N-MFP LIVE N 2013-12-31 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 49 86 3691107901.99 1329737.93 520155.10 3691917484.82 0.0017 1.0007 2013-12-31 1.0007 2013-12-31 C000020486 1.00 3691917484.82 1.00 286212227.89 1044211331.39 757999103.50 0.0001 1.0007 2013-12-31 1.0007 2013-12-31 Bank of Nova Scotia Bank of Nova Scotia, 0.19% 06416KDE7 Financial Company Commercial Paper First Tier Security 2014-04-14 2014-04-14 N N N 75000000.00 74959229.15 0.0203 N 74953560.00 74953560.00 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 14992500.00 0.0041 N 14992392.00 14992392.00 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 4999444.45 0.0014 N 4999708.50 4999708.50 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.21% 06741GWF8 Financial Company Commercial Paper First Tier Security 2014-03-10 2014-03-10 N N N 90000000.00 89964300.00 0.0244 N 89974296.00 89974296.00 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 5999520.00 0.0016 N 5999794.20 5999794.20 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 1999533.33 0.0005 N 1999760.00 1999760.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737JCL7 Financial Company Commercial Paper First Tier Security 2014-03-20 2014-03-20 N N N 13000000.00 12993521.67 0.0035 N 12994608.90 12994608.90 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.21% 0556N1CX9 Financial Company Commercial Paper First Tier Security 2014-03-31 2014-03-31 N N N 50000000.00 49974041.67 0.0135 N 49973750.00 49973750.00 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 19995844.45 0.0054 N 19997414.00 19997414.00 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 34982743.07 0.0095 N 34987260.00 34987260.00 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 12993048.61 0.0035 N 12994705.10 12994705.10 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 9994236.11 0.0027 N 9995473.00 9995473.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1D42 Financial Company Commercial Paper First Tier Security 2014-04-04 2014-04-04 N N N 21000000.00 20986437.49 0.0057 N 20988758.70 20988758.70 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1DA8 Financial Company Commercial Paper First Tier Security 2014-04-10 2014-04-10 N N N 14000000.00 13990375.00 0.0038 N 13991716.20 13991716.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1DE0 Financial Company Commercial Paper First Tier Security 2014-04-14 2014-04-14 N N N 8000000.00 7994277.78 0.0022 N 7994938.40 7994938.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Financial Company Commercial Paper First Tier Security 2014-01-06 2014-04-07 N N N 6000000.00 6000000.00 0.0016 N 5999844.00 5999844.00 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 32004031.10 0.0087 N 32006816.00 32006816.00 Credit Agricole North America Credit Agricole North America, 0.05% 22532CA20 Financial Company Commercial Paper First Tier Security 2014-01-02 2014-01-02 N N N 29000000.00 28999959.72 0.0079 N 28999913.00 28999913.00 Credit Suisse AG Credit Suisse AG, 0.28% 2254EBD16 Financial Company Commercial Paper First Tier Security 2014-04-01 2014-04-01 N N N 11000000.00 10992300.00 0.0030 N 10994161.20 10994161.20 Credit Suisse AG Credit Suisse AG, 0.28% 2254EBD73 Financial Company Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 5000000.00 4996266.67 0.0014 N 4997144.00 4997144.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.22% 25153KBT3 Financial Company Commercial Paper First Tier Security 2014-02-27 2014-02-27 N N N 52000000.00 51981886.65 0.0141 N 51986095.20 51986095.20 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 9995508.33 0.0027 N 9997097.00 9997097.00 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 10999211.67 0.0030 N 10999781.10 10999781.10 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 10998655.56 0.0030 N 10999551.20 10999551.20 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 2997800.00 0.0008 N 2998779.90 2998779.90 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 2997781.67 0.0008 N 2998759.80 2998759.80 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 1998484.44 0.0005 N 1999132.00 1999132.00 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 29972199.99 0.0081 N 29972349.00 29972349.