N-MFP LIVE N 2013-04-30 0000702149 S000007506 1 N N 002-77169 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 52 76 3775884703.32 1763003.74 749075.91 3776898631.15 0.0022 1.0007 2013-04-30 1.0007 2013-04-30 C000020486 1.00 3776898631.15 1.00 -143336205.08 628056888.93 771393094.01 0.0003 1.0007 2013-04-30 1.0007 2013-04-30 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 66982440.41 0.0177 N 66987933.30 66987933.30 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.20% 05253MBL7 Financial Company Commercial Paper First Tier Security 2013-05-08 2013-05-08 N N N 50000000.00 49999616.67 0.0132 N 50000500.00 50000500.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.20% 05253AV23 Financial Company Commercial Paper First Tier Security 2013-08-02 2013-08-02 N N N 17000000.00 16991216.66 0.0045 N 16993667.50 16993667.50 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 15999555.56 0.0042 N 15999787.20 15999787.20 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 15999472.00 0.0042 N 15999750.40 15999750.40 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GRP2 Financial Company Commercial Paper First Tier Security 2013-07-03 2013-07-03 N N N 5000000.00 4997812.50 0.0013 N 4998272.50 4998272.50 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GSD8 Financial Company Commercial Paper First Tier Security 2013-07-30 2013-07-30 N N N 5000000.00 4996875.00 0.0013 N 4996840.00 4996840.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.27% 06741GRS6 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 3000000.00 2998155.00 0.0008 N 2998529.10 2998529.10 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.22% 06737HU80 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 37000000.00 36984624.44 0.0098 N 36983264.90 36983264.90 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HUN7 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 25000000.00 24986902.79 0.0066 N 24985877.50 24985877.50 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 59996666.66 0.0159 N 59997678.00 59997678.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.19% 20272DU81 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 35000000.00 34987438.88 0.0093 N 34988663.50 34988663.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272ADH6 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N N 20000000.00 19999899.44 0.0053 N 20000120.00 20000120.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.24% 20272AEA0 Financial Company Commercial Paper First Tier Security 2013-05-21 2013-06-21 N N N 3000000.00 2999957.97 0.0008 N 3000219.00 3000219.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-05-03 2013-06-03 N N N 7000000.00 7000000.00 0.0019 N 7000350.00 7000350.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-06-07 N N N 3000000.00 3000000.00 0.0008 N 3000174.00 3000174.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-05-28 N N N 17000000.00 17000000.00 0.0045 N 17000969.00 17000969.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 4000000.00 4000000.00 0.0011 N 4000236.00 4000236.00 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 19987638.89 0.0053 N 19990500.00 19990500.00 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 11991916.67 0.0032 N 11993619.60 11993619.60 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 6996013.89 0.0019 N 6996654.00 6996654.00 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 12992236.12 0.0034 N 12993433.70 12993433.70 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 23994390.00 0.0064 N 23995852.80 23995852.80 Credit Suisse Credit Suisse, 0.27% 2254EAW33 Financial Company Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N N 14000000.00 13986875.00 0.0037 N 13986966.00 13986966.00 DBS Bank Ltd. (Singapore) DBS Bank Ltd. (Singapore), 0.20% 23305DUA1 Financial Company Commercial Paper First Tier Security 2013-07-10 2013-07-10 N N N 20000000.00 19992222.22 0.0053 N 19992084.00 19992084.00 DBS Bank Ltd. (Singapore) DBS Bank Ltd. (Singapore), 0.21% 23305DUK9 Financial Company Commercial Paper First Tier Security 2013-07-19 2013-07-19 N N N 25000000.00 24988479.17 0.0066 N 24988352.50 24988352.50 DBS Bank Ltd. (Singapore) DBS Bank Ltd. (Singapore), 0.22% 23305DV85 Financial Company Commercial Paper First Tier Security 2013-08-08 2013-08-08 N N N 15000000.00 14990925.01 0.0040 N 14990556.00 14990556.00 DBS Bank Ltd. (Singapore) DBS Bank Ltd. (Singapore), 0.22% 23305DV85 Financial Company Commercial Paper First Tier Security 2013-08-08 2013-08-08 N N N 17000000.00 16989715.01 0.0045 N 16989296.80 16989296.80 DBS Bank Ltd. (Singapore) DBS Bank Ltd. (Singapore), 0.22% 23305DVD4 Financial Company Commercial Paper First Tier Security 2013-08-13 2013-08-13 N N N 50000000.00 49968222.23 0.0132 N 49966460.00 49966460.00 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 17988730.00 0.0048 N 17989723.80 17989723.80 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 9995277.78 0.0026 N 9997777.00 9997777.00 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 24983333.34 0.0066 N 24990165.00 24990165.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-05-28 N N N 30000000.00 30000000.00 0.0079 N 30002130.00 30002130.