N-MFP LIVE N 2012-12-31 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 51 80 4080021964.55 1075259.50 860864.96 4080236359.09 0.0025 1.0006 2012-12-31 1.0006 2012-12-31 C000020486 1.00 4080236359.09 1.00 279818679.98 1042072695.13 762254015.15 0.0007 1.0006 2012-12-31 1.0006 2012-12-31 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.21% 05253MBL7 Financial Company Commercial Paper First Tier Security 2013-01-08 2013-05-08 N N N 50000000.00 49993045.24 0.0123 N 49982600.00 49982600.00 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 74980750.00 0.0184 N 74985937.50 74985937.50 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 3999883.33 0.0010 N 3999928.80 3999928.80 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 79982777.78 0.0196 N 79987624.00 79987624.00 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 39991388.90 0.0098 N 39993812.00 39993812.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.31% 0556N0QU2 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-03-28 N N N 50000000.00 49962972.21 0.0122 N 49964715.00 49964715.00 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 49995833.34 0.0123 N 49997880.00 49997880.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272ADH6 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-05-07 N N N 20000000.00 19997888.27 0.0049 N 19997920.00 19997920.00 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 8996837.50 0.0022 N 8997512.40 8997512.40 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 4998147.22 0.0012 N 4998527.50 4998527.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272AEA0 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-06-21 N N N 3000000.00 2999859.07 0.0007 N 2999721.00 2999721.00 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 0.0017 N 6999706.00 6999706.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-06-07 N N N 3000000.00 3000000.00 0.0007 N 2999871.00 2999871.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-01-29 2013-05-29 N N N 4000000.00 4000000.00 0.0010 N 3999976.00 3999976.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-01-29 2013-05-28 N N N 17000000.00 17000000.00 0.0042 N 16999898.00 16999898.00 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 14995537.50 0.0037 N 14997618.00 14997618.00 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 5298859.03 0.0013 N 5299590.31 5299590.31 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 4198979.17 0.0010 N 4199580.00 4199580.00 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 2189437.29 0.0005 N 2189752.75 2189752.75 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 729807.36 0.0002 N 729912.98 729912.98 Credit Suisse Credit Suisse, 0.26% 2254EAQM8 Financial Company Commercial Paper First Tier Security 2013-03-21 2013-03-21 N N N 100000000.00 99942944.44 0.0245 N 99954740.00 99954740.00 Credit Suisse Credit Suisse, 0.27% 2254EAPK3 Financial Company Commercial Paper First Tier Security 2013-02-19 2013-02-19 N N N 24000000.00 23991180.00 0.0059 N 23993656.80 23993656.80 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 11997500.00 0.0029 N 11998449.60 11998449.60 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 11997166.67 0.0029 N 11998250.40 11998250.40 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 1999465.56 0.0005 N 1999683.40 1999683.40 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 3998186.67 0.0010 N 3998685.60 3998685.60 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 14991008.34 0.0037 N 14992090.50 14992090.50 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 5999700.00 0.0015 N 5999824.80 5999824.80 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 15988000.00 0.0039 N 15990408.00 15990408.00 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 11990083.33 0.0029 N 11991200.40 11991200.40 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-05-28 N N N 30000000.00 30000000.00 0.0074 N 29992770.00 29992770.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-04-26 N N N 150000000.00 150001608.59 0.0368 N 149990700.00 149990700.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.33% 46636JBC6 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-03-13 N N N 11000000.00 11001246.97 0.0027 N 11001067.00 11001067.00 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 36999362.78 0.0091 N 36999474.60 36999474.60 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 101917833.33 0.0250 N 101958373.80 101958373.80 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.30% 6323A0P44 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 30000000.00 29991499.99 0.0074 N 29992320.00 29992320.00 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 99979222.22 0.0245 N 99995430.00 99995430.00 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 74983125.00 0.0184 N 74996220.00 74996220.00 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 1998966.67 0.0005 N 1999114.60 1999114.60 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 3997833.33 0.0010 N 3998122.80 3998122.80 Nordea North America, Inc. Nordea North America, Inc., 0.25% 6555P0R43 Financial Company Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N N 16000000.00 15989666.66 0.0039 N 15990641.60 15990641.60 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 10996920.00 0.0027 N 10998160.80 10998160.80 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 7996100.00 0.0020 N 7998565.60 7998565.60 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 3999104.44 