N-MFP LIVE N 2013-08-31 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 53 93 3069389865.71 67286867.36 490789.30 3136185943.77 0.0018 1.0008 2013-08-30 1.0008 2013-08-30 C000020486 1.00 3136185943.77 1.00 -93960509.93 628059326.50 722019836.43 0.0001 1.0008 2013-08-30 1.0008 2013-08-30 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 6999160.00 0.0022 N 6999545.00 6999545.00 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 15998000.00 0.0051 N 15998920.00 15998920.00 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 11997023.33 0.0038 N 11998192.80 11998192.80 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 34986777.79 0.0112 N 34989542.00 34989542.00 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 31474406.24 0.0100 N 31479279.30 31479279.30 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 3998931.11 0.0013 N 3999367.20 3999367.20 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 25988300.00 0.0083 N 25992311.80 25992311.80 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 23996166.67 0.0077 N 23997355.20 23997355.20 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 31993662.22 0.0102 N 31995481.60 31995481.60 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.24% 0556N0Z24 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 13000000.00 12992026.66 0.0041 N 12992045.30 12992045.30 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 8998335.00 0.0029 N 8999044.20 8999044.20 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 1998472.22 0.0006 N 1998944.20 1998944.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272AEC6 Financial Company Commercial Paper First Tier Security 2013-10-04 2014-03-28 N N N 32000000.00 32009749.63 0.0102 N 32007744.00 32007744.00 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 13999790.00 0.0045 N 13999844.60 13999844.60 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 9998800.00 0.0032 N 9999494.00 9999494.00 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 79948177.79 0.0255 N 79965920.00 79965920.00 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 49977000.00 0.0159 N 49988285.00 49988285.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-09-24 2013-12-24 N N N 50000000.00 50000000.00 0.0159 N 50015550.00 50015550.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-09-26 2013-11-26 N N N 26000000.00 26000000.00 0.0083 N 26007384.00 26007384.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAM6 Financial Company Commercial Paper First Tier Security 2013-09-09 2013-12-09 N N N 75000000.00 75000000.00 0.0239 N 75019950.00 75019950.00 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 10000000.00 9992833.33 0.0032 N 9995885.00 9995885.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.14% 6323A0W38 Financial Company Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N N 82000000.00 81999362.22 0.0261 N 81998720.80 81998720.80 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 16998045.00 0.0054 N 16998884.80 16998884.80 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0YC1 Financial Company Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 9000000.00 8995860.00 0.0029 N 8995195.80 8995195.80 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0YE7 Financial Company Commercial Paper First Tier Security 2013-11-14 2013-11-14 N N N 3000000.00 2998581.67 0.0010 N 2998351.20 2998351.20 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0YS6 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 3000000.00 2998351.67 0.0010 N 2998032.30 2998032.30 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.19% 69033QYC6 Financial Company Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 75000000.00 74972249.97 0.0239 N 74963047.50 74963047.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.20% 83050TY47 Financial Company Commercial Paper First Tier Security 2013-11-04 2013-11-04 N N N 21000000.00 20992533.32 0.0067 N 20994533.70 20994533.70 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.20% 83050TYN5 Financial Company Commercial Paper First Tier Security 2013-11-22 2013-11-22 N N N 24000000.00 23989066.66 0.0076 N 23990032.80 23990032.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.22% 83050TZJ3 Financial Company Commercial Paper First Tier Security 2013-12-18 2013-12-18 N N N 12800000.00 12791551.99 0.0041 N 12791799.04 12791799.04 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 12995119.58 0.0041 N 12997484.50 12997484.50 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 12994751.25 0.0041 N 12997244.00 12997244.00 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 18992059.58 0.0061 N 18995761.10 18995761.10 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 149956916.68 0.0478 N 149961210.00 149961210.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.21% 86563GY71 Financial Company Commercial Paper First Tier Security 2013-11-07 2013-11-07 N N N 50000000.00 49980458.33 0.0159 N 49980640.00 49980640.