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-05-03 2013-09-03 N N N 15000000.00 15000000.00 0.0040 N 15003015.00 15003015.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-11-26 N N N 26000000.00 26000000.00 0.0069 N 25997114.00 25997114.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J2YS1 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 26000000.00 25954716.67 0.0069 N 25966634.20 25966634.20 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.15% 53943RS26 Financial Company Commercial Paper First Tier Security 2013-05-02 2013-05-02 N N N 47000000.00 46999804.16 0.0124 N 46999609.90 46999609.90 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.15% 53943RS67 Financial Company Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 20000000.00 19999583.33 0.0053 N 19999500.00 19999500.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.25% 60682WV13 Financial Company Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N N 100000000.00 99936111.12 0.0265 N 99933870.00 99933870.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.18% 6323A0S74 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N N 80000000.00 79997600.00 0.0212 N 79997200.00 79997200.00 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 51989080.00 0.0138 N 51991274.40 51991274.40 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 89973174.99 0.0238 N 89978121.00 89978121.00 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 43985113.33 0.0116 N 43987508.40 43987508.40 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 2998864.17 0.0008 N 2999007.90 2999007.90 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 3998195.55 0.0011 N 3998277.20 3998277.20 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 3998131.11 0.0011 N 3998182.00 3998182.00 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 20134260.10 0.0053 N 20135178.48 20135178.48 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 20992883.32 0.0056 N 20994176.70 20994176.70 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.23% 69033QV54 Financial Company Commercial Paper First Tier Security 2013-08-05 2013-08-05 N N N 6000000.00 5996320.00 0.0016 N 5996168.40 5996168.40 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.23% 69033QVC9 Financial Company Commercial Paper First Tier Security 2013-08-12 2013-08-12 N N N 5000000.00 4996709.72 0.0013 N 4996475.50 4996475.50 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.23% 69033QVG0 Financial Company Commercial Paper First Tier Security 2013-08-16 2013-08-16 N N N 6000000.00 5995898.34 0.0016 N 5995536.00 5995536.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.23% 83050TUG4 Financial Company Commercial Paper First Tier Security 2013-07-16 2013-07-16 N N N 8000000.00 7996115.56 0.0021 N 7996515.20 7996515.20 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 78495638.89 0.0208 N 78498728.30 78498728.30 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 4998519.44 0.0013 N 4999265.00 4999265.00 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 17994280.00 0.0048 N 17997075.00 17997075.00 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 12995493.33 0.0034 N 12997510.50 12997510.50 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.18% 83365RS63 Financial Company Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 33000000.00 32999175.00 0.0087 N 32999066.10 32999066.10 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.24% 83365RSX4 Financial Company Commercial Paper First Tier Security 2013-05-31 2013-05-31 N N N 77000000.00 76984600.03 0.0204 N 76985962.90 76985962.90 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 29991600.01 0.0079 N 29992512.00 29992512.00 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 99985416.66 0.0265 N 99989960.00 99989960.00 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 69989422.22 0.0185 N 69994722.00 69994722.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958FW52 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 8000000.00 7993367.77 0.0021 N 7993315.20 7993315.20 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 10998548.61 0.0029 N 10999095.80 10999095.80 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 14997783.33 0.0040 N 14998767.00 14998767.00 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 12997840.55 0.0034 N 12998414.00 12998414.00 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 14995837.50 0.0040 N 14996913.00 14996913.00 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.17% 89116ETB9 Financial Company Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N N 50000000.00 49990319.44 0.0132 N 49993700.00 49993700.00 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 5994040.00 0.0016 N 5995999.80 5995999.80 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 74926562.49 0.0198 N 74954932.50 74954932.50 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 24997187.50 0.0066 N 24998885.00 24998885.00 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 89943124.99 0.0238 N 89964351.00 89964351.00 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 10990298.61 0.0029 