N-MFP LIVE N 2013-09-30 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 51 86 3270841626.69 138983623.19 138208111.31 3271617138.57 0.0018 1.0008 2013-09-30 1.0008 2013-09-30 C000020486 1.00 3271617138.57 1.00 135429769.11 841889788.30 706460019.19 0.0001 1.0008 2013-09-30 1.0008 2013-09-30 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 11998923.33 0.0037 N 11999820.00 11999820.00 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 34992611.12 0.0107 N 34997193.00 34997193.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416KAE0 Financial Company Commercial Paper First Tier Security 2014-01-14 2014-01-14 N N N 33000000.00 32980749.99 0.0101 N 32981473.80 32981473.80 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 31480968.75 0.0096 N 31486473.90 31486473.90 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 3999797.78 0.0012 N 3999916.40 3999916.40 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 25994150.00 0.0079 N 25996633.00 25996633.00 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 31999795.56 0.0098 N 31999820.80 31999820.80 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.22% 0556N0Z65 Financial Company Commercial Paper First Tier Security 2013-12-06 2013-12-06 N N N 13000000.00 12994756.67 0.0040 N 12995710.00 12995710.00 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 12994626.66 0.0040 N 12996064.90 12996064.90 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 8999685.00 0.0028 N 8999972.10 8999972.10 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 1998888.89 0.0006 N 1999460.00 1999460.00 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 32008343.44 0.0098 N 32009344.00 32009344.00 Credit Agricole North America Credit Agricole North America, 0.19% 22532AY10 Financial Company Commercial Paper First Tier Security 2013-11-01 2013-11-01 N N N 28000000.00 27995418.88 0.0086 N 27995993.20 27995993.20 Credit Suisse Credit Suisse, 0.28% 2254EBD16 Financial Company Commercial Paper First Tier Security 2014-04-01 2014-04-01 N N N 11000000.00 10984428.89 0.0034 N 10984679.20 10984679.20 Credit Suisse Credit Suisse, 0.28% 2254EBD73 Financial Company Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 5000000.00 4992688.89 0.0015 N 4992597.50 4992597.50 DNB Bank ASA DNB Bank ASA, 0.22% 2332K1AD2 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 11000000.00 10993167.78 0.0034 N 10993744.30 10993744.30 DNB Bank ASA DNB Bank ASA, 0.22% 2332K1AM2 Financial Company Commercial Paper First Tier Security 2014-01-21 2014-01-21 N N N 11000000.00 10992471.12 0.0034 N 10993163.50 10993163.50 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 79962844.45 0.0244 N 79981688.00 79981688.00 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 49986583.33 0.0153 N 49995400.00 49995400.00 ING U.S. Funding LLC ING U.S. Funding LLC, 0.20% 4497W0YE2 Financial Company Commercial Paper First Tier Security 2013-11-14 2013-11-14 N Y ING BANK NV N/A N/A N 42000000.00 41989733.32 0.0128 N 41991075.00 41991075.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAM6 Financial Company Commercial Paper First Tier Security 2013-10-09 2013-12-09 N N N 75000000.00 75000000.00 0.0229 N 75014025.00 75014025.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-10-24 2013-12-24 N N N 50000000.00 50000000.00 0.0153 N 50011650.00 50011650.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-10-28 2013-11-26 N N N 26000000.00 26000000.00 0.0079 N 26004940.00 26004940.00 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 9995333.33 0.0031 N 9997942.00 9997942.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.14% 6323A0X11 Financial Company Commercial Paper First Tier Security 2013-10-01 2013-10-01 N N N 100000000.00 100000000.00 0.0306 N 99999640.00 99999640.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.21% 6323A0Y10 Financial Company Commercial Paper First Tier Security 2013-11-01 2013-11-01 N N N 40000000.00 39992766.66 0.0122 N 39994180.00 39994180.00 Nationwide Building Society Nationwide Building Society, 0.21% 6385E0YR8 Financial Company Commercial Paper First Tier Security 2013-11-25 2013-11-25 N N N 10000000.00 9996791.66 0.0031 N 9996386.00 9996386.00 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 8997585.00 0.0028 N 8997767.10 8997767.10 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 2999156.67 0.0009 N 2999212.50 2999212.50 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 2998926.67 0.0009 N 2998888.50 2998888.50 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0ZA4 Financial Company Commercial Paper First Tier Security 2013-12-10 2013-12-10 