N-MFP LIVE N 2012-08-31 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 59 62 3462439473.28 593042568.23 592557020.05 3462925021.46 0.0025 1.0006 2012-08-31 1.0006 2012-08-31 C000020486 1.00 3462925021.46 1.00 -132106955.68 845589606.72 977696562.40 0.0004 1.0006 2012-08-31 1.0006 2012-08-31 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 64989437.50 0.0188 N 64995801.00 64995801.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.28% 06741GKT1 Financial Company Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N N 2000000.00 1999797.78 0.0006 N 1999875.80 1999875.80 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.28% 06741GLR4 Financial Company Commercial Paper First Tier Security 2012-09-19 2012-09-19 N N N 4000000.00 3999440.00 0.0012 N 3999634.80 3999634.80 BP Capital Markets PLC BP Capital Markets PLC, 0.20% 05568TJE0 Financial Company Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N N 3000000.00 2999783.33 0.0009 N 2999848.20 2999848.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-09-20 2012-10-22 N N N 6000000.00 6000000.00 0.0017 N 6000414.00 6000414.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACM6 Financial Company Commercial Paper First Tier Security 2012-09-24 2012-11-26 N N N 38000000.00 38000000.00 0.0110 N 37997606.00 37997606.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACK0 Financial Company Commercial Paper First Tier Security 2012-09-25 2012-11-26 N N N 33000000.00 33000000.00 0.0095 N 32997954.00 32997954.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-09-27 2012-11-27 N N N 8000000.00 7999621.02 0.0023 N 8000736.00 8000736.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 20272DP46 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 15000000.00 14979525.00 0.0043 N 14982708.00 14982708.00 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 2996433.33 0.0009 N 2997966.00 2997966.00 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 3995066.67 0.0012 N 3997175.20 3997175.20 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 33989516.67 0.0098 N 33993832.40 33993832.40 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 38984356.66 0.0113 N 38990874.00 38990874.00 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 75974033.32 0.0219 N 75985104.00 75985104.00 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 27995636.67 0.0081 N 27997830.00 27997830.00 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 13996150.00 0.0040 N 13998062.40 13998062.40 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 3299950.50 0.0010 N 3299974.26 3299974.26 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 4662J0KX9 Financial Company Commercial Paper First Tier Security 2012-10-31 2012-10-31 N N N 15000000.00 14993000.00 0.0043 N 14995671.00 14995671.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 4662J0LF7 Financial Company Commercial Paper First Tier Security 2012-11-15 2012-11-15 N N N 10000000.00 9994166.67 0.0029 N 9996193.00 9996193.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-09-12 2012-09-12 N N N 132000000.00 132000000.00 0.0381 N 132000000.00 132000000.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.50% 60682WPU6 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 102000000.00 101744999.98 0.0294 N 101743572.00 101743572.00 National Australia Funding, Inc. National Australia Funding, Inc., 0.28% 63253LPK5 Financial Company Commercial Paper First Tier Security 2012-09-28 2012-10-30 N N N 170000000.00 170000000.00 0.0491 N 169993370.00 169993370.00 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 88948948.64 0.0257 N 88955500.00 88955500.00 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 13995706.67 0.0040 N 13997774.00 13997774.00 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 16999575.00 0.0049 N 16999734.80 16999734.80 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 13999533.33 0.0040 N 13999728.40 13999728.40 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 21998105.56 0.0064 N 21999025.40 21999025.40 PNC Bank NA PNC Bank NA, 0.39% 69349JPF4 Financial Company Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N N 8000000.00 7985526.67 0.0023 N 7990218.40 7990218.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.36% 83050TL58 Financial Company Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 29000000.00 28981150.00 0.0084 N 28987347.30 28987347.30 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TLU3 Financial Company Commercial Paper First Tier Security 2012-11-28 2012-11-28 N N N 6000000.00 5994573.33 0.0017 N 5995441.20 5995441.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562KJ47 Financial Company Commercial Paper First Tier Security 2012-09-04 2012-09-04 N N N 55000000.00 54999083.33 0.0159 N 54998960.50 54998960.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562KJA3 Financial Company Commercial Paper First Tier Security 2012-09-10 2012-09-10 N N N 45000000.00 44997750.00 0.0130 N 44997831.00 44997831.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.44% 86562KPU2 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 25000000.00 24945000.01 0.0072 N 24943270.00 24943270.