N-MFP LIVE N 2012-09-30 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 59 64 3657325343.88 2081699.34 16804559.49 3642602483.73 0.0025 1.0006 2012-09-28 1.0006 2012-09-28 C000020486 1.00 3642602483.73 1.00 179646305.94 935879042.56 756232736.62 0.0004 1.0006 2012-09-28 1.0006 2012-09-28 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06741GLS2 Financial Company Commercial Paper First Tier Security 2012-10-19 2012-10-19 N N N 2000000.00 1999740.00 0.0005 N 1999801.60 1999801.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06741GNF8 Financial Company Commercial Paper First Tier Security 2012-10-25 2012-10-25 N N N 4000000.00 3999306.67 0.0011 N 3999451.20 3999451.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-10-22 2012-10-22 N N N 6000000.00 6000000.00 0.0016 N 6000234.00 6000234.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272ACM6 Financial Company Commercial Paper First Tier Security 2012-10-24 2012-11-26 N N N 38000000.00 38000000.00 0.0104 N 38000570.00 38000570.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272ACK0 Financial Company Commercial Paper First Tier Security 2012-10-25 2012-11-26 N N N 33000000.00 33000000.00 0.0091 N 33000462.00 33000462.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-10-29 2012-11-27 N N N 8000000.00 7999751.71 0.0022 N 8000000.00 8000000.00 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 14983462.50 0.0041 N 14987691.00 14987691.00 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 2997433.33 0.0008 N 2998844.40 2998844.40 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 3996400.00 0.0011 N 3998357.20 3998357.20 Credit Suisse New York Branch Credit Suisse New York Branch, 0.24% 2254EALT8 Financial Company Commercial Paper First Tier Security 2012-11-27 2012-11-27 N N N 80000000.00 79969599.97 0.0220 N 79970664.00 79970664.00 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 34000000.00 0.0093 N 33999517.20 33999517.20 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 38996706.67 0.0107 N 38997975.90 38997975.90 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 75993033.33 0.0209 N 75995592.00 75995592.00 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0N73 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-01-07 N N N 6000000.00 5995100.00 0.0016 N 5995948.80 5995948.80 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 14000000.00 0.0038 N 13999836.20 13999836.20 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 14996500.00 0.0041 N 14998459.50 14998459.50 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 9996500.00 0.0027 N 9998347.00 9998347.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.20% 60682WK98 Financial Company Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N N 44000000.00 43998044.44 0.0121 N 43997716.40 43997716.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 60682WN38 Financial Company Commercial Paper First Tier Security 2013-01-03 2013-01-03 N N N 37000000.00 36970050.54 0.0101 N 36961516.30 36961516.30 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 101787499.99 0.0279 N 101749875.60 101749875.60 National Australia Funding, Inc. National Australia Funding, Inc., 0.27% 63253LPK5 Financial Company Commercial Paper First Tier Security 2012-10-29 2012-10-30 N N N 170000000.00 170000000.00 0.0467 N 169996260.00 169996260.00 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 88974906.95 0.0244 N 88981568.10 88981568.10 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 7988126.67 0.0022 N 7993248.80 7993248.80 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 28989850.00 0.0080 N 28996111.10 28996111.10 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 5996423.33 0.0016 N 5997739.80 5997739.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.40% 83365RL11 Financial Company Commercial Paper First Tier Security 2012-11-01 2012-11-01 N N N 50000000.00 49982777.78 0.0137 N 49985095.00 49985095.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.37% 86562KPK4 Financial Company Commercial Paper First Tier Security 2013-02-19 2013-02-19 N N N 27000000.00 26961401.26 0.0074 N 26961984.00 26961984.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562KPB4 Financial Company Commercial Paper First Tier Security 2013-02-11 2013-02-11 N N N 60000000.00 59913550.02 0.0164 N 59922708.00 59922708.00 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 24954166.67 0.0069 N 24961325.00 24961325.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNF0 Financial Company Commercial Paper First Tier Security 2013-01-15 2013-01-15 N N N 8000000.00 7994111.11 0.0022 N 7994114.40 7994114.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNN3 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-01-22 N N N 6000000.00 5995291.66 0.0016 N 5995224.60 5995224.60 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 8994060.00 0.0025 N 8994744.90 8994744.90 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 6999517.78 0.0019 N 6999700.40 6999700.40 Swedbank AB Swedbank AB, 0.26% 87019RMC7 Financial Company Commercial Paper First Tier Security 2012-12-12 2012-12-12 N N N 10000000.00 9994900.00 0.0027 N 9993125.00 9993125.00 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 28984267.49 0.0080 N 28983412.00 28983412.00 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 1998863.33 0.0005 N 1998781.00 1998781.00 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 7995384.44 0.0022 N 7995022.40 7995022.40 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 99991666.66 0.0275 N 99995750.00 99995750.00 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 4993498.61 0.0014 N 4994859.50 4994859.50 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 4992977.78 0.0014 N 4994640.50 4994640.50 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 49980000.00 0.0137 N 49993500.00 49993500.