N N N 2000000.00 1999105.55 0.0006 N 1999054.60 1999054.60 Nationwide Building Society Nationwide Building Society, 0.23% 6385E1A35 Financial Company Commercial Paper First Tier Security 2014-01-03 2014-01-03 N N N 3000000.00 2998198.34 0.0009 N 2998179.00 2998179.00 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 74983812.48 0.0229 N 74979607.50 74979607.50 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.23% 69033RA97 Financial Company Commercial Paper First Tier Security 2014-01-09 2014-01-09 N N N 30000000.00 29981250.00 0.0092 N 29979687.00 29979687.00 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 20996033.33 0.0064 N 20998101.60 20998101.60 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 23993066.66 0.0073 N 23995560.00 23995560.00 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 12793898.66 0.0039 N 12795449.60 12795449.60 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 12997882.08 0.0040 N 12999361.70 12999361.70 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 12997513.75 0.0040 N 12999209.60 12999209.60 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 18996097.08 0.0058 N 18998732.70 18998732.70 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 149984416.67 0.0458 N 149990250.00 149990250.00 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 49989208.33 0.0153 N 49990235.00 49990235.00 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 99972000.02 0.0306 N 99974180.00 99974180.00 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 54998945.84 0.0168 N 54999571.00 54999571.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.23% 86958GCC7 Financial Company Commercial Paper First Tier Security 2014-03-12 2014-03-12 N N N 50000000.00 49949375.00 0.0153 N 49950575.00 49950575.00 Swedbank AB Swedbank AB, 0.24% 87019SBC7 Financial Company Commercial Paper First Tier Security 2014-02-12 2014-02-12 N N N 22000000.00 21980346.67 0.0067 N 21976900.00 21976900.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.17% 89116EZH9 Financial Company Commercial Paper First Tier Security 2013-12-17 2013-12-17 N N N 12000000.00 11995636.67 0.0037 N 11996724.00 11996724.00 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 8991250.00 0.0027 N 8994924.00 8994924.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.17% 89233GZX7 Financial Company Commercial Paper First Tier Security 2013-12-31 2013-12-31 N N N 5000000.00 4997851.39 0.0015 N 4998185.50 4998185.50 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 49961666.66 0.0153 N 49971265.00 49971265.00 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 24996562.50 0.0076 N 24998867.50 24998867.50 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.17% 91127PZ53 Financial Company Commercial Paper First Tier Security 2013-12-05 2013-12-05 N N N 13500000.00 13495856.25 0.0041 N 13495940.55 13495940.55 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 39091719.52 0.0119 N 39092983.56 39092983.56 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 32998588.33 0.0101 N 32999458.80 32999458.80 Gotham Funding Corp. Gotham Funding Corp., 0.19% 38346LZK5 Asset Backed Commercial Paper First Tier Security 2013-12-19 2013-12-19 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 100000000.00 99958305.52 0.0306 N 99955560.00 99955560.00 Gotham Funding Corp. Gotham Funding Corp., 0.19% 38346LZL3 Asset Backed Commercial Paper First Tier Security 2013-12-20 2013-12-20 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 25000000.00 24989444.46 0.0076 N 24988695.00 24988695.00 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 24996666.67 0.0076 N 24997327.50 24997327.50 Gotham Funding Corp. Gotham Funding Corp., 0.20% 38346LZH2 Asset Backed Commercial Paper First Tier Security 2013-12-17 2013-12-17 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 12000000.00 11994866.66 0.0037 N 11994852.00 11994852.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.17% 53127TYJ6 Asset Backed Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 36000000.00 35991840.00 0.0110 N 35991522.00 35991522.