N-MFP LIVE N 2011-01-31 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 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 56 72 5049089986.70 1430378.82 1491987.80 5049028377.72 0.0032 1.0004 2011-01-31 1.0004 2011-01-31 C000020486 1.00 5049028377.72 1.00 162766261.47 987591818.16 824825556.69 0.0012 1.0004 2011-01-31 1.0004 2011-01-31 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 13992284.45 0.0028 N 13995345.00 13995345.00 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 35977919.99 0.0071 N 35986701.60 35986701.60 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 49982083.33 0.0099 N 49989735.00 49989735.00 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 48982033.33 0.0097 N 48989587.50 48989587.50 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GAE5 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 7000000.00 6999191.11 0.0014 N 6999458.20 6999458.20 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 99998333.34 0.0198 N 99998420.00 99998420.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.35% 0556N1QE6 Financial Company Commercial Paper First Tier Security 2011-03-14 2011-03-14 N N N 25000000.00 24990034.73 0.0049 N 24992767.50 24992767.50 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 49964444.45 0.0099 N 49973820.00 49973820.00 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 74955083.34 0.0148 N 74972602.50 74972602.50 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 74979000.00 0.0149 N 74990235.00 74990235.00 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 9999358.33 0.0020 N 9999509.00 9999509.00 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 62996325.00 0.0125 N 62997303.60 62997303.60 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 16000000.00 0.0032 N 15999902.40 15999902.40 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.37% 20260BQ76 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N N 30000000.00 29989516.67 0.0059 N 29992038.00 29992038.00 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 0.0198 N 99977100.00 99977100.00 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 0.0099 N 50001400.00 50001400.00 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 0.0040 N 20002180.00 20002180.00 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 36997660.45 0.0073 N 36987864.00 36987864.00 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 9995990.00 9995990.00 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 5999082.00 5999082.00 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 74979000.00 0.0149 N 74985682.50 74985682.50 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 99952500.00 0.0198 N 99949250.00 99949250.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.32% 2254EBS51 Financial Company Commercial Paper First Tier Security 2011-05-05 2011-05-05 N N N 50000000.00 49958666.65 0.0099 N 49957570.00 49957570.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.33% 2254EBSR3 Financial Company Commercial Paper First Tier Security 2011-05-25 2011-05-25 N N N 100000000.00 99896416.64 0.0198 N 99888530.00 99888530.00 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 24999597.22 0.0050 N 24999542.50 24999542.50 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 20000000.00 0.0040 N 19999878.00 19999878.00 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 39996950.00 0.0079 N 39997512.00 39997512.00 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 7999322.22 0.0016 N 7999450.40 7999450.40 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 99958333.34 0.0198 N 99958070.00 99958070.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.30% 25153KR41 Financial Company Commercial Paper First Tier Security 2011-04-04 2011-04-04 N N N 100000000.00 99948333.34 0.0198 N 99944000.00 99944000.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.34% 25153KSD0 Financial Company Commercial Paper First Tier Security 2011-05-13 2011-05-13 N N N 25000000.00 24976152.78 0.0049 N 24976200.00 24976200.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K1RJ1 Financial Company Commercial Paper First Tier Security 2011-04-18 2011-04-18 N N N 30700000.00 30680556.66 0.0061 N 30678988.92 30678988.92 DnB NOR Bank ASA DnB NOR Bank ASA, 0.31% 2332K4AZ7 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-07-21 N N N 68000000.00 68000000.00 0.0135 N 67984156.00 67984156.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.31% 2332K4BA1 Financial Company Commercial Paper First Tier Security 2011-02-25 2011-07-25 N N N 50000000.00 50000000.00 0.0099 N 50000000.00 50000000.00 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 24991736.11 0.0049 N 24993365.00 24993365.00 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 9999333.33 0.0020 N 9999572.00 9999572.00 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 49996666.67 0.0099 N 49997860.00 49997860.00 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 42996942.22 0.0085 N 42996878.20 42996878.20 Intesa Funding LLC Intesa Funding LLC, 0.40% 4611K1Q24 Financial Company Commercial Paper First Tier Security 2011-03-02 2011-03-02 N N N 32000000.00 31989688.88 0.0063 N 31992000.00 31992000.