N-MFP LIVE N 2013-06-30 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 56 91 3443754764.82 399305360.72 336885759.84 3506174365.70 0.0020 1.0007 2013-06-28 1.0007 2013-06-28 C000020486 1.00 3506174365.70 1.00 -340180465.31 753469137.15 1093649602.46 0.0001 1.0007 2013-06-28 1.0007 2013-06-28 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.18% 05253AWR7 Financial Company Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N N 7000000.00 6996990.00 0.0020 N 6997755.80 6997755.80 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.18% 05253AWS5 Financial Company Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N N 16000000.00 15993040.00 0.0046 N 15994800.00 15994800.00 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 16996977.78 0.0048 N 16998187.80 16998187.80 Bank of Nova Scotia Bank of Nova Scotia, 0.19% 06416JXJ7 Financial Company Commercial Paper First Tier Security 2013-10-18 2013-10-18 N N N 12000000.00 11993096.66 0.0034 N 11992633.20 11992633.20 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06416JZT3 Financial Company Commercial Paper First Tier Security 2013-12-27 2013-12-27 N N N 31500000.00 31460843.74 0.0090 N 31461566.85 31461566.85 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 4999930.56 0.0014 N 4999923.50 4999923.50 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 4998993.06 0.0014 N 4999281.50 4999281.50 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 2999527.50 0.0009 N 2999707.20 2999707.20 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 24996645.84 0.0071 N 24997282.50 24997282.50 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HWS4 Financial Company Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N N 24000000.00 23986660.00 0.0068 N 23985000.00 23985000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272DVT4 Financial Company Commercial Paper First Tier Security 2013-08-27 2013-08-27 N N N 30000000.00 29991925.00 0.0086 N 29993499.00 29993499.00 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 34998706.94 0.0100 N 34999629.00 34999629.00 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 19996111.11 0.0057 N 19998272.00 19998272.00 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 11997000.00 0.0034 N 11998622.40 11998622.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272DZL7 Financial Company Commercial Paper First Tier Security 2013-12-20 2013-12-20 N N N 2000000.00 1997611.11 0.0006 N 1998182.00 1998182.00 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 6998979.17 0.0020 N 6999286.00 6999286.00 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 12997743.06 0.0037 N 12998402.30 12998402.30 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 13993280.00 0.0040 N 13995136.40 13995136.40 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 19999000.00 0.0057 N 19999472.00 19999472.00 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 24997375.00 0.0071 N 24998395.00 24998395.00 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 16996052.22 0.0048 N 16997334.40 16997334.40 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 14996516.67 0.0043 N 14997648.00 14997648.00 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 49986861.12 0.0143 N 49991035.00 49991035.00 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 17996202.50 0.0051 N 17997874.20 17997874.20 General Electric Capital Corp. General Electric Capital Corp., 0.18% 36959HWR4 Financial Company Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N N 10000000.00 9995700.00 0.0029 N 9996836.00 9996836.00 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959HZG5 Financial Company Commercial Paper First Tier Security 2013-12-16 2013-12-16 N N N 80000000.00 79917866.69 0.0228 N 79913360.00 79913360.00 General Electric Capital Corp. General Electric Capital Corp., 0.23% 36959HYC5 Financial Company Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 50000000.00 49957194.44 0.0142 N 49965180.00 49965180.00 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 9999513.89 0.0029 N 9999806.00 9999806.00 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 24993923.61 0.0071 N 24998152.50 24998152.50 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-07-03 2013-09-03 N N N 5000000.00 5000000.00 0.0014 N 5001095.00 5001095.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAM6 Financial Company Commercial Paper First Tier Security 2013-07-09 2013-12-09 N N N 75000000.00 75000000.00 0.0214 N 75016275.00 75016275.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-07-24 2013-12-24 N N N 50000000.00 50000000.00 0.0143 N 50011700.00 50011700.