0.0010 N 3999590.00 3999590.00 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 11996966.67 0.0029 N 11998488.00 11998488.00 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 8995520.00 0.0022 N 8997177.60 8997177.60 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365RP17 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 63000000.00 62981012.48 0.0154 N 62986259.70 62986259.70 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 69910088.86 0.0171 N 69920795.00 69920795.00 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 26986586.25 0.0066 N 26992113.30 26992113.30 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 59973350.00 0.0147 N 59985438.00 59985438.00 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 24982277.78 0.0061 N 24991382.50 24991382.50 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 9997933.33 0.0025 N 9998210.00 9998210.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958FQ67 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 40000000.00 39982933.33 0.0098 N 39983364.00 39983364.00 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 7999222.22 0.0020 N 7999500.00 7999500.00 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 5999125.00 0.0015 N 5999397.60 5999397.60 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 22993291.66 0.0056 N 22994268.40 22994268.40 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 84974110.41 0.0208 N 84978257.00 84978257.00 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 2997777.09 0.0007 N 2998099.80 2998099.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958FSL2 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-05-20 N N N 15000000.00 14983783.34 0.0037 N 14985591.00 14985591.00 Swedbank AB Swedbank AB, 0.28% 87019RQU3 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-03-28 N N N 32000000.00 31978595.55 0.0078 N 31982214.40 31982214.40 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 49997500.00 0.0123 N 49998365.00 49998365.00 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 104975616.69 0.0257 N 104979976.50 104979976.50 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 24974687.50 0.0061 N 24979252.50 24979252.50 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 58971237.50 0.0145 N 58984854.70 58984854.70 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 4997459.72 0.0012 N 4998916.50 4998916.50 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 4997066.67 0.0012 N 4998678.50 4998678.50 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 999888.06 0.0002 N 999980.50 999980.50 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 2999664.17 0.0007 N 2999941.50 2999941.50 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 1999621.11 0.0005 N 1999918.00 1999918.00 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 3999070.00 0.0010 N 3999764.40 3999764.40 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 18976535.00 0.0047 N 18986850.10 18986850.10 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 17977275.00 0.0044 N 17989392.60 17989392.60 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 12994915.56 0.0032 N 12996902.10 12996902.10 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 0.0022 N 8999253.00 8999253.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-01-10 2013-06-10 N N N 3000000.00 3000000.00 0.0007 N 2999739.00 2999739.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-01-17 2013-06-17 N N N 12000000.00 12000000.00 0.0029 N 11998908.00 11998908.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-06-21 N N N 7000000.00 7000000.00 0.0017 N 6999349.00 6999349.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-06-19 N N N 6000000.00 6000000.00 0.0015 N 5999448.00 5999448.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FR7 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-06-26 N N N 9000000.00 9000000.00 0.0022 N 8999136.00 8999136.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-01-29 2013-05-29 N N N 9000000.00 9000000.00 0.0022 N 8999577.00 8999577.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-07-01 N N N 7000000.00 7000000.00 0.0017 N 6998621.00 6998621.00 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 39035102.37 0.0096 N 39035352.64 39035352.64 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 11995166.66 0.0029 N 11995693.20 11995693.20 Liberty Street Funding LLC Liberty Street Funding LLC, 0.23% 53127TQB2 Asset Backed Commercial Paper First Tier Security 2013-03-11 2013-03-11 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 40000000.00 39982366.66 0.0098 N 39982344.00 39982344.00 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 45988653.33 0.0113 N 45990045.60 45990045.60 Market Street Funding LLC Market Street Funding LLC, 0.22% 5705X4Q64 Asset Backed Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 41000000.00 40983964.43 0.0100 N 40985785.30 40985785.30 Northern Pines Funding LLC Northern Pines Funding LLC, 0.31% 66560KQC5 Asset Backed Commercial Paper First Tier Security 2013-03-12 2013-03-12 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 25000000.00 24984930.56 0.0061 N 24986935.00 24986935.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.31% 66560KQM3 Asset Backed Commercial Paper First Tier Security 2013-03-21 2013-03-21 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 75000000.00 74948979.17 0.0184 N 74953830.00 74953830.00 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 7995315.55 0.0020 N 7996444.00 7996444.