N-MFP LIVE N 2014-01-31 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 57 88 3987188177.91 55591969.08 572444.84 4042207702.15 0.0017 1.0006 2014-01-31 1.0006 2014-01-31 C000020486 1.00 4042207702.15 1.00 350112282.62 1136333902.08 786221619.46 0.0001 1.0006 2014-01-31 1.0006 2014-01-31 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 74971499.99 0.0185 N 74981445.00 74981445.00 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 14995083.33 0.0037 N 14997499.50 14997499.50 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06416KJW1 Financial Company Commercial Paper First Tier Security 2014-09-30 2014-09-30 N N N 55000000.00 54900587.50 0.0136 N 54906951.00 54906951.00 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 89980575.00 0.0223 N 89988057.00 89988057.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.21% 06741GVV4 Financial Company Commercial Paper First Tier Security 2014-04-15 2014-04-15 N N N 15000000.00 14993612.50 0.0037 N 14995251.00 14995251.00 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 1999946.67 0.0005 N 1999975.00 1999975.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.12% 06737JB38 Financial Company Commercial Paper First Tier Security 2014-02-03 2014-02-03 N N N 11000000.00 10999926.67 0.0027 N 10999890.00 10999890.00 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 12996096.39 0.0032 N 12997331.10 12997331.10 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 49983083.33 0.0124 N 49986150.00 49986150.00 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 19999633.33 0.0049 N 19999778.00 19999778.00 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 34990277.78 0.0087 N 34994221.50 34994221.50 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 12995847.22 0.0032 N 12997403.90 12997403.90 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 9996388.89 0.0025 N 9997630.00 9997630.00 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 20990958.33 0.0052 N 20993643.30 20993643.30 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 13993388.89 0.0035 N 13995196.60 13995196.60 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 7996000.00 0.0020 N 7997031.20 7997031.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1F24 Financial Company Commercial Paper First Tier Security 2014-06-02 2014-06-02 N N N 10000000.00 9991597.22 0.0025 N 9991765.00 9991765.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Financial Company Commercial Paper First Tier Security 2014-02-05 2014-04-07 N N N 6000000.00 6000000.00 0.0015 N 6000108.00 6000108.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272AEC6 Financial Company Commercial Paper First Tier Security 2014-03-28 2014-03-28 N N N 32000000.00 32002578.03 0.0079 N 32007680.00 32007680.00 Credit Agricole North America Credit Agricole North America, 0.11% 22532CB37 Financial Company Commercial Paper First Tier Security 2014-02-03 2014-02-03 N N N 158000000.00 157999034.40 0.0391 N 157998420.00 157998420.00 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 10994952.22 0.0027 N 10996516.30 10996516.30 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 4997472.22 0.0012 N 4998221.50 4998221.50 Credit Suisse AG Credit Suisse AG, 0.29% 2254EBHB0 Financial Company Commercial Paper First Tier Security 2014-08-11 2014-08-11 N N N 25000000.00 24961534.72 0.0062 N 24961600.00 24961600.00 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 51991737.77 0.0129 N 51995049.60 51995049.60 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 9997316.67 0.0025 N 9998542.00 9998542.00 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 2998368.33 0.0007 N 2999325.00 2999325.00 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 2998350.00 0.0007 N 2999310.00 2999310.00 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 1998863.33 0.0005 N 1999503.80 1999503.80 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 29978399.99 0.0074 N 29979804.00 29979804.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.23% 6323A1CE4 Financial Company Commercial Paper First Tier Security 2014-03-14 2014-03-14 N N N 35000000.00 34990831.96 0.0087 N 34994039.50 34994039.50 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.23% 6323A1CX2 Financial Company Commercial Paper First Tier Security 2014-03-31 2014-03-31 N N N 43000000.00 42984066.11 0.0106 N 42988089.00 42988089.