N-MFP LIVE N 2011-03-31 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 78 4567825658.91 2211975.74 6367952.39 4563669682.26 0.0031 1.0005 2011-03-31 1.0005 2011-03-31 C000020486 1.00 4563669682.26 1.00 -188967184.35 672570293.34 861537477.69 0.0012 1.0005 2011-03-31 1.0005 2011-03-31 ASB Finance Ltd. ASB Finance Ltd., 0.00% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-05-02 2012-03-30 N N N 5000000.00 4999500.00 0.0011 N 4999500.00 4999500.00 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 13999626.67 0.0031 N 13999781.60 13999781.60 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 35996800.00 0.0079 N 35998459.20 35998459.20 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 15998008.89 0.0035 N 15999067.20 15999067.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.37% 0556N1T86 Financial Company Commercial Paper First Tier Security 2011-06-08 2011-06-08 N N N 35000000.00 34975538.88 0.0077 N 34983497.50 34983497.50 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 49997222.22 0.0110 N 49999000.00 49999000.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.55% 0556N1WS8 Financial Company Commercial Paper First Tier Security 2011-09-26 2011-09-26 N N N 100000000.00 99728055.52 0.0219 N 99811550.00 99811550.00 BP Capital Markets PLC BP Capital Markets PLC, 0.33% 05568UT71 Financial Company Commercial Paper First Tier Security 2011-06-07 2011-06-07 N N N 4000000.00 3997543.33 0.0009 N 3997902.00 3997902.00 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 24994444.45 0.0055 N 24997230.00 24997230.00 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 44981625.00 0.0099 N 44989290.00 44989290.00 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 0.0219 N 99993500.00 99993500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAC0 Financial Company Commercial Paper First Tier Security 2011-05-31 2011-05-31 N N N 50000000.00 50000000.00 0.0110 N 50013400.00 50013400.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAD8 Financial Company Commercial Paper First Tier Security 2011-06-03 2011-06-03 N N N 20000000.00 20000000.00 0.0044 N 20006300.00 20006300.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAN6 Financial Company Commercial Paper First Tier Security 2011-06-22 2011-09-16 N N N 37000000.00 36998268.52 0.0081 N 36990639.00 36990639.00 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 0.0022 N 9996840.00 9996840.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-06-02 2011-08-26 N N N 6000000.00 6000000.00 0.0013 N 5999484.00 5999484.00 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 49984888.88 0.0110 N 49988480.00 49988480.00 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 99950499.98 0.0219 N 99959820.00 99959820.00 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 5999466.67 0.0013 N 5999706.60 5999706.60 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 99988444.44 0.0219 N 99993470.00 99993470.00 Danske Corp. Danske Corp., 0.32% 2363F7S33 Financial Company Commercial Paper First Tier Security 2011-05-03 2011-05-03 N N N 22000000.00 21993742.23 0.0048 N 21995281.00 21995281.00 Danske Corp. Danske Corp., 0.32% 2363F7S90 Financial Company Commercial Paper First Tier Security 2011-05-09 2011-05-09 N N N 69000000.00 68976693.33 0.0151 N 68981908.20 68981908.20 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 99997500.00 0.0219 N 99998330.00 99998330.00 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 24990083.33 0.0055 N 24992625.00 24992625.00 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 30695650.83 0.0067 N 30697237.00 30697237.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K4AZ7 Financial Company Commercial Paper First Tier Security 2011-04-21 2011-07-21 N N N 68000000.00 68000000.00 0.0149 N 67990480.00 67990480.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K4BD5 Financial Company Commercial Paper First Tier Security 2011-04-22 2011-08-22 N N N 50000000.00 50000000.00 0.0110 N 49990950.00 49990950.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K4BA1 Financial Company Commercial Paper First Tier Security 2011-04-26 2011-07-25 N N N 50000000.00 50000000.00 0.0110 N 50000450.00 50000450.00 Intesa Funding LLC Intesa Funding LLC, 0.40% 4611K1R80 Financial Company Commercial Paper First Tier Security 2011-04-08 2011-04-08 N N N 4000000.00 3999688.89 0.0009 N 3999802.80 3999802.80 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 20998804.17 0.0046 N 20999229.30 20999229.30 Intesa Funding LLC Intesa Funding LLC, 0.41% 4611K1RD9 Financial Company Commercial Paper First Tier Security 2011-04-13 2011-04-13 N N N 6000000.00 5999180.00 0.0013 N 5999506.80 5999506.80 Intesa Funding LLC Intesa Funding LLC, 0.41% 4611K1RF4 Financial Company Commercial Paper First Tier Security 2011-04-15 2011-04-15 N N N 16000000.00 15997448.89 0.0035 N 15998467.20 15998467.20 Intesa Funding LLC Intesa Funding LLC, 0.41% 4611K1RJ6 Financial Company Commercial Paper First Tier Security 2011-04-18 2011-04-18 N N N 14000000.00 13997289.45 0.0031 N 13998390.00 13998390.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.32% 51489HRB3 Financial Company Commercial Paper First Tier Security 2011-04-11 2011-04-11 N N N 19000000.00 18998311.11 0.0042 N 18999070.90 18999070.90 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1T14 Financial Company Commercial Paper First Tier Security 2011-06-01 2011-06-01 N N N 45000000.00 44969499.99 0.0099 N 44978998.50 44978998.50 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1T22 Financial Company Commercial Paper First Tier Security 2011-06-02 2011-06-02 N N N 23000000.00 22984155.55 0.0050 N 22989052.00 22989052.