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.24% 79540APN2 Asset Backed Commercial Paper First Tier Security 2013-02-22 2013-02-22 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 40000000.00 39986133.32 0.0098 N 39987340.00 39987340.00 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 3017090.23 0.0007 N 3017460.00 3017460.00 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 2000735.02 0.0005 N 2000860.00 2000860.00 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 4016428.37 0.0010 N 4016720.00 4016720.00 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 2001448.34 0.0005 N 2001718.00 2001718.00 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 40175769.55 0.0098 N 40187520.00 40187520.00 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 15991566.69 0.0039 N 15996256.00 15996256.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828JW1 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 5000000.00 5064224.43 0.0012 N 5065040.00 5065040.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828RW2 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 27000000.00 26977471.59 0.0066 N 26983125.00 26983125.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828PQ7 Treasury Debt First Tier Security 2014-01-15 2014-01-15 N N N 31000000.00 31254428.05 0.0077 N 31259129.00 31259129.00 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 26060364.50 0.0064 N 26066014.00 26066014.00 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 4099587.03 0.0010 N 4101092.00 4101092.00 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 31078542.85 0.0076 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 41404273.50 0.0101 N 41407800.00 41407800.00 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 23096677.32 0.0057 N 23106904.00 23106904.00 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 40158893.94 0.0098 N 40181240.00 40181240.00 Fannie Mae Fannie Mae, 0.17% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 4000000.00 4008892.62 0.0010 N 4008992.00 4008992.00 Fannie Mae Fannie Mae, 0.17% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 5000000.00 5004377.90 0.0012 N 5004645.00 5004645.00 Fannie Mae Fannie Mae, 0.19% 3135G0PG2 Government Agency Debt First Tier Security 2013-01-11 2014-09-11 N N N 21000000.00 20993003.38 0.0051 N 20995128.00 20995128.00 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 1000025.25 0.0002 N 1000109.00 1000109.00 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 1000009.76 0.0002 N 1000094.00 1000094.00 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 2999898.88 0.0007 N 3000189.00 3000189.00 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 8000150.39 0.0020 N 8001104.00 8001104.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313381JE6 Government Agency Debt First Tier Security 2013-01-25 2014-06-25 N N N 30000000.00 29990992.09 0.0074 N 29991510.00 29991510.00 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 2999620.14 0.0007 N 3000429.00 3000429.00 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 25196812.39 0.0062 N 25204725.00 25204725.00 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 34998993.03 0.0086 N 35002905.00 35002905.00 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 15997146.02 0.0039 N 16001264.00 16001264.00 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 9244105.58 0.0023 N 9244548.00 9244548.00 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 999371.51 0.0002 N 999647.00 999647.00 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 1001821.08 0.0002 N 1002101.00 1002101.00 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 3999196.92 0.0010 N 4000284.00 4000284.00 Freddie Mac Freddie Mac, 0.22% 3134G32P4 Government Agency Debt First Tier Security 2013-01-05 2014-12-05 N N N 70000000.00 70000000.00 0.0172 N 69988520.00 69988520.00 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 8999595.00 0.0022 N 8999800.20 8999800.20 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.13% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0065 N 26400000.00 26400000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.13% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0016 N 6700000.00 6700000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.16% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 48170000.00 48170000.00 0.0118 N 48170000.00 48170000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.15% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0145 N 59250000.00 59250000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.18% 47X99WNJ1 0001197610 Treasury Repurchase Agreement Y US TREASURY 2013-06-13 2014-02-15 0 - 4 Treasury Debt 59819000.00 63248911.95 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 62000000.00 62000000.00 0.0152 N 62000000.00 62000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.16%, dated 12/31/2012 due 01/02/2013 47V99G8T3_06399 Treasury Repurchase Agreement Y US TREASURY 2015-01-31 2017-11-30 2.25 - 2.25 Treasury Debt 429849997.10 461932968.23 Unrated Security 2013-01-02 2013-01-02 N N N 452871658.00 452871657.79 0.1110 N 452871657.79 452871657.79 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.16%, dated 12/31/2012 due 01/02/2013 47V99G8T3_06042 Treasury Repurchase Agreement Y US TREASURY 2013-01-31 2024-11-15 0.25 - 7.5 Treasury Debt 442109810.99 479654910.41 Unrated Security 2013-01-02 2013-01-02 N N N 470245342.00 470245342.21 0.1152 N 470245342.21 470245342.21