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.35% 6323A1PN0 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-02-22 N N N 20000000.00 19995916.67 0.0040 N 19997030.00 19997030.00 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 15000000.00 0.0030 N 14999908.50 14999908.50 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 6999922.22 0.0014 N 6999914.60 6999914.60 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 2999475.00 0.0006 N 2999554.50 2999554.50 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 7996811.11 0.0016 N 7997405.60 7997405.60 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 56975616.68 0.0113 N 56980050.00 56980050.00 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 4997618.05 0.0010 N 4997965.50 4997965.50 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1RB9 Financial Company Commercial Paper First Tier Security 2011-04-11 2011-04-11 N N N 26000000.00 25982558.32 0.0051 N 25983822.80 25983822.80 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.41% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-02-17 2011-03-07 Y NATIXIS US FINA N/A N/A N N 75000000.00 75000000.00 0.0149 N 74984625.00 74984625.00 Nordea North America, Inc. Nordea North America, Inc., 0.31% 6555P1SR9 Financial Company Commercial Paper First Tier Security 2011-05-25 2011-05-25 N N N 100000000.00 99904263.88 0.0198 N 99898030.00 99898030.00 Nordea North America, Inc. Nordea North America, Inc., 0.31% 6555P1SS7 Financial Company Commercial Paper First Tier Security 2011-05-26 2011-05-26 N N N 125000000.00 124879270.88 0.0247 N 124871025.00 124871025.00 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 14998395.83 0.0030 N 14999106.00 14999106.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.32% 74977LSA6 Financial Company Commercial Paper First Tier Security 2011-05-10 2011-05-10 N N N 100000000.00 99912888.86 0.0198 N 99946100.00 99946100.00 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 99993333.34 0.0198 N 99997280.00 99997280.00 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 74887500.01 0.0148 N 74932852.50 74932852.50 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 67000000.00 0.0133 N 66999591.30 66999591.30 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 61983122.22 0.0123 N 61986663.80 61986663.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.40% 83365SR13 Financial Company Commercial Paper First Tier Security 2011-04-01 2011-04-01 N N N 75000000.00 74950833.33 0.0148 N 74960002.50 74960002.50 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 6999591.67 0.0014 N 6999700.40 6999700.40 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 6999115.28 0.0014 N 6999376.30 6999376.30 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.29% 86958URJ5 Financial Company Commercial Paper First Tier Security 2011-04-18 2011-04-18 N N N 200000000.00 199877555.64 0.0396 N 199875940.00 199875940.00 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 6985667.50 0.0014 N 6984742.10 6984742.10 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 6982966.67 0.0014 N 6980750.00 6980750.00 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 4987444.45 0.0010 N 4985592.00 4985592.00 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 10970174.73 0.0022 N 10968092.30 10968092.30 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 7999844.44 0.0016 N 7999886.40 7999886.40 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 49993194.44 0.0099 N 49995625.00 49995625.00 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 999844.44 0.0002 N 999899.30 999899.30 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 5999008.33 0.0012 N 5999355.00 5999355.00 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 2997958.33 0.0006 N 2998420.20 2998420.20 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 71972720.00 0.0143 N 71977500.00 71977500.00 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 74943125.00 0.0148 N 74950792.50 74950792.50 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 51954500.00 0.0103 N 51959164.40 51959164.40 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3PU7 Financial Company Commercial Paper First Tier Security 2011-02-28 2011-02-28 N N N 63000000.00 62981099.97 0.0125 N 62983412.10 62983412.10 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BC4 Financial Company Commercial Paper First Tier Security 2011-04-19 2011-04-19 N N N 41000000.00 41000000.00 0.0081 N 41013161.00 41013161.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BD2 Financial Company Commercial Paper First Tier Security 2011-04-20 2011-04-20 N N N 51000000.00 51000000.00 0.0101 N 51017238.00 51017238.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-02-08 2011-10-07 N N N 13000000.00 13000000.00 0.0026 N 12994722.00 12994722.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-02-21 2011-09-19 N N N 50000000.00 50000000.00 0.0099 N 49984350.00 49984350.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-02-23 2011-09-23 N N N 50000000.00 50000000.00 0.0099 N 49984050.00 49984050.00 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 13960975.00 0.0028 N 13965242.20 13965242.20 Autobahn Funding Autobahn Funding, 0.29% 0527M1P82 Asset Backed Commercial Paper First Tier Security 2011-02-08 2011-02-08 N N Y LIQUIDITY DGB N/A N/A 9894000.00 9893442.09 0.0020 N 9893384.59 9893384.59 Autobahn Funding Autobahn Funding, 0.30% 0527M1P25 Asset Backed Commercial Paper First Tier Security 2011-02-02 2011-02-02 N N Y LIQUIDITY DGB N/A N/A 32000000.00 31999733.33 0.0063 N 31999500.80 31999500.80 Autobahn Funding Autobahn Funding, 0.30% 0527M1PE9 Asset Backed Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N Y LIQUIDITY DGB N/A N/A 25000000.00 24997291.66 0.0050 N 24997075.00 24997075.00 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 42549338.11 0.0084 N 42549008.58 42549008.58 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LP26 Asset Backed Commercial Paper First Tier Security 2011-02-02 2011-02-02 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 6000000.00 5999925.00 0.0012 N 5999906.40 5999906.40 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274MP89 Asset Backed Commercial Paper First Tier Security 2011-02-08 2011-02-08 N N Y LIQUIDITY SUMITOMO BKG N/A N/A 35130000.00 35128292.30 0.0070 N 35127814.91 35127814.91 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 LIQUIDITY SUMITOMO BKG N/A N/A 30000000.00 29999533.33 0.0059 N 29999301.00 29999301.