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.23% 6323A1CX2 Financial Company Commercial Paper First Tier Security 2014-03-31 2014-03-31 N N N 29000000.00 28989253.90 0.0072 N 28989067.00 28989067.00 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 74991500.00 0.0186 N 74995687.50 74995687.50 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 11997520.00 0.0030 N 11998581.60 11998581.60 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 24991333.33 0.0062 N 24994075.00 24994075.00 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 49995868.06 0.0124 N 49996625.00 49996625.00 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 29995350.00 0.0074 N 29995920.00 29995920.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.19% 69033RD78 Financial Company Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 25000000.00 24991423.61 0.0062 N 24991657.50 24991657.50 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.19% 69033RD86 Financial Company Commercial Paper First Tier Security 2014-04-08 2014-04-08 N N N 40000000.00 39986066.68 0.0099 N 39986428.00 39986428.00 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 49979833.34 0.0124 N 49983035.00 49983035.00 PNC Bank NA PNC Bank NA, 0.26% 69349KJF8 Financial Company Commercial Paper First Tier Security 2014-09-15 2014-09-15 N N N 15000000.00 14975516.67 0.0037 N 14965666.50 14965666.50 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 8996880.00 0.0022 N 8998397.10 8998397.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562LD33 Financial Company Commercial Paper First Tier Security 2014-04-03 2014-04-03 N N N 33000000.00 32988257.49 0.0082 N 32989050.60 32989050.60 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 149983708.35 0.0371 N 149988750.00 149988750.00 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 49994750.00 0.0124 N 49995945.00 49995945.00 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 59997850.00 0.0148 N 59998482.00 59998482.00 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 49987812.50 0.0124 N 49992055.00 49992055.00 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 59990683.34 0.0148 N 59994288.00 59994288.00 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 21998386.67 0.0054 N 21999223.40 21999223.40 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 64989563.90 0.0161 N 64992817.50 64992817.50 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 19972266.66 0.0049 N 19974494.00 19974494.00 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 8998937.50 0.0022 N 8999730.00 8999730.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.25% 89116FK33 Financial Company Commercial Paper First Tier Security 2014-10-03 2014-10-03 N N N 21000000.00 20964416.67 0.0052 N 20966654.10 20966654.10 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.20% 91127QEE5 Financial Company Commercial Paper First Tier Security 2014-05-14 2014-05-14 N N N 50000000.00 49971666.67 0.0124 N 49973250.00 49973250.00 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 79967800.00 0.0198 N 79976664.00 79976664.00 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.23% 91127QFS3 Financial Company Commercial Paper First Tier Security 2014-06-26 2014-06-26 N N N 50000000.00 49953680.58 0.0124 N 49950320.00 49950320.00 Gotham Funding Corp. Gotham Funding Corp., 0.16% 38346MBB9 Asset Backed Commercial Paper First Tier Security 2014-02-11 2014-02-11 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 15000000.00 14999333.33 0.0037 N 14999449.50 14999449.50 Gotham Funding Corp. Gotham Funding Corp., 0.16% 38346MBK9 Asset Backed Commercial Paper First Tier Security 2014-02-19 2014-02-19 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 36214000.00 36211102.87 0.0090 N 36211381.73 36211381.73 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 74981250.02 0.0185 N 74983612.50 74983612.50 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 131969346.67 0.0326 N 131971950.00 131971950.00 Govco, Inc. Govco, Inc., 0.19% 38362WDH1 Asset Backed Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N Y LIQUIDITY CITIBANK NA N/A N/A 25000000.00 24990104.16 0.0062 N 24989920.00 24989920.00 Govco, Inc. Govco, Inc., 0.19% 38362WDH1 Asset Backed Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N Y LIQUIDITY CITIBANK NA N/A N/A 25000000.00 24990104.17 0.0062 N 24989920.00 24989920.00 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 12996172.22 0.0032 N 12996568.00 12996568.00 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 69995197.22 0.0173 N 69996514.00 69996514.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.16% 56274MBB7 Asset Backed Commercial Paper First Tier Security 2014-02-11 2014-02-11 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 12500000.00 12499444.44 0.0031 N 12499541.25 12499541.25 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 49992708.34 0.0124 N 49995450.00 49995450.00 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 25996056.66 0.0064 N 25997524.80 25997524.80 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 31988960.00 0.0079 N 31992032.00 31992032.