N-MFP LIVE N 2012-06-30 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 None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 57 67 3706389085.49 715348.88 1119905.74 3705984528.63 0.0026 1.0006 2012-06-29 1.0006 2012-06-29 C000020486 1.00 3705984528.63 1.00 -489956940.82 879674339.17 1369631279.99 0.0006 1.0006 2012-06-29 1.0006 2012-06-29 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.45% 0020P2JE7 Financial Company Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N N 65000000.00 64939062.50 0.0175 N 64948838.50 64948838.50 Bank of Nova Scotia Bank of Nova Scotia, 0.46% 06416JG56 Financial Company Commercial Paper First Tier Security 2012-07-05 2012-07-05 N N N 50000000.00 49997444.44 0.0135 N 49999085.00 49999085.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.40% 06741GKJ3 Financial Company Commercial Paper First Tier Security 2012-08-15 2012-08-15 N N N 4000000.00 3998000.00 0.0011 N 3998955.60 3998955.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-07-20 2012-10-22 N N N 6000000.00 6000000.00 0.0016 N 5999628.00 5999628.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272ACM6 Financial Company Commercial Paper First Tier Security 2012-07-25 2012-11-26 N N N 38000000.00 38000000.00 0.0103 N 37995364.00 37995364.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272ACK0 Financial Company Commercial Paper First Tier Security 2012-07-25 2012-11-26 N N N 33000000.00 33000000.00 0.0089 N 32996007.00 32996007.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-07-27 2012-11-27 N N N 8000000.00 7999350.95 0.0022 N 8000296.00 8000296.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMH0 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 3000000.00 2994366.66 0.0008 N 2995240.50 2995240.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMM9 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 4000000.00 3992311.11 0.0011 N 3993460.40 3993460.40 Credit Suisse New York Branch Credit Suisse New York Branch, 0.28% 2254EAGW7 Financial Company Commercial Paper First Tier Security 2012-07-30 2012-07-30 N N N 50000000.00 49988722.22 0.0135 N 49989105.00 49989105.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.37% 2254EAK10 Financial Company Commercial Paper First Tier Security 2012-10-01 2012-10-01 N N N 34000000.00 33967851.12 0.0092 N 33967122.00 33967122.00 DNB Bank ASA DNB Bank ASA, 0.33% 2332K0JJ2 Financial Company Commercial Paper First Tier Security 2012-09-18 2012-09-18 N N N 28000000.00 27979723.34 0.0075 N 27982486.00 27982486.00 DNB Bank ASA DNB Bank ASA, 0.33% 2332K0K19 Financial Company Commercial Paper First Tier Security 2012-10-01 2012-10-01 N N N 14000000.00 13988193.33 0.0038 N 13987932.00 13987932.00 DNB Bank ASA DNB Bank ASA, 0.35% 2332K0G22 Financial Company Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N N 38000000.00 37999630.56 0.0103 N 37999555.40 37999555.40 General Electric Capital Corp. General Electric Capital Corp., 0.31% 36959HG92 Financial Company Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 100000000.00 99993111.10 0.0270 N 99996670.00 99996670.00 General Electric Capital Corp. General Electric Capital Corp., 0.31% 36959HGG6 Financial Company Commercial Paper First Tier Security 2012-07-16 2012-07-16 N N N 100000000.00 99987083.34 0.0270 N 99994330.00 99994330.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-07-12 2012-09-12 N N N 132000000.00 132000000.00 0.0356 N 131994852.00 131994852.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H13 Financial Company Commercial Paper First Tier Security 2012-08-01 2012-08-01 N N N 45000000.00 44988374.99 0.0121 N 44993646.00 44993646.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H88 Financial Company Commercial Paper First Tier Security 2012-08-08 2012-08-08 N N N 26000000.00 25991766.67 0.0070 N 25995291.40 25995291.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.45% 60682WHX9 Financial Company Commercial Paper First Tier Security 2012-08-31 2012-08-31 N N N 75000000.00 74942812.50 0.0202 N 74955112.50 74955112.50 National Australia Funding, Inc. National Australia Funding, Inc., 0.30% 63253LPK5 Financial Company Commercial Paper First Tier Security 2012-07-30 2012-10-30 N N N 170000000.00 170000000.00 0.0459 N 169983510.00 169983510.00 National Bank Canada National Bank Canada, 0.47% 63306TGA7 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 20000000.00 19997650.00 0.0054 N 19998900.00 19998900.00 Nationwide Building Society Nationwide Building Society, 0.46% 6385E0JR5 Financial Company Commercial Paper First Tier Security 2012-09-25 2012-09-25 N N N 14000000.00 13984615.56 0.0038 N 13984874.40 13984874.40 