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.28% 56274MPN6 Asset Backed Commercial Paper First Tier Security 2011-02-22 2011-02-22 N N Y LIQUIDITY SUMITOMO BKG N/A N/A 50000000.00 49991833.35 0.0099 N 49991445.00 49991445.00 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 32519214.10 0.0064 N 32519313.83 32519313.83 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 1999800.00 0.0004 N 1999880.80 1999880.80 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 5998680.00 0.0012 N 5999168.40 5999168.40 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 149860312.50 0.0297 N 149897550.00 149897550.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828KU3 Treasury Debt First Tier Security 2011-05-31 2011-05-31 N N N 200000000.00 200456811.24 0.0397 N 200445400.00 200445400.00 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 100105729.17 0.0198 N 100109400.00 100109400.00 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 26305860.72 0.0052 N 26305708.00 26305708.00 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 32117391.30 0.0064 N 32127488.00 32127488.00 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 50262571.84 0.0100 N 50285150.00 50285150.00 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 25802596.16 0.0051 N 25814450.00 25814450.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.29% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y WELLS FARGO BA N/A N/A N N 15000000.00 15000000.00 0.0030 N 15000000.00 15000000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.29% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y WELLS FARGO BA N/A N/A N N 35900000.00 35900000.00 0.0071 N 35900000.00 35900000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.29% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y JPMC BANK N/A N/A N N 15000000.00 15000000.00 0.0030 N 15000000.00 15000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.36% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BAC-NA N/A N/A Y BAC-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., 0.26% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A N 13385000.00 13385000.00 0.0027 N 13385000.00 13385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.27% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A N 45125000.00 45125000.00 0.0089 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.27% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A N 47600000.00 47600000.00 0.0094 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% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 29170000.00 29170000.00 0.0058 N 29170000.00 29170000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.29% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A N 15950000.00 15950000.00 0.0032 N 15950000.00 15950000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.29% (Watauga Med. Ctr. Proj.) Series 2005, LOC Wells Fargo Bank NA VRDN 657902Y55 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A N 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., 0.29% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A N 18800000.00 18800000.00 0.0037 N 18800000.00 18800000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.32% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 39750000.00 39750000.00 0.0079 N 39750000.00 39750000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.25% Series 2008 C, LOC U.S. Bank NA, Minnesota VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y USBANKNA N/A N/A Y USBANKNA N/A N/A N 10800000.00 10800000.00 0.0021 N 10800000.00 10800000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.30% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y USBANKNA N/A N/A N N 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.27% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BB&T-NC N/A N/A N N 11300000.00 11300000.00 0.0022 N 11300000.00 11300000.00 General Electric Capital Corp. General Electric Capital Corp., 0.46% (FDIC Guaranteed) 36967HAL1 Government Agency Debt Corporate Bonds First Tier Security 2011-03-11 2011-03-11 N N N 8000000.00 8011077.05 0.0016 N 8013872.00 8013872.00 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 2999937.50 0.0006 N 2999946.60 2999946.60 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 3999916.67 0.0008 N 3999928.80 3999928.80 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 16996576.39 0.0034 N 16997308.90 16997308.90 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 14996875.00 0.0030 N 14997528.00 14997528.00 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 6998298.61 0.0014 N 6998614.00 6998614.00 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 15996000.00 0.0032 N 15996721.60 15996721.60 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 1999486.11 0.0004 N 1999576.40 1999576.40 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CU26 Government Agency Debt First Tier Security 2011-04-07 2011-04-07 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 8000000.00 7996555.56 0.0016 N 7996346.40 7996346.40 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257JVH7 Government Agency Debt First Tier Security 2011-04-18 2011-04-18 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 100000000.00 99950694.42 0.0198 N 99945600.00 99945600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133XXDD6 Government Agency Debt First Tier Security 2011-02-26 2011-08-26 N N N 9000000.00 8997436.32 0.0018 N 8996886.00 8996886.00 BNP Paribas Securities Corp. In a joint trading account at 0.21%, dated 1/31/2011 due 02/01/2011 # 40F99QCT9 Treasury Repurchase Agreement Y US TREASURY 2011-02-03 2040-11-15 0 - 10.625 Treasury Debt 187755842.01 194932689.32 Unrated Security 2011-02-01 2011-02-01 N N N 191088000.00 191088000.00 0.0378 N 191088000.00 191088000.00