N-MFP LIVE N 2013-03-31 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 57 82 3887505437.64 54498749.44 21857498.20 3920146688.88 0.0022 1.0006 2013-03-28 1.0006 2013-03-28 C000020486 1.00 3920146688.88 1.00 -232394707.17 711037099.38 943431806.55 0.0006 1.0006 2013-03-28 1.0006 2013-03-28 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.19% 05253ATM2 Financial Company Commercial Paper First Tier Security 2013-06-21 2013-06-21 N N N 67000000.00 66972111.23 0.0171 N 66979699.00 66979699.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.20% 05253MBL7 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-05-08 N N N 50000000.00 49997973.81 0.0128 N 50003450.00 50003450.00 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 15996888.89 0.0041 N 15997884.80 15997884.80 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 15996832.00 0.0041 N 15997808.00 15997808.00 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 4998872.22 0.0013 N 4999211.50 4999211.50 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 3999733.33 0.0010 N 3999796.00 3999796.00 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 2999750.00 0.0008 N 2999815.80 2999815.80 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 37000000.00 36997944.44 0.0094 N 36998360.90 36998360.90 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 82995388.89 0.0212 N 82996323.10 82996323.10 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 59984166.67 0.0153 N 59988240.00 59988240.00 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 13998152.78 0.0036 N 13998558.00 13998558.00 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 25996569.44 0.0066 N 25997322.00 25997322.00 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 13997931.11 0.0036 N 13998353.60 13998353.60 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 14998293.75 0.0038 N 14998767.00 14998767.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272ADH6 Financial Company Commercial Paper First Tier Security 2013-04-07 2013-05-07 N N N 20000000.00 19999396.65 0.0051 N 19999400.00 19999400.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.24% 20272AEA0 Financial Company Commercial Paper First Tier Security 2013-04-22 2013-06-21 N N N 3000000.00 2999933.24 0.0008 N 3000078.00 3000078.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-06-03 N N N 7000000.00 7000000.00 0.0018 N 7000238.00 7000238.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-06-07 N N N 3000000.00 3000000.00 0.0008 N 3000111.00 3000111.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-28 N N N 17000000.00 17000000.00 0.0043 N 17000748.00 17000748.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-29 N N N 4000000.00 4000000.00 0.0010 N 4000180.00 4000180.00 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 19983472.23 0.0051 N 19985650.00 19985650.00 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 11989416.67 0.0031 N 11990815.20 11990815.20 Credit Suisse Credit Suisse, 0.25% 2254EAUN1 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 7000000.00 6994555.55 0.0018 N 6994932.70 6994932.70 Credit Suisse Credit Suisse, 0.25% 2254EAUS0 Financial Company Commercial Paper First Tier Security 2013-07-26 2013-07-26 N N N 13000000.00 12989527.78 0.0033 N 12990032.90 12990032.90 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 23989290.00 0.0061 N 23991513.60 23991513.60 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.16% 25153JR85 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-04-08 N N N 56829000.00 56827231.98 0.0145 N 56826215.38 56826215.38 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0V17 Financial Company Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N N 18000000.00 17985055.00 0.0046 N 17984628.00 17984628.00 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 15998000.00 0.0041 N 15999022.40 15999022.40 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 11997583.33 0.0031 N 11998878.00 11998878.00 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 9993194.44 0.0025 N 9995467.00 9995467.00 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 24978125.01 0.0064 N 24982215.00 24982215.00 Groupe BPCE SA Groupe BPCE SA, 0.19% 05571BR47 Financial Company Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N N 23000000.00 22999635.84 0.0059 N 22999149.00 22999149.00 Groupe BPCE SA Groupe BPCE SA, 0.20% 05571BR13 Financial Company Commercial Paper First Tier Security 2013-04-01 2013-04-01 N N N 91000000.00 91000000.00 0.0232 N 90997907.00 90997907.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-28 N N N 30000000.00 30000000.00 0.0077 N 30001080.00 30001080.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-04-26 2013-04-26 N N N 150000000.00 150000349.69 0.0383 N 150005700.00 150005700.00 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 0.0038 N 14999970.00 14999970.00 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 99993750.00 0.0255 N 99994040.00 99994040.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.19% 6323A0R26 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-04-02 N N N 87000000.00 86999540.83 0.0222 N 86997825.00 86997825.00 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 51976946.66 0.0133 N 51980588.40 51980588.40 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 89951424.98 0.0229 N 89960301.00 89960301.00 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 43974479.99 0.0112 N 43979069.20 43979069.20 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 2998139.17 0.0008 N 2998467.90 2998467.90 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 3997228.89 0.0010 N 3997700.00 3997700.00 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 3997164.44 0.0010 N 3997628.40 3997628.40 Nordea North America, Inc. Nordea North America, Inc., 0.19% 6555P0TQ2 Financial Company Commercial Paper First Tier Security 2013-06-24 2013-06-24 N N N 20140000.00 20131071.26 0.0051 N 20130252.24 20130252.24 Nordea North America, Inc. Nordea North America, Inc., 0.20% 6555P0U15 Financial Company Commercial Paper First Tier Security 2013-07-01 2013-07-01 N N N 21000000.00 20989383.32 0.0054 N 20989374.00 20989374.00 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 15999666.67 0.0041 N 15999627.20 15999627.20 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 78479284.73 0.0200 N 78488460.50 78488460.50 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 4997436.11 0.0013 N 4998021.00 4998021.00 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 17990380.01 0.0046 N 17992355.40 17992355.40 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 12992676.66 0.0033 N 12993958.90 12993958.90 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 72999452.50 0.0186 N 72998277.20 72998277.