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958FMU8 Financial Company Commercial Paper First Tier Security 2012-12-28 2012-12-28 N N N 9000000.00 8992035.00 0.0026 N 8992274.40 8992274.40 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 6997709.44 0.0020 N 6998544.00 6998544.00 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 1749750.63 0.0005 N 1749788.95 1749788.95 Swedbank AB Swedbank AB, 0.31% 87019RM37 Financial Company Commercial Paper First Tier Security 2012-12-03 2012-12-03 N N N 29000000.00 28976775.82 0.0084 N 28968726.40 28968726.40 Swedbank AB Swedbank AB, 0.31% 87019RM60 Financial Company Commercial Paper First Tier Security 2012-12-06 2012-12-06 N N N 2000000.00 1998346.66 0.0006 N 1998328.00 1998328.00 Swedbank AB Swedbank AB, 0.31% 87019RM78 Financial Company Commercial Paper First Tier Security 2012-12-07 2012-12-07 N N N 8000000.00 7993317.78 0.0023 N 7990700.80 7990700.80 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 5999241.67 0.0017 N 5999542.80 5999542.80 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 3999753.33 0.0012 N 3999867.60 3999867.60 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 99975000.00 0.0289 N 99976910.00 99976910.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GQ17 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N N 5000000.00 4992206.95 0.0014 N 4991658.50 4991658.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GQ82 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-03-08 N N N 5000000.00 4991644.44 0.0014 N 4991337.50 4991337.50 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 49963333.34 0.0144 N 49985485.00 49985485.00 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 38982233.33 0.0113 N 38995632.00 38995632.00 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 39976888.88 0.0115 N 39993484.00 39993484.00 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 74945833.34 0.0216 N 74980477.50 74980477.50 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 13983355.56 0.0040 N 13990172.00 13990172.00 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 18976566.67 0.0055 N 18985871.60 18985871.60 Liberty Street Funding LLC Liberty Street Funding LLC, 0.18% 53127TJ46 Asset Backed Commercial Paper First Tier Security 2012-09-04 2012-09-04 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 49000000.00 48999265.00 0.0141 N 48998804.40 48998804.40 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LJL9 Asset Backed Commercial Paper First Tier Security 2012-09-20 2012-09-20 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 14000000.00 13998300.55 0.0040 N 13998289.20 13998289.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LJR6 Asset Backed Commercial Paper First Tier Security 2012-09-25 2012-09-25 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 11000000.00 10998313.34 0.0032 N 10998319.20 10998319.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LJS4 Asset Backed Commercial Paper First Tier Security 2012-09-26 2012-09-26 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 12000000.00 11998083.33 0.0035 N 11998093.20 11998093.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LJS4 Asset Backed Commercial Paper First Tier Security 2012-09-26 2012-09-26 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 13000000.00 12997923.61 0.0038 N 12997934.30 12997934.30 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LK52 Asset Backed Commercial Paper First Tier Security 2012-10-05 2012-10-05 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 16600000.00 16596394.11 0.0048 N 16596336.38 16596336.38 Market Street Funding LLC Market Street Funding LLC, 0.18% 5705X4JL9 Asset Backed Commercial Paper First Tier Security 2012-09-20 2012-09-20 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 53798000.00 53792889.19 0.0155 N 53792023.04 53792023.04 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 22993930.56 0.0066 N 22994417.90 22994417.90 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 15592667.50 0.0045 N 15592932.30 15592932.30 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.23% 79540AJ74 Asset Backed Commercial Paper First Tier Security 2012-09-07 2012-09-07 N N Y LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 55000000.00 54997891.66 0.0159 N 54997646.00 54997646.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.23% 79540AJE9 Asset Backed Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N Y LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 26000000.00 25997840.56 0.0075 N 25997774.40 25997774.40 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.23% 82124LJE3 Asset Backed Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 50000000.00 49995847.22 0.0144 N 49996110.00 49996110.00 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 149981250.00 0.0433 N 149992410.00 149992410.00 U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796CY3 Treasury Debt First Tier Security 2012-09-17 2012-09-17 N N N 150000000.00 149991333.33 0.0433 N 149994900.00 149994900.00 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 39989044.43 0.0115 N 39994240.00 39994240.00 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 33989729.14 0.0098 N 33994730.00 33994730.00 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 13994586.65 0.0040 N 13996570.00 13996570.00 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 47980086.66 0.0139 N 47986992.00 47986992.00 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 39980500.01 0.0115 N 39986400.00 39986400.00 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 49974097.88 0.0144 N 49983200.00 49983200.