N-MFP LIVE N 2013-10-31 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 52 101 3288158175.34 1473206.62 462903.56 3289168478.40 0.0018 1.0007 2013-10-31 1.0007 2013-10-31 C000020486 1.00 3289168478.40 1.00 17551212.83 712329897.50 694778684.67 0.0001 1.0007 2013-10-31 1.0007 2013-10-31 Bank of Nova Scotia Bank of Nova Scotia, 0.18% 06416KAP5 Financial Company Commercial Paper First Tier Security 2014-01-23 2014-01-23 N N N 25000000.00 24989625.00 0.0076 N 24991832.50 24991832.50 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 34998638.89 0.0106 N 34999678.00 34999678.00 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 32986433.33 0.0100 N 32991406.80 32991406.80 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 31487750.00 0.0096 N 31495111.20 31495111.20 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GUR4 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 6000000.00 5997080.00 0.0018 N 5998039.20 5998039.20 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GVC6 Financial Company Commercial Paper First Tier Security 2014-02-05 2014-02-05 N N N 2000000.00 1998720.00 0.0006 N 1998706.00 1998706.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.11% 06737HY11 Financial Company Commercial Paper First Tier Security 2013-11-01 2013-11-01 N N N 45000000.00 45000000.00 0.0137 N 44999820.00 44999820.00 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 12997219.45 0.0040 N 12998128.00 12998128.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.22% 0556N1B44 Financial Company Commercial Paper First Tier Security 2014-02-04 2014-02-04 N N N 20000000.00 19988388.90 0.0061 N 19988906.00 19988906.00 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 12997313.33 0.0040 N 12998371.10 12998371.10 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272EA65 Financial Company Commercial Paper First Tier Security 2014-01-06 2014-01-06 N N N 5000000.00 4998441.67 0.0015 N 4998837.00 4998837.00 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 1999319.44 0.0006 N 1999684.20 1999684.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272AEC6 Financial Company Commercial Paper First Tier Security 2014-01-06 2014-03-28 N N N 32000000.00 32006890.37 0.0097 N 32012192.00 32012192.00 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 28000000.00 0.0085 N 27999946.80 27999946.80 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 10987081.12 0.0033 N 10988775.60 10988775.60 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 4993894.45 0.0015 N 4994609.00 4994609.00 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 10995204.31 0.0033 N 10996767.10 10996767.10 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 10994555.01 0.0033 N 10996066.40 10996066.40 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 79978000.00 0.0243 N 79991720.00 79991720.00 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE17 Financial Company Commercial Paper First Tier Security 2014-05-01 2014-05-01 N N N 3000000.00 2996681.66 0.0009 N 2997118.20 2997118.20 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE25 Financial Company Commercial Paper First Tier Security 2014-05-02 2014-05-02 N N N 3000000.00 2996663.33 0.0009 N 2997102.60 2997102.60 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE58 Financial Company Commercial Paper First Tier Security 2014-05-05 2014-05-05 N N N 2000000.00 1997738.89 0.0006 N 1998036.60 1998036.60 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 49996486.11 0.0152 N 49998835.00 49998835.00 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 41996966.66 0.0128 N 41998399.80 41998399.80 ING U.S. Funding LLC ING U.S. Funding LLC, 0.20% 4497W0Z27 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N Y ING BANK NV N/A N/A N 1000000.00 999827.78 0.0003 N 999865.80 999865.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAM6 Financial Company Commercial Paper First Tier Security 2013-11-11 2013-12-09 N N N 75000000.00 75000000.00 0.0228 N 75005925.00 75005925.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-11-24 2013-12-24 N N N 50000000.00 50000000.00 0.0152 N 50006150.00 50006150.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 26000000.00 26000000.00 0.0079 N 26002002.00 26002002.00 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 9997916.67 0.0030 N 9999479.00 9999479.