N-MFP LIVE N 2012-11-30 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 58 85 3877578215.90 851175006.05 927833841.95 3800919380.00 0.0025 1.0006 2012-11-30 1.0006 2012-11-30 C000020486 1.00 3800919380.00 1.00 282787375.59 1076339865.17 793552489.58 0.0006 1.0006 2012-11-30 1.0006 2012-11-30 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.21% 05253MBL7 Financial Company Commercial Paper First Tier Security 2012-12-10 2013-05-08 N N N 50000000.00 49991347.62 0.0132 N 49978700.00 49978700.00 Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06416JPE7 Financial Company Commercial Paper First Tier Security 2013-02-14 2013-02-14 N N N 75000000.00 74967187.50 0.0197 N 74966482.50 74966482.50 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.35% 06741GNG6 Financial Company Commercial Paper First Tier Security 2013-01-04 2013-01-04 N N N 4000000.00 3998677.78 0.0011 N 3999248.00 3999248.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HP11 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 80000000.00 79965555.55 0.0210 N 79965840.00 79965840.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HP11 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 40000000.00 39982777.79 0.0105 N 39982920.00 39982920.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.20% 20272DNG1 Financial Company Commercial Paper First Tier Security 2013-01-16 2013-01-16 N N N 50000000.00 49987222.23 0.0132 N 49988750.00 49988750.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272ADH6 Financial Company Commercial Paper First Tier Security 2012-12-07 2013-05-07 N N N 20000000.00 19997368.72 0.0053 N 19995760.00 19995760.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPR5 Financial Company Commercial Paper First Tier Security 2013-02-25 2013-02-25 N N N 9000000.00 8995055.00 0.0024 N 8994888.90 8994888.90 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPU8 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 5000000.00 4997156.94 0.0013 N 4997000.00 4997000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADS2 Financial Company Commercial Paper First Tier Security 2012-12-28 2013-05-28 N N N 17000000.00 17000000.00 0.0045 N 16998232.00 16998232.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADT0 Financial Company Commercial Paper First Tier Security 2012-12-31 2013-05-29 N N N 4000000.00 4000000.00 0.0011 N 3999580.00 3999580.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-01-03 2013-06-03 N N N 7000000.00 7000000.00 0.0018 N 6999307.00 6999307.00 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 14991468.75 0.0039 N 14994499.50 14994499.50 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 2999466.67 0.0008 N 2999858.70 2999858.70 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 3999111.11 0.0011 N 3999720.00 3999720.00 ConocoPhillips Qatar Funding Ltd. ConocoPhillips Qatar Funding Ltd., 0.25% 2082P2P16 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 5300000.00 5297718.06 0.0014 Y 5298748.14 5298748.14 ConocoPhillips Qatar Funding Ltd. ConocoPhillips Qatar Funding Ltd., 0.25% 2082P2P57 Financial Company Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N N 4200000.00 4198075.00 0.0011 Y 4198889.94 4198889.94 ConocoPhillips Qatar Funding Ltd. ConocoPhillips Qatar Funding Ltd., 0.25% 2082P2P73 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 2190000.00 2188965.83 0.0006 Y 2189391.40 2189391.40 ConocoPhillips Qatar Funding Ltd. ConocoPhillips Qatar Funding Ltd., 0.25% 2082P2P81 Financial Company Commercial Paper First Tier Security 2013-02-08 2013-02-08 N N N 730000.00 729650.21 0.0002 Y 729791.37 729791.37 Credit Suisse New York Branch Credit Suisse New York Branch, 0.27% 2254EAPK3 Financial Company Commercial Paper First Tier Security 2013-02-19 2013-02-19 N N N 24000000.00 23985600.00 0.0063 N 23987904.00 23987904.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0NX6 Financial Company Commercial Paper First Tier Security 2013-01-31 2013-01-31 N N N 12000000.00 11994916.67 0.0032 N 11995970.40 11995970.40 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0P48 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 12000000.00 11994583.33 0.0032 N 11995512.00 11995512.00 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0P71 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 2000000.00 1999017.78 0.0005 N 1999191.20 1999191.20 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0Q62 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 4000000.00 3997308.33 0.0011 N 3997205.20 3997205.20 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0QR6 Financial Company Commercial Paper First Tier Security 2013-03-25 2013-03-25 N N N 15000000.00 14987650.01 0.0039 N 14987142.00 14987142.00 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 5998150.00 0.0016 N 5999050.20 5999050.20 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRK5 Financial Company Commercial Paper First Tier Security 2013-04-19 2013-04-19 N N N 16000000.00 15984555.56 0.0042 N 15984009.60 15984009.60 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRW9 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 12000000.00 11987500.00 0.0032 N 11986912.80 11986912.