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562KTC8 Financial Company Commercial Paper First Tier Security 2013-06-12 2013-06-12 N N N 30000000.00 29985600.01 0.0076 N 29985348.00 29985348.00 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 99964583.30 0.0255 N 99967970.00 99967970.00 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 69969588.88 0.0178 N 69979553.00 69979553.00 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 10996256.94 0.0028 N 10996830.90 10996830.90 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 2999839.58 0.0008 N 2999880.90 2999880.90 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 14994283.33 0.0038 N 14995678.50 14995678.50 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 12995023.89 0.0033 N 12995882.90 12995882.90 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 14992462.50 0.0038 N 14994084.00 14994084.00 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 15248792.71 0.0039 N 15248869.98 15248869.98 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.24% 89116EWT6 Financial Company Commercial Paper First Tier Security 2013-09-27 2013-09-27 N N N 6000000.00 5992840.00 0.0015 N 5992984.80 5992984.80 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.25% 89116EWK5 Financial Company Commercial Paper First Tier Security 2013-09-19 2013-09-19 N N N 75000000.00 74910937.48 0.0191 N 74917485.00 74917485.00 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 24991562.50 0.0064 N 24994817.50 24994817.50 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 89924374.98 0.0229 N 89933436.00 89933436.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GW51 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 11000000.00 10988006.94 0.0028 N 10988505.00 10988505.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GWB8 Financial Company Commercial Paper First Tier Security 2013-09-11 2013-09-11 N N N 4000000.00 3995472.23 0.0010 N 3995627.20 3995627.20 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 39947111.11 0.0102 N 39955356.00 39955356.00 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 8987750.00 0.0023 N 8989488.00 8989488.00 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 18995060.00 0.0048 N 18997402.70 18997402.70 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 17997525.00 0.0046 N 17998950.60 17998950.60 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-07-01 N N N 7000000.00 7000000.00 0.0018 N 7000196.00 7000196.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-06-03 N N N 9000000.00 9000000.00 0.0023 N 9000306.00 9000306.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-04-05 2013-07-05 N N N 3000000.00 3000000.00 0.0008 N 3000078.00 3000078.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-07-08 N N N 7000000.00 7000000.00 0.0018 N 7000196.00 7000196.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-04-10 2013-06-10 N N N 3000000.00 3000000.00 0.0008 N 3000117.00 3000117.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-04-17 2013-06-17 N N N 12000000.00 12000000.00 0.0031 N 12000540.00 12000540.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-04-19 2013-06-19 N N N 6000000.00 6000000.00 0.0015 N 6000276.00 6000276.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-04-22 2013-06-21 N N N 7000000.00 7000000.00 0.0018 N 7000329.00 7000329.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FR7 Financial Company Commercial Paper First Tier Security 2013-04-26 2013-06-26 N N N 9000000.00 9000000.00 0.0023 N 9000450.00 9000450.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-29 N N N 9000000.00 9000000.00 0.0023 N 9000423.00 9000423.00 Gotham Funding Corp. Gotham Funding Corp., 0.20% 38346LR40 Asset Backed Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 75000000.00 74998750.00 0.0191 N 74997232.50 74997232.50 Gotham Funding Corp. Gotham Funding Corp., 0.22% 38346LRV0 Asset Backed Commercial Paper First Tier Security 2013-04-29 2013-04-29 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 7950000.00 7948639.67 0.0020 N 7948650.09 7948650.09 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 37995355.55 0.0097 N 37994786.40 37994786.40 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 43989733.34 0.0112 N 43988700.80 43988700.80 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 43989244.45 0.0112 N 43988150.80 43988150.80 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TTB9 Asset Backed Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 9000000.00 8996450.00 0.0023 N 8995781.70 8995781.70 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TTH6 Asset Backed Commercial Paper First Tier Security 2013-06-17 2013-06-17 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 44000000.00 43981177.78 0.0112 N 43977133.20 43977133.20 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 26016651.03 0.0066 N 26017880.72 26017880.72 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 6998366.67 0.0018 N 6998658.10 6998658.10 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4T53 Asset Backed Commercial Paper First Tier Security 2013-06-05 2013-06-05 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 4000000.00 3998555.56 0.0010 N 3998850.00 3998850.00 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4TK0 Asset Backed Commercial Paper First Tier Security 2013-06-19 2013-06-19 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 9000000.00 8996050.00 0.0023 N 8996887.80 8996887.80 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 44996325.00 0.0115 N 44997525.00 44997525.00 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 30000000.00 0.0077 N 29999634.00 29999634.00 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 19999633.33 0.0051 N 19999572.00 19999572.