N-MFP LIVE N 2013-01-31 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 58 87 4328090031.52 14438252.57 25892005.40 4316636278.69 0.0023 1.0006 2013-01-31 1.0006 2013-01-31 C000020486 1.00 4316636278.69 1.00 235911058.30 1369210592.92 1133299534.62 0.0006 1.0006 2013-01-31 1.0006 2013-01-31 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.21% 0020P2QR0 Financial Company Commercial Paper First Tier Security 2013-03-25 2013-03-25 N N N 50000000.00 49984833.35 0.0116 N 49980835.00 49980835.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.21% 05253MBL7 Financial Company Commercial Paper First Tier Security 2013-02-08 2013-05-08 N N N 50000000.00 49994742.86 0.0116 N 49994850.00 49994850.00 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 74994312.50 0.0174 N 74996497.50 74996497.50 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.28% 06741GRA5 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 5000000.00 4996577.78 0.0012 N 4997173.50 4997173.50 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GPW9 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 4000000.00 3997766.67 0.0009 N 3998430.80 3998430.80 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GQB4 Financial Company Commercial Paper First Tier Security 2013-04-11 2013-04-11 N N N 3000000.00 2998275.00 0.0007 N 2998773.00 2998773.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HR92 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 83000000.00 82961381.93 0.0192 N 82963471.70 82963471.70 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HR92 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 37000000.00 36982784.71 0.0086 N 36983716.30 36983716.30 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 49976319.43 0.0116 N 49985090.00 49985090.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.19% 20272DRS1 Financial Company Commercial Paper First Tier Security 2013-04-26 2013-04-26 N N N 14000000.00 13993793.33 0.0032 N 13992937.00 13992937.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.19% 20272DRS1 Financial Company Commercial Paper First Tier Security 2013-04-26 2013-04-26 N N N 26000000.00 25988473.33 0.0060 N 25986883.00 25986883.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.19% 20272DRV4 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-04-29 N N N 14000000.00 13993571.67 0.0032 N 13992550.60 13992550.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.20% 20272DRN2 Financial Company Commercial Paper First Tier Security 2013-04-22 2013-04-22 N N N 15000000.00 14993500.00 0.0035 N 14992980.00 14992980.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272ADH6 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-05-07 N N N 20000000.00 19998407.82 0.0046 N 19998460.00 19998460.00 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 8998620.00 0.0021 N 8999204.40 8999204.40 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 4999137.50 0.0012 N 4999450.50 4999450.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.24% 20272AEA0 Financial Company Commercial Paper First Tier Security 2013-02-21 2013-06-21 N N N 3000000.00 2999884.62 0.0007 N 3000126.00 3000126.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-28 N N N 17000000.00 17000000.00 0.0039 N 17001581.00 17001581.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-29 N N N 4000000.00 4000000.00 0.0009 N 4000376.00 4000376.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272DUV0 Financial Company Commercial Paper First Tier Security 2013-07-29 2013-07-29 N N N 20000000.00 19975277.79 0.0046 N 19975206.00 19975206.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272DV64 Financial Company Commercial Paper First Tier Security 2013-08-06 2013-08-06 N N N 12000000.00 11984750.00 0.0028 N 11984750.00 11984750.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-06-03 N N N 7000000.00 7000000.00 0.0016 N 7000462.00 7000462.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-06-07 N N N 3000000.00 3000000.00 0.0007 N 3000204.00 3000204.00 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 2000000.00 1999947.50 0.0005 N 1999984.40 1999984.40 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 5300000.00 0.0012 N 5299988.34 5299988.34 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 4199883.33 0.0010 N 4199953.38 4199953.38 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 2189908.75 0.0005 N 2189965.84 2189965.84 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 729964.51 0.0002 N 729987.01 729987.01 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 99965333.34 0.0232 N 99975090.00 99975090.00 Credit Suisse Credit Suisse, 0.26% 2254EAT37 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 24000000.00 23979260.00 0.0056 N 23981877.60 23981877.60 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 23996760.00 0.0056 N 23997885.60 23997885.60 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 11999750.00 0.0028 N 11999812.80 11999812.80 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 1999913.33 0.0005 N 1999945.60 1999945.60 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 3999065.00 0.0009 N 3999462.40 3999462.40 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 14994366.67 0.0035 N 14996341.50 14996341.50 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 15991444.45 0.0037 N 15996256.00 15996256.00 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 11992666.67 0.0028 N 11996469.60 11996469.60 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HU88 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 10000000.00 9989097.22 0.0023 N 9989993.00 9989993.