N-MFP LIVE N 2013-07-31 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 55 96 3229698971.71 224361330.07 223934916.78 3230125385.00 0.0019 1.0008 2013-07-31 1.0008 2013-07-31 C000020486 1.00 3230125385.00 1.00 -276911974.98 713530927.24 990442902.22 0.0001 1.0008 2013-07-31 1.0008 2013-07-31 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 6998075.00 0.0022 N 6998907.30 6998907.30 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 15995520.00 0.0050 N 15997467.20 15997467.20 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 16999905.56 0.0053 N 16999925.20 16999925.20 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 11995060.00 0.0037 N 11996409.60 11996409.60 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JY80 Financial Company Commercial Paper First Tier Security 2013-11-08 2013-11-08 N N N 35000000.00 34980750.01 0.0108 N 34985093.50 34985093.50 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 31467624.99 0.0097 N 31474056.60 31474056.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06741GTF2 Financial Company Commercial Paper First Tier Security 2013-10-08 2013-10-08 N N N 4000000.00 3998035.55 0.0012 N 3998727.20 3998727.20 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.27% 06741GTG0 Financial Company Commercial Paper First Tier Security 2013-10-31 2013-10-31 N N N 26000000.00 25982255.00 0.0080 N 25987884.00 25987884.00 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 23991413.33 0.0074 N 23992932.00 23992932.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HX20 Financial Company Commercial Paper First Tier Security 2013-10-02 2013-10-02 N N N 32000000.00 31987324.44 0.0099 N 31989136.00 31989136.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.18% 20272DX88 Financial Company Commercial Paper First Tier Security 2013-10-08 2013-10-08 N N N 9000000.00 8996940.00 0.0028 N 8997999.30 8997999.30 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 11999583.33 0.0037 N 11999960.40 11999960.40 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 1998041.67 0.0006 N 1998761.40 1998761.40 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 13996535.00 0.0043 N 13997977.00 13997977.00 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 16999272.78 0.0053 N 16999794.30 16999794.30 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 14999358.33 0.0046 N 14999818.50 14999818.50 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 49996333.33 0.0155 N 49998690.00 49998690.00 DNB Bank ASA DNB Bank ASA, 0.11% 2332K0V58 Financial Company Commercial Paper First Tier Security 2013-08-05 2013-08-05 N N N 77429000.00 77428053.63 0.0240 N 77427761.14 77427761.14 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 18000000.00 0.0056 N 17999974.80 17999974.80 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 9997250.00 0.0031 N 9998336.00 9998336.00 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 79933022.24 0.0247 N 79941736.00 79941736.00 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 49967097.22 0.0155 N 49979200.00 49979200.00 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 24999305.56 0.0077 N 24999687.50 24999687.50 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAM6 Financial Company Commercial Paper First Tier Security 2013-08-09 2013-12-09 N N N 75000000.00 75000000.00 0.0232 N 75020775.00 75020775.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-08-24 2013-12-24 N N N 50000000.00 50000000.00 0.0155 N 50015550.00 50015550.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-08-27 2013-11-26 N N N 26000000.00 26000000.00 0.0080 N 26009022.00 26009022.00 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 25974650.00 0.0080 N 25984803.00 25984803.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.11% 53943RV71 Financial Company Commercial Paper First Tier Security 2013-08-07 2013-08-07 N N N 82000000.00 81998564.98 0.0254 N 81998278.00 81998278.00 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 74994166.66 0.0232 N 74995627.50 74995627.50 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 100000000.00 0.0310 N 99999670.00 99999670.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.14% 6323A0V62 Financial Company Commercial Paper First Tier Security 2013-08-06 2013-08-06 N N N 82000000.00 81998405.58 0.0254 N 81998089.40 81998089.40 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.15% 6323A0V62 Financial Company Commercial Paper First Tier Security 2013-08-06 2013-08-06 N N N 10000000.00 9999791.67 0.0031 N 9999750.00 9999750.00 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 16995410.00 0.0053 N 16996441.90 16996441.90 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 2919708.00 0.0009 N 2919748.88 2919748.88 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 5999846.67 0.0019 N 5999933.40 5999933.40 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 4999648.61 0.0015 N 4999834.50 4999834.50 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 5999425.00 0.0019 N 5999698.80 5999698.80 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 12992265.00 0.0040 N 12994382.70 12994382.70 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 12991896.66 0.0040 N 12993926.40 12993926.40 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 18987887.50 0.0059 N 18990842.00 18990842.