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0GA5 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 26000000.00 25996620.00 0.0070 N 25998570.00 25998570.00 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0GG2 Financial Company Commercial Paper First Tier Security 2012-07-16 2012-07-16 N N N 26000000.00 25994366.67 0.0070 N 25997459.80 25997459.80 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0HE6 Financial Company Commercial Paper First Tier Security 2012-08-14 2012-08-14 N N N 24000000.00 23984746.66 0.0065 N 23990738.40 23990738.40 Nordea North America, Inc. Nordea North America, Inc., 0.30% 6555P0J42 Financial Company Commercial Paper First Tier Security 2012-09-04 2012-09-04 N N N 17000000.00 16990791.67 0.0046 N 16992448.60 16992448.60 Nordea North America, Inc. Nordea North America, Inc., 0.30% 6555P0J59 Financial Company Commercial Paper First Tier Security 2012-09-05 2012-09-05 N N N 14000000.00 13992300.00 0.0038 N 13993618.80 13993618.80 Nordea North America, Inc. Nordea North America, Inc., 0.31% 6555P0JB6 Financial Company Commercial Paper First Tier Security 2012-09-11 2012-09-11 N N N 22000000.00 21986360.00 0.0059 N 21988362.00 21988362.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050TH95 Financial Company Commercial Paper First Tier Security 2012-08-09 2012-08-09 N N N 12000000.00 11993500.00 0.0032 N 11996934.00 11996934.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THA2 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N N 2000000.00 1998888.89 0.0005 N 1999468.00 1999468.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THD6 Financial Company Commercial Paper First Tier Security 2012-08-13 2012-08-13 N N N 7000000.00 6995819.45 0.0019 N 6997900.00 6997900.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THE4 Financial Company Commercial Paper First Tier Security 2012-08-14 2012-08-14 N N N 6000000.00 5996333.33 0.0016 N 5998139.40 5998139.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THF1 Financial Company Commercial Paper First Tier Security 2012-08-15 2012-08-15 N N N 7000000.00 6995625.00 0.0019 N 6997757.90 6997757.90 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THH7 Financial Company Commercial Paper First Tier Security 2012-08-17 2012-08-17 N N N 7000000.00 6995430.55 0.0019 N 6997611.60 6997611.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.26% 86958FGA9 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 50000000.00 49996750.00 0.0135 N 49997860.00 49997860.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.26% 86958FGA9 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 100000000.00 99993500.00 0.0270 N 99995720.00 99995720.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958FGJ0 Financial Company Commercial Paper First Tier Security 2012-07-18 2012-07-18 N N N 40000000.00 39994994.44 0.0108 N 39996560.00 39996560.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.30% 86958FHW0 Financial Company Commercial Paper First Tier Security 2012-08-30 2012-08-30 N N N 15000000.00 14992500.00 0.0040 N 14993937.00 14993937.00 Swedbank AB Swedbank AB, 0.35% 87019RHE9 Financial Company Commercial Paper First Tier Security 2012-08-14 2012-08-14 N N N 12000000.00 11994866.67 0.0032 N 11995369.20 11995369.20 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.57% 89116EHA4 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N N 25000000.00 24984166.67 0.0067 N 24994575.00 24994575.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.40% 89233GL61 Financial Company Commercial Paper First Tier Security 2012-11-06 2012-11-06 N N N 50000000.00 49928888.89 0.0135 N 49944570.00 49944570.00 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CKC0 Financial Company Commercial Paper First Tier Security 2012-10-12 2012-10-12 N N N 39000000.00 38955366.66 0.0105 N 38954487.00 38954487.00 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MH9 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 14000000.00 13973711.11 0.0038 N 13971272.00 13971272.00 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MM8 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 19000000.00 18963477.78 0.0051 N 18959330.50 18959330.50 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LGB4 Asset Backed Commercial Paper First Tier Security 2012-07-11 2012-07-11 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 48085000.00 48081927.91 0.0130 N 48081475.37 48081475.37 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LGL2 Asset Backed Commercial Paper First Tier Security 2012-07-20 2012-07-20 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 26000000.00 25996843.88 0.0070 N 25996664.20 25996664.