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.45% 6323A1U12 Financial Company Commercial Paper First Tier Security 2011-07-01 2011-07-01 N N N 50000000.00 49943125.00 0.0109 N 49962560.00 49962560.00 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1T35 Financial Company Commercial Paper First Tier Security 2011-06-03 2011-06-03 N N N 100000000.00 99940500.00 0.0219 N 99951470.00 99951470.00 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 25997472.22 0.0057 N 25998728.60 25998728.60 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1TE1 Financial Company Commercial Paper First Tier Security 2011-06-14 2011-06-14 N N N 18000000.00 17987050.01 0.0039 N 17989500.60 17989500.60 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.40% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-04-18 2011-05-03 Y NATIXIS US FINANCE CO LLC N/A N/A N N 75000000.00 75000000.00 0.0164 N 75000450.00 75000450.00 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 99954250.00 0.0219 N 99964400.00 99964400.00 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 124941753.50 0.0274 N 124954300.00 124954300.00 PB Finance (Delaware), Inc. PB Finance (Delaware), Inc., 0.48% 6931M3RR2 Financial Company Commercial Paper First Tier Security 2011-04-25 2011-04-25 N N N 12000000.00 11996160.00 0.0026 N 11997682.80 11997682.80 PB Finance (Delaware), Inc. PB Finance (Delaware), Inc., 0.50% 6931M3S59 Financial Company Commercial Paper First Tier Security 2011-05-05 2011-05-05 N N N 21100000.00 21090036.11 0.0046 N 21093701.65 21093701.65 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 24985833.33 0.0055 N 24990607.50 24990607.50 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 99965333.32 0.0219 N 99982220.00 99982220.00 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 74936666.67 0.0164 N 74967757.50 74967757.50 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 53000000.00 0.0116 N 52999777.40 52999777.40 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 59994166.67 0.0131 N 59997066.00 59997066.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365SSG9 Financial Company Commercial Paper First Tier Security 2011-05-16 2011-05-16 N N N 20000000.00 19991250.00 0.0044 N 19993586.00 19993586.00 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 75000000.00 0.0164 N 74999685.00 74999685.00 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 19993111.11 0.0044 N 19995858.00 19995858.00 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 199972611.12 0.0438 N 199985000.00 199985000.00 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 6990141.67 0.0015 N 6991721.80 6991721.80 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 6987555.56 0.0015 N 6988698.50 6988698.50 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 4990722.22 0.0011 N 4991413.50 4991413.50 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.42% 89153QZF0 Financial Company Commercial Paper First Tier Security 2011-12-15 2011-12-15 N N N 7000000.00 6978930.00 0.0015 N 6974214.80 6974214.80 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 10977926.67 0.0024 N 10980945.80 10980945.80 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 8994975.00 0.0020 N 8996073.30 8996073.30 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 4996916.67 0.0011 N 4997500.00 4997500.00 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 2999679.17 0.0007 N 2999908.20 2999908.20 UBS Finance, Inc. UBS Finance, Inc., 0.30% 90262DUB9 Financial Company Commercial Paper First Tier Security 2011-07-11 2011-07-11 N N N 72000000.00 71939400.00 0.0158 N 71939613.60 71939613.60 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 74986145.83 0.0164 N 74992972.50 74992972.50 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 51984327.78 0.0114 N 51990619.20 51990619.20 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.30% 9046Q3R68 Financial Company Commercial Paper First Tier Security 2011-04-06 2011-04-06 N N N 11000000.00 10999541.67 0.0024 N 10999651.30 10999651.30 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 37997783.33 0.0083 N 37998795.40 37998795.40 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.42% 9046Q3RJ0 Financial Company Commercial Paper First Tier Security 2011-04-18 2011-04-18 N N N 14000000.00 13997223.34 0.0031 N 13998320.00 13998320.00 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 0.0090 N 41002419.00 41002419.00 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 0.0112 N 51003366.00 51003366.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-04-19 2011-09-19 N N N 50000000.00 50000000.00 0.0110 N 49989050.00 49989050.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-04-26 2011-09-23 N N N 50000000.00 50000000.00 0.0110 N 49988900.00 49988900.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-04-08 2011-10-07 N N N 13000000.00 13000000.00 0.0028 N 12996100.00 12996100.00 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 13971300.00 0.0031 N 13977541.20 13977541.20 Autobahn Funding Autobahn Funding, 0.27% 0527M1R56 Asset Backed Commercial Paper First Tier Security 2011-04-05 2011-04-05 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 11814000.00 11813645.58 0.0026 N 11813551.07 11813551.07 Autobahn Funding Autobahn Funding, 0.28% 0527M1RF4 Asset Backed Commercial Paper First Tier Security 2011-04-15 2011-04-15 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 66464000.00 66456762.81 0.0146 N 66457632.75 66457632.75 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LR40 Asset Backed Commercial Paper First Tier Security 2011-04-04 2011-04-04 N N Y LIQUIDITY NORDDEUTSCHE LANDESBANK (GTD) N/A N/A US BANK NA CINCINNATI OHIO N/A N/A 4000000.00 3999850.00 0.0009 N 3999902.40 3999902.40 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.28% 56274MR53 Asset Backed Commercial Paper First Tier Security 2011-04-05 2011-04-05 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 13000000.00 12999595.55 0.0028 N 12999602.20 12999602.20 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 49987513.81 0.0110 N 49994250.00 49994250.