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562KXJ8 Financial Company Commercial Paper First Tier Security 2013-10-18 2013-10-18 N N N 150000000.00 149928500.03 0.0464 N 149929230.00 149929230.00 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 54977511.13 0.0170 N 54984407.50 54984407.50 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 7998172.22 0.0025 N 7998960.00 7998960.00 Swedbank AB Swedbank AB, 0.24% 87019RW69 Financial Company Commercial Paper First Tier Security 2013-09-06 2013-09-06 N N N 40000000.00 39990400.00 0.0124 N 39993436.00 39993436.00 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 15995413.33 0.0050 N 15996708.80 15996708.80 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 29989400.00 0.0093 N 29992080.00 29992080.00 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 69975266.66 0.0217 N 69981520.00 69981520.00 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 13994680.00 0.0043 N 13995977.80 13995977.80 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 5997720.00 0.0019 N 5999242.80 5999242.80 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 74974479.16 0.0232 N 74992327.50 74992327.50 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 8987437.50 0.0028 N 8990035.20 8990035.20 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 10997326.39 0.0034 N 10998746.00 10998746.00 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 3998861.11 0.0012 N 3999449.20 3999449.20 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 24982583.33 0.0077 N 24990517.50 24990517.50 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 39994555.56 0.0124 N 39998332.00 39998332.00 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 8998425.00 0.0028 N 8999495.10 8999495.10 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 39077808.57 0.0121 N 39080238.91 39080238.91 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 32986286.66 0.0102 N 32989119.90 32989119.90 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 LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 13700000.00 13698972.50 0.0042 N 13699073.88 13699073.88 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 8315463.66 0.0026 N 8315552.84 8315552.84 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 14996500.00 0.0046 N 14996793.00 14996793.00 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 LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 13000000.00 12996172.22 0.0040 N 12996373.00 12996373.00 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 30990355.55 0.0096 N 30990771.30 30990771.30 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LVL5 Asset Backed Commercial Paper First Tier Security 2013-08-20 2013-08-20 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 12000000.00 11998733.33 0.0037 N 11998946.40 11998946.40 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 30000000.00 0.0093 N 29999916.00 29999916.00 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 32029576.40 0.0099 N 32030199.23 32030199.23 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 19998666.67 0.0062 N 19999278.00 19999278.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.21% 82124LX98 Asset Backed Commercial Paper First Tier Security 2013-10-09 2013-10-09 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 45000000.00 44981887.50 0.0139 N 44984250.00 44984250.00 Credit Suisse Credit Suisse, 0.29% 22533HAA0 Other Commercial Paper First Tier Security 2013-08-05 2013-12-05 N N N 24000000.00 24000000.00 0.0074 N 23991240.00 23991240.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BAN9 Other Commercial Paper First Tier Security 2014-01-22 2014-01-22 N N N 25000000.00 24977041.66 0.0077 N 24980920.00 24980920.00 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 49978562.51 0.0155 N 49987750.00 49987750.00 U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.20% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 66000000.00 66001398.35 0.0204 N 66002574.00 66002574.00 U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.21% 912828JW1 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 47000000.00 47270129.88 0.0146 N 47275373.00 47275373.00 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 60992564.47 0.0189 N 61007137.00 61007137.00 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 20014676.88 0.0062 N 20016400.00 20016400.00 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 19999151.58 0.0062 N 20002340.00 20002340.00 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 6040838.50 0.0019 N 6042888.00 6042888.00 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 4002466.00 0.0012 N 4003752.00 4003752.00 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 22232349.65 0.0069 N 22238898.00 22238898.00 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 14004213.19 0.0043 N 14008750.00 14008750.00 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 31112109.46 0.0096 N 31128371.00 31128371.00 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 4006169.11 0.0012 N 4006248.00 4006248.00 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 31026180.95 0.0096 N 31038750.00 31038750.00 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 40468091.17 0.0125 N 40482800.00 40482800.00 Fannie Mae Fannie Mae, 0.14% 313589QZ9 Government Agency Debt First Tier Security 2013-12-26 2013-12-26 N N N 6000000.00 5996619.00 0.0019 N 5998530.00 5998530.00 Fannie Mae Fannie Mae, 0.17% 3135G0PG2 Government Agency Debt First Tier Security 2013-08-11 2014-09-11 N N N 21000000.00 20995403.52 0.0065 N 21008820.00 21008820.00 Fannie Mae Fannie Mae, 0.20% 3135G0HB2 Government Agency Debt First Tier Security 2013-08-20 2015-01-20 N N N 32000000.00 32003705.44 0.0099 N 32024800.00 32024800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313385QZ2 Government Agency Debt First Tier Security 2013-12-26 2013-12-26 N N N 9000000.00 8995038.75 0.0028 N 8997795.00 8997795.