N-MFP LIVE N 2012-07-31 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 None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 56 62 3594753677.00 1049230.34 830141.95 3594972765.39 0.0025 1.0006 2012-07-31 1.0006 2012-07-31 C000020486 1.00 3594972765.39 1.00 -111041235.78 808835987.53 919877223.31 0.0005 1.0006 2012-07-31 1.0006 2012-07-31 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 64964250.00 0.0181 N 64978875.00 64978875.00 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 3999377.78 0.0011 N 3999733.20 3999733.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-08-28 2012-11-27 N N N 8000000.00 7999485.99 0.0022 N 8000544.00 8000544.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-08-20 2012-10-22 N N N 6000000.00 6000000.00 0.0017 N 5999724.00 5999724.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272ACM6 Financial Company Commercial Paper First Tier Security 2012-08-24 2012-11-26 N N N 38000000.00 38000000.00 0.0106 N 37996276.00 37996276.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272ACK0 Financial Company Commercial Paper First Tier Security 2012-08-25 2012-11-26 N N N 33000000.00 33000000.00 0.0092 N 32996799.00 32996799.00 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 2995400.00 0.0008 N 2996853.30 2996853.30 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 3993688.89 0.0011 N 3995577.60 3995577.60 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 33978683.89 0.0095 N 33980385.40 33980385.40 Credit Suisse New York Branch Credit Suisse New York Branch, 0.38% 2254EAK93 Financial Company Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N N 39000000.00 38971595.00 0.0108 N 38972926.20 38972926.20 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0KC5 Financial Company Commercial Paper First Tier Security 2012-10-12 2012-10-12 N N N 76000000.00 75954399.97 0.0211 N 75964196.40 75964196.40 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 27987680.00 0.0078 N 27993406.00 27993406.00 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 13992171.66 0.0039 N 13995475.20 13995475.20 General Electric Capital Corp. General Electric Capital Corp., 0.18% 36959HJ40 Financial Company Commercial Paper First Tier Security 2012-09-04 2012-09-04 N N N 3300000.00 3299439.00 0.0009 N 3299486.52 3299486.52 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 25000000.00 25000000.00 0.0070 N 24999952.50 24999952.50 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 25998483.33 0.0072 N 25999586.60 25999586.60 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-08-13 2012-09-12 N N N 132000000.00 132000000.00 0.0367 N 131998416.00 131998416.00 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 74971875.00 0.0209 N 74984310.00 74984310.00 National Australia Funding, Inc. National Australia Funding, Inc., 0.30% 63253LPK5 Financial Company Commercial Paper First Tier Security 2012-08-30 2012-10-30 N N N 170000000.00 170000000.00 0.0473 N 169987080.00 169987080.00 Nationwide Building Society Nationwide Building Society, 0.35% 6385E0KW2 Financial Company Commercial Paper First Tier Security 2012-10-30 2012-10-30 N N N 89000000.00 88922125.03 0.0247 N 88906861.50 88906861.50 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 13990161.11 0.0039 N 13993053.20 13993053.20 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 23995493.33 0.0067 N 23998171.20 23998171.20 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 16995183.34 0.0047 N 16997019.90 16997019.90 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 13995916.67 0.0039 N 13997452.00 13997452.00 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 21992232.78 0.0061 N 21995021.40 21995021.40 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 11998666.67 0.0033 N 11999691.60 11999691.60 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 1999750.00 0.0006 N 1999942.60 1999942.60 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 6998833.33 0.0019 N 6999727.00 6999727.00 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 5998916.67 0.0017 N 5999746.80 5999746.80 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 6998638.89 0.0019 N 6999679.40 6999679.40 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 6998444.44 0.0019 N 6999624.10 6999624.10 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 14996375.00 0.0042 N 14997625.50 14997625.