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.21% 86563GYJ5 Financial Company Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N N 100000000.00 99954500.02 0.0319 N 99951780.00 99951780.00 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 54988404.17 0.0175 N 54992140.50 54992140.50 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 7999791.11 0.0026 N 7999893.60 7999893.60 Swedbank AB Swedbank AB, 0.24% 87019RW69 Financial Company Commercial Paper First Tier Security 2013-09-06 2013-09-06 N N N 25000000.00 24999166.67 0.0080 N 24999515.00 24999515.00 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 15998720.00 0.0051 N 15999265.60 15999265.60 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 69989733.34 0.0223 N 69993637.00 69993637.00 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 29995600.00 0.0096 N 29997273.00 29997273.00 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 13997573.33 0.0045 N 13998412.40 13998412.40 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.24% 89116EWT6 Financial Company Commercial Paper First Tier Security 2013-09-27 2013-09-27 N N N 6000000.00 5998960.00 0.0019 N 5999765.40 5999765.40 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.25% 89116EWK5 Financial Company Commercial Paper First Tier Security 2013-09-19 2013-09-19 N N N 75000000.00 74990625.00 0.0239 N 74997930.00 74997930.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.25% 89116FBJ8 Financial Company Commercial Paper First Tier Security 2014-02-18 2014-02-18 N N N 9000000.00 8989375.00 0.0029 N 8992876.50 8992876.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.23% 89233HAV6 Financial Company Commercial Paper First Tier Security 2014-01-29 2014-01-29 N N N 50000000.00 49952083.33 0.0159 N 49957635.00 49957635.00 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 10999694.44 0.0035 N 10999926.30 10999926.30 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 3999722.22 0.0013 N 3999921.60 3999921.60 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 24989687.50 0.0080 N 24995300.00 24995300.00 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 39084878.07 0.0125 N 39087795.78 39087795.78 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 32992538.33 0.0105 N 32995281.00 32995281.00 Gotham Funding Corp. Gotham Funding Corp., 0.16% 38346LWK8 Asset Backed Commercial Paper First Tier Security 2013-09-19 2013-09-19 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 47430000.00 47426205.59 0.0151 N 47426101.25 47426101.25 Gotham Funding Corp. Gotham Funding Corp., 0.20% 38346LXR2 Asset Backed Commercial Paper First Tier Security 2013-10-25 2013-10-25 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 25000000.00 24992500.01 0.0080 N 24993117.50 24993117.50 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 8316824.42 0.0027 N 8316819.52 8316819.52 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 14999083.33 0.0048 N 14999253.00 14999253.00 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 12998411.11 0.0041 N 12998674.00 12998674.00 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 30995694.44 0.0099 N 30996351.30 30996351.30 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 LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 45000000.00 44990025.00 0.0143 N 44992651.50 44992651.50 Credit Suisse Credit Suisse, 0.29% 22533HAA0 Other Commercial Paper First Tier Security 2013-09-05 2013-12-05 N N N 24000000.00 24000000.00 0.0077 N 24003696.00 24003696.00 National Oilwell Varco, Inc. National Oilwell Varco, Inc., 0.09% 63707QWS1 Other Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N N 25219000.00 25217423.81 0.0080 N 25216220.87 25216220.87 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 24981131.94 0.0080 N 24990232.50 24990232.50 U.S. Treasury Bills U.S. Treasury Bills, 0.05% 9127957K1 Treasury Debt First Tier Security 2013-09-19 2013-09-19 N N N 150963000.00 150959225.80 0.0481 N 150961792.30 150961792.30 U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796AZ2 Treasury Debt First Tier Security 2013-09-05 2013-09-05 N N N 17149000.00 17148885.67 0.0055 N 17148982.85 17148982.85 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 49983083.34 0.0159 N 49994850.00 49994850.00 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 52000000.00 52238052.63 0.0167 N 52241696.00 52241696.00 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 60994080.92 0.0194 N 61011895.00 61011895.00 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 20004566.14 0.0064 N 20003900.00 20003900.00 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 19999589.93 0.0064 N 20000780.00 20000780.00 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 6035236.76 0.0019 N 6037032.00 6037032.00 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 4002150.11 0.0013 N 4003592.00 4003592.00 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 22202585.86 0.0071 N 22207966.00 22207966.00 