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313383SZ5 Government Agency Debt First Tier Security 2014-04-29 2014-04-29 N N N 35000000.00 34996873.08 0.0108 N 34994960.00 34994960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381JE6 Government Agency Debt First Tier Security 2013-08-25 2014-06-25 N N N 30000000.00 29994528.53 0.0093 N 30009450.00 30009450.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313383DC2 Government Agency Debt First Tier Security 2014-03-28 2014-03-28 N N N 7000000.00 6997618.00 0.0022 N 6999132.00 6999132.00 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 15999239.60 0.0050 N 16003376.00 16003376.00 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 9065655.98 0.0028 N 9067626.00 9067626.00 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 999940.91 0.0003 N 1000021.00 1000021.00 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 1000205.73 0.0003 N 1000307.00 1000307.00 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 3999849.23 0.0012 N 4000532.00 4000532.00 Freddie Mac Freddie Mac, 0.14% 313397RD5 Government Agency Debt First Tier Security 2013-12-30 2013-12-30 N N N 10000000.00 9994337.50 0.0031 N 9997480.00 9997480.00 Freddie Mac Freddie Mac, 0.17% 3134G4BB3 Government Agency Debt First Tier Security 2014-03-27 2014-03-27 N N N 19000000.00 18996659.12 0.0059 N 19002052.00 19002052.00 Freddie Mac Freddie Mac, 0.18% 3134G4DT2 Government Agency Debt First Tier Security 2013-08-16 2015-07-16 N N N 15000000.00 14997027.43 0.0046 N 15000750.00 15000750.00 Freddie Mac Freddie Mac, 0.18% 3134G4DU9 Government Agency Debt First Tier Security 2013-08-17 2015-07-17 N N N 15000000.00 14997023.27 0.0046 N 15000705.00 15000705.00 Freddie Mac Freddie Mac, 0.18% 3134G4C97 Government Agency Debt First Tier Security 2013-08-26 2015-06-26 N N N 33000000.00 32993725.48 0.0102 N 33003696.00 33003696.00 Freddie Mac Freddie Mac, 0.19% 3134G32P4 Government Agency Debt First Tier Security 2013-08-05 2014-12-05 N N N 70000000.00 70000000.00 0.0217 N 70040180.00 70040180.00 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 2013-08-07 2013-08-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 22300000.00 22300000.00 0.0069 N 22300000.00 22300000.00 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 2013-08-07 2013-08-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 81500000.00 81500000.00 0.0252 N 81500000.00 81500000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.06% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BANK OF AMERICA NA N/A N/A N N 26230000.00 26230000.00 0.0081 N 26230000.00 26230000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.06% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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 0.0021 N 6700000.00 6700000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.04% (Elon Univ. Proj.) Series 2006, LOC U.S. Bank NA, Cincinnati VRDN 65819GCS5 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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 0.0048 N 15575000.00 15575000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.07% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 B, LOC Branch Bank 65821DAZ4 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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 0.0005 N 1650000.00 1650000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.08% (Univ. Health Systems of Eastern Carolina Proj.) Series 2008 A1, LOC Bank of Am 65821DCB5 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 48170000.00 48170000.00 0.0149 N 48170000.00 48170000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.05% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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 0.0183 N 59250000.00 59250000.00 Orange Wtr. & Swr. Auth. Orange Wtr. & Swr. Auth., 0.05% Series 2004 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 685349DD1 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 7000000.00 7000000.00 0.0022 N 7000000.00 7000000.00 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 2013-08-07 2013-08-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0020 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 2013-08-07 2013-08-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 4300000.00 4300000.00 0.0013 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 2013-08-07 2013-08-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6000000.00 6000000.00 0.0019 N 6000000.00 6000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.07%, dated 7/31/2013 due 08/01/2013 48N99XQQ9_53651 Treasury Repurchase Agreement Y US TREASURY 2014-07-31 2020-05-31 0.125 - 4.25 Treasury Debt 65777.43 66300.12 Unrated Security 2013-08-01 2013-08-01 N N N 65000.00 65000.00 0.0000 N 65000.00 65000.00 RBS Securities, Inc. RBS Securities, Inc., 0.08% 45J9933R9 0000808379 Treasury Repurchase Agreement Y US TREASURY 2015-06-15 2017-10-31 0.375 - 0.75 Treasury Debt 101948700.00 102016924.15 First Tier Security 2013-08-02 2013-08-02 Y RBS SECURITIES INC (GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0310 N 100000000.00 100000000.00