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LGP3 Asset Backed Commercial Paper First Tier Security 2012-07-23 2012-07-23 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 41000000.00 40994237.23 0.0111 N 40993985.30 40993985.30 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.24% 56274LGK4 Asset Backed Commercial Paper First Tier Security 2012-07-19 2012-07-19 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 77403000.00 77393711.62 0.0209 N 77393541.35 77393541.35 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274LGA6 Asset Backed Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 4000000.00 3999750.00 0.0011 N 3999731.20 3999731.20 Market Street Funding LLC Market Street Funding LLC, 0.23% 5705X4GJ7 Asset Backed Commercial Paper First Tier Security 2012-07-18 2012-07-18 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 100077000.00 100066130.54 0.0270 N 100067492.69 100067492.69 Market Street Funding LLC Market Street Funding LLC, 0.23% 5705X4GR9 Asset Backed Commercial Paper First Tier Security 2012-07-25 2012-07-25 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 22083000.00 22079613.94 0.0060 N 22080129.21 22080129.21 Market Street Funding LLC Market Street Funding LLC, 0.23% 5705X4GS7 Asset Backed Commercial Paper First Tier Security 2012-07-26 2012-07-26 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 5000000.00 4999201.39 0.0013 N 4999325.00 4999325.00 Market Street Funding LLC Market Street Funding LLC, 0.24% 5705X4H31 Asset Backed Commercial Paper First Tier Security 2012-08-03 2012-08-03 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 14000000.00 13996920.00 0.0038 N 13997373.60 13997373.60 Market Street Funding LLC Market Street Funding LLC, 0.24% 5705X4H64 Asset Backed Commercial Paper First Tier Security 2012-08-06 2012-08-06 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 22000000.00 21994720.00 0.0059 N 21995331.60 21995331.60 Market Street Funding LLC Market Street Funding LLC, 0.24% 5705X4HU1 Asset Backed Commercial Paper First Tier Security 2012-08-28 2012-08-28 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 46000000.00 45982213.33 0.0124 N 45983131.80 45983131.80 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.23% 79540AGK8 Asset Backed Commercial Paper First Tier Security 2012-07-19 2012-07-19 N N Y LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 28000000.00 27996780.00 0.0076 N 27996578.40 27996578.40 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.23% 79540AH19 Asset Backed Commercial Paper First Tier Security 2012-08-01 2012-08-01 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 29000000.00 28994256.39 0.0078 N 28993991.20 28993991.20 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.23% 79540AH27 Asset Backed Commercial Paper First Tier Security 2012-08-02 2012-08-02 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 15000000.00 14996933.34 0.0040 N 14996770.50 14996770.50 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540AG69 Asset Backed Commercial Paper First Tier Security 2012-07-06 2012-07-06 N N Y LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 19000000.00 18999340.28 0.0051 N 18999186.80 18999186.80 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540AGD4 Asset Backed Commercial Paper First Tier Security 2012-07-13 2012-07-13 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 41915000.00 41911507.08 0.0113 N 41911412.08 41911412.08 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540AGT9 Asset Backed Commercial Paper First Tier Security 2012-07-27 2012-07-27 N N Y LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 28000000.00 27994944.45 0.0076 N 27995209.20 27995209.20 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540AH27 Asset Backed Commercial Paper First Tier Security 2012-08-02 2012-08-02 N N Y LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 28000000.00 27993777.78 0.0076 N 27993971.60 27993971.60 Texas Instruments International Management Co. S.a.r.L. Texas Instruments International Management Co. S.a.r.L., 0.43% 88252AG92 Other Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 1000000.00 999905.56 0.0003 N 999967.40 999967.40 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956M8 Treasury Debt First Tier Security 2012-10-11 2012-10-11 N N N 50000000.00 49978750.01 0.0135 N 49987050.00 49987050.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956P1 Treasury Debt First Tier Security 2012-11-01 2012-11-01 N N N 25000000.00 24987187.51 0.0067 N 24990900.00 24990900.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956S5 Treasury Debt First Tier Security 2012-11-08 2012-11-08 N N N 40000000.00 39979055.55 0.0108 N 39983160.00 39983160.