N 10991200.00 10991200.00 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 3996305.56 0.0011 N 3996590.40 3996590.40 UBS Finance, Inc. UBS Finance, Inc., 0.33% 90262CXG7 Financial Company Commercial Paper First Tier Security 2013-10-16 2013-10-16 N N N 25000000.00 24961500.00 0.0066 N 24967100.00 24967100.00 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 39958777.78 0.0106 N 39970792.00 39970792.00 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 8990375.00 0.0024 N 8993145.60 8993145.60 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.23% 91127PVL2 Financial Company Commercial Paper First Tier Security 2013-08-20 2013-08-20 N N N 17000000.00 16987944.17 0.0045 N 16986037.90 16986037.90 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-05-01 2013-07-01 N N N 7000000.00 7000000.00 0.0019 N 7000602.00 7000602.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-05-03 2013-06-03 N N N 9000000.00 9000000.00 0.0024 N 9000450.00 9000450.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-07-05 N N N 3000000.00 3000000.00 0.0008 N 3000258.00 3000258.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-05-08 2013-07-08 N N N 7000000.00 7000000.00 0.0019 N 7000644.00 7000644.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-05-10 2013-06-10 N N N 3000000.00 3000000.00 0.0008 N 3000192.00 3000192.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-05-17 2013-06-17 N N N 12000000.00 12000000.00 0.0032 N 12000936.00 12000936.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-06-19 N N N 6000000.00 6000000.00 0.0016 N 6000492.00 6000492.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-05-21 2013-06-21 N N N 7000000.00 7000000.00 0.0019 N 7000595.00 7000595.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FR7 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-06-26 N N N 9000000.00 9000000.00 0.0024 N 9000846.00 9000846.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 9000000.00 9000000.00 0.0024 N 9000387.00 9000387.00 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 43997066.67 0.0116 N 43996981.60 43996981.60 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 43996577.78 0.0116 N 43996515.20 43996515.20 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 8997950.00 0.0024 N 8997921.00 8997921.00 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 43988511.12 0.0116 N 43988150.80 43988150.80 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 26020988.03 0.0069 N 26021422.31 26021422.31 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 6999533.33 0.0019 N 6999747.30 6999747.30 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 3999222.22 0.0011 N 3999520.00 3999520.00 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 8997550.00 0.0024 N 8998125.30 8998125.30 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4U28 Asset Backed Commercial Paper First Tier Security 2013-07-02 2013-07-02 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 6000000.00 5997933.34 0.0016 N 5998425.00 5998425.00 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4U51 Asset Backed Commercial Paper First Tier Security 2013-07-05 2013-07-05 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 11038000.00 11034014.06 0.0029 N 11034964.55 11034964.55 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4U85 Asset Backed Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 11000000.00 10995844.45 0.0029 N 10996837.50 10996837.50 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4UF9 Asset Backed Commercial Paper First Tier Security 2013-07-15 2013-07-15 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 37000000.00 36984583.32 0.0098 N 36988282.10 36988282.10 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4UH5 Asset Backed Commercial Paper First Tier Security 2013-07-17 2013-07-17 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 30026000.00 30013155.54 0.0079 N 30016241.55 30016241.55 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 24992666.67 0.0066 N 24993750.00 24993750.00 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 1999927.78 0.0005 N 1999950.00 1999950.00 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 2999848.33 0.0008 N 2999898.00 2999898.00 Fannie Mae Fannie Mae, 0.17% 31398A5W8 Government Agency Debt First Tier Security 2013-12-18 2013-12-18 N N N 25000000.00 25090719.22 0.0066 N 25101425.00 25101425.00 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-05-11 2014-09-11 N N N 21000000.00 20994361.95 0.0056 N 21005229.00 21005229.00 Fannie Mae Fannie Mae, 0.21% 3135G0HB2 Government Agency Debt First Tier Security 2013-05-20 2015-01-20 N N N 32000000.00 32004340.27 0.0085 N 32012736.00 32012736.00 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 36000000.00 35994679.99 0.0095 N 35998308.00 35998308.