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.23% 66560KZH4 Asset Backed Commercial Paper First Tier Security 2013-12-17 2013-12-17 N N Y LIQUIDITY DEUTSCHE BANK AG LDN BRH N/A N/A 25000000.00 24987701.39 0.0076 N 24989057.50 24989057.50 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 44997900.00 0.0138 N 44998731.00 44998731.00 BPCE SA BPCE SA, 0.20% 05571BY64 Other Commercial Paper First Tier Security 2013-11-06 2013-11-06 N N N 9000000.00 8998200.00 0.0028 N 8998473.60 8998473.60 BPCE SA BPCE SA, 0.20% 05571BYC1 Other Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 10000000.00 9997666.67 0.0031 N 9997981.00 9997981.00 Credit Suisse Credit Suisse, 0.28% 22533HAA0 Other Commercial Paper First Tier Security 2013-10-07 2013-12-05 N N N 24000000.00 24000000.00 0.0073 N 24002976.00 24002976.00 Nordea Bank AB Publ Iam Commercial Pap Nordea Bank AB Publ Iam Commercial Pap, 0.18% 65558GA37 Other Commercial Paper First Tier Security 2014-01-03 2014-01-03 N N N 44420000.00 44399702.53 0.0136 N 44405310.31 44405310.31 PNC Bank NA PNC Bank NA, 0.27% 69354BAP7 Other Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N N 4000000.00 4000000.00 0.0012 N 3991708.40 3991708.40 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 24985090.27 0.0076 N 24992557.50 24992557.50 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD71 Other Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 5000000.00 4995038.89 0.0015 N 4996325.00 4996325.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD89 Other Commercial Paper First Tier Security 2014-04-08 2014-04-08 N N N 11000000.00 10989027.50 0.0034 N 10991872.10 10991872.10 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD97 Other Commercial Paper First Tier Security 2014-04-09 2014-04-09 N N N 25000000.00 24974930.55 0.0076 N 24981430.00 24981430.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDG1 Other Commercial Paper First Tier Security 2014-04-16 2014-04-16 N N N 3000000.00 2996880.83 0.0009 N 2997690.00 2997690.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDH9 Other Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N N 6000000.00 5993730.00 0.0018 N 5995356.60 5995356.60 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BE96 Other Commercial Paper First Tier Security 2014-05-09 2014-05-09 N N N 1000000.00 998777.77 0.0003 N 999097.60 999097.60 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ABB4 Other Commercial Paper First Tier Security 2013-10-15 2014-03-13 N N N 11000000.00 11000000.00 0.0034 N 10999021.00 10999021.00 Fannie Mae Fannie Mae, 0.14% 313589QZ9 Government Agency Debt First Tier Security 2013-12-26 2013-12-26 N N N 6000000.00 5998022.00 0.0018 N 5999712.00 5999712.00 Fannie Mae Fannie Mae, 0.16% 3135G0PG2 Government Agency Debt First Tier Security 2013-10-11 2014-09-11 N N N 21000000.00 20996094.12 0.0064 N 21010878.00 21010878.00 Fannie Mae Fannie Mae, 0.19% 3135G0HB2 Government Agency Debt First Tier Security 2013-10-20 2015-01-20 N N N 32000000.00 32003284.53 0.0098 N 32025472.00 32025472.00 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 49995222.23 0.0153 N 49998800.00 49998800.00 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 49994791.68 0.0153 N 49998600.00 49998600.00 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 8997097.50 0.0028 N 8999568.00 8999568.00 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 34997576.92 0.0107 N 35004305.00 35004305.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313381JE6 Government Agency Debt First Tier Security 2013-10-25 2014-06-25 N N N 30000000.00 29995546.09 0.0092 N 30013950.00 30013950.00 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 6998225.96 0.0021 N 7001071.00 7001071.00 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 15999841.99 0.0049 N 16000784.00 16000784.00 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 9014309.64 0.0028 N 9014976.00 9014976.00 Freddie Mac Freddie Mac, 0.14% 313397RD5 Government Agency Debt First Tier Security 2013-12-30 2013-12-30 N N N 10000000.00 9996625.00 0.0031 N 9999500.00 9999500.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2013-10-16 2015-07-16 N N N 15000000.00 14997281.39 0.0046 N 15004950.00 15004950.00 Freddie Mac Freddie Mac, 0.17% 3134G4DU9 Government Agency Debt First Tier Security 2013-10-17 2015-07-17 N N N 15000000.00 14997277.22 0.0046 N 15004935.00 15004935.00 Freddie Mac Freddie Mac, 0.17% 3134G4C97 Government Agency Debt First Tier Security 2013-10-26 2015-06-26 N N N 33000000.00 32994276.99 0.0101 N 33011946.00 33011946.00 Freddie Mac Freddie Mac, 0.17% 3134G4BB3 Government Agency Debt First Tier Security 2014-03-27 2014-03-27 N N N 19000000.00 18997515.40 0.0058 N 19005244.00 19005244.00 Freddie Mac Freddie Mac, 0.18% 3134G32P4 Government Agency Debt First Tier Security 2013-10-05 2014-12-05 N N N 70000000.00 70000000.00 0.0214 N 70043400.00 70043400.00 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 49987458.34 0.0153 N 49998800.00 49998800.00 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 52179031.31 0.0159 N 52186888.00 52186888.00 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 60995548.46 0.0186 N 61011895.00 61011895.00 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 6029815.72 0.0018 N 6032580.00 6032580.00 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 4001844.40 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 22173782.19 0.0068 N 22184756.00 22184756.00 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 14002089.19 0.0043 N 14004368.00 14004368.