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127955L1 Treasury Debt First Tier Security 2012-11-15 2012-11-15 N N N 34000000.00 33981238.59 0.0092 N 33984904.00 33984904.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956T3 Treasury Debt First Tier Security 2012-11-23 2012-11-23 N N N 95000000.00 94944114.61 0.0256 N 94954400.00 94954400.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956U0 Treasury Debt First Tier Security 2012-11-29 2012-11-29 N N N 50000000.00 49969590.26 0.0135 N 49972950.00 49972950.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956V8 Treasury Debt First Tier Security 2012-12-06 2012-12-06 N N N 14000000.00 13991090.55 0.0038 N 13991460.00 13991460.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127955Q0 Treasury Debt First Tier Security 2012-12-13 2012-12-13 N N N 48000000.00 47968099.99 0.0129 N 47968320.00 47968320.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956Y2 Treasury Debt First Tier Security 2012-12-27 2012-12-27 N N N 40000000.00 39970166.68 0.0108 N 39969360.00 39969360.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828LR9 Treasury Debt First Tier Security 2012-10-15 2012-10-15 N N N 16000000.00 16056736.29 0.0043 N 16056256.00 16056256.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828LH1 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 8000000.00 8015508.94 0.0022 N 8015936.00 8015936.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828HC7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 9000000.00 9059168.39 0.0024 N 9058707.00 9058707.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828LM0 Treasury Debt First Tier Security 2012-09-15 2012-09-15 N N N 3000000.00 3007417.60 0.0008 N 3007617.00 3007617.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PV6 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 9000000.00 9011778.06 0.0024 N 9011952.00 9011952.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 26000000.00 26212516.10 0.0071 N 26214292.00 26214292.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 20000000.00 20240137.61 0.0055 N 20239060.00 20239060.00 U.S. Treasury Notes U.S. Treasury Notes, 0.23% 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 23000000.00 23229428.28 0.0063 N 23226412.00 23226412.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 40000000.00 40336084.75 0.0109 N 40331240.00 40331240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133794H9 Government Agency Debt First Tier Security 2012-10-19 2012-10-19 N N N 24000000.00 23997980.33 0.0065 N 24000000.00 24000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133794M8 Government Agency Debt First Tier Security 2012-10-19 2012-10-19 N N N 16000000.00 15998658.05 0.0043 N 16000000.00 16000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313376DD4 Government Agency Debt First Tier Security 2012-11-16 2012-11-16 N N N 40000000.00 39999490.23 0.0108 N 40008920.00 40008920.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313378BA8 Government Agency Debt First Tier Security 2013-02-15 2013-02-15 N N N 35000000.00 34994875.66 0.0094 N 34984845.00 34984845.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313375LQ8 Government Agency Debt First Tier Security 2012-09-07 2012-09-07 N N N 35000000.00 34999350.83 0.0094 N 35004410.00 35004410.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313375QL4 Government Agency Debt First Tier Security 2012-10-10 2012-10-10 N N N 25000000.00 24999055.53 0.0067 N 25006125.00 25006125.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313375XV4 Government Agency Debt First Tier Security 2012-11-06 2012-11-06 N N N 37000000.00 36996874.48 0.0100 N 37010175.00 37010175.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313375XW2 Government Agency Debt First Tier Security 2012-11-02 2012-11-02 N N N 13000000.00 13000000.00 0.0035 N 13000871.00 13000871.00 Freddie Mac Freddie Mac, 0.20% 3134G13Z5 Government Agency Debt First Tier Security 2012-07-10 2012-08-10 N N N 100000000.00 99994476.06 0.0270 N 100014900.00 100014900.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257JQ59 Government Agency Debt First Tier Security 2012-07-06 2012-07-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 15000000.00 14999925.00 0.0040 N 14999862.00 14999862.