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636JBH5 Financial Company Commercial Paper First Tier Security 2012-12-28 2013-05-28 N N N 30000000.00 30000000.00 0.0079 N 29997060.00 29997060.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBG7 Financial Company Commercial Paper First Tier Security 2012-12-27 2013-04-26 N N N 150000000.00 150002042.21 0.0395 N 149988000.00 149988000.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.33% 46636JBC6 Financial Company Commercial Paper First Tier Security 2012-12-13 2013-03-13 N N N 11000000.00 11001791.43 0.0029 N 11001485.00 11001485.00 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 36989485.83 0.0097 N 36992733.20 36992733.20 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 101873916.66 0.0268 N 101920950.00 101920950.00 National Australia Funding, Inc. National Australia Funding, Inc., 0.22% 63253JP46 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 100000000.00 99960277.78 0.0263 N 99977270.00 99977270.00 National Australia Funding, Inc. National Australia Funding, Inc., 0.23% 63253JP61 Financial Company Commercial Paper First Tier Security 2013-02-06 2013-02-06 N N N 75000000.00 74968593.75 0.0197 N 74982292.50 74982292.50 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q48 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 2000000.00 1998450.00 0.0005 N 1998405.40 1998405.40 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q71 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-03-07 N N N 4000000.00 3996800.00 0.0011 N 3996666.00 3996666.00 PNC Bank NA PNC Bank NA, 0.24% 69349JPC1 Financial Company Commercial Paper First Tier Security 2013-02-12 2013-02-12 N N N 11000000.00 10994646.66 0.0029 N 10996495.40 10996495.40 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 7993413.34 0.0021 N 7997330.40 7997330.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP13 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 4000000.00 3998208.89 0.0011 N 3998684.00 3998684.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP54 Financial Company Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N N 12000000.00 11994280.00 0.0032 N 11995570.80 11995570.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.28% 83050TQ61 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 9000000.00 8993350.00 0.0024 N 8993567.70 8993567.70 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.30% 83365RM36 Financial Company Commercial Paper First Tier Security 2012-12-03 2012-12-03 N N N 48000000.00 47999200.00 0.0126 N 47999001.60 47999001.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.34% 86562KSH8 Financial Company Commercial Paper First Tier Security 2013-05-17 2013-05-17 N N N 70000000.00 69889594.42 0.0184 N 69885669.00 69885669.00 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 26978100.01 0.0071 N 26984753.10 26984753.10 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 59953200.01 0.0158 N 59970474.00 59970474.00 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 24972805.56 0.0066 N 24983750.00 24983750.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958FP19 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 10000000.00 9995866.67 0.0026 N 9996098.00 9996098.00 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 7997500.00 0.0021 N 7997843.20 7997843.20 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 5997833.33 0.0016 N 5998101.00 5998101.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FPC5 Financial Company Commercial Paper First Tier Security 2013-02-12 2013-02-12 N N N 23000000.00 22988340.27 0.0060 N 22988920.90 22988920.90 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.26% 86958FPD3 Financial Company Commercial Paper First Tier Security 2013-02-13 2013-02-13 N N N 85000000.00 84955445.84 0.0224 N 84958384.00 84958384.00 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 8998177.50 0.0024 N 8998660.80 8998660.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958FR82 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-04-08 N N N 3000000.00 2997066.67 0.0008 N 2997140.40 2997140.40 Swedbank AB Swedbank AB, 0.25% 87019RMD5 Financial Company Commercial Paper First Tier Security 2012-12-13 2012-12-13 N N N 2000000.00 1999833.33 0.0005 N 1999871.40 1999871.40 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 9999220.83 0.0026 N 9999413.00 9999413.00 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 28999500.56 0.0076 N 28999588.20 28999588.20 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 1999913.89 0.0005 N 1999943.40 1999943.40 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 7999586.67 0.0021 N 7999735.20 7999735.20 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.20% 89116ENA7 Financial Company Commercial Paper First Tier Security 2013-01-10 2013-01-10 N N N 50000000.00 49988888.89 0.0132 N 49988610.00 49988610.00 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.22% 89116EP80 Financial Company Commercial Paper First Tier Security 2013-02-08 2013-02-08 N N N 105000000.00 104955725.03 0.0276 N 104954472.00 104954472.00 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.27% 89116ESG9 Financial Company Commercial Paper First Tier Security 2013-05-16 2013-05-16 N N N 25000000.00 24968875.00 0.0066 N 24969652.50 24969652.