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.15% 51489GY43 Financial Company Commercial Paper First Tier Security 2013-11-04 2013-11-04 N N N 7000000.00 6999912.50 0.0021 N 6999914.60 6999914.60 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.15% 51489GY50 Financial Company Commercial Paper First Tier Security 2013-11-05 2013-11-05 N N N 7000000.00 6999883.33 0.0021 N 6999892.90 6999892.90 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 40000000.00 0.0122 N 39999856.00 39999856.00 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 9998600.00 0.0030 N 9998865.00 9998865.00 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 8999367.50 0.0027 N 8999589.60 8999589.60 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 2999750.83 0.0009 N 2999837.40 2999837.40 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 2999520.83 0.0009 N 2999639.10 2999639.10 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 1999501.67 0.0006 N 1999569.60 1999569.60 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 2998792.50 0.0009 N 2999024.10 2999024.10 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 74995760.41 0.0228 N 74996955.00 74996955.00 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 29987062.50 0.0091 N 29988702.00 29988702.00 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 20999650.00 0.0064 N 20999907.60 20999907.60 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 23997200.00 0.0073 N 23999090.40 23999090.40 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 12796323.55 0.0039 N 12798054.40 12798054.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCR7 Financial Company Commercial Paper First Tier Security 2014-03-25 2014-03-25 N N N 9000000.00 8991360.00 0.0027 N 8991191.70 8991191.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562LBJ0 Financial Company Commercial Paper First Tier Security 2014-02-18 2014-02-18 N N N 150000000.00 149895541.71 0.0456 N 149891370.00 149891370.00 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 49998250.00 0.0152 N 49998835.00 49998835.00 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 99990083.34 0.0304 N 99992500.00 99992500.00 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 49959062.50 0.0152 N 49961865.00 49961865.00 Swedbank AB Swedbank AB, 0.22% 87019SBT0 Financial Company Commercial Paper First Tier Security 2014-02-27 2014-02-27 N N N 60000000.00 59957716.69 0.0182 N 59957340.00 59957340.00 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 21984893.34 0.0067 N 21986080.60 21986080.60 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 11997393.34 0.0036 N 11998720.80 11998720.80 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 8993187.50 0.0027 N 8995866.30 8995866.30 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 4998583.33 0.0015 N 4999059.50 4999059.50 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 49971569.44 0.0152 N 49981250.00 49981250.00 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 13497832.50 0.0041 N 13498385.40 13498385.40 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 99974666.64 0.0304 N 99975500.00 99975500.00 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 24993534.73 0.0076 N 24993750.00 24993750.00 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 11996933.33 0.0036 N 11997180.00 11997180.00 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 35997110.00 0.0109 N 35997210.00 35997210.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274MAA0 Asset Backed Commercial Paper First Tier Security 2014-01-10 2014-01-10 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 15000000.00 14992708.34 0.0046 N 14994231.00 14994231.00 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 24992652.78 0.0076 N 24994680.00 24994680.00 BPCE SA BPCE SA, 0.20% 05571BY64 Other Commercial Paper First Tier Security 2013-11-06 2013-11-06 N N N 9000000.00 8999750.00 0.0027 N 8999849.70 8999849.70 BPCE SA BPCE SA, 0.20% 05571BYC1 Other Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 10000000.00 9999388.89 0.0030 N 9999623.00 9999623.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Other Commercial Paper First Tier Security 2013-11-05 2014-04-07 N N N 6000000.00 6000000.00 0.0018 N 5999244.00 5999244.00 Credit Suisse Credit Suisse, 0.27% 22533HAA0 Other Commercial Paper First Tier Security 2013-11-05 2013-12-05 N N N 24000000.00 24000000.00 0.0073 N 24001488.00 24001488.00 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 44406396.38 0.0135 N 44407708.99 44407708.99 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 4000446.80 4000446.80 PNC Bank NA PNC Bank NA, 0.27% 69354BAW2 Other Commercial Paper First Tier Security 2014-05-21 2014-05-21 N N N 5000000.00 5000000.00 0.0015 N 4999952.50 4999952.50 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 24989180.55 0.0076 N 24994525.00 24994525.00 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 4995856.95 0.0015 N 4996752.00 4996752.00 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 10990827.22 0.0033 N 10992760.90 10992760.90 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 24979020.83 0.0076 N 24983332.50 24983332.50 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 2997371.66 0.0009 N 2997815.10 2997815.10 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 5994711.66 0.0018 N 5995576.20 5995576.20 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE21 Other Commercial Paper First Tier Security 2014-05-02 2014-05-02 N N N 5000000.00 4995197.23 0.0015 N 4995679.00 4995679.