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 14003133.78 0.0045 N 14006020.00 14006020.00 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 31091298.72 0.0099 N 31106578.00 31106578.00 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 31018524.26 0.0099 N 31026629.00 31026629.00 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 40331196.58 0.0129 N 40331240.00 40331240.00 Fannie Mae Fannie Mae, 0.14% 313589QZ9 Government Agency Debt First Tier Security 2013-12-26 2013-12-26 N N N 6000000.00 5997332.00 0.0019 N 5999616.00 5999616.00 Fannie Mae Fannie Mae, 0.17% 3135G0PG2 Government Agency Debt First Tier Security 2013-09-11 2014-09-11 N N N 21000000.00 20995754.48 0.0067 N 21010584.00 21010584.00 Fannie Mae Fannie Mae, 0.19% 3135G0HB2 Government Agency Debt First Tier Security 2013-09-20 2015-01-20 N N N 32000000.00 32003491.54 0.0102 N 32025344.00 32025344.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385PE0 Government Agency Debt First Tier Security 2013-11-13 2013-11-13 N N N 50000000.00 49991888.90 0.0159 N 49998000.00 49998000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385PM2 Government Agency Debt First Tier Security 2013-11-20 2013-11-20 N N N 50000000.00 49991666.68 0.0159 N 49997800.00 49997800.00 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 8996085.00 0.0029 N 8999424.00 8999424.00 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 34997230.77 0.0112 N 34995520.00 34995520.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313381JE6 Government Agency Debt First Tier Security 2013-09-25 2014-06-25 N N N 30000000.00 29995045.65 0.0096 N 30011940.00 30011940.00 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 6997926.96 0.0022 N 6999363.00 6999363.00 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 15999545.73 0.0051 N 16002144.00 16002144.00 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 9039561.94 0.0029 N 9039636.00 9039636.00 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 3999944.62 0.0013 N 4000196.00 4000196.00 Freddie Mac Freddie Mac, 0.14% 313397RD5 Government Agency Debt First Tier Security 2013-12-30 2013-12-30 N N N 10000000.00 9995500.00 0.0032 N 9999340.00 9999340.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2013-09-16 2015-07-16 N N N 15000000.00 14997156.49 0.0048 N 15002115.00 15002115.00 Freddie Mac Freddie Mac, 0.17% 3134G4DU9 Government Agency Debt First Tier Security 2013-09-17 2015-07-17 N N N 15000000.00 14997152.33 0.0048 N 15002070.00 15002070.00 Freddie Mac Freddie Mac, 0.17% 3134G4C97 Government Agency Debt First Tier Security 2013-09-26 2015-06-26 N N N 33000000.00 32994005.75 0.0105 N 33006567.00 33006567.00 Freddie Mac Freddie Mac, 0.17% 3134G4BB3 Government Agency Debt First Tier Security 2014-03-27 2014-03-27 N N N 19000000.00 18997094.28 0.0061 N 19001121.00 19001121.00 Freddie Mac Freddie Mac, 0.19% 3134G32P4 Government Agency Debt First Tier Security 2013-09-05 2014-12-05 N N N 70000000.00 70000000.00 0.0223 N 70043330.00 70043330.00 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 2013-09-06 2013-09-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 22300000.00 22300000.00 0.0071 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 2013-09-06 2013-09-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 81500000.00 81500000.00 0.0260 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 2013-09-06 2013-09-06 Y BANK OF AMERICA NA N/A N/A N N 26230000.00 26230000.00 0.0084 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 2013-09-06 2013-09-06 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., 0.05% (Elon Univ. Proj.) Series 2006, LOC U.S. Bank NA, Cincinnati VRDN 65819GCS5 Variable Rate Demand Note First Tier Security 2013-09-06 2013-09-06 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 0.0050 N 15575000.00 15575000.00 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 2013-09-06 2013-09-06 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 59200000.00 59200000.00 0.0189 N 59200000.00 59200000.00 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 2013-09-06 2013-09-06 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 930863XS9 Variable Rate Demand Note First Tier Security 2013-09-06 2013-09-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 4300000.00 4300000.00 0.0014 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 2013-09-06 2013-09-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6000000.00 6000000.00 0.0019 N 6000000.00 6000000.00 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 2013-09-06 2013-09-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0020 N 6400000.00 6400000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.04%, dated 8/30/2013 due 09/03/2013 48N99X4P5_07629 Treasury Repurchase Agreement Y US TREASURY 2013-11-29 2017-08-15 0 - 4.75 Treasury Debt 4374734.49 4432939.87 Unrated Security 2013-09-03 2013-09-03 N N N 4346000.00 4346000.00 0.0014 N 4346000.00 4346000.00