N-MFP LIVE N 2013-02-28 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 56 84 4151779368.85 1631818.16 809934.91 4152601252.10 0.0024 1.0006 2013-02-28 1.0006 2013-02-28 C000020486 1.00 4152601252.10 1.00 -164106626.25 722005992.18 886112618.43 0.0004 1.0006 2013-02-28 1.0006 2013-02-28 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 49993000.01 0.0120 N 49991720.00 49991720.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.20% 05253MBL7 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-05-08 N N N 50000000.00 49996276.19 0.0120 N 49996500.00 49996500.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JS61 Financial Company Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 16000000.00 15994133.34 0.0039 N 15994729.60 15994729.60 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JS79 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N N 16000000.00 15994104.00 0.0039 N 15994620.80 15994620.80 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 4997666.67 0.0012 N 4998390.50 4998390.50 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 3998700.00 0.0010 N 3999168.80 3999168.80 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 2998975.00 0.0007 N 2999342.10 2999342.10 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 36989979.16 0.0089 N 36993132.80 36993132.80 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 82977520.83 0.0200 N 82984595.20 82984595.20 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HS91 Financial Company Commercial Paper First Tier Security 2013-05-09 2013-05-09 N N N 60000000.00 59971250.00 0.0144 N 59975502.00 59975502.00 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 49988374.99 0.0120 N 49993555.00 49993555.00 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 25992315.55 0.0063 N 25993494.80 25993494.80 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 13995862.22 0.0034 N 13996497.20 13996497.20 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 13995640.56 0.0034 N 13996266.20 13996266.20 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 14995775.00 0.0036 N 14996569.50 14996569.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272ADH6 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-05-07 N N N 20000000.00 19998877.09 0.0048 N 19998960.00 19998960.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.24% 20272AEA0 Financial Company Commercial Paper First Tier Security 2013-03-21 2013-06-21 N N N 3000000.00 2999907.69 0.0007 N 3000099.00 3000099.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-06-03 N N N 7000000.00 7000000.00 0.0017 N 7000343.00 7000343.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-06-07 N N N 3000000.00 3000000.00 0.0007 N 3000153.00 3000153.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-05-28 N N N 17000000.00 17000000.00 0.0041 N 17001139.00 17001139.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-05-29 N N N 4000000.00 4000000.00 0.0010 N 4000272.00 4000272.00 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 19979166.67 0.0048 N 19981460.00 19981460.00 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 11986833.33 0.0029 N 11988021.60 11988021.60 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 99985555.56 0.0241 N 99990080.00 99990080.00 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 23984020.00 0.0058 N 23987037.60 23987037.60 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.18% 25153JQ45 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 24000000.00 23999640.00 0.0058 N 23999572.80 23999572.80 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 3999858.33 0.0010 N 3999933.20 3999933.20 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 14997400.00 0.0036 N 14998662.00 14998662.00 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 15994555.56 0.0039 N 15997332.80 15997332.80 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 11995000.00 0.0029 N 11997560.40 11997560.40 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 9991041.67 0.0024 N 9992308.00 9992308.00 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HV53 Financial Company Commercial Paper First Tier Security 2013-08-05 2013-08-05 N N N 25000000.00 24972743.07 0.0060 N 24974655.00 24974655.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-05-28 N N N 30000000.00 30000000.00 0.0072 N 30000840.00 30000840.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-03-26 2013-04-26 N N N 150000000.00 150000783.32 0.0361 N 150011250.00 150011250.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-09-03 N N N 15000000.00 15000000.00 0.0036 N 14998500.00 14998500.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.32% 46636JBC6 Financial Company Commercial Paper First Tier Security 2013-03-13 2013-03-13 N N N 11000000.00 11000210.76 0.0026 N 11000242.00 11000242.00 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 99972222.20 0.0241 N 99977560.00 99977560.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.18% 6323A0Q50 Financial Company Commercial Paper First Tier Security 2013-03-05 2013-03-05 N N N 72000000.00 71998560.00 0.0173 N 71998099.20 71998099.20 Nationwide Building Society Nationwide Building Society, 0.28% 6385E0SU8 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-05-28 N N N 52000000.00 51964408.88 0.0125 N 51970516.00 51970516.00 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0T78 Financial Company Commercial Paper First Tier Security 2013-06-07 2013-06-07 N N N 90000000.00 89928949.97 0.0217 N 89940852.00 89940852.00 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TC7 Financial Company Commercial Paper First Tier Security 2013-06-12 2013-06-12 N N N 44000000.00 43963492.21 0.0106 N 43969028.40 43969028.40 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TH6 Financial Company Commercial Paper First Tier Security 2013-06-17 2013-06-17 N N N 3000000.00 2997390.00 0.0007 N 2997735.30 2997735.30 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TS2 Financial Company Commercial Paper First Tier Security 2013-06-26 2013-06-26 N N N 4000000.00 3996230.00 0.0010 N 3996613.20 3996613.20 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TU7 Financial Company Commercial Paper First Tier Security 2013-06-28 2013-06-28 N N N 4000000.00 3996165.55 0.0010 N 3996533.20 3996533.20 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 1999950.00 0.0005 N 1999957.80 1999957.80 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 3999800.00 0.0010 N 3999852.40 3999852.40 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 15996222.22 0.0039 N 15997723.20 15997723.20 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 78462385.44 0.0189 N 78474047.90 78474047.90 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTB7 Financial Company Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N N 5000000.00 4996316.67 0.0012 N 4996805.00 4996805.