N-MFP LIVE N 2011-02-28 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 49 74 4839871763.87 1700473.65 89265951.72 4752306285.80 0.0031 1.0005 2011-02-28 1.0005 2011-02-28 C000020486 1.00 4752306285.80 1.00 -297203796.31 603391526.50 900595322.81 0.0009 1.0005 2011-02-28 1.0005 2011-02-28 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 13995768.89 0.0029 N 13997958.80 13997958.80 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 35986880.00 0.0076 N 35993113.20 35993113.20 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 49993750.00 0.0105 N 49996890.00 49996890.00 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 48993466.67 0.0103 N 48996761.10 48996761.10 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GAM7 Financial Company Commercial Paper First Tier Security 2011-04-15 2011-04-15 N N N 16000000.00 15993600.00 0.0034 N 15995073.60 15995073.60 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 24996840.28 0.0053 N 24998367.50 24998367.50 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 49980000.00 0.0105 N 49987925.00 49987925.00 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 74980750.00 0.0158 N 74990692.50 74990692.50 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 29998150.00 0.0063 N 29998950.00 29998950.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.40% 20260BRM2 Financial Company Commercial Paper First Tier Security 2011-04-21 2011-04-21 N N N 25000000.00 24985833.34 0.0053 N 24989925.00 24989925.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.42% 20260BS66 Financial Company Commercial Paper First Tier Security 2011-05-06 2011-05-06 N N N 45000000.00 44965350.00 0.0095 N 44975547.00 44975547.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.33% 20272AAJ5 Financial Company Commercial Paper First Tier Security 2011-05-10 2011-08-02 N N N 100000000.00 100000000.00 0.0210 N 99996800.00 99996800.00 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 0.0105 N 49994050.00 49994050.00 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 0.0042 N 19998900.00 19998900.00 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 36997949.03 0.0078 N 36989714.00 36989714.00 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 0.0013 N 5999136.00 5999136.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-05-20 2011-11-21 N N N 10000000.00 10000000.00 0.0021 N 9996390.00 9996390.00 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 75000000.00 0.0158 N 74999685.00 74999685.00 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 99975833.34 0.0210 N 99978330.00 99978330.00 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 49971111.10 0.0105 N 49973235.00 49973235.00 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 99922083.32 0.0210 N 99928570.00 99928570.00 Danske Corp. Danske Corp., 0.30% 2363F7QJ0 Financial Company Commercial Paper First Tier Security 2011-03-18 2011-03-18 N N N 35000000.00 34995041.68 0.0074 N 34996237.50 34996237.50 Danske Corp. Danske Corp., 0.32% 2363F7RB6 Financial Company Commercial Paper First Tier Security 2011-04-11 2011-04-11 N N N 6000000.00 5997813.33 0.0013 N 5998123.80 5998123.80 Danske Corp. Danske Corp., 0.32% 2363F7RE0 Financial Company Commercial Paper First Tier Security 2011-04-14 2011-04-14 N N N 100000000.00 99960888.88 0.0210 N 99966250.00 99966250.00 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 99981666.66 0.0210 N 99984860.00 99984860.00 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 99971666.66 0.0210 N 99974430.00 99974430.00 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 24982763.89 0.0053 N 24984840.00 24984840.00 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 30687719.99 0.0065 N 30688508.99 30688508.99 DnB NOR Bank ASA DnB NOR Bank ASA, 0.31% 2332K4AZ7 Financial Company Commercial Paper First Tier Security 2011-03-21 2011-07-21 N N N 68000000.00 68000000.00 0.0143 N 67986944.00 67986944.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.31% 2332K4BD5 Financial Company Commercial Paper First Tier Security 2011-03-22 2011-08-22 N N N 50000000.00 50000000.00 0.0105 N 49988300.00 49988300.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.31% 2332K4BA1 Financial Company Commercial Paper First Tier Security 2011-03-25 2011-07-25 N N N 50000000.00 50000000.00 0.0105 N 49999950.00 49999950.00 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 24998541.67 0.0053 N 24999125.00 24999125.00 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 31999644.44 0.0067 N 31999555.20 31999555.20 Intesa Funding LLC Intesa Funding LLC, 0.40% 4611K1Q73 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N N 11000000.00 10999266.67 0.0023 N 10999465.40 10999465.40 Intesa Funding LLC Intesa Funding LLC, 0.40% 4611K1QB4 Financial Company Commercial Paper First Tier Security 2011-03-11 2011-03-11 N N N 16000000.00 15998222.22 0.0034 N 15998753.60 15998753.60 Intesa Funding LLC Intesa Funding LLC, 0.40% 4611K1QE8 Financial Company Commercial Paper First Tier Security 2011-03-14 2011-03-14 N N N 15000000.00 14997833.33 0.0032 N 14998488.00 14998488.00 Intesa Funding LLC Intesa Funding LLC, 0.41% 4611K1R64 Financial Company Commercial Paper First Tier Security 2011-04-06 2011-04-06 N N N 21000000.00 20991390.00 0.0044 N 20991138.00 20991138.