N-MFP LIVE N 2013-11-30 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 58 101 3398697457.94 37589022.76 30436259.75 3405850220.95 0.0017 1.0007 2013-11-29 1.0007 2013-11-29 C000020486 1.00 3405850220.95 1.00 116686927.15 889536515.19 772849588.04 0.0001 1.0007 2013-11-29 1.0007 2013-11-29 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 24993375.00 0.0073 N 24996180.00 24996180.00 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 32991933.33 0.0097 N 32996541.60 32996541.60 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416KD15 Financial Company Commercial Paper First Tier Security 2014-04-01 2014-04-01 N N N 15000000.00 14989916.66 0.0044 N 14990160.00 14990160.00 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 31494312.50 0.0092 N 31498147.80 31498147.80 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.20% 06741GUW3 Financial Company Commercial Paper First Tier Security 2014-01-21 2014-01-21 N N N 5000000.00 4998583.34 0.0015 N 4999001.50 4999001.50 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 5998280.00 0.0018 N 5999025.00 5999025.00 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 1999120.00 0.0006 N 1999440.80 1999440.80 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.12% 06737HZ28 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 57000000.00 56999810.00 0.0167 N 56999430.00 56999430.00 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 12999602.78 0.0038 N 12999697.10 12999697.10 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 19992055.56 0.0059 N 19993412.00 19993412.00 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 12999913.33 0.0038 N 12999870.00 12999870.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CD3 Financial Company Commercial Paper First Tier Security 2014-03-13 2014-03-13 N N N 35000000.00 34975208.35 0.0103 N 34977855.50 34977855.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CK7 Financial Company Commercial Paper First Tier Security 2014-03-19 2014-03-19 N N N 13000000.00 12990250.00 0.0038 N 12990983.20 12990983.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CR2 Financial Company Commercial Paper First Tier Security 2014-03-25 2014-03-25 N N N 10000000.00 9992083.34 0.0029 N 9992428.00 9992428.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Financial Company Commercial Paper First Tier Security 2013-12-05 2014-04-07 N N N 6000000.00 6000000.00 0.0018 N 5999388.00 5999388.00 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 4999150.00 0.0015 N 4999498.50 4999498.50 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 1999736.11 0.0006 N 1999930.00 1999930.00 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 32005484.17 0.0094 N 32009248.00 32009248.00 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 10989647.78 0.0032 N 10991318.80 10991318.80 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 4995061.11 0.0015 N 4995825.50 4995825.50 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.22% 25153KBS5 Financial Company Commercial Paper First Tier Security 2014-02-26 2014-02-26 N N N 52000000.00 51972353.32 0.0153 N 51973173.20 51973173.20 DNB Bank ASA DNB Bank ASA, 0.21% 2332K1CK4 Financial Company Commercial Paper First Tier Security 2014-03-19 2014-03-19 N N N 10000000.00 9993700.00 0.0029 N 9994693.00 9994693.00 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 10997175.14 0.0032 N 10998487.50 10998487.50 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 10996571.67 0.0032 N 10998126.70 10998126.70 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 79992666.67 0.0235 N 79996976.00 79996976.00 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 2997231.66 0.0009 N 2998406.40 2998406.40 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 2997213.33 0.0009 N 2998370.10 2998370.10 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 1998105.55 0.0006 N 1998848.60 1998848.60 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 999994.44 0.0003 N 999993.30 999993.30 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAM6 Financial Company Commercial Paper First Tier Security 2013-12-09 2013-12-09 N N N 75000000.00 75000000.00 0.0220 N 75001200.00 75001200.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-12-24 2013-12-24 N N N 50000000.00 50000000.00 0.0147 N 50002900.00 50002900.