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.27% 89233GQ74 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-03-07 N N N 59000000.00 58957520.00 0.0155 N 58966777.10 58966777.10 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 4996125.00 0.0013 N 4997560.50 4997560.50 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 4995688.89 0.0013 N 4997128.00 4997128.00 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 999621.11 0.0003 N 999900.00 999900.00 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 2998863.33 0.0008 N 2999700.00 2999700.00 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 1999087.22 0.0005 N 1999706.00 1999706.00 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 3998002.22 0.0011 N 3999294.00 3999294.00 UBS Finance, Inc. UBS Finance, Inc., 0.39% 90262CRR0 Financial Company Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N N 19000000.00 18970154.17 0.0050 N 18981275.50 18981275.50 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CRC3 Financial Company Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N N 18000000.00 17970300.00 0.0047 N 17985236.40 17985236.40 Westpac Banking Corp. Westpac Banking Corp., 0.22% 9612C0Q69 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 13000000.00 12992452.78 0.0034 N 12994592.00 12994592.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2012-12-31 2013-05-29 N N N 9000000.00 9000000.00 0.0024 N 8999055.00 8999055.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-01-03 2013-06-03 N N N 9000000.00 9000000.00 0.0024 N 8999091.00 8999091.00 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 13997511.11 0.0037 N 13999515.60 13999515.60 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 18995777.78 0.0050 N 18999112.70 18999112.70 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346LN85 Asset Backed Commercial Paper First Tier Security 2013-01-08 2013-01-08 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 39037000.00 39026698.57 0.0103 N 39028119.08 39028119.08 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346LPU4 Asset Backed Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 12000000.00 11992583.33 0.0032 N 11992500.00 11992500.00 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 36994655.55 0.0097 N 36994172.50 36994172.50 Liberty Street Funding LLC Liberty Street Funding LLC, 0.24% 53127TP72 Asset Backed Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 46000000.00 45979146.66 0.0121 N 45979810.60 45979810.60 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LM43 Asset Backed Commercial Paper First Tier Security 2012-12-04 2012-12-04 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 10000000.00 9999808.33 0.0026 N 9999767.00 9999767.00 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 36999609.44 0.0097 N 36999537.50 36999537.50 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 13999222.22 0.0037 N 13999358.80 13999358.80 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 50027386.65 0.0132 N 50028083.19 50028083.19 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 40036440.89 0.0105 N 40037165.17 40037165.17 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 4999500.00 0.0013 N 4999604.00 4999604.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.34% 66560KQ43 Asset Backed Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 8000000.00 7992973.33 0.0021 N 7993357.60 7993357.60 U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127956Y2 Treasury Debt First Tier Security 2012-12-27 2012-12-27 N N N 150000000.00 149980500.00 0.0395 N 149989500.00 149989500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796DM8 Treasury Debt First Tier Security 2012-12-31 2012-12-31 N N N 103000000.00 102983691.66 0.0271 N 102990421.00 102990421.00 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 3023043.01 0.0008 N 3023085.00 3023085.00 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 2001494.55 0.0005 N 2001718.00 2001718.00 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 2002222.46 0.0005 N 2002500.00 2002500.00 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 4025209.05 0.0011 N 4025468.00 4025468.00 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 40000000.00 40228162.40 0.0106 N 40237520.00 40237520.00 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 15990486.39 0.0042 N 15993744.00 15993744.00 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 26085998.73 0.0069 N 26091416.00 26091416.00 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 4113247.20 0.0011 N 4114064.00 4114064.