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-07-26 2013-11-26 N N N 26000000.00 26000000.00 0.0074 N 26007306.00 26007306.00 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 25967933.34 0.0074 N 25975825.20 25975825.20 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.20% 60682WVF2 Financial Company Commercial Paper First Tier Security 2013-08-15 2013-08-15 N N N 75000000.00 74981249.98 0.0214 N 74977800.00 74977800.00 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 99978472.22 0.0285 N 99979950.00 99979950.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.16% 6323A0U22 Financial Company Commercial Paper First Tier Security 2013-07-02 2013-07-02 N N N 37000000.00 36999835.56 0.0106 N 36999382.10 36999382.10 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.16% 6323A0U22 Financial Company Commercial Paper First Tier Security 2013-07-02 2013-07-02 N N N 53000000.00 52999764.45 0.0151 N 52999114.90 52999114.90 National Australia Funding, Inc. National Australia Funding, Inc., 0.18% 63253JWQ9 Financial Company Commercial Paper First Tier Security 2013-09-24 2013-09-24 N N N 17000000.00 16992775.00 0.0048 N 16993047.00 16993047.00 Nationwide Building Society Nationwide Building Society, 0.20% 6385E0VK6 Financial Company Commercial Paper First Tier Security 2013-08-19 2013-08-19 N N N 2920000.00 2919205.11 0.0008 N 2918972.16 2918972.16 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 21000000.00 0.0060 N 20999842.50 20999842.50 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 5998658.33 0.0017 N 5999014.20 5999014.20 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 4998658.33 0.0014 N 4999000.00 4999000.00 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 5998236.67 0.0017 N 5998674.60 5998674.60 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 7999233.33 0.0023 N 7999720.00 7999720.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXQ9 Financial Company Commercial Paper First Tier Security 2013-10-24 2013-10-24 N N N 13000000.00 12989410.42 0.0037 N 12989858.70 12989858.70 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXU0 Financial Company Commercial Paper First Tier Security 2013-10-28 2013-10-28 N N N 13000000.00 12989042.08 0.0037 N 12989353.00 12989353.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXW6 Financial Company Commercial Paper First Tier Security 2013-10-30 2013-10-30 N N N 19000000.00 18983715.42 0.0054 N 18984140.70 18984140.70 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.23% 86958FX44 Financial Company Commercial Paper First Tier Security 2013-10-04 2013-10-04 N N N 55000000.00 54966618.07 0.0157 N 54969656.50 54969656.50 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 7996553.33 0.0023 N 7997362.40 7997362.40 Swedbank AB Swedbank AB, 0.24% 87019RW69 Financial Company Commercial Paper First Tier Security 2013-09-06 2013-09-06 N N N 50000000.00 49977666.66 0.0143 N 49980910.00 49980910.00 Swedbank AB Swedbank AB, 0.24% 87019RWD4 Financial Company Commercial Paper First Tier Security 2013-09-13 2013-09-13 N N N 16000000.00 15992106.67 0.0046 N 15993099.20 15993099.20 Swedbank AB Swedbank AB, 0.24% 87019RWP7 Financial Company Commercial Paper First Tier Security 2013-09-23 2013-09-23 N N N 30000000.00 29983200.00 0.0086 N 29984919.00 29984919.00 Swedbank AB Swedbank AB, 0.24% 87019RWP7 Financial Company Commercial Paper First Tier Security 2013-09-23 2013-09-23 N N N 70000000.00 69960800.00 0.0200 N 69964811.00 69964811.00 Swedbank AB Swedbank AB, 0.24% 87019RWT9 Financial Company Commercial Paper First Tier Security 2013-09-27 2013-09-27 N N N 14000000.00 13991786.67 0.0040 N 13992556.20 13992556.20 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 5996480.00 0.0017 N 5997871.80 5997871.80 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 74958333.33 0.0214 N 74976135.00 74976135.00 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.25% 89116FBJ8 Financial Company Commercial Paper First Tier Security 2014-02-18 2014-02-18 N N N 9000000.00 8985500.00 0.0026 N 8984548.80 8984548.80 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 89981249.99 0.0257 N 89992575.00 89992575.00 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 10994958.33 0.0031 N 10997723.00 10997723.00 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 3998000.00 0.0011 N 3999000.00 3999000.00 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 24975479.16 0.0071 N 24983195.00 24983195.00 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 39982500.00 0.0114 N 39991360.00 39991360.00 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 8995712.50 0.0026 N 8997863.40 8997863.40 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.21% 91127PXB2 Financial Company Commercial Paper First Tier Security 2013-10-11 2013-10-11 N N N 39094000.00 39070739.07 0.0111 N 39067204.97 39067204.97 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.22% 91127PX89 Financial Company Commercial Paper First Tier Security 2013-10-08 2013-10-08 N N N 33000000.00 32980034.99 0.0094 N 32978309.10 32978309.10 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-07-01 2013-07-01 N N N 7000000.00 7000000.00 0.0020 N 7000000.00 7000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-07-05 2013-07-05 N N N 3000000.00 3000000.00 0.0009 N 3000015.00 3000015.00 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 7000000.00 7000000.00 0.0020 N 7000105.00 7000105.