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.19% 82124MDA5 Asset Backed Commercial Paper First Tier Security 2014-04-10 2014-04-10 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 25000000.00 24991027.78 0.0062 N 24992045.00 24992045.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.19% 82124MDE7 Asset Backed Commercial Paper First Tier Security 2014-04-14 2014-04-14 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 32000000.00 31987840.00 0.0079 N 31989033.60 31989033.60 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 38963925.01 0.0096 N 38972216.40 38972216.40 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 0.0010 N 4000583.60 4000583.60 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 0.0012 N 5000704.50 5000704.50 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 4998284.72 0.0012 N 4999230.00 4999230.00 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 10996168.33 0.0027 N 10998259.80 10998259.80 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 24991159.72 0.0062 N 24995985.00 24995985.00 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 2998828.33 0.0007 N 2999437.50 2999437.50 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 5997625.00 0.0015 N 5998847.40 5998847.40 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 4997625.00 0.0012 N 4998736.00 4998736.00 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 3997994.45 0.0010 N 3998912.00 3998912.00 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 5996866.66 0.0015 N 5998384.80 5998384.80 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 999461.11 0.0002 N 999719.60 999719.60 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 999427.78 0.0002 N 999696.70 999696.70 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.19% 89233ABB4 Other Commercial Paper First Tier Security 2014-02-12 2014-03-13 N N N 11000000.00 11000000.00 0.0027 N 11000044.00 11000044.00 U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796CG2 Treasury Debt First Tier Security 2014-04-10 2014-04-10 N N N 50000000.00 49993388.87 0.0124 N 49997950.00 49997950.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828QM5 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 125000000.00 125328686.35 0.0310 N 125322250.00 125322250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828KV1 Treasury Debt First Tier Security 2014-05-31 2014-05-31 N N N 225000000.00 226596217.08 0.0561 N 226564425.00 226564425.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828KY5 Treasury Debt First Tier Security 2014-06-30 2014-06-30 N N N 50000000.00 50522937.19 0.0125 N 50515600.00 50515600.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828TA8 Treasury Debt First Tier Security 2014-06-30 2014-06-30 N N N 40000000.00 40027489.76 0.0099 N 40026560.00 40026560.00 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 10003457.90 0.0025 N 10003910.00 10003910.00 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 6007589.46 0.0015 N 6007266.00 6007266.00 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 18000000.00 18045548.85 0.0045 N 18044298.00 18044298.00 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 4000591.02 0.0010 N 4000780.00 4000780.00 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 6076554.56 0.0015 N 6076872.00 6076872.00 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 9004306.40 0.0022 N 9007731.00 9007731.00 Fannie Mae Fannie Mae, 0.14% 3135G0PG2 Government Agency Debt First Tier Security 2014-02-11 2014-09-11 N N N 21000000.00 20997486.65 0.0052 N 21006237.00 21006237.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-02-21 2015-10-21 N N N 30000000.00 29994747.11 0.0074 N 30000780.00 30000780.00 Fannie Mae Fannie Mae, 0.17% 3135G0HB2 Government Agency Debt First Tier Security 2014-02-20 2015-01-20 N N N 32000000.00 32002435.80 0.0079 N 32020192.00 32020192.00 Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385UV6 Government Agency Debt First Tier Security 2014-03-28 2014-03-28 N N N 53000000.00 52994331.93 0.0131 N 52998463.00 52998463.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381JE6 Government Agency Debt First Tier Security 2014-02-25 2014-06-25 N N N 30000000.00 29997597.89 0.0074 N 30005760.00 30005760.