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 3000000.00 2997287.50 0.0008 N 2997696.00 2997696.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 1000000.00 999095.83 0.0003 N 999232.00 999232.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNP8 Financial Company Commercial Paper First Tier Security 2013-01-23 2013-01-23 N N N 2000000.00 1998036.67 0.0005 N 1998121.60 1998121.60 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNU7 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-01-28 N N N 4000000.00 3995901.11 0.0011 N 3995829.20 3995829.20 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 38995233.33 0.0107 N 38999535.90 38999535.90 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 39990222.22 0.0110 N 39998916.00 39998916.00 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 74970833.34 0.0206 N 74995590.00 74995590.00 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 13988022.22 0.0038 N 13995343.60 13995343.60 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 18982900.00 0.0052 N 18993173.30 18993173.30 Liberty Street Funding LLC Liberty Street Funding LLC, 0.18% 53127TKN2 Asset Backed Commercial Paper First Tier Security 2012-10-22 2012-10-22 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 9000000.00 8999055.00 0.0025 N 8998800.30 8998800.30 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TMT7 Asset Backed Commercial Paper First Tier Security 2012-12-27 2012-12-27 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 37000000.00 36982116.65 0.0102 N 36972250.00 36972250.00 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 16599575.78 0.0046 N 16599387.46 16599387.46 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LKN3 Asset Backed Commercial Paper First Tier Security 2012-10-22 2012-10-22 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 13000000.00 12998255.84 0.0036 N 12998267.10 12998267.10 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LKX1 Asset Backed Commercial Paper First Tier Security 2012-10-31 2012-10-31 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 47307000.00 47297932.83 0.0130 N 47298068.44 47298068.44 Market Street Funding LLC Market Street Funding LLC, 0.19% 5705X4M35 Asset Backed Commercial Paper First Tier Security 2012-12-03 2012-12-03 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 37000000.00 36987697.50 0.0102 N 36986839.10 36986839.10 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4MB7 Asset Backed Commercial Paper First Tier Security 2012-12-11 2012-12-11 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 14000000.00 13994477.78 0.0038 N 13994272.60 13994272.60 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4ME1 Asset Backed Commercial Paper First Tier Security 2012-12-14 2012-12-14 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 50031000.00 50010431.70 0.0137 N 50009491.67 50009491.67 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4MH4 Asset Backed Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 40040000.00 40022871.77 0.0110 N 40021937.96 40021937.96 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4MK7 Asset Backed Commercial Paper First Tier Security 2012-12-19 2012-12-19 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 5000000.00 4997805.56 0.0014 N 4997665.50 4997665.50 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 22998722.22 0.0063 N 22998946.60 22998946.60 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 15595916.88 0.0043 N 15596154.64 15596154.64 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 39993877.77 0.0110 N 39996920.00 39996920.00 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 33993837.50 0.0093 N 33996906.00 33996906.00 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 13996278.33 0.0038 N 13998012.00 13998012.00 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 39985500.00 0.0110 N 39990800.00 39990800.00 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 7995617.77 0.0022 N 7996752.00 7996752.00 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 19988242.19 0.0055 N 19991060.00 19991060.00 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 16007493.47 0.0044 N 16007504.00 16007504.00 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 17009202.67 0.0047 N 17010625.00 17010625.00 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 18248476.29 0.0050 N 18249606.00 18249606.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828HV5 Treasury Debt First Tier Security 2013-03-31 2013-03-31 N N N 3000000.00 3034756.53 0.0008 N 3034923.00 3034923.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.22% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 53000000.00 53441688.58 0.0147 N 53451348.00 53451348.00 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 2002989.09 0.0005 N 2003282.00 2003282.00 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 11049116.77 0.0030 N 11050699.00 11050699.00 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 4042487.16 0.0011 N 4043124.00 4043124.00 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 2003745.72 0.0006 N 2003984.00 2003984.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.21% 912828JG6 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 60000000.00 61583968.05 0.0169 N 61589040.00 61589040.