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTE1 Financial Company Commercial Paper First Tier Security 2013-06-14 2013-06-14 N N N 18000000.00 17986350.01 0.0043 N 17988004.80 17988004.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTJ0 Financial Company Commercial Paper First Tier Security 2013-06-18 2013-06-18 N N N 13000000.00 12989766.11 0.0031 N 12990876.60 12990876.60 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 8999650.00 0.0022 N 8999894.70 8999894.70 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.27% 83365RR23 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-04-02 N N N 73000000.00 72982480.00 0.0176 N 72985677.40 72985677.40 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 72998235.84 0.0176 N 72998540.00 72998540.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562KSN5 Financial Company Commercial Paper First Tier Security 2013-05-22 2013-05-22 N N N 100000000.00 99943055.52 0.0241 N 99945050.00 99945050.00 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 69949094.43 0.0168 N 69965119.00 69965119.00 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 39998666.67 0.0096 N 39999132.00 39999132.00 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 10993888.89 0.0026 N 10994530.80 10994530.80 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 2999129.17 0.0007 N 2999363.10 2999363.10 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 14990666.67 0.0036 N 14992542.00 14992542.00 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 12992113.33 0.0031 N 12993861.40 12993861.40 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 14988975.00 0.0036 N 14991627.00 14991627.00 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 31993280.00 0.0077 N 31995321.60 31995321.60 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 15246297.64 0.0037 N 15246616.03 15246616.03 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 24985750.00 0.0060 N 24990607.50 24990607.50 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 89904999.98 0.0217 N 89907435.00 89907435.00 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 58997345.00 0.0142 N 58999309.70 58999309.70 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 5000000.00 0.0012 N 4999991.50 4999991.50 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 4999688.89 0.0012 N 4999929.00 4999929.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVF1 Financial Company Commercial Paper First Tier Security 2013-08-15 2013-08-15 N N N 40000000.00 39935055.56 0.0096 N 39940268.00 39940268.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVK0 Financial Company Commercial Paper First Tier Security 2013-08-19 2013-08-19 N N N 9000000.00 8985037.50 0.0022 N 8985939.30 8985939.30 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 18988679.17 0.0046 N 18994837.70 18994837.70 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 17990550.00 0.0043 N 17996610.60 17996610.60 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 12999602.78 0.0031 N 12999870.00 12999870.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-07-01 N N N 7000000.00 7000000.00 0.0017 N 6999573.00 6999573.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-06-03 N N N 9000000.00 9000000.00 0.0022 N 8999784.00 8999784.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-03-05 2013-07-05 N N N 3000000.00 3000000.00 0.0007 N 2999799.00 2999799.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-07-08 N N N 7000000.00 7000000.00 0.0017 N 6999524.00 6999524.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-03-11 2013-06-10 N N N 3000000.00 3000000.00 0.0007 N 2999925.00 2999925.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-03-18 2013-06-17 N N N 12000000.00 12000000.00 0.0029 N 11999688.00 11999688.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-03-19 2013-06-19 N N N 6000000.00 6000000.00 0.0014 N 5999844.00 5999844.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-03-21 2013-06-21 N N N 7000000.00 7000000.00 0.0017 N 6999811.00 6999811.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FR7 Financial Company Commercial Paper First Tier Security 2013-03-26 2013-06-26 N N N 9000000.00 9000000.00 0.0022 N 8999748.00 8999748.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-03-29 2013-05-29 N N N 9000000.00 9000000.00 0.0022 N 9000000.00 9000000.00 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 37988811.10 0.0091 N 37988258.00 37988258.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TSD6 Asset Backed Commercial Paper First Tier Security 2013-05-13 2013-05-13 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 44000000.00 43982155.56 0.0106 N 43979742.40 43979742.40 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TSF1 Asset Backed Commercial Paper First Tier Security 2013-05-15 2013-05-15 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 44000000.00 43981666.68 0.0106 N 43979007.60 43979007.60 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 LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 40000000.00 39997444.44 0.0096 N 39997676.00 39997676.