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-28 N N N 30000000.00 30000000.00 0.0069 N 29995470.00 29995470.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-02-26 2013-04-26 N N N 150000000.00 150001174.97 0.0347 N 149997450.00 149997450.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.33% 46636JBC6 Financial Company Commercial Paper First Tier Security 2013-02-13 2013-03-13 N N N 11000000.00 11000702.52 0.0025 N 11000605.00 11000605.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.17% 53943RP45 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 39000000.00 38999447.49 0.0090 N 38999305.80 38999305.80 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.17% 53943RP78 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 38000000.00 37998923.32 0.0088 N 37998708.00 37998708.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.18% 53943RPU7 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 37000000.00 36995005.00 0.0086 N 36994590.60 36994590.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.25% 60682WRA8 Financial Company Commercial Paper First Tier Security 2013-04-10 2013-04-10 N N N 100000000.00 99952777.74 0.0232 N 99949210.00 99949210.00 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 101961750.00 0.0236 N 101985087.60 101985087.60 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 29999250.00 0.0069 N 29999367.00 29999367.00 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 99998166.66 0.0232 N 99999110.00 99999110.00 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 74997656.25 0.0174 N 74999002.50 74999002.50 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 1999483.33 0.0005 N 1999606.00 1999606.00 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 3998866.67 0.0009 N 3999130.00 3999130.00 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 15993111.11 0.0037 N 15995352.00 15995352.00 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 10999193.33 0.0025 N 10999524.80 10999524.80 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 7998786.67 0.0019 N 7999566.40 7999566.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.25% 83050TS93 Financial Company Commercial Paper First Tier Security 2013-05-09 2013-05-09 N N N 78500000.00 78447121.57 0.0182 N 78444940.10 78444940.10 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 4000000.00 0.0009 N 3999992.40 3999992.40 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 11999653.33 0.0028 N 11999883.60 11999883.60 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 8997690.00 0.0021 N 8999084.70 8999084.70 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.29% 83365RQ40 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 73000000.00 72981770.31 0.0169 N 72984794.10 72984794.10 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 63000000.00 0.0146 N 62999615.70 62999615.70 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 69930583.31 0.0162 N 69947304.00 69947304.00 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 26995072.50 0.0063 N 26997715.80 26997715.80 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 59993500.00 0.0139 N 59997066.00 59997066.00 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 24991750.00 0.0058 N 24996582.50 24996582.50 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 10000000.00 0.0023 N 9999964.00 9999964.00 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 39991200.00 0.0093 N 39992836.00 39992836.00 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 22998243.05 0.0053 N 22998958.10 22998958.10 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FSL2 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-05-20 N N N 11000000.00 10991750.00 0.0025 N 10991784.10 10991784.10 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 84992775.00 0.0197 N 84995767.00 84995767.00 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 2998487.50 0.0007 N 2998743.90 2998743.90 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 14987400.00 0.0035 N 14988796.50 14988796.50 Swedbank AB Swedbank AB, 0.26% 87019RSQ0 Financial Company Commercial Paper First Tier Security 2013-05-24 2013-05-24 N N N 13000000.00 12989484.44 0.0030 N 12990723.20 12990723.20 Swedbank AB Swedbank AB, 0.27% 87019RT71 Financial Company Commercial Paper First Tier Security 2013-06-07 2013-06-07 N N N 15000000.00 14985825.00 0.0035 N 14987688.00 14987688.00 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 31986311.11 0.0074 N 31989696.00 31989696.00 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.19% 89116ERG0 Financial Company Commercial Paper First Tier Security 2013-04-16 2013-04-16 N N N 15250000.00 15244044.03 0.0035 N 15244439.85 15244439.85 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 104995508.33 0.0243 N 104997616.50 104997616.50 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 24980500.00 0.0058 N 24986510.00 24986510.