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE70 Other Commercial Paper First Tier Security 2014-05-07 2014-05-07 N N N 4000000.00 3996052.23 0.0012 N 3996448.80 3996448.80 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BE62 Other Commercial Paper First Tier Security 2014-05-06 2014-05-06 N N N 6000000.00 5993799.99 0.0018 N 5994701.40 5994701.40 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 998950.00 0.0003 N 999102.80 999102.80 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BEF2 Other Commercial Paper First Tier Security 2014-05-15 2014-05-15 N N N 1000000.00 998916.66 0.0003 N 999074.40 999074.40 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ABB4 Other Commercial Paper First Tier Security 2013-11-11 2014-03-13 N N N 11000000.00 11000000.00 0.0033 N 11000022.00 11000022.00 Fannie Mae Fannie Mae, 0.14% 313589QZ9 Government Agency Debt First Tier Security 2013-12-26 2013-12-26 N N N 6000000.00 5998735.00 0.0018 N 5999724.00 5999724.00 Fannie Mae Fannie Mae, 0.16% 3135G0PG2 Government Agency Debt First Tier Security 2013-11-11 2014-09-11 N N N 21000000.00 20996445.09 0.0064 N 21008295.00 21008295.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2013-11-21 2015-10-21 N N N 30000000.00 29993976.36 0.0091 N 30000690.00 30000690.00 Fannie Mae Fannie Mae, 0.18% 3135G0HB2 Government Agency Debt First Tier Security 2013-11-20 2015-01-20 N N N 32000000.00 32003070.62 0.0097 N 32021248.00 32021248.00 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 49998020.84 0.0152 N 49999450.00 49999450.00 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 8998143.75 0.0027 N 8999586.00 8999586.00 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 34997934.62 0.0106 N 35000455.00 35000455.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381JE6 Government Agency Debt First Tier Security 2013-11-25 2014-06-25 N N N 30000000.00 29996063.21 0.0091 N 30009150.00 30009150.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0AF7 Government Agency Debt First Tier Security 2013-11-23 2015-10-23 N N N 26490000.00 26490000.00 0.0081 N 26495854.29 26495854.29 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 6998534.92 0.0021 N 7000574.00 7000574.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A0A91 Government Agency Debt First Tier Security 2014-10-30 2014-10-30 N N N 10000000.00 10000000.00 0.0030 N 10003370.00 10003370.00 Freddie Mac Freddie Mac, 0.14% 313397RD5 Government Agency Debt First Tier Security 2013-12-30 2013-12-30 N N N 10000000.00 9997787.50 0.0030 N 9999510.00 9999510.00 Freddie Mac Freddie Mac, 0.16% 3134G4J33 Government Agency Debt First Tier Security 2013-11-16 2015-10-16 N N N 29000000.00 29000000.00 0.0088 N 28995418.00 28995418.00 Freddie Mac Freddie Mac, 0.16% 3134G4DU9 Government Agency Debt First Tier Security 2013-11-17 2015-07-17 N N N 15000000.00 14997406.29 0.0046 N 15003030.00 15003030.00 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2013-11-26 2015-06-26 N N N 33000000.00 32994557.26 0.0100 N 33007986.00 33007986.00 Freddie Mac Freddie Mac, 0.17% 3134G32P4 Government Agency Debt First Tier Security 2013-11-05 2014-12-05 N N N 70000000.00 70000000.00 0.0213 N 70035000.00 70035000.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2013-11-16 2015-07-16 N N N 15000000.00 14997410.45 0.0046 N 15003045.00 15003045.00 Freddie Mac Freddie Mac, 0.17% 3134G4BB3 Government Agency Debt First Tier Security 2014-03-27 2014-03-27 N N N 19000000.00 18997950.55 0.0058 N 19002698.00 19002698.00 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796CJ6 Treasury Debt First Tier Security 2014-04-24 2014-04-24 N N N 12560000.00 12555143.47 0.0038 N 12555139.28 12555139.28 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796BE8 Treasury Debt First Tier Security 2014-05-01 2014-05-01 N N N 42810000.00 42792781.00 0.0130 N 42792233.85 42792233.85 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 49991979.17 0.0152 N 49996950.00 49996950.00 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 52118042.63 0.0158 N 52119860.00 52119860.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828QC7 Treasury Debt First Tier Security 2014-04-15 2014-04-15 N N N 40000000.00 40207988.77 0.0122 N 40204680.00 40204680.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828KN9 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 2000000.00 2017616.76 0.0006 N 2017500.00 2017500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828SR2 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 8000000.00 8005637.59 0.0024 N 8005312.00 8005312.