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.24% 6323A1B47 Financial Company Commercial Paper First Tier Security 2014-02-04 2014-02-04 N N N 43000000.00 42990253.33 0.0116 N 42994440.10 42994440.10 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.24% 6323A1BA3 Financial Company Commercial Paper First Tier Security 2014-02-10 2014-02-10 N N N 29000000.00 28992266.67 0.0079 N 28995476.00 28995476.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.24% 6323A1BJ4 Financial Company Commercial Paper First Tier Security 2014-02-18 2014-02-18 N N N 75000000.00 74975999.99 0.0203 N 74984895.00 74984895.00 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 2999961.67 0.0008 N 2999977.50 2999977.50 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 11995040.00 0.0032 N 11996367.60 11996367.60 Nationwide Building Society Nationwide Building Society, 0.24% 6385E1CR0 Financial Company Commercial Paper First Tier Security 2014-03-25 2014-03-25 N N N 25000000.00 24986166.67 0.0068 N 24988682.50 24988682.50 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 49988333.34 0.0135 N 49988750.00 49988750.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.18% 69033RC46 Financial Company Commercial Paper First Tier Security 2014-03-04 2014-03-04 N N N 30000000.00 29990700.00 0.0081 N 29990499.00 29990499.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.22% 69033RD86 Financial Company Commercial Paper First Tier Security 2014-04-08 2014-04-08 N N N 50000000.00 49970361.12 0.0135 N 49973730.00 49973730.00 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 29998500.00 0.0081 N 29999307.00 29999307.00 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 8995020.00 0.0024 N 8996262.30 8996262.30 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 149954000.01 0.0406 N 149962710.00 149962710.00 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 49985708.32 0.0135 N 49987270.00 49987270.00 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 59986741.68 0.0162 N 59988618.00 59988618.00 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 49978125.00 0.0135 N 49983500.00 49983500.00 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 59979575.02 0.0162 N 59983956.00 59983956.00 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 21993840.00 0.0060 N 21996348.00 21996348.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.17% 89116FC73 Financial Company Commercial Paper First Tier Security 2014-03-07 2014-03-07 N N N 65000000.00 64980048.63 0.0176 N 64989275.00 64989275.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.24% 89116FHU7 Financial Company Commercial Paper First Tier Security 2014-08-28 2014-08-28 N N N 20000000.00 19968133.33 0.0054 N 19974666.00 19974666.00 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 8997000.00 0.0024 N 8998897.50 8998897.50 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 49991055.55 0.0135 N 49997180.00 49997180.00 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.21% 91127QDB2 Financial Company Commercial Paper First Tier Security 2014-04-11 2014-04-11 N N N 80000000.00 79953333.33 0.0217 N 79958480.00 79958480.00 Gotham Funding Corp. Gotham Funding Corp., 0.20% 38346MCJ1 Asset Backed Commercial Paper First Tier Security 2014-03-18 2014-03-18 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 75000000.00 74968333.36 0.0203 N 74969362.50 74969362.50 Govco, Inc. Govco, Inc., 0.19% 38362WCH2 Asset Backed Commercial Paper First Tier Security 2014-03-17 2014-03-17 N N Y LIQUIDITY CITIBANK NA N/A N/A 132000000.00 131947749.99 0.0357 N 131946777.60 131946777.60 Govco, Inc. Govco, Inc., 0.20% 38362WCS8 Asset Backed Commercial Paper First Tier Security 2014-03-26 2014-03-26 N N Y LIQUIDITY CITIBANK NA N/A N/A 13000000.00 12993933.33 0.0035 N 12993953.70 12993953.70 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 69983744.43 0.0190 N 69985125.00 69985125.00 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 14999062.50 0.0041 N 14999508.00 14999508.00 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 49983666.68 0.0135 N 49987015.00 49987015.00 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 25991355.00 0.0070 N 25993047.60 25993047.60 Northern Pines Funding LLC Northern Pines Funding LLC, 0.23% 66560LCT1 Asset Backed Commercial Paper First Tier Security 2014-03-27 2014-03-27 N N Y LIQUIDITY DEUTSCHE BANK AG LDN BRH N/A N/A 32000000.00 31982622.22 0.0087 N 