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 31000000.00 31086199.54 0.0082 N 31085963.00 31085963.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BR0 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 40000000.00 41541168.09 0.0109 N 41532800.00 41532800.00 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 23119042.98 0.0061 N 23127581.00 23127581.00 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 40188746.73 0.0106 N 40206240.00 40206240.00 Fannie Mae Fannie Mae, 0.17% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 4000000.00 4014193.99 0.0011 N 4013768.00 4013768.00 Fannie Mae Fannie Mae, 0.17% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 5000000.00 5006801.38 0.0013 N 5006565.00 5006565.00 Fannie Mae Fannie Mae, 0.18% 31398AJ94 Government Agency Debt First Tier Security 2013-05-07 2013-05-07 N N N 18000000.00 18121668.77 0.0048 N 18117054.00 18117054.00 Fannie Mae Fannie Mae, 0.19% 3135G0PG2 Government Agency Debt First Tier Security 2012-12-11 2014-09-11 N N N 21000000.00 20992652.42 0.0055 N 20995884.00 20995884.00 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 1000038.74 0.0003 N 1000023.00 1000023.00 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 1000014.98 0.0003 N 1000000.00 1000000.00 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 2999857.63 0.0008 N 2999736.00 2999736.00 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 8000206.56 0.0021 N 8000248.00 8000248.00 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 2999551.27 0.0008 N 2999559.00 2999559.00 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 25232491.83 0.0066 N 25231900.00 25231900.00 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 34998299.34 0.0092 N 35000700.00 35000700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313380XU6 Government Agency Debt First Tier Security 2013-10-17 2013-10-17 N N N 16000000.00 15996839.88 0.0042 N 15997216.00 15997216.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XSAE8 Government Agency Debt First Tier Security 2013-10-18 2013-10-18 N N N 9000000.00 9270199.62 0.0024 N 9266913.00 9266913.00 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 999288.25 0.0003 N 999387.00 999387.00 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 1002057.28 0.0003 N 1002139.00 1002139.00 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 3999101.54 0.0011 N 3999364.00 3999364.00 Freddie Mac Freddie Mac, 0.00% 3134G32P4 Government Agency Debt First Tier Security 2013-01-05 2014-12-05 N N N 70000000.00 70000000.00 0.0184 N 69978300.00 69978300.00 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 47248393.58 0.0124 N 47248771.00 47248771.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EQB7 Government Agency Debt First Tier Security 2013-01-15 2013-01-15 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 9000000.00 8998200.00 0.0024 N 8998568.10 8998568.10 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 2012-12-07 2012-12-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9795000.00 9795000.00 0.0026 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 2012-12-07 2012-12-07 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0069 N 26400000.00 26400000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.16% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 12335000.00 12335000.00 0.0032 N 12335000.00 12335000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.18% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 6700000.00 6700000.00 0.0018 N 6700000.00 6700000.00 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 2012-12-07 2012-12-07 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., 0.18% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A2, LOC Bank of Am 65821DCA7 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8780000.00 8780000.00 0.0023 N 8780000.00 8780000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.19% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50385000.00 50385000.00 0.0133 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 2012-12-07 2012-12-07 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 0.0156 N 59250000.00 59250000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.22% 47X99WEK8 0001197610 Treasury Repurchase Agreement Y US TREASURY 2026-02-15 2041-11-15 3.125 - 6.25 Treasury Debt 164793100.00 205060576.80 First Tier Security 2012-12-03 2012-12-03 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 200000000.00 200000000.00 0.0526 N 200000000.00 200000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.22%, dated 11/30/2012 due 12/03/2012 47V99GUY7_07629 Treasury Repurchase Agreement Y US TREASURY 2012-12-20 2017-11-30 0 - 4 Treasury Debt 603729791.73 610378174.98 Unrated Security 2012-12-03 2012-12-03 N N N 598399000.00 598399000.00 0.1574 N 598399000.00 598399000.00