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.32% 51489HQ81 Financial Company Commercial Paper First Tier Security 2011-03-08 2011-03-08 N N N 21000000.00 20998693.33 0.0044 N 20999145.30 20999145.30 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 7998988.89 0.0017 N 7999384.00 7999384.00 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 56991133.34 0.0120 N 56994345.60 56994345.60 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 4998979.17 0.0011 N 4999288.00 4999288.00 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 25989636.10 0.0055 N 25991869.80 25991869.80 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.41% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-04-04 Y NATIXIS US FINA N/A N/A N N 75000000.00 75000000.00 0.0158 N 74987700.00 74987700.00 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 99927986.12 0.0210 N 99935740.00 99935740.00 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 124908923.65 0.0263 N 124918737.50 124918737.50 Pb Finance (DELAWARE), Inc. Pb Finance (DELAWARE), Inc., 0.50% 6931M3QJ1 Financial Company Commercial Paper First Tier Security 2011-03-18 2011-03-18 N N N 8000000.00 7998111.11 0.0017 N 7998860.00 7998860.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.30% 74977LT80 Financial Company Commercial Paper First Tier Security 2011-06-08 2011-06-08 N N N 25000000.00 24979375.00 0.0053 N 24984930.00 24984930.00 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 99937777.76 0.0210 N 99961150.00 99961150.00 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 74910833.34 0.0158 N 74950050.00 74950050.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.32% 83050UR18 Financial Company Commercial Paper First Tier Security 2011-04-01 2011-04-01 N N N 53000000.00 52985395.57 0.0111 N 52987704.00 52987704.00 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 62000000.00 0.0130 N 61999690.00 61999690.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365SRB1 Financial Company Commercial Paper First Tier Security 2011-04-11 2011-04-11 N N N 60000000.00 59976083.33 0.0126 N 59981238.00 59981238.00 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 74974166.67 0.0158 N 74982600.00 74982600.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.40% 83365SS20 Financial Company Commercial Paper First Tier Security 2011-05-02 2011-05-02 N N N 20000000.00 19986222.22 0.0042 N 19986000.00 19986000.00 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 199922666.72 0.0421 N 199933300.00 199933300.00 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 6987790.83 0.0015 N 6988471.00 6988471.00 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 6985144.45 0.0015 N 6984544.00 6984544.00 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 4989000.00 0.0010 N 4988170.50 4988170.50 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 10973853.62 0.0023 N 10973722.10 10973722.10 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.30% 89233HT79 Financial Company Commercial Paper First Tier Security 2011-06-07 2011-06-07 N N N 9000000.00 8992650.00 0.0019 N 8993169.00 8993169.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.30% 89233HTE4 Financial Company Commercial Paper First Tier Security 2011-06-14 2011-06-14 N N N 5000000.00 4995625.01 0.0011 N 4995863.00 4995863.00 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 2998775.00 0.0006 N 2999186.70 2999186.70 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 71990080.00 0.0151 N 71993311.20 71993311.20 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 74963541.66 0.0158 N 74974072.50 74974072.50 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 51968655.56 0.0109 N 51976886.00 51976886.00 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.42% 9046Q3R68 Financial Company Commercial Paper First Tier Security 2011-04-06 2011-04-06 N N N 38000000.00 37984040.00 0.0080 N 37984040.00 37984040.00 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 0.0086 N 41007626.00 41007626.00 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 0.0107 N 51010098.00 51010098.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-03-08 2011-10-07 N N N 13000000.00 13000000.00 0.0027 N 12995372.00 12995372.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-03-21 2011-09-19 N N N 50000000.00 50000000.00 0.0105 N 49986400.00 49986400.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-03-23 2011-09-23 N N N 50000000.00 50000000.00 0.0105 N 49986100.00 49986100.00 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 13965875.00 0.0029 N 13970577.60 13970577.60 Autobahn Funding Autobahn Funding, 0.29% 0527M1QB4 Asset Backed Commercial Paper First Tier Security 2011-03-11 2011-03-11 N N Y LIQUIDITY DGB N/A N/A 24060000.00 24058061.84 0.0051 N 24058125.73 24058125.73 Autobahn Funding Autobahn Funding, 0.29% 0527M1QM0 Asset Backed Commercial Paper First Tier Security 2011-03-21 2011-03-21 N N Y LIQUIDITY DGB N/A N/A 92314000.00 92299127.16 0.0194 N 92298306.62 92298306.62 Autobahn Funding Autobahn Funding, 0.30% 0527M1Q73 Asset Backed Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N Y LIQUIDITY DGB N/A N/A 30000000.00 29998500.00 0.0063 N 29998542.00 29998542.00 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LQ41 Asset Backed Commercial Paper First Tier Security 2011-03-04 2011-03-04 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 7000000.00 6999737.50 0.0015 N 6999805.40 6999805.40 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.22% 56274MQ13 Asset Backed Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N