31985017.60 31985017.60 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.20% 82124MAQ3 Asset Backed Commercial Paper First Tier Security 2014-01-24 2014-01-24 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 40000000.00 39994888.88 0.0108 N 39996720.00 39996720.00 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 38953850.01 0.0106 N 38958016.50 38958016.50 Nordea Bank AB Nordea Bank AB, 0.18% 65558GA37 Other Commercial Paper First Tier Security 2014-01-03 2014-01-03 N N N 34420000.00 34419665.36 0.0093 N 34419800.36 34419800.36 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 0.0011 N 4000572.40 4000572.40 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 0.0014 N 5000643.00 5000643.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BAN9 Other Commercial Paper First Tier Security 2014-01-22 2014-01-22 N N N 25000000.00 24997229.17 0.0068 N 24999220.00 24999220.00 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 4997466.67 0.0014 N 4998491.00 4998491.00 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 10994368.61 0.0030 N 10996616.40 10996616.40 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 24987069.44 0.0068 N 24992232.50 24992232.50 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 2998337.50 0.0008 N 2998984.20 2998984.20 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 5996643.33 0.0016 N 5997931.20 5997931.20 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 4996806.95 0.0014 N 4997949.50 4997949.50 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 3997340.00 0.0011 N 3998236.00 3998236.00 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 5995833.33 0.0016 N 5997396.00 5997396.00 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 999288.89 0.0003 N 999548.50 999548.50 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 999255.55 0.0003 N 999512.50 999512.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ABB4 Other Commercial Paper First Tier Security 2014-01-13 2014-03-13 N N N 11000000.00 11000000.00 0.0030 N 11000022.00 11000022.00 Fannie Mae Fannie Mae, 0.15% 3135G0PG2 Government Agency Debt First Tier Security 2014-01-11 2014-09-11 N N N 21000000.00 20997135.69 0.0057 N 21004011.00 21004011.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-01-21 2015-10-21 N N N 30000000.00 29994487.40 0.0081 N 29993430.00 29993430.00 Fannie Mae Fannie Mae, 0.18% 3135G0HB2 Government Agency Debt First Tier Security 2014-01-20 2015-01-20 N N N 32000000.00 32002649.70 0.0087 N 32014336.00 32014336.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313385XT8 Government Agency Debt First Tier Security 2014-06-06 2014-06-06 N N N 35000000.00 34979264.99 0.0095 N 34987960.00 34987960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381JE6 Government Agency Debt First Tier Security 2014-01-25 2014-06-25 N N N 30000000.00 29997080.77 0.0081 N 30003660.00 30003660.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0AF7 Government Agency Debt First Tier Security 2014-01-23 2015-10-23 N N N 26490000.00 26490000.00 0.0072 N 26488993.38 26488993.38 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 6999142.88 0.0019 N 7000000.00 7000000.00 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 0.0027 N 10002330.00 10002330.00 Freddie Mac Freddie Mac, 0.15% 3134G4J33 Government Agency Debt First Tier Security 2014-01-16 2015-10-16 N N N 29000000.00 29000000.00 0.0079 N 29009599.00 29009599.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-01-17 2015-07-17 N N N 15000000.00 14997660.24 0.0041 N 14999700.00 14999700.00 Freddie Mac Freddie Mac, 0.15% 3134G4C97 Government Agency Debt First Tier Security 2014-01-26 2015-06-26 N N N 33000000.00 32995108.77 0.0089 N 33000726.00 33000726.00 Freddie Mac Freddie Mac, 0.15% 3134G3Q52 Government Agency Debt First Tier Security 2014-08-14 2014-08-14 N N N 34000000.00 34020640.57 0.0092 N 34020060.00 34020060.00 Freddie Mac Freddie Mac, 0.16% 3134G4DT2 Government Agency Debt First Tier Security 2014-01-16 2015-07-16 N N N 15000000.00 14997664.41 0.0041 N 14999715.00 14999715.00 Freddie Mac Freddie Mac, 0.17% 3134G32P4 Government Agency Debt First Tier Security 2014-01-05 2014-12-05 N N N 70000000.00 70000000.00 0.0190 N 70020440.00 70020440.00 Freddie Mac Freddie Mac, 0.17% 3134G4BB3 Government Agency Debt First Tier Security 2014-03-27 2014-03-27 N N N 19000000.00 18998806.83 0.0051 N 19001121.00 19001121.