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-05-25 2014-06-25 N N N 30000000.00 29992993.85 0.0079 N 30007320.00 30007320.00 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 2999886.71 0.0008 N 3000249.00 3000249.00 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 25058698.43 0.0066 N 25061600.00 25061600.00 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 15998331.06 0.0042 N 16005040.00 16005040.00 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 9143096.37 0.0024 N 9145296.00 9145296.00 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 999693.81 0.0003 N 1000047.00 1000047.00 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 1000906.73 0.0003 N 1001267.00 1001267.00 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 3999566.15 0.0011 N 4001224.00 4001224.00 Freddie Mac Freddie Mac, 0.20% 3134G32P4 Government Agency Debt First Tier Security 2013-05-05 2014-12-05 N N N 70000000.00 70000000.00 0.0185 N 70017850.00 70017850.00 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 20044682.95 0.0053 N 20049220.00 20049220.00 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 19997850.68 0.0053 N 20003120.00 20003120.00 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 14007416.61 0.0037 N 14012572.00 14012572.00 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 15995748.50 0.0042 N 16001248.00 16001248.00 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 5043051.54 0.0013 N 5045705.00 5045705.00 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 26984898.54 0.0071 N 27001053.00 27001053.00 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 31173870.36 0.0083 N 31192541.00 31192541.00 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 4046708.96 0.0011 N 4048752.00 4048752.00 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 40874358.97 0.0108 N 40893760.00 40893760.00 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 31048904.04 0.0082 N 31067828.00 31067828.00 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 23010100.62 0.0061 N 23010787.00 23010787.00 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 40043334.71 0.0106 N 40051560.00 40051560.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.20% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 15200000.00 15200000.00 0.0040 N 15200000.00 15200000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.20% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 74285000.00 74285000.00 0.0197 N 74285000.00 74285000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.23% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A N N 26400000.00 26400000.00 0.0070 N 26400000.00 26400000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.25% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 6700000.00 6700000.00 0.0018 N 6700000.00 6700000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.21% (Elon Univ. Proj.) Series 2006, LOC U.S. Bank NA, Cincinnati VRDN 65819GCS5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 15575000.00 15575000.00 0.0041 N 15575000.00 15575000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.25% (Univ. Health Systems of Eastern Carolina) Series 2008 B, LOC Branch Banking & 65821DAZ4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 1650000.00 1650000.00 0.0004 N 1650000.00 1650000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.25% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A1, LOC Bank of Am 65821DCB5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 48170000.00 48170000.00 0.0128 N 48170000.00 48170000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.21% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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 0.0157 N 59250000.00 59250000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.20% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0017 N 6400000.00 6400000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.20% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 4300000.00 4300000.00 0.0011 N 4300000.00 4300000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.20% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6000000.00 6000000.00 0.0016 N 6000000.00 6000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.14%, dated 4/30/2013 due 05/01/2013 48L998ML1_07629 Treasury Repurchase Agreement Y US TREASURY 2013-07-25 2020-04-30 0 - 2 Treasury Debt 120545826.09 122939038.88 Unrated Security 2013-05-01 2013-05-01 N N N 120528000.00 120528000.00 0.0319 N 120528000.00 120528000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.14% 48L99RFP8 0001197610 Treasury Repurchase Agreement Y US TREASURY 2021-08-15 2042-05-15 3 - 8.125 Treasury Debt 112733200.00 153543370.33 First Tier Security 2013-05-07 2013-05-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 150000000.00 150000000.00 0.0397 N 150000000.00 150000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.14% 48K997LB7 Treasury Repurchase Agreement Y US TREASURY 2015-08-15 2015-08-15 0.25 - 0.25 Treasury Debt 76467200.00 76506278.54 First Tier Security 2013-05-07 2013-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 75000000.00 75000000.00 0.0199 N 75000000.00 75000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.13% 45J993YQ7 0000808379 Treasury Repurchase Agreement Y US TREASURY 2013-12-31 2017-01-31 0.125 - 4 Treasury Debt 129032700.00 134653558.19 First Tier Security 2013-05-07 2013-05-07 Y RBS SECURITIES INC (GOV REPO) N/A N/A N N 132000000.00 132000000.00 0.0349 N 132000000.00 132000000.00