Y LIQUIDITY SUMITOMO BKG N/A N/A 39452000.00 39452000.00 0.0083 N 39451723.84 39451723.84 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.27% 56274MQ13 Asset Backed Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N Y LIQUIDITY SUMITOMO BKG N/A N/A 43000000.00 43000000.00 0.0090 N 42999703.30 42999703.30 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.28% 56274MQ96 Asset Backed Commercial Paper First Tier Security 2011-03-09 2011-03-09 N N Y LIQUIDITY SUMITOMO BKG N/A N/A 21000000.00 20998693.34 0.0044 N 20998672.80 20998672.80 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912795W64 Treasury Debt First Tier Security 2011-06-02 2011-06-02 N N N 50000000.00 49981673.50 0.0105 N 49981650.00 49981650.00 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 149886562.50 0.0315 N 149928450.00 149928450.00 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 300000000.00 300525459.42 0.0632 N 300527400.00 300527400.00 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 26276020.66 0.0055 N 26280306.00 26280306.00 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 32099130.43 0.0068 N 32110016.00 32110016.00 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 50235542.38 0.0106 N 50259750.00 50259750.00 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 25719975.97 0.0054 N 25734375.00 25734375.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.25% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y WELLS FARGO BA N/A N/A N N 35900000.00 35900000.00 0.0076 N 35900000.00 35900000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.25% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y WELLS FARGO BA N/A N/A N N 15000000.00 15000000.00 0.0032 N 15000000.00 15000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.25% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 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 Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.26% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y JPMC BANK N/A N/A N N 15000000.00 15000000.00 0.0032 N 15000000.00 15000000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.23% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A N 13385000.00 13385000.00 0.0028 N 13385000.00 13385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.25% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A N 18800000.00 18800000.00 0.0040 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.25% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 50625000.00 50625000.00 0.0107 N 50625000.00 50625000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.25% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A N 15950000.00 15950000.00 0.0034 N 15950000.00 15950000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.26% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A N 45125000.00 45125000.00 0.0095 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.26% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A N 47600000.00 47600000.00 0.0100 N 47600000.00 47600000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.28% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 39750000.00 39750000.00 0.0084 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 2011-03-07 2011-03-07 Y USBANKNA N/A N/A Y USBANKNA N/A N/A N 10800000.00 10800000.00 0.0023 N 10800000.00 10800000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.27% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y USBANKNA N/A N/A N N 1200000.00 1200000.00 0.0003 N 1200000.00 1200000.00 Winston-Salem Wtr. & Swr. Sys. Rev. Winston-Salem Wtr. & Swr. Sys. Rev., 0.25% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BB&T-NC N/A N/A N N 11300000.00 11300000.00 0.0024 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 8002915.01 0.0017 N 8002928.00 8002928.00 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 3000000.00 2999979.17 0.0006 N 2999973.30 2999973.30 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 14999791.67 0.0032 N 14999800.50 14999800.50 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 6999659.72 0.0015 N 6999749.40 6999749.40 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 15999111.11 0.0034 N 15999350.40 15999350.40 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 1999875.00 0.0004 N 1999909.00 1999909.00 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 7998111.11 0.0017 N 7998470.40 7998470.40 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 99970138.88 0.0210 N 99974500.00 99974500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133XXDD6 Government Agency Debt First Tier Security 2011-03-26 2011-08-26 N N N 9000000.00 8997784.78 0.0019 N 8998281.00 8998281.00 Freddie Mac Freddie Mac, 0.22% 3134G13Z5 Government Agency Debt First Tier Security 2011-03-10 2012-08-10 N N N 100000000.00 99927083.88 0.0210 N 100047500.00 100047500.00 BNP Paribas Securities Corp. In a joint trading account at 0.18%, dated 2/28/2011 due 03/01/2011 # 40F99QMX9_07629 Treasury Repurchase Agreement Y Unrated Security 2011-03-01 2011-03-01 N N N 114432000.00 114432000.00 0.0241 N 114432000.00 114432000.00 BNP Paribas Securities Corp. In a joint trading account at 0.18%, dated 2/28/2011 due 03/01/2011 # 40F99QMX9 Treasury Repurchase Agreement Y US TREASURY 2011-03-03 2041-02-15 0 - 11.25 Treasury Debt 111057654.52 116764500.87 Unrated Security 2011-03-01 2011-03-01 N N N 0.00 0.00 0.0000 N 0.00 0.00