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.10% 912828BW9 Treasury Debt First Tier Security 2014-01-15 2014-01-15 N N N 75000000.00 94772123.85 0.0257 N 94793407.80 94793407.80 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 10004676.02 0.0027 N 10005080.00 10005080.00 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 6013191.20 0.0016 N 6014064.00 6014064.00 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 22085450.90 0.0060 N 22088506.00 22088506.00 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 4000906.92 0.0011 N 4001564.00 4001564.00 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 6087801.91 0.0016 N 6088362.00 6088362.00 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 9004897.10 0.0024 N 9007731.00 9007731.00 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 31009398.40 0.0084 N 31009672.00 31009672.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.04% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2014-01-07 2014-01-07 Y BANK OF AMERICA NA N/A N/A N N 26230000.00 26230000.00 0.0071 N 26230000.00 26230000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.04% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2014-01-07 2014-01-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 3920000.00 3920000.00 0.0011 N 3920000.00 3920000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.07% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2014-01-07 2014-01-07 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 0.0017 N 6400000.00 6400000.00 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 2014-01-07 2014-01-07 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 0.0160 N 59200000.00 59200000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.01%, dated 12/31/2013 due 01/02/2014 48R998JF2_07629 Treasury Repurchase Agreement Y US TREASURY 2014-01-31 2042-08-15 0.125 - 3.625 Treasury Debt 180532073.29 181948423.94 Unrated Security 2014-01-02 2014-01-02 N N N 178376359.00 178376359.31 0.0483 N 178376359.31 178376359.31 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.05% 48P999FG4 0001197610 Treasury Repurchase Agreement Y US TREASURY 2014-05-01 2042-11-15 0 - 2.75 Treasury Debt 121152400.00 102686430.15 First Tier Security 2014-01-02 2014-01-02 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0271 N 100000000.00 100000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.06% 48P999SR6 0001197610 Treasury Repurchase Agreement Y US TREASURY 2014-01-09 2020-10-31 0 - 3.125 Treasury Debt 51678500.00 51004986.86 First Tier Security 2014-01-06 2014-01-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0135 N 50000000.00 50000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.06% 48P999RY2 0001197610 Treasury Repurchase Agreement Y US TREASURY 2014-01-16 2041-02-15 0 - 4.75 Treasury Debt 50664600.00 51017091.57 First Tier Security 2014-01-06 2014-01-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0135 N 50000000.00 50000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.06% 48P999TM6 0001197610 Treasury Repurchase Agreement Y US TREASURY 2014-07-15 2025-08-15 0.625 - 6.875 Treasury Debt 47911100.00 51004832.44 First Tier Security 2014-01-07 2014-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0135 N 50000000.00 50000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.01%, dated 12/31/2013 due 01/02/2014 48R998JF2_53651 Treasury Repurchase Agreement Y US TREASURY 2015-02-28 2018-05-15 0.375 - 9.125 Treasury Debt 310871395.61 327464803.13 Unrated Security 2014-01-02 2014-01-02 N N N 321043673.00 321043672.97 0.0870 N 321043672.97 321043672.97 Societe Generale In a joint trading account with Societe Generale at 0.01%, dated 12/31/2013 due 01/02/2014 48R998JF2_74037 Treasury Repurchase Agreement Y US TREASURY 2014-01-31 2019-04-30 1.25 - 1.75 Treasury Debt 730022.31 713218.19 Unrated Security 2014-01-02 2014-01-02 N N N 699233.00 699233.12 0.0002 N 699233.12 699233.12 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.01%, dated 12/31/2013 due 01/02/2014 48R998JF2_06042 Treasury Repurchase Agreement Y US TREASURY 2014-02-15 2023-11-15 0.25 - 4.25 Treasury Debt 66280581.72 65492968.13 Unrated Security 2014-01-02 2014-01-02 N N N 64208735.00 64208734.59 0.0174 N 64208734.59 64208734.59