency Debt First Tier Security 2010-12-25 2011-05-25 N N N 50000000.00 49992801.28 0.0109 N 49994500.00 49994500.00 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 57000000.00 56844390.02 0.0124 N 56855505.00 56855505.00 U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912795UK5 Treasury Debt First Tier Security 2010-12-16 2010-12-16 N N N 25000000.00 24995312.50 0.0055 N 24998775.00 24998775.00 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 100218750.02 0.0219 N 100222700.00 100222700.00 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 26371935.16 0.0058 N 26354458.00 26354458.00 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 32157826.09 0.0070 N 32160000.00 32160000.00 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 50322422.78 0.0110 N 50318350.00 50318350.00 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 55035937.09 0.0120 N 55062315.00 55062315.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.30% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y WELLS FARGO BA N/A N/A N Y LIQUIDITY WELLS FARGO BA N/A N/A 15000000.00 15000000.00 0.0033 N 15000000.00 15000000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.30% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y WELLS FARGO BA N/A N/A N Y LIQUIDITY WELLS FARGO BA N/A N/A 35900000.00 35900000.00 0.0078 N 35900000.00 35900000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.30% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y JPMC BANK N/A N/A N Y LIQUIDITY JPMC BANK N/A N/A 15000000.00 15000000.00 0.0033 N 15000000.00 15000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.41% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.28% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 47600000.00 47600000.00 0.0104 N 47600000.00 47600000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.28% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 0.0027 N 12385000.00 12385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.28% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y OBLIGOR UNIV HLTH SYS N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 10980000.00 10980000.00 0.0024 N 10980000.00 10980000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.28% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 43500000.00 43500000.00 0.0095 N 43500000.00 43500000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.30% (Watauga Med. Ctr. Proj.) Series 2005, LOC Wells Fargo Bank NA VRDN 657902Y55 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 0.0026 N 11905000.00 11905000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.30% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y OBLIGOR WAKEMED N/A N/A LETTER OF CREDIT WELLS FARGO BA N/A N/A 18800000.00 18800000.00 0.0041 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.30% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y OBLIGOR WAKEMED N/A N/A LETTER OF CREDIT WELLS FARGO BA N/A N/A 15950000.00 15950000.00 0.0035 N 15950000.00 15950000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.33% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 0.0087 N 39750000.00 39750000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.28% LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 0.0024 N 10800000.00 10800000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.31% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y USBANKNA N/A N/A N Y LIQUIDITY USBANKNA N/A N/A 1200000.00 1200000.00 0.0003 N 1200000.00 1200000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.28% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y BB&T-NC N/A N/A N Y LIQUIDITY BB&T-NC N/A N/A 11300000.00 11300000.00 0.0025 N 11300000.00 11300000.00 BNP Paribas Securities Corp. In a joint trading account at 0.24%, dated 11/30/2010 due 12/01/2010 # 39A99PPY3 Treasury Repurchase Agreement Y US TREASURY 2010-12-02 2040-11-15 0 - 9.25 Treasury Debt 430037775.31 453281704.51 Unrated Security 2010-12-01 2010-12-01 N N N 444315000.00 444315000.00 0.0970 N 444315000.00 444315000.00