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.18% 53127TVG5 Asset Backed Commercial Paper First Tier Security 2013-08-16 2013-08-16 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 24700000.00 24694319.00 0.0070 N 24693444.62 24693444.62 Liberty Street Funding LLC Liberty Street Funding LLC, 0.19% 53127TW58 Asset Backed Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 8317000.00 8314102.91 0.0024 N 8313556.76 8313556.76 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TV59 Asset Backed Commercial Paper First Tier Security 2013-08-05 2013-08-05 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 26000000.00 25994944.44 0.0074 N 25995031.40 25995031.40 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TW41 Asset Backed Commercial Paper First Tier Security 2013-09-04 2013-09-04 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 52000000.00 51981222.23 0.0148 N 51978882.80 51978882.80 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TWC3 Asset Backed Commercial Paper First Tier Security 2013-09-12 2013-09-12 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 15000000.00 14993916.67 0.0043 N 14993001.00 14993001.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TWP4 Asset Backed Commercial Paper First Tier Security 2013-09-23 2013-09-23 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 13000000.00 12993933.33 0.0037 N 12992837.00 12992837.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TWS8 Asset Backed Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 31000000.00 30985016.65 0.0088 N 30982175.00 30982175.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.19% 56274LUJ1 Asset Backed Commercial Paper First Tier Security 2013-07-18 2013-07-18 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 127000000.00 126988605.31 0.0362 N 126988011.20 126988011.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LUA0 Asset Backed Commercial Paper First Tier Security 2013-07-10 2013-07-10 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 14000000.00 13999300.00 0.0040 N 13999206.20 13999206.20 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 5999966.67 0.0017 N 5999933.40 5999933.40 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 10999572.22 0.0031 N 10999694.20 10999694.20 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 36997122.22 0.0106 N 36998253.60 36998253.60 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 30023331.02 0.0086 N 30024414.63 30024414.63 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4V19 Asset Backed Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 30000000.00 29994833.33 0.0086 N 29996940.00 29996940.00 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4V92 Asset Backed Commercial Paper First Tier Security 2013-08-09 2013-08-09 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 32031000.00 32024059.95 0.0091 N 32026365.11 32026365.11 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4VD3 Asset Backed Commercial Paper First Tier Security 2013-08-13 2013-08-13 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 20000000.00 19995222.22 0.0057 N 19996678.00 19996678.00 Credit Suisse Credit Suisse, 0.29% 22533HAA0 Other Commercial Paper First Tier Security 2013-07-05 2013-12-05 N N N 24000000.00 24000000.00 0.0068 N 23988888.00 23988888.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796BR9 Treasury Debt First Tier Security 2013-12-26 2013-12-26 N N N 50000000.00 49974041.68 0.0143 N 49976500.00 49976500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.21% 912828RW2 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 61000000.00 60991048.01 0.0174 N 61000000.00 61000000.00 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 20024787.62 0.0057 N 20028120.00 20028120.00 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 19998713.24 0.0057 N 20001560.00 20001560.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828PZ7 Treasury Debt First Tier Security 2014-03-15 2014-03-15 N N N 6000000.00 6046440.24 0.0017 N 6046404.00 6046404.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.16% 912828KJ8 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 22000000.00 22262113.46 0.0063 N 22260392.00 22260392.