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGB5 Government Agency Debt First Tier Security 2012-07-11 2012-07-11 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9000000.00 8999775.00 0.0024 N 8999807.40 8999807.40 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGD1 Government Agency Debt First Tier Security 2012-07-12 2012-07-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4000000.00 3999840.00 0.0011 N 3999877.60 3999877.60 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EHX9 Government Agency Debt First Tier Security 2012-07-12 2012-07-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9000000.00 8999640.00 0.0024 N 8999724.60 8999724.60 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJC3 Government Agency Debt First Tier Security 2012-07-13 2012-07-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4000000.00 3999820.00 0.0011 N 3999865.60 3999865.60 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGK5 Government Agency Debt First Tier Security 2012-07-16 2012-07-16 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 14000000.00 13999300.00 0.0038 N 13999486.20 13999486.20 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJL3 Government Agency Debt First Tier Security 2012-07-19 2012-07-19 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 18000000.00 17998650.00 0.0049 N 17999037.00 17999037.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJS8 Government Agency Debt First Tier Security 2012-07-23 2012-07-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 47000000.00 46996005.00 0.0127 N 46997104.80 46997104.80 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJV1 Government Agency Debt First Tier Security 2012-07-26 2012-07-26 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 15000000.00 14998350.00 0.0040 N 14998734.00 14998734.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJY5 Government Agency Debt First Tier Security 2012-07-30 2012-07-30 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 32000000.00 31996160.00 0.0086 N 31996969.60 31996969.60 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.22% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9895000.00 9895000.00 0.0027 N 9895000.00 9895000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.21% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0071 N 26400000.00 26400000.00 Guilford County Gen. Oblig. Guilford County Gen. Oblig., 0.17% Series 2007 B, (Liquidity Facility Branch Banking & Trust Co.) VRDN 401784WA7 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 4900000.00 4900000.00 0.0013 N 4900000.00 4900000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.19% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0033 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.19% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 6990000.00 6990000.00 0.0019 N 6990000.00 6990000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.30% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0003 N 1000000.00 1000000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.17% (Univ. Health Systems of Eastern Carolina) Series 2008 B1, LOC Branch Banking & 65821DCC3 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 1405000.00 1405000.00 0.0004 N 1405000.00 1405000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.18% (Univ. Health Systems of Eastern Carolina) Series 2008 B, LOC Branch Banking & 65821DAZ4 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 1750000.00 1750000.00 0.0005 N 1750000.00 1750000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.18% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 21645000.00 21645000.00 0.0058 N 21645000.00 21645000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.18% (WakeMed Proj.) Series 2009 B, LOC Wells Fargo Bank NA VRDN 65821DCS8 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 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 0.0051 N 18800000.00 18800000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.26% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8780000.00 8780000.00 0.0024 N 8780000.00 8780000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.26% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0136 N 50385000.00 50385000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.27% (CaroMont Health Proj.) Series 2003 B, LOC Bank of America NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 59300000.00 59300000.00 0.0160 N 59300000.00 59300000.00 Sampson County Gen. Oblig. Sampson County Gen. Oblig., 0.17% Participating VRDN Series Solar 06 0160, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FPW4 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y US BANK NA CINCINNATI OHIO N/A N/A N N 1200000.00 1200000.00 0.0003 N 1200000.00 1200000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.14%, dated 6/29/2012 due 07/02/2012 45G99K6X8_07629 Treasury Repurchase Agreement Y US TREASURY 2013-05-15 2020-02-15 1.375 - 3.625 Treasury Debt 241315117.98 257854943.93 Unrated Security 2012-07-02 2012-07-02 N N N 252796000.00 252796000.00 0.0682 N 252796000.00 252796000.00