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.24% 60682XEL6 Financial Company Commercial Paper First Tier Security 2014-05-20 2014-05-20 N N N 30000000.00 29966199.99 0.0088 N 29966190.00 29966190.00 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 1999885.00 0.0006 N 1999917.60 1999917.60 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 2999367.50 0.0009 N 2999583.00 2999583.00 Nationwide Building Society Nationwide Building Society, 0.24% 6385E1C41 Financial Company Commercial Paper First Tier Security 2014-03-04 2014-03-04 N N N 12000000.00 11992560.00 0.0035 N 11993445.60 11993445.60 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.18% 69033RBJ4 Financial Company Commercial Paper First Tier Security 2014-02-18 2014-02-18 N N N 50000000.00 49980798.62 0.0147 N 49978965.00 49978965.00 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 29992687.50 0.0088 N 29994294.00 29994294.00 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 12798670.22 0.0038 N 12799614.72 12799614.72 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 8993160.00 0.0026 N 8994016.80 8994016.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.12% 83365RZ24 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 77000000.00 76999743.33 0.0226 N 76999615.00 76999615.00 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 149924291.70 0.0440 N 149926425.00 149926425.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.21% 86563HBK5 Financial Company Commercial Paper First Tier Security 2014-02-19 2014-02-19 N N N 50000000.00 49976666.65 0.0147 N 49975020.00 49975020.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.22% 86563HB74 Financial Company Commercial Paper First Tier Security 2014-02-07 2014-02-07 N N N 60000000.00 59975633.35 0.0176 N 59976276.00 59976276.00 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 49968437.50 0.0147 N 49974490.00 49974490.00 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 59968466.69 0.0176 N 59970000.00 59970000.00 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 21989293.33 0.0065 N 21991521.20 21991521.20 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 11999093.33 0.0035 N 11999610.00 11999610.00 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 8995062.50 0.0026 N 8997286.50 8997286.50 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 4999291.67 0.0015 N 4999511.00 4999511.00 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 49981152.78 0.0147 N 49989750.00 49989750.00 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 13499745.00 0.0040 N 13499842.05 13499842.05 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 99990500.00 0.0294 N 99991780.00 99991780.00 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 24997493.06 0.0073 N 24997812.50 24997812.50 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 11998933.33 0.0035 N 11999130.00 11999130.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.19% 53127UBE9 Asset Backed Commercial Paper First Tier Security 2014-02-14 2014-02-14 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 70000000.00 69972291.65 0.0205 N 69971405.00 69971405.00 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 14995833.33 0.0044 N 14997060.00 14997060.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.21% 66560LBS4 Asset Backed Commercial Paper First Tier Security 2014-02-26 2014-02-26 N N Y LIQUIDITY DEUTSCHE BANK AG LDN BRH N/A N/A 50000000.00 49974625.02 0.0147 N 49975400.00 49975400.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.21% 66560LBT2 Asset Backed Commercial Paper First Tier Security 2014-02-27 2014-02-27 N N Y LIQUIDITY DEUTSCHE BANK AG LDN BRH N/A N/A 26000000.00 25986653.33 0.0076 N 25987000.00 25987000.00 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 24997444.44 0.0073 N 24998437.50 24998437.50 Credit Suisse Credit Suisse, 0.27% 22533HAA0 Other Commercial Paper First Tier Security 2013-12-05 2013-12-05 N N N 24000000.00 24000000.00 0.0070 N 24000072.00 24000072.00 Jpmorgan Securities LLC Jpmorgan Securities LLC, 0.30% 46590EEP9 Other Commercial Paper First Tier Security 2014-05-23 2014-05-23 N N N 39000000.00 38943775.01 0.0114 N 38940661.50 38940661.50 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 44412874.29 0.0130 N 44415406.97 44415406.97 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 4000523.20 4000523.20 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 5000526.50 5000526.50 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 24993138.89 0.0073 N 24997000.00 24997000.00 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 4996648.62 0.0015 N 4997975.50 4997975.50 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 