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LK4 Treasury Debt First Tier Security 2014-08-31 2014-08-31 N N N 6000000.00 6121181.14 0.0019 N 6123516.00 6123516.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828RG7 Treasury Debt First Tier Security 2014-09-15 2014-09-15 N N N 9000000.00 9006650.15 0.0028 N 9011952.00 9011952.00 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 31071159.30 0.0095 N 31085963.00 31085963.00 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 31011114.55 0.0095 N 31016957.00 31016957.00 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 40198717.95 0.0123 N 40204680.00 40204680.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.06% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 22300000.00 22300000.00 0.0068 N 22300000.00 22300000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.06% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 81500000.00 81500000.00 0.0249 N 81500000.00 81500000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.09% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y BANK OF AMERICA NA N/A N/A N N 26230000.00 26230000.00 0.0080 N 26230000.00 26230000.00 Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev. Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev., 0.07% Series B, LOC U.S. Bank NA, Cincinnati VRDN 160853JL2 Variable Rate Demand Note First Tier Security 2013-10-01 2013-10-01 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 2100000.00 2100000.00 0.0006 N 2100000.00 2100000.00 Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev. Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev., 0.07% Series 2007 E, LOC TD Banknorth, NA VRDN 160853LL9 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 12220000.00 12220000.00 0.0037 N 12220000.00 12220000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.07% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 4020000.00 4020000.00 0.0012 N 4020000.00 4020000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.08% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 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 0.0020 N 6700000.00 6700000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.06% Series 2003 C, LOC TD Banknorth, NA VRDN 65819GAG3 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4960000.00 4960000.00 0.0015 N 4960000.00 4960000.00 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 2013-10-07 2013-10-07 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 Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.07% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 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 0.0181 N 59200000.00 59200000.00 Orange Wtr. & Swr. Auth. Orange Wtr. & Swr. Auth., 0.06% Series 2004 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 685349DD1 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 7000000.00 7000000.00 0.0021 N 7000000.00 7000000.00 Raleigh Durham Arpt. Auth. Arpt. Rev. Raleigh Durham Arpt. Auth. Arpt. Rev., 0.07% Series 2008 C, LOC U.S. Bank NA, Cincinnati VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 7965000.00 7965000.00 0.0024 N 7965000.00 7965000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 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., 0.06% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6000000.00 6000000.00 0.0018 N 6000000.00 6000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.06% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 4300000.00 4300000.00 0.0013 N 4300000.00 4300000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.05%, dated 9/30/2013 due 10/01/2013 48Q99DFW9_06453 Treasury Repurchase Agreement Y US TREASURY 2013-10-31 2039-11-15 0.125 - 9 Treasury Debt 41500589.46 42596807.66 Unrated Security 2013-10-01 2013-10-01 N N N 41755654.00 41755654.38 0.0128 N 41755654.38 41755654.38 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.05%, dated 9/30/2013 due 10/01/2013 48Q99DFW9_26252 Treasury Repurchase Agreement Y US TREASURY 2013-10-31 2022-02-15 0.125 - 4.5 Treasury Debt 126045649.04 132760607.77 Unrated Security 2013-10-01 2013-10-01 N N N 130157346.00 130157345.62 0.0398 N 130157345.62 130157345.62