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127957F2 Treasury Debt First Tier Security 2013-02-14 2013-02-14 N N N 8000000.00 7994651.10 0.0023 N 7995472.00 7995472.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127957G0 Treasury Debt First Tier Security 2013-02-21 2013-02-21 N N N 20000000.00 19985775.52 0.0058 N 19988440.00 19988440.00 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 16023550.91 0.0046 N 16021872.00 16021872.00 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 17013803.99 0.0049 N 17014603.00 17014603.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.17% 912828AU4 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 18000000.00 18302887.14 0.0053 N 18298836.00 18298836.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828PR5 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 2000000.00 2003724.12 0.0006 N 2003984.00 2003984.00 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 11059872.27 0.0032 N 11060159.00 11060159.00 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 4050984.59 0.0012 N 4050780.00 4050780.00 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 2004494.86 0.0006 N 2004610.00 2004610.00 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 3001366.40 0.0009 N 3001056.00 3001056.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 0.22% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 41000000.00 41391639.87 0.0120 N 41395568.00 41395568.00 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 26161247.63 0.0076 N 26166556.00 26166556.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828JG6 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 4000000.00 4115148.72 0.0012 N 4115312.00 4115312.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 4000000.00 4153346.40 0.0012 N 4153752.00 4153752.00 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 23184696.98 0.0067 N 23191360.00 23191360.00 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 40276379.14 0.0116 N 40295320.00 40295320.00 Fannie Mae Fannie Mae, 0.16% 313589CT8 Government Agency Debt First Tier Security 2013-03-07 2013-03-07 N N N 39000000.00 38967586.65 0.0113 N 38972115.00 38972115.00 Fannie Mae Fannie Mae, 0.17% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 4000000.00 4029756.08 0.0012 N 4029468.00 4029468.00 Fannie Mae Fannie Mae, 0.17% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 5000000.00 5013915.47 0.0014 N 5013720.00 5013720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313378EW7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 1000000.00 1000078.35 0.0003 N 1000058.00 1000058.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313378BF7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 1000000.00 1000030.30 0.0003 N 1000010.00 1000010.00 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 23999118.69 0.0069 N 24000288.00 24000288.00 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 15999414.42 0.0046 N 16000192.00 16000192.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313379WT2 Government Agency Debt First Tier Security 2013-03-25 2013-03-25 N N N 8000000.00 8000371.44 0.0023 N 7999416.00 7999416.00 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 39999719.26 0.0116 N 40005600.00 40005600.00 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 34996263.03 0.0101 N 35004585.00 35004585.00 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 34999942.72 0.0101 N 35000245.00 35000245.00 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 24999635.31 0.0072 N 25002500.00 25002500.00 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 36998388.40 0.0107 N 37005735.00 37005735.00 Freddie Mac Freddie Mac, 0.19% 3137EACJ6 Government Agency Debt First Tier Security 2013-04-15 2013-04-15 N N N 43000000.00 43379848.31 0.0125 N 43373068.00 43373068.00 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 2012-09-07 2012-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9795000.00 9795000.00 0.0028 N 9795000.00 9795000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.18% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0076 N 26400000.00 26400000.00 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 2012-09-07 2012-09-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0036 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.16% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 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 0.0020 N 6990000.00 6990000.00 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 2012-09-07 2012-09-07 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., 0.21% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8780000.00 8780000.00 0.0025 N 8780000.00 8780000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.23% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0145 N 50385000.00 50385000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.17% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 59250000.00 59250000.00 0.0171 N 59250000.00 59250000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.18%, dated 8/31/2012 due 09/04/2012 46V991UX4_07629 Treasury Repurchase Agreement Y US TREASURY 2014-08-31 2015-04-15 0.25 - 2.625 Treasury Debt 322053577.02 333074413.58 Unrated Security 2012-09-04 2012-09-04 N N N 326537000.00 326537000.00 0.0943 N 326537000.00 326537000.00