10992568.89 0.0032 N 10995510.90 10995510.90 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 24982979.16 0.0073 N 24989630.00 24989630.00 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 2997846.66 0.0009 N 2998665.90 2998665.90 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 5995661.66 0.0018 N 5997312.60 5997312.60 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 4995988.89 0.0015 N 4997348.00 4997348.00 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 3996685.56 0.0012 N 3997721.20 3997721.20 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 5994800.00 0.0018 N 5996629.20 5996629.20 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 999116.66 0.0003 N 999414.10 999414.10 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 999083.33 0.0003 N 999364.50 999364.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ABB4 Other Commercial Paper First Tier Security 2013-12-12 2014-03-13 N N N 11000000.00 11000000.00 0.0032 N 11000033.00 11000033.00 U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796AK5 Treasury Debt First Tier Security 2013-12-12 2013-12-12 N N N 100000000.00 99998166.66 0.0294 N 99999500.00 99999500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796BQ1 Treasury Debt First Tier Security 2013-12-19 2013-12-19 N N N 50000000.00 49998499.99 0.0147 N 49999600.00 49999600.00 U.S. Treasury Bills U.S. Treasury Bills, 0.07% to 0.11% 912796BR9 Treasury Debt First Tier Security 2013-12-26 2013-12-26 N N N 100000000.00 99994097.23 0.0294 N 99996700.00 99996700.00 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 12555980.81 0.0037 N 12555390.48 12555390.48 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796CM9 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 50000000.00 49978229.16 0.0147 N 49978350.00 49978350.00 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796CZ0 Treasury Debt First Tier Security 2014-05-22 2014-05-22 N N N 35000000.00 34983277.76 0.0103 N 34983795.00 34983795.00 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 52059021.31 0.0153 N 52054860.00 52054860.00 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 40170172.62 0.0118 N 40165640.00 40165640.00 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 10000000.00 10005894.14 0.0029 N 10005080.00 10005080.00 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 10427573.83 0.0031 N 10426106.12 10426106.12 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 60998532.45 0.0179 N 60997621.00 60997621.00 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 6018792.94 0.0018 N 6019218.00 6019218.00 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 22115214.71 0.0065 N 22116864.00 22116864.00 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 4001222.81 0.0012 N 4001408.00 4001408.00 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 6099049.26 0.0018 N 6098670.00 6098670.00 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 9005487.80 0.0026 N 9007380.00 9007380.00 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 31030209.14 0.0091 N 31033914.00 31033914.00 Fannie Mae Fannie Mae, 0.14% 313589QZ9 Government Agency Debt First Tier Security 2013-12-26 2013-12-26 N N N 6000000.00 5999425.00 0.0018 N 5999922.00 5999922.00 Fannie Mae Fannie Mae, 0.15% 3135G0PG2 Government Agency Debt First Tier Security 2013-12-11 2014-09-11 N N N 21000000.00 20996784.73 0.0062 N 21004851.00 21004851.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2013-12-21 2015-10-21 N N N 30000000.00 29994227.69 0.0088 N 29995650.00 29995650.00 Fannie Mae Fannie Mae, 0.18% 3135G0HB2 Government Agency Debt First Tier Security 2013-12-20 2015-01-20 N N N 32000000.00 32002863.61 0.0094 N 32014016.00 32014016.00 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 8999156.25 0.0026 N 8999883.00 8999883.00 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 34998280.77 0.0103 N 35002870.00 35002870.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381JE6 Government Agency Debt First Tier Security 2013-12-25 2014-06-25 N N N 30000000.00 29996563.65 0.0088 N 30005340.00 30005340.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0BK5 Government Agency Debt First Tier Security 2014-08-13 2014-08-13 N N N 5000000.00 4998889.20 0.0015 N 4998455.00 4998455.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3133XLJP9 Government Agency Debt First Tier Security 2014-08-13 2014-08-13 N N N 11000000.00 11411541.13 0.0034 N 11415118.00 11415118.