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LQJ6 Asset Backed Commercial Paper First Tier Security 2013-03-18 2013-03-18 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 50000000.00 49995277.78 0.0120 N 49995250.00 49995250.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LQL1 Asset Backed Commercial Paper First Tier Security 2013-03-20 2013-03-20 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 29000000.00 28996938.89 0.0070 N 28996937.60 28996937.60 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4S88 Asset Backed Commercial Paper First Tier Security 2013-05-08 2013-05-08 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 26022000.00 26012169.46 0.0063 N 26013522.03 26013522.03 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4SD7 Asset Backed Commercial Paper First Tier Security 2013-05-13 2013-05-13 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 7000000.00 6997161.11 0.0017 N 6997554.20 6997554.20 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 44988187.51 0.0108 N 44990226.00 44990226.00 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 40998747.22 0.0099 N 40998975.00 40998975.00 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 29994316.66 0.0072 N 29995920.00 29995920.00 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 19995844.44 0.0048 N 19996948.00 19996948.00 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 44997250.00 0.0108 N 44997732.00 44997732.00 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 24997631.94 0.0060 N 24998617.50 24998617.50 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 74987083.33 0.0181 N 74992125.00 74992125.00 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 7999773.33 0.0019 N 7999857.60 7999857.60 Archer Daniels Midland Co. Archer Daniels Midland Co., 0.20% 03948GQ89 Other Commercial Paper First Tier Security 2013-03-08 2013-03-08 N N N 15492000.00 15491397.53 0.0037 N 15491445.39 15491445.39 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127957E5 Treasury Debt First Tier Security 2013-08-22 2013-08-22 N N N 85000000.00 84944537.50 0.0205 N 84949680.00 84949680.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828NY2 Treasury Debt First Tier Security 2013-09-15 2013-09-15 N N N 20000000.00 20064578.28 0.0048 N 20065620.00 20065620.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828RK8 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 20000000.00 19996988.12 0.0048 N 19997660.00 19997660.00 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 3005760.75 0.0007 N 3005742.00 3005742.00 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 40076054.13 0.0097 N 40079680.00 40079680.00 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 15993622.75 0.0039 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 5053814.43 0.0012 N 5055275.00 5055275.00 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 26981123.17 0.0065 N 26989443.00 26989443.00 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 31214820.52 0.0075 N 31224037.00 31224037.00 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 26011576.75 0.0063 N 26012194.00 26012194.00 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 4073588.64 0.0010 N 4075936.00 4075936.00 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 41143732.19 0.0099 N 41153120.00 41153120.00 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 31063970.43 0.0075 N 31075082.00 31075082.00 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 23054110.44 0.0056 N 23059294.00 23059294.00 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 40102077.31 0.0097 N 40115640.00 40115640.00 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-03-11 2014-09-11 N N N 21000000.00 20993671.35 0.0051 N 21002814.00 21002814.00 Fannie Mae Fannie Mae, 0.21% 3135G0HB2 Government Agency Debt First Tier Security 2013-03-20 2015-01-20 N N N 32000000.00 32004761.19 0.0077 N 32009600.00 32009600.00 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 2999977.38 0.0007 N 3000000.00 3000000.00 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 8000043.49 0.0019 N 8000216.00 8000216.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-03-25 2014-06-25 N N N 30000000.00 29991976.29 0.0072 N 30002910.00 30002910.00 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 2999751.20 0.0007 N 3000183.00 3000183.00 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 25128906.36 0.0061 N 25132450.00 25132450.00 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 15997728.66 0.0039 N 15998992.00 15998992.00 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 9194442.72 0.0022 N 9192978.00 9192978.00 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 999529.97 0.0002 N 999806.00 999806.00 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 1001371.52 0.0002 N 1001626.00 1001626.00 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 3999378.46 0.0010 N 4000000.00 4000000.00 Freddie Mac Freddie Mac, 0.20% 3134G32P4 Government Agency Debt First Tier Security 2013-03-05 2014-12-05 N N N 70000000.00 70000000.00 0.0169 N 70011480.00 70011480.00 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 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0064 N 26400000.00 26400000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.12% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.14% (Univ. Health Systems of Eastern Carolina) Series 2008 A1, LOC Bank of America 65821DCB5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 48170000.00 48170000.00 0.0116 N 48170000.00 48170000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.11% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0143 N 59250000.00 59250000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.16%, dated 2/28/2013 due 03/01/2013 48J99BWJ1_07629 Treasury Repurchase Agreement Y US TREASURY 2013-05-30 2013-08-29 0 - 0 Treasury Debt 509021344.09 508870089.24 Unrated Security 2013-03-01 2013-03-01 N N N 498890000.00 498890000.00 0.1201 N 498890000.00 498890000.00