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A0AF7 Government Agency Debt First Tier Security 2014-02-23 2015-10-23 N N N 26490000.00 26490000.00 0.0066 N 26495298.00 26495298.00 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 6999451.84 0.0017 N 7000427.00 7000427.00 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 0.0025 N 10002830.00 10002830.00 Freddie Mac Freddie Mac, 0.14% 3134G4J33 Government Agency Debt First Tier Security 2014-02-16 2015-10-16 N N N 29000000.00 29000000.00 0.0072 N 29015805.00 29015805.00 Freddie Mac Freddie Mac, 0.15% 3134G4DT2 Government Agency Debt First Tier Security 2014-02-16 2015-07-16 N N N 15000000.00 14997793.47 0.0037 N 15002850.00 15002850.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-02-17 2015-07-17 N N N 15000000.00 14997789.31 0.0037 N 15002835.00 15002835.00 Freddie Mac Freddie Mac, 0.15% 3134G4C97 Government Agency Debt First Tier Security 2014-02-26 2015-06-26 N N N 33000000.00 32995389.04 0.0082 N 33007425.00 33007425.00 Freddie Mac Freddie Mac, 0.15% 3134G3Q52 Government Agency Debt First Tier Security 2014-08-14 2014-08-14 N N N 34000000.00 34017796.75 0.0084 N 34023426.00 34023426.00 Freddie Mac Freddie Mac, 0.17% 3134G32P4 Government Agency Debt First Tier Security 2014-02-05 2014-12-05 N N N 70000000.00 70000000.00 0.0173 N 70031010.00 70031010.00 Freddie Mac Freddie Mac, 0.17% 3134G4BB3 Government Agency Debt First Tier Security 2014-03-27 2014-03-27 N N N 19000000.00 18999241.98 0.0047 N 19001843.00 19001843.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.04% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2014-02-07 2014-02-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 2890000.00 2890000.00 0.0007 N 2890000.00 2890000.00 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 2014-02-07 2014-02-07 Y BANK OF AMERICA NA N/A N/A N N 26230000.00 26230000.00 0.0065 N 26230000.00 26230000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.04% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2014-02-07 2014-02-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6550000.00 6550000.00 0.0016 N 6550000.00 6550000.00 Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev. Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev., 0.04% Series B, LOC U.S. Bank NA, Cincinnati VRDN 160853JL2 Variable Rate Demand Note First Tier Security 2014-02-03 2014-02-03 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 3725000.00 3725000.00 0.0009 N 3725000.00 3725000.00 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 2014-02-07 2014-02-07 Y RABOBANK NEDERLAND NY BRH N/A N/A Y RABOBANK NEDERLAND NY BRH N/A N/A N 3920000.00 3920000.00 0.0010 N 3920000.00 3920000.00 North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev. North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev., 0.05% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2014-02-07 2014-02-07 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 0.0016 N 6400000.00 6400000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.03% Series 2003 C, LOC TD Banknorth, NA VRDN 65819GAG3 Variable Rate Demand Note First Tier Security 2014-02-07 2014-02-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 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 2014-02-07 2014-02-07 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 0.0146 N 59200000.00 59200000.00 Orange Wtr. & Swr. Auth. Orange Wtr. & Swr. Auth., 0.04% Series 2004 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 685349DD1 Variable Rate Demand Note First Tier Security 2014-02-07 2014-02-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 7500000.00 7500000.00 0.0019 N 7500000.00 7500000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.04% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2014-02-07 2014-02-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 5000000.00 5000000.00 0.0012 N 5000000.00 5000000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.04% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2014-02-07 2014-02-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6400000.00 6400000.00 0.0016 N 6400000.00 6400000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.03%, dated 1/31/2014 due 02/03/2014 48R998WR1_07629 Treasury Repurchase Agreement Y US TREASURY 2014-05-08 2043-05-15 0 - 8.75 Treasury Debt 124002610.62 123466273.67 Unrated Security 2014-02-03 2014-02-03 N N N 120939000.00 120939000.00 0.0299 N 120939000.00 120939000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.05% 48S99WBA7 0001197610 Treasury Repurchase Agreement Y US TREASURY 2014-03-27 2043-11-15 0 - 10.625 Treasury Debt 111148800.00 124569705.23 First Tier Security 2014-02-07 2014-02-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 121499000.00 121499000.00 0.0301 N 121499000.00 121499000.00