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GUX2 Financial Company Commercial Paper First Tier Security 2013-07-31 2013-07-31 N N N 90000000.00 89887499.97 0.0208 N 89886879.00 89886879.00 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 58984955.00 0.0137 N 58992713.50 58992713.50 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 4998794.44 0.0012 N 4999481.00 4999481.00 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 4998444.44 0.0012 N 4999370.00 4999370.00 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 18982915.83 0.0044 N 18990600.70 18990600.70 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 17984250.00 0.0042 N 17993100.60 17993100.60 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 12997378.33 0.0030 N 12998862.50 12998862.50 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-02-19 2013-06-19 N N N 6000000.00 6000000.00 0.0014 N 5999796.00 5999796.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-02-21 2013-06-21 N N N 7000000.00 7000000.00 0.0016 N 6999762.00 6999762.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FR7 Financial Company Commercial Paper First Tier Security 2013-02-26 2013-06-26 N N N 9000000.00 9000000.00 0.0021 N 8999685.00 8999685.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-29 N N N 9000000.00 9000000.00 0.0021 N 8999991.00 8999991.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-06-03 N N N 9000000.00 9000000.00 0.0021 N 8999766.00 8999766.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-02-05 2013-07-05 N N N 3000000.00 3000000.00 0.0007 N 2999751.00 2999751.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-02-08 2013-07-08 N N N 7000000.00 7000000.00 0.0016 N 6999412.00 6999412.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-02-11 2013-06-10 N N N 3000000.00 3000000.00 0.0007 N 2999901.00 2999901.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-02-18 2013-06-17 N N N 12000000.00 12000000.00 0.0028 N 11999592.00 11999592.00 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 0.0016 N 6999461.00 6999461.00 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 11997750.00 0.0028 N 11998152.00 11998152.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.19% 53127TPE7 Asset Backed Commercial Paper First Tier Security 2013-02-14 2013-02-14 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 11000000.00 10999245.27 0.0025 N 10999187.10 10999187.10 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TRP0 Asset Backed Commercial Paper First Tier Security 2013-04-23 2013-04-23 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 38000000.00 37982899.98 0.0088 N 37979658.60 37979658.60 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 GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 40000000.00 39990288.89 0.0093 N 39991072.00 39991072.00 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 GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 46000000.00 45998160.00 0.0107 N 45998302.60 45998302.60 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 56274LP73 Asset Backed Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 18000000.00 17999310.00 0.0042 N 17999335.80 17999335.80 Market Street Funding LLC Market Street Funding LLC, 0.21% 5705X4RF3 Asset Backed Commercial Paper First Tier Security 2013-04-15 2013-04-15 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 45000000.00 44980837.52 0.0104 N 44983350.00 44983350.00 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 40991731.66 0.0095 N 40993882.80 40993882.80 Market Street Funding LLC Market Street Funding LLC, 0.22% 5705X4R14 Asset Backed Commercial Paper First Tier Security 2013-04-01 2013-04-01 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 30000000.00 29989183.33 0.0069 N 29991000.00 29991000.00 Market Street Funding LLC Market Street Funding LLC, 0.22% 5705X4R48 Asset Backed Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 20000000.00 19992422.22 0.0046 N 19993700.00 19993700.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.22% 66560KQB7 Asset Backed Commercial Paper First Tier Security 2013-03-11 2013-03-11 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 45000000.00 44989549.99 0.0104 N 44990154.00 44990154.00 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 24991604.17 0.0058 N 24994360.00 24994360.00 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 74969000.00 0.0174 N 74977440.00 74977440.00 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 7997657.78 0.0019 N 7998627.20 7998627.20 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796AV1 Treasury Debt First Tier Security 2013-08-08 2013-08-08 N N N 13000000.00 12992770.56 0.0030 N 12992770.56 12992770.56 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.16% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 37000000.00 37028213.89 0.0086 N 37027454.00 37027454.00 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 3011137.45 0.0007 N 3011484.00 3011484.