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127952F7 Treasury Debt First Tier Security 2011-09-22 2011-09-22 N N N 114000000.00 113916987.67 0.0250 N 113906406.00 113906406.00 U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.18% 9127953L3 Treasury Debt First Tier Security 2011-09-29 2011-09-29 N N N 83000000.00 82929535.93 0.0182 N 82929118.00 82929118.00 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 149915625.00 0.0328 N 149966250.00 149966250.00 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 300346456.76 0.0658 N 300375000.00 300375000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828ML1 Treasury Debt First Tier Security 2011-12-31 2011-12-31 N N N 50000000.00 50291049.91 0.0110 N 50273450.00 50273450.00 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 26242983.43 0.0058 N 26247806.00 26247806.00 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 32078913.04 0.0070 N 32091264.00 32091264.00 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 50205616.92 0.0110 N 50230450.00 50230450.00 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 25628503.61 0.0056 N 25638675.00 25638675.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.24% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15000000.00 15000000.00 0.0033 N 15000000.00 15000000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.24% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 35900000.00 35900000.00 0.0079 N 35900000.00 35900000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.24% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.25% Participating VRDN Series Putters 3649, (Liquidity Facility JPMorgan Chase Bank) 46633VNV7 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15000000.00 15000000.00 0.0033 N 15000000.00 15000000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.22% (Wake Forest Univ. Health Sciences Proj.) Series 2008 B, LOC Branch Banking & T 65821DBD2 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 13385000.00 13385000.00 0.0029 N 13385000.00 13385000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.22% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9080000.00 9080000.00 0.0020 N 9080000.00 9080000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.23% (Wake Forest Univ. Proj.) Series 2008 D, LOC Bank of America NA VRDN 65821DBB6 Variable Rate Demand Note First Tier Security 2011-04-01 2011-04-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26915000.00 26915000.00 0.0059 N 26915000.00 26915000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.24% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50625000.00 50625000.00 0.0111 N 50625000.00 50625000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.24% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 18800000.00 18800000.00 0.0041 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.24% (Cape Fear Valley Health Sys. Proj.) Series 2008 A2, LOC Branch Banking & Trust 65821DAY7 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 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., 0.24% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 45125000.00 45125000.00 0.0099 N 45125000.00 45125000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.24% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 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., 0.23% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39750000.00 39750000.00 0.0087 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 2011-04-07 2011-04-07 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 10800000.00 10800000.00 0.0024 N 10800000.00 10800000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.26% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FPW4 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y US BANK NA CINCINNATI OHIO 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., 0.23% Series 2002 C, (Liquidity Facility Branch Banking & Trust Co.) VRDN 975700FD2 Variable Rate Demand Note First Tier Security 2011-04-07 2011-04-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 11300000.00 11300000.00 0.0025 N 11300000.00 11300000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732C5 Government Agency Debt First Tier Security 2011-12-16 2011-12-16 N N N 12000000.00 11997965.67 0.0026 N 11989356.00 11989356.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732G6 Government Agency Debt First Tier Security 2011-12-21 2011-12-21 N N N 21000000.00 20995968.00 0.0046 N 20980764.00 20980764.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133732S0 Government Agency Debt First Tier Security 2011-12-23 2011-12-23 N N N 12000000.00 11996617.76 0.0026 N 11988000.00 11988000.00 Freddie Mac Freddie Mac, 0.22% 3134G13Z5 Government Agency Debt First Tier Security 2011-04-10 2012-08-10 N N N 100000000.00 99931364.94 0.0219 N 100078600.00 100078600.00 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 FINANCING BANK N/A N/A 8000000.00 7999833.33 0.0018 N 7999857.60 7999857.60 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257C2F8 Government Agency Debt First Tier Security 2011-06-07 2011-06-07 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 6000000.00 5997416.67 0.0013 N 5997238.80 5997238.80 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257C2K7 Government Agency Debt First Tier Security 2011-06-09 2011-06-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 14000000.00 13993583.33 0.0031 N 13993035.00 13993035.00