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.31% 86958FK97 Financial Company Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N N 7000000.00 6995840.83 0.0019 N 6996683.40 6996683.40 Swedbank AB Swedbank AB, 0.27% 87019RJL1 Financial Company Commercial Paper First Tier Security 2012-09-20 2012-09-20 N N N 1750000.00 1749343.75 0.0005 N 1749329.75 1749329.75 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 11998483.33 0.0033 N 11999085.60 11999085.60 Swedbank AB Swedbank AB, 0.35% 87019RJE7 Financial Company Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N N 6000000.00 5997433.34 0.0017 N 5997825.00 5997825.00 Swedbank AB Swedbank AB, 0.37% 87019RJ72 Financial Company Commercial Paper First Tier Security 2012-09-07 2012-09-07 N N N 4000000.00 3998478.89 0.0011 N 3998872.80 3998872.80 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.20% 89116EKG7 Financial Company Commercial Paper First Tier Security 2012-10-16 2012-10-16 N N N 100000000.00 99957777.78 0.0278 N 99963710.00 99963710.00 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 24996437.50 0.0070 N 24999420.00 24999420.00 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 49946111.11 0.0139 N 49968285.00 49968285.00 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 38968799.99 0.0108 N 38980149.00 38980149.00 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CKP1 Financial Company Commercial Paper First Tier Security 2012-10-23 2012-10-23 N N N 40000000.00 39963111.10 0.0111 N 39971812.00 39971812.00 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CL54 Financial Company Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 75000000.00 74920000.01 0.0208 N 74928060.00 74928060.00 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 13978533.34 0.0039 N 13979026.60 13979026.60 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 18970022.22 0.0053 N 18970113.00 18970113.00 Gotham Funding Corp. Gotham Funding Corp., 0.21% 38346LHU3 Asset Backed Commercial Paper First Tier Security 2012-08-28 2012-08-28 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 29000000.00 28995432.50 0.0081 N 28995081.60 28995081.60 Gotham Funding Corp. Gotham Funding Corp., 0.21% 38346LHU3 Asset Backed Commercial Paper First Tier Security 2012-08-28 2012-08-28 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 43000000.00 42993227.49 0.0120 N 42992707.20 42992707.20 Gotham Funding Corp. Gotham Funding Corp., 0.21% 38346LHW9 Asset Backed Commercial Paper First Tier Security 2012-08-30 2012-08-30 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 30000000.00 29994925.00 0.0083 N 29994750.00 29994750.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LH72 Asset Backed Commercial Paper First Tier Security 2012-08-07 2012-08-07 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 69000000.00 68997355.00 0.0192 N 68997315.90 68997315.90 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LHL1 Asset Backed Commercial Paper First Tier Security 2012-08-20 2012-08-20 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 28000000.00 27996601.12 0.0078 N 27996732.40 27996732.40 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LHT4 Asset Backed Commercial Paper First Tier Security 2012-08-27 2012-08-27 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 29000000.00 28995182.77 0.0081 N 28995281.70 28995281.70 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274LHA5 Asset Backed Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 31750000.00 31748015.62 0.0088 N 31748199.78 31748199.78 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 13999813.33 0.0039 N 13999766.20 13999766.20 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 21999266.67 0.0061 N 21999267.40 21999267.40 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 45991720.00 0.0128 N 45992842.40 45992842.40 Market Street Funding LLC Market Street Funding LLC, 0.25% 5705X4K94 Asset Backed Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 23000000.00 22988979.17 0.0064 N 22988953.10 22988953.10 Market Street Funding LLC Market Street Funding LLC, 0.25% 5705X4KB9 Asset Backed Commercial Paper First Tier Security 2012-10-11 2012-10-11 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 15597000.00 15589309.81 0.0043 N 15589263.89 15589263.89 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 29000000.00 0.0081 N 28999837.60 28999837.60 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 LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 15000000.00 14999904.17 0.0042 N 14999833.50 14999833.50 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.23% 79540AHH4 Asset Backed Commercial Paper First Tier Security 2012-08-17 2012-08-17 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 36000000.00 35996320.01 0.0100 N 35996428.80 35996428.80 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 GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 28000000.00 27999805.56 0.0078 N 27999689.20 27999689.20 General Electric Co. General Electric Co., 0.18% 36960LJS5 Other Commercial Paper First Tier Security 2012-09-26 2012-09-26 N N N 150000000.00 149958000.00 0.0417 N 149970555.00 149970555.00 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 24990416.67 0.0070 N 24993450.00 24993450.00 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 39984050.00 0.0111 N 39988160.00 39988160.00 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 33985483.87 0.0095 N 33988746.00 33988746.00 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 94956062.52 0.0264 N 94966940.00 94966940.00 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 49975833.32 0.0139 N 49980850.00 49980850.00 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 13992838.61 0.0039 N 13994078.00 13994078.00 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 47974093.33 0.0133 N 47978112.00 47978112.00 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 39975333.35 0.0111 N 39978640.00 39978640.