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828JT8 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 16000000.00 16243082.27 0.0038 N 16241872.00 16241872.00 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 40123376.70 0.0093 N 40132800.00 40132800.00 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 15992646.99 0.0037 N 15999376.00 15999376.00 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 5058754.77 0.0012 N 5060350.00 5060350.00 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 26979390.23 0.0063 N 26988390.00 26988390.00 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 31233617.31 0.0072 N 31244621.00 31244621.00 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 26034730.26 0.0060 N 26038584.00 26038584.00 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 4085926.87 0.0009 N 4088436.00 4088436.00 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 41267378.92 0.0096 N 41281240.00 41281240.00 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 31070886.15 0.0072 N 31082336.00 31082336.00 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 23074311.68 0.0053 N 23083559.00 23083559.00 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 40129041.13 0.0093 N 40148440.00 40148440.00 Fannie Mae Fannie Mae, 0.17% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 4000000.00 4003591.25 0.0009 N 4003752.00 4003752.00 Fannie Mae Fannie Mae, 0.17% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 5000000.00 5001954.42 0.0012 N 5002115.00 5002115.00 Fannie Mae Fannie Mae, 0.19% 3135G0PG2 Government Agency Debt First Tier Security 2013-02-11 2014-09-11 N N N 21000000.00 20993354.35 0.0049 N 21001953.00 21001953.00 Fannie Mae Fannie Mae, 0.21% 3135G0HB2 Government Agency Debt First Tier Security 2013-02-20 2015-01-20 N N N 32000000.00 32004954.39 0.0074 N 32008096.00 32008096.00 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 1000004.54 0.0002 N 1000030.00 1000030.00 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 1000011.75 0.0002 N 1000037.00 1000037.00 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 2999940.12 0.0007 N 3000039.00 3000039.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381MD4 Government Agency Debt First Tier Security 2013-12-26 2013-12-26 N N N 50000000.00 49997433.37 0.0116 N 49995500.00 49995500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-02-25 2014-06-25 N N N 30000000.00 29991509.21 0.0069 N 30000990.00 30000990.00 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 8000094.22 0.0019 N 8000600.00 8000600.00 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 25161132.95 0.0058 N 25169550.00 25169550.00 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 2999689.00 0.0007 N 3000351.00 3000351.00 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 34999686.72 0.0081 N 35000665.00 35000665.00 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 15997452.15 0.0037 N 16001136.00 16001136.00 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 9218011.53 0.0021 N 9219771.00 9219771.00 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 999454.77 0.0002 N 999758.00 999758.00 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 1001584.87 0.0002 N 1001872.00 1001872.00 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 3999292.31 0.0009 N 4000252.00 4000252.00 Freddie Mac Freddie Mac, 0.21% 3134G32P4 Government Agency Debt First Tier Security 2013-02-05 2014-12-05 N N N 70000000.00 70000000.00 0.0162 N 70008050.00 70008050.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.09% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2013-02-07 2013-02-07 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0061 N 26400000.00 26400000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.10% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2013-02-07 2013-02-07 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., 0.13% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2013-02-07 2013-02-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 48170000.00 48170000.00 0.0112 N 48170000.00 48170000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.10% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2013-02-07 2013-02-07 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 0.0137 N 59250000.00 59250000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.14%, dated 1/31/2013 due 02/01/2013 48J99BKV7_07629 Treasury Repurchase Agreement Y US TREASURY 2013-03-14 2040-11-15 0 - 5.375 Treasury Debt 129433823.83 134615561.03 Unrated Security 2013-02-01 2013-02-01 N N N 131974149.00 131974148.62 0.0306 N 131974148.62 131974148.62 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.15% 47X99WWB8 0001197610 Treasury Repurchase Agreement Y US TREASURY 2027-11-15 2029-08-15 5.25 - 6.125 Treasury Debt 146676800.00 204015337.74 First Tier Security 2013-02-07 2013-02-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 200000000.00 200000000.00 0.0463 N 200000000.00 200000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.18% 47X99WNJ1 0001197610 Treasury Repurchase Agreement Y US TREASURY 2024-11-15 2040-05-15 4.375 - 7.5 Treasury Debt 45573500.00 63588074.90 First Tier Security 2013-02-04 2013-02-04 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 62000000.00 62000000.00 0.0144 N 62000000.00 62000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.14%, dated 1/31/2013 due 02/01/2013 48J99BKV7_06399 Treasury Repurchase Agreement Y US TREASURY 2014-08-15 2042-05-15 0.375 - 8.5 Treasury Debt 58256787.86 60941226.77 Unrated Security 2013-02-01 2013-02-01 N N N 59684851.00 59684851.38 0.0138 N 59684851.38 59684851.38