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.24% 66560KTE8 Asset Backed Commercial Paper First Tier Security 2013-06-14 2013-06-14 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 25000000.00 24987666.66 0.0064 N 24987107.50 24987107.50 Northern Pines Funding LLC Northern Pines Funding LLC, 0.26% 66560KS66 Asset Backed Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 2000000.00 1999494.44 0.0005 N 1999575.40 1999575.40 Northern Pines Funding LLC Northern Pines Funding LLC, 0.26% 66560KS82 Asset Backed Commercial Paper First Tier Security 2013-05-08 2013-05-08 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 3000000.00 2999198.34 0.0008 N 2999326.80 2999326.80 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 84954418.75 0.0217 N 84969655.00 84969655.00 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 20054467.54 0.0051 N 20057040.00 20057040.00 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 19997426.47 0.0051 N 20000000.00 20000000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 14000000.00 14008461.21 0.0036 N 14009296.00 14009296.00 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 40023661.29 0.0102 N 40025000.00 40025000.00 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 15994703.05 0.0041 N 16000000.00 16000000.00 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 5048344.76 0.0013 N 5050390.00 5050390.00 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 26983041.80 0.0069 N 26995788.00 26995788.00 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 31194009.78 0.0080 N 31208289.00 31208289.00 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 4059928.48 0.0010 N 4062032.00 4062032.00 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 31056313.74 0.0079 N 31070246.00 31070246.00 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 41006837.61 0.0105 N 41017200.00 41017200.00 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 23031744.80 0.0059 N 23035029.00 23035029.00 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 40072224.52 0.0102 N 40084360.00 40084360.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.15% 912828HW3 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 245063250.00 246120218.90 0.0628 N 246128235.75 246128235.75 Fannie Mae Fannie Mae, 0.17% 31398A5W8 Government Agency Debt First Tier Security 2013-12-18 2013-12-18 N N N 25000000.00 25102500.93 0.0064 N 25109625.00 25109625.00 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-04-11 2014-09-11 N N N 21000000.00 20994022.31 0.0054 N 21003633.00 21003633.00 Fannie Mae Fannie Mae, 0.21% 3135G0HB2 Government Agency Debt First Tier Security 2013-04-20 2015-01-20 N N N 32000000.00 32004547.28 0.0082 N 32011232.00 32011232.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385HJ8 Government Agency Debt First Tier Security 2013-06-26 2013-06-26 N N N 50000000.00 49988652.77 0.0128 N 49994050.00 49994050.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-04-25 2014-06-25 N N N 30000000.00 29992493.41 0.0077 N 30003900.00 30003900.00 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 2999820.06 0.0008 N 3000273.00 3000273.00 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 25093226.92 0.0064 N 25099875.00 25099875.00 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 15998034.80 0.0041 N 16003216.00 16003216.00 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 9168348.67 0.0023 N 9171522.00 9171522.00 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 999613.24 0.0003 N 999980.00 999980.00 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 1001135.31 0.0003 N 1001529.00 1001529.00 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 3999473.85 0.0010 N 4000992.00 4000992.00 Freddie Mac Freddie Mac, 0.20% 3134G32P4 Government Agency Debt First Tier Security 2013-04-05 2014-12-05 N N N 70000000.00 70000000.00 0.0179 N 70014560.00 70014560.00 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 2013-04-05 2013-04-05 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0067 N 26400000.00 26400000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.14% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2013-04-05 2013-04-05 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 0.0017 N 6700000.00 6700000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.15% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A1, LOC Bank of Am 65821DCB5 Variable Rate Demand Note First Tier Security 2013-04-05 2013-04-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 48170000.00 48170000.00 0.0123 N 48170000.00 48170000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.14% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2013-04-05 2013-04-05 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 59250000.00 59250000.00 0.0151 N 59250000.00 59250000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.16%, dated 3/28/2013 due 04/01/2013 48J99B9J7_07629 Treasury Repurchase Agreement Y US TREASURY 2014-02-28 2020-11-15 0.125 - 2.625 Treasury Debt 127822388.47 129689239.36 Unrated Security 2013-04-01 2013-04-01 N N N 127146000.00 127146000.00 0.0324 N 127146000.00 127146000.00