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127956Z9 Treasury Debt First Tier Security 2013-01-03 2013-01-03 N N N 50000000.00 49967622.35 0.0139 N 49974200.00 49974200.00 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 16040143.60 0.0045 N 16040624.00 16040624.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.18% 912828PV6 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 17000000.00 17018558.71 0.0047 N 17019924.00 17019924.00 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 8004825.00 0.0022 N 8004688.00 8004688.00 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 9029099.21 0.0025 N 9029178.00 9029178.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828AU4 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 2000000.00 2039798.24 0.0006 N 2039766.00 2039766.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828MN7 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 11000000.00 11070986.29 0.0031 N 11071753.00 11071753.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828HT0 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 4000000.00 4059765.27 0.0011 N 4060000.00 4060000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 2000000.00 2005268.98 0.0006 N 2005312.00 2005312.00 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 3004392.00 0.0008 N 3004569.00 3004569.00 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 26186881.87 0.0073 N 26193986.00 26193986.00 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 20214289.47 0.0056 N 20221100.00 20221100.00 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 23207062.63 0.0065 N 23214728.00 23214728.00 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 40306231.95 0.0112 N 40326560.00 40326560.00 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 15999036.23 0.0045 N 15999648.00 15999648.00 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 23998549.51 0.0067 N 23999472.00 23999472.00 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 39999604.74 0.0111 N 40005840.00 40005840.00 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 34995569.34 0.0097 N 34995940.00 34995940.00 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 34999646.78 0.0097 N 35002100.00 35002100.00 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 24999345.42 0.0070 N 25003825.00 25003825.00 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 36997631.44 0.0103 N 37006808.00 37006808.00 Freddie Mac Freddie Mac, 0.21% 3134G13Z5 Government Agency Debt First Tier Security 2012-08-10 2012-08-10 N N N 100000000.00 99998757.12 0.0278 N 100003100.00 100003100.00 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.18% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9795000.00 9795000.00 0.0027 N 9795000.00 9795000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.17% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0073 N 26400000.00 26400000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.15% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0034 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.17% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 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., 0.24% (Elon Univ. Proj.) Series 2010, LOC Bank of America NA VRDN 65819GFW3 Variable Rate Demand Note First Tier Security 2012-08-01 2012-08-01 Y US BANK NA CINCINNATI OHIO N/A N/A BANK OF AMERICA NA N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A 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., 0.15% (Univ. Health Systems of Eastern Carolina) Series 2008 B, LOC Branch Banking & 65821DAZ4 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 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., 0.22% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 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., 0.24% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0140 N 50385000.00 50385000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.18% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 59300000.00 59300000.00 0.0165 N 59300000.00 59300000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.16%, dated 7/31/2012 due 08/01/2012 46V991HD3_07629 Treasury Repurchase Agreement Y US TREASURY 2015-03-31 2022-02-15 0.25 - 2.5 Treasury Debt 477556120.42 487939568.61 Unrated Security 2012-08-01 2012-08-01 N N N 478370000.00 478370000.00 0.1331 N 478370000.00 478370000.00