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0AF7 Government Agency Debt First Tier Security 2013-12-23 2015-10-23 N N N 26490000.00 26490000.00 0.0078 N 26491245.03 26491245.03 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 6998833.91 0.0021 N 7000224.00 7000224.00 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 0.0029 N 10002550.00 10002550.00 Freddie Mac Freddie Mac, 0.13% 313397YN5 Government Agency Debt First Tier Security 2014-06-25 2014-06-25 N N N 20000000.00 19985122.23 0.0059 N 19989760.00 19989760.00 Freddie Mac Freddie Mac, 0.14% 313397RD5 Government Agency Debt First Tier Security 2013-12-30 2013-12-30 N N N 10000000.00 9998912.50 0.0029 N 9999840.00 9999840.00 Freddie Mac Freddie Mac, 0.15% 3134G4J33 Government Agency Debt First Tier Security 2013-12-16 2015-10-16 N N N 29000000.00 29000000.00 0.0085 N 29012267.00 29012267.00 Freddie Mac Freddie Mac, 0.15% 3134G3Q52 Government Agency Debt First Tier Security 2014-08-14 2014-08-14 N N N 34000000.00 34023484.38 0.0100 N 34020264.00 34020264.00 Freddie Mac Freddie Mac, 0.16% 3134G4DT2 Government Agency Debt First Tier Security 2013-12-16 2015-07-16 N N N 15000000.00 14997535.35 0.0044 N 14999460.00 14999460.00 Freddie Mac Freddie Mac, 0.16% 3134G4DU9 Government Agency Debt First Tier Security 2013-12-17 2015-07-17 N N N 15000000.00 14997531.18 0.0044 N 14999460.00 14999460.00 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2013-12-26 2015-06-26 N N N 33000000.00 32994828.49 0.0097 N 32999769.00 32999769.00 Freddie Mac Freddie Mac, 0.17% 3134G32P4 Government Agency Debt First Tier Security 2013-12-05 2014-12-05 N N N 70000000.00 70000000.00 0.0206 N 70020720.00 70020720.00 Freddie Mac Freddie Mac, 0.17% 3134G4BB3 Government Agency Debt First Tier Security 2014-03-27 2014-03-27 N N N 19000000.00 18998371.67 0.0056 N 19002128.00 19002128.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.05% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BANK OF AMERICA NA N/A N/A N N 26230000.00 26230000.00 0.0077 N 26230000.00 26230000.00 Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev. Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev., 0.05% Series B, LOC U.S. Bank NA, Cincinnati VRDN 160853JL2 Variable Rate Demand Note First Tier Security 2013-12-02 2013-12-02 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., 0.05% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 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., 0.06% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 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 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 2013-12-06 2013-12-06 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 0.0174 N 59200000.00 59200000.00 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 - 6.75 Treasury Debt 111521373.00 102757776.75 First Tier Security 2013-12-06 2013-12-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0294 N 100000000.00 100000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.06% 48P999TM6 0001197610 Treasury Repurchase Agreement Y US TREASURY 2013-11-30 2043-11-15 0 - 8.875 Treasury Debt 45173900.00 51168800.55 First Tier Security 2013-12-06 2013-12-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0147 N 50000000.00 50000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.06% 48P999SR6 0001197610 Treasury Repurchase Agreement Y US TREASURY 2013-12-31 2043-11-15 0 - 8.125 Treasury Debt 44392328.00 51013188.98 First Tier Security 2013-12-06 2013-12-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0147 N 50000000.00 50000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.06% 48P999RY2 0001197610 Treasury Repurchase Agreement Y US TREASURY 2014-01-30 2043-08-15 0 - 11.25 Treasury Debt 45281400.00 51039687.51 First Tier Security 2013-12-06 2013-12-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0147 N 50000000.00 50000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.07%, dated 11/29/2013 due 12/02/2013 48Q99D6E9_07629 Treasury Repurchase Agreement Y US TREASURY 2013-12-05 2043-05-15 0 - 7.625 Treasury Debt 45988518.43 46809886.06 Unrated Security 2013-12-02 2013-12-02 N N N 45878619.00 45878619.47 0.0135 N 45878619.47 45878619.47 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.07%, dated 11/29/2013 due 12/02/2013 48Q99D6E9_53651 Treasury Repurchase Agreement Y US TREASURY 2014-04-24 2018-11-15 0 - 3.75 Treasury Debt 51510530.53 52003360.83 Unrated Security 2013-12-02 2013-12-02 N N N 50983381.00 50983380.53 0.0150 N 50983380.53 50983380.53