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828SW1 Treasury Debt First Tier Security 2014-05-31 2014-05-31 N N N 10420000.00 10428829.16 0.0032 N 10428138.02 10428138.02 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 60997064.92 0.0185 N 61004758.00 61004758.00 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 6024213.98 0.0018 N 6025314.00 6025314.00 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 22144018.38 0.0067 N 22147818.00 22147818.00 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 4001528.51 0.0012 N 4002188.00 4002188.00 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 14001009.77 0.0043 N 14001638.00 14001638.00 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 6109933.79 0.0019 N 6111564.00 6111564.00 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 9006059.45 0.0027 N 9009495.00 9009495.00 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 31050348.56 0.0094 N 31058125.00 31058125.00 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 40061823.36 0.0122 N 40060920.00 40060920.00 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 31003457.86 0.0094 N 31003627.00 31003627.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.07% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.07% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 81500000.00 81500000.00 0.0248 N 81500000.00 81500000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.08% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.06% Series 2007 E, LOC TD Banknorth, NA VRDN 160853LL9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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 Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev. Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev., 0.08% Series B, LOC U.S. Bank NA, Cincinnati VRDN 160853JL2 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 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 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 2013-11-07 2013-11-07 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., 0.09% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 6400000.00 6400000.00 0.0019 N 6400000.00 6400000.00 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 2013-11-07 2013-11-07 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., 0.07% (Elon Univ. Proj.) Series 2006, LOC U.S. Bank NA, Cincinnati VRDN 65819GCS5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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 0.0047 N 15575000.00 15575000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.08% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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 0.0180 N 59200000.00 59200000.00 Orange Wtr. & Swr. Auth. Orange Wtr. & Swr. Auth., 0.07% Series 2004 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 685349DD1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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 Royal Bank of Canada VRDN 751073GK7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y ROYAL BANK OF CANADA N/A N/A Y ROYAL BANK OF CANADA N/A N/A N 7000000.00 7000000.00 0.0021 N 7000000.00 7000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.07% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.07% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0019 N 6400000.00 6400000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.07% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 4300000.00 4300000.00 0.0013 N 4300000.00 4300000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.05% 48P999FY5 0001197610 Treasury Repurchase Agreement Y US TREASURY 2013-12-31 2041-02-15 0 - 11.25 Treasury Debt 38556412.00 51063951.41 First Tier Security 2013-11-04 2013-11-04 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0152 N 50000000.00 50000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.05% 48P999FG4 0001197610 Treasury Repurchase Agreement Y US TREASURY 2013-12-12 2043-08-15 0 - 7.625 Treasury Debt 81342921.00 102429128.25 First Tier Security 2013-11-07 2013-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0304 N 100000000.00 100000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48P999GM0 0001197610 Treasury Repurchase Agreement Y US TREASURY 2014-02-06 2042-11-15 0 - 10.625 Treasury Debt 42095111.00 51185345.71 First Tier Security 2013-11-05 2013-11-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0152 N 50000000.00 50000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.09% 48P999HP2 0001197610 Treasury Repurchase Agreement Y US TREASURY 2013-12-05 2042-11-15 0 - 7.625 Treasury Debt 42584400.00 51265135.10 First Tier Security 2013-11-07 2013-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0152 N 50000000.00 50000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.09%, dated 10/31/2013 due 11/01/2013 48Q99DSQ8_07629 Treasury Repurchase Agreement Y US TREASURY 2014-01-09 2043-08-15 0 - 8.125 Treasury Debt 11159965.19 11631322.76 Unrated Security 2013-11-01 2013-11-01 N N N 11401532.00 11401532.27 0.0035 N 11401532.27 11401532.27 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.09%, dated 10/31/2013 due 11/01/2013 48Q99DSQ8_06399 Treasury Repurchase Agreement Y US TREASURY 2013-11-14 2042-02-15 0 - 9.875 Treasury Debt 5915250.69 6033648.10 Unrated Security 2013-11-01 2013-11-01 N N N 5911468.00 5911467.73 0.0018 N 5911467.73 5911467.73