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 16000000.00 15988360.64 0.0044 N 15992496.00 15992496.00 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 26136440.30 0.0072 N 26144222.00 26144222.00 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 4140126.88 0.0011 N 4141564.00 4141564.00 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 23163052.81 0.0064 N 23172500.00 23172500.00 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 40247489.35 0.0110 N 40265640.00 40265640.00 Fannie Mae Fannie Mae, 0.16% 313589CS0 Government Agency Debt First Tier Security 2013-03-06 2013-03-06 N N N 8000000.00 7994626.67 0.0022 N 7996536.00 7996536.00 Fannie Mae Fannie Mae, 0.17% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 4000000.00 4024625.72 0.0011 N 4024888.00 4024888.00 Fannie Mae Fannie Mae, 0.17% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 5000000.00 5011570.17 0.0014 N 5011870.00 5011870.00 Fannie Mae Fannie Mae, 0.21% 3135G0PG2 Government Agency Debt First Tier Security 2012-10-11 2014-09-11 N N N 21000000.00 20991961.82 0.0058 N 20996346.00 20996346.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313385CZ7 Government Agency Debt First Tier Security 2013-03-13 2013-03-13 N N N 4000000.00 3997174.67 0.0011 N 3998188.00 3998188.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313372RK2 Government Agency Debt First Tier Security 2013-03-27 2013-03-27 N N N 8000000.00 8032601.37 0.0022 N 8032400.00 8032400.00 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 1000065.30 0.0003 N 1000041.00 1000041.00 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 1000025.25 0.0003 N 1000001.00 1000001.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380RJ8 Government Agency Debt First Tier Security 2013-03-18 2013-03-18 N N N 3000000.00 2999776.47 0.0008 N 2999670.00 2999670.00 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 23999669.51 0.0066 N 23999640.00 23999640.00 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 15999780.41 0.0044 N 15999760.00 15999760.00 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 8000317.09 0.0022 N 8000712.00 8000712.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313380SH1 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 3000000.00 2999415.76 0.0008 N 2999352.00 2999352.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3133XXYX9 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 25000000.00 25302699.75 0.0069 N 25303850.00 25303850.00 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 39999830.08 0.0110 N 40001480.00 40001480.00 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 34996934.34 0.0096 N 35001295.00 35001295.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380LN5 Government Agency Debt First Tier Security 2013-08-23 2013-08-23 N N N 1000000.00 999124.41 0.0003 N 999330.00 999330.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313374Y61 Government Agency Debt First Tier Security 2013-08-28 2013-08-28 N N N 1000000.00 1002522.08 0.0003 N 1002735.00 1002735.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380S40 Government Agency Debt First Tier Security 2013-09-19 2013-09-19 N N N 4000000.00 3998913.85 0.0011 N 3999344.00 3999344.00 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 24999915.84 0.0069 N 25000375.00 25000375.00 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 36999120.95 0.0102 N 37001776.00 37001776.00 Freddie Mac Freddie Mac, 0.15% 313397CK5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 13000000.00 12991929.17 0.0036 N 12996230.00 12996230.00 Freddie Mac Freddie Mac, 0.15% 313397CL3 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 13000000.00 12991875.00 0.0036 N 12996204.00 12996204.00 Freddie Mac Freddie Mac, 0.16% 313397CX7 Government Agency Debt First Tier Security 2013-03-11 2013-03-11 N N N 4000000.00 3997227.23 0.0011 N 3998212.00 3998212.00 Freddie Mac Freddie Mac, 0.17% to 0.19% 3137EACJ6 Government Agency Debt First Tier Security 2013-04-15 2013-04-15 N N N 47000000.00 47360630.68 0.0130 N 47361524.00 47361524.00 Charlotte Int'l. Arpt. Rev. Charlotte Int'l. Arpt. Rev., 0.17% (Charlotte Douglas Int'l. Arpt. Proj.) Series 2008 D, LOC Bank of America NA VRDN 161036FE3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0072 N 26400000.00 26400000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.17% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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 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 B, LOC Branch Banking & 65821DAZ4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.20% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.23% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0138 N 50385000.00 50385000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.19% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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 0.0163 N 59250000.00 59250000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.2%, dated 9/28/2012 due 10/01/2012 46V9917Q5_06453 Treasury Repurchase Agreement Y US TREASURY 2013-06-30 2015-10-31 0.125 - 4.25 Treasury Debt 686285457.07 714815297.77 Unrated Security 2012-10-01 2012-10-01 N N N 700787599.00 700787598.94 0.1924 N 700787598.94 700787598.94 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.2%, dated 9/28/2012 due 10/01/2012 46V9917Q5_07629 Treasury Repurchase Agreement Y US TREASURY 2015-10-31 2017-02-28 0.875 - 1.25 Treasury Debt 197261358.19 202320833.58 Unrated Security 2012-10-01 2012-10-01 N N N 198350401.00 198350401.06 0.0545 N 198350401.06 198350401.06