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828SL5 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 4000000.00 4002781.89 0.0011 N 4002500.00 4002500.00 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 14005292.61 0.0040 N 14008204.00 14008204.00 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 15997874.25 0.0046 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 5032288.66 0.0014 N 5033985.00 5033985.00 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 31132920.20 0.0089 N 31146537.00 31146537.00 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 4019829.28 0.0011 N 4020624.00 4020624.00 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 40604985.75 0.0116 N 40615640.00 40615640.00 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 31033837.64 0.0089 N 31044795.00 31044795.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.05% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 18700000.00 18700000.00 0.0053 N 18700000.00 18700000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.05% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 74285000.00 74285000.00 0.0212 N 74285000.00 74285000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.07% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 Y BANK OF AMERICA NA N/A N/A N N 26230000.00 26230000.00 0.0075 N 26230000.00 26230000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.07% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 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 0.0019 N 6700000.00 6700000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.06% (Elon Univ. Proj.) Series 2006, LOC U.S. Bank NA, Cincinnati VRDN 65819GCS5 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 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 0.0044 N 15575000.00 15575000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.08% (Univ. Health Systems of Eastern Carolina) Series 2008 B, LOC Branch Banking & 65821DAZ4 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 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 0.0005 N 1650000.00 1650000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.10% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A1, LOC Bank of Am 65821DCB5 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 48170000.00 48170000.00 0.0137 N 48170000.00 48170000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.06% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 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 0.0169 N 59250000.00 59250000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.05% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0018 N 6400000.00 6400000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.05% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 4300000.00 4300000.00 0.0012 N 4300000.00 4300000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.05% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6000000.00 6000000.00 0.0017 N 6000000.00 6000000.00 Fannie Mae Fannie Mae, 0.17% 3135G0PG2 Government Agency Debt First Tier Security 2013-07-11 2014-09-11 N N N 21000000.00 20995052.55 0.0060 N 21010542.00 21010542.00 Fannie Mae Fannie Mae, 0.20% 3135G0HB2 Government Agency Debt First Tier Security 2013-07-20 2015-01-20 N N N 32000000.00 32003919.35 0.0091 N 32024128.00 32024128.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381JE6 Government Agency Debt First Tier Security 2013-07-25 2014-06-25 N N N 30000000.00 29994011.41 0.0086 N 30012060.00 30012060.00 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 15998933.46 0.0046 N 16002352.00 16002352.00 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 9091750.03 0.0026 N 9092610.00 9092610.00 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 999857.65 0.0003 N 999978.00 999978.00 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 1000441.93 0.0003 N 1000569.00 1000569.00 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 3999753.85 0.0011 N 4000432.00 4000432.00 Freddie Mac Freddie Mac, 0.19% 3134G32P4 Government Agency Debt First Tier Security 2013-07-05 2014-12-05 N N N 70000000.00 70000000.00 0.0200 N 70042350.00 70042350.00 Freddie Mac Freddie Mac, 0.19% 3134G4C97 Government Agency Debt First Tier Security 2013-07-26 2015-06-26 N N N 33000000.00 32993445.21 0.0094 N 33000165.00 33000165.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.1%, dated 6/28/2013 due 07/01/2013 48N99XCU5_07629 Treasury Repurchase Agreement Y US TREASURY 2013-10-15 2020-11-15 0.5 - 2.625 Treasury Debt 278729149.22 282029304.29 Unrated Security 2013-07-01 2013-07-01 N N N 276497000.00 276497000.00 0.0789 N 276497000.00 276497000.00 RBS Securities, Inc. RBS Securities, Inc., 0.08% 45J9933R9 0000808379 Treasury Repurchase Agreement Y US TREASURY 2014-06-30 2016-09-30 2.625 - 3 Treasury Debt 94702500.00 102005967.10 First Tier Security 2013-07-05 2013-07-05 Y RBS SECURITIES INC (GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0285 N 100000000.00 100000000.00