N-MFP LIVE N 2014-02-28 0000702149 S000007506 1 N N 002-77169 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 51 78 4111939518.07 18142922.77 16496081.90 4113586358.94 0.0017 1.0006 2014-02-28 1.0006 2014-02-28 C000020486 1.00 4113586358.94 1.00 71370815.88 842314201.69 770943385.81 0.0001 1.0006 2014-02-28 1.0006 2014-02-28 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 74982583.32 0.0182 N 74994375.00 74994375.00 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 14997416.67 0.0036 N 14999089.50 14999089.50 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 54912137.50 0.0133 N 54921097.00 54921097.00 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 89995275.00 0.0219 N 89997651.00 89997651.00 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 14996062.50 0.0036 N 14997502.50 14997502.50 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.11% 06737JC37 Financial Company Commercial Paper First Tier Security 2014-03-03 2014-03-03 N N N 46000000.00 45999718.88 0.0112 N 45999540.00 45999540.00 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 12998421.94 0.0032 N 12999147.20 12999147.20 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 49991250.00 0.0122 N 49994360.00 49994360.00 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 34997083.34 0.0085 N 34998635.00 34998635.00 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 12998375.00 0.0032 N 12999197.90 12999197.90 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 9998333.33 0.0024 N 9999139.00 9999139.00 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 20995041.66 0.0051 N 20997202.80 20997202.80 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 13996111.11 0.0034 N 13997688.60 13997688.60 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 7997555.55 0.0019 N 7998500.00 7998500.00 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 9993541.66 0.0024 N 9994647.00 9994647.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1F57 Financial Company Commercial Paper First Tier Security 2014-06-05 2014-06-05 N N N 38000000.00 37974666.68 0.0092 N 37978602.20 37978602.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.16% 20272AFD3 Financial Company Commercial Paper First Tier Security 2014-03-05 2014-04-07 N N N 6000000.00 6000000.00 0.0015 N 6000060.00 6000060.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.16% 20272EDF2 Financial Company Commercial Paper First Tier Security 2014-04-15 2014-04-15 N N N 25000000.00 24995000.00 0.0061 N 24996432.50 24996432.50 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 32001265.58 0.0078 N 32003360.00 32003360.00 Credit Agricole North America Credit Agricole North America, 0.11% 22532CC36 Financial Company Commercial Paper First Tier Security 2014-03-03 2014-03-03 N N N 155536000.00 155535049.46 0.0378 N 155534444.64 155534444.64 Credit Agricole North America Credit Agricole North America, 0.26% 22532CF33 Financial Company Commercial Paper First Tier Security 2014-06-03 2014-06-03 N N N 29000000.00 28980312.23 0.0070 N 28984160.20 28984160.20 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 10997347.78 0.0027 N 10998490.80 10998490.80 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 4998561.11 0.0012 N 4999122.00 4999122.00 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 24967173.61 0.0061 N 24969895.00 24969895.00 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 9998950.00 0.0024 N 9999646.00 9999646.00 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 2998881.67 0.0007 N 2999576.40 2999576.40 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 2998863.33 0.0007 N 2999564.40 2999564.40 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 1999205.55 0.0005 N 1999684.60 1999684.60 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640QJ36 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 16000000.00 15977680.00 0.0039 N 15973654.40 15973654.40 JPMorgan Securities LLC JPMorgan Securities LLC, 0.30% 46590EEP9 Financial Company Commercial Paper First Tier Security 2014-05-23 2014-05-23 N N N 39000000.00 38973025.00 0.0095 N 38982344.70 38982344.70 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 29984000.00 0.0073 N 29985759.00 29985759.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.25% 60682XGU4 Financial Company Commercial Paper First Tier Security 2014-07-28 2014-07-28 N N N 29300000.00 29270288.98 0.0071 N 29269478.19 29269478.19 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 34997093.06 0.0085 N 34998516.00 34998516.00 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 43000000.00 42991758.33 0.0105 N 42995149.60 42995149.60 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 28994441.67 0.0070 N 28996728.80 28996728.80 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 11999760.00 0.0029 N 11999866.80 11999866.80 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 24996000.00 0.0061 N 24997847.50 24997847.50 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 29999550.00 0.0073 N 29999700.00 29999700.00 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 24995118.06 0.0061 N 24995752.50 24995752.50 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 39991977.79 0.0097 N 39992980.00 39992980.00 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 49988388.89 0.0122 N 49991225.00 49991225.00 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 14978550.00 0.0036 N 14972721.00 14972721.00 PNC Bank NA PNC Bank NA, 0.27% 69354BAP7 Financial Company Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N N 4000000.00 4000000.00 0.0010 N 4000510.80 4000510.80 PNC Bank NA PNC Bank NA, 0.27% 69354BAW2 Financial Company Commercial Paper First Tier Security 2014-05-21 2014-05-21 N N N 5000000.00 5000000.00 0.0012 N 5000741.50 5000741.50 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 8998560.00 0.0022 N 8999572.50 8999572.50 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.12% 83365SC35 Financial Company Commercial Paper First Tier Security 2014-03-03 2014-03-03 N N N 63000000.00 62999580.00 0.0153 N 62999477.10 62999477.10 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 32993647.50 0.0080 N 32994317.40 32994317.40 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 49996562.50 0.0122 N 49998565.00 49998565.00 Swedbank AB Swedbank AB, 0.24% 87019SGM0 Financial Company Commercial Paper First Tier Security 2014-07-21 2014-07-21 N N N 32000000.00 31970337.79 0.0078 N 31966569.60 31966569.60 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 64998158.33 0.0158 N 64999493.00 64999493.00 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 19976000.00 0.0049 N 19981900.00 19981900.00 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 20968500.00 0.0051 N 20976960.90 20976960.90 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233HHJ6 Financial Company Commercial Paper First Tier Security 2014-08-18 2014-08-18 N N N 75000000.00 74925625.03 0.0182 N 74939437.50 74939437.50 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 49979444.45 0.0121 N 49983855.00 49983855.00 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.20% 91127QF53 Financial Company Commercial Paper First Tier Security 2014-06-05 2014-06-05 N N N 10000000.00 9994666.67 0.0024 N 9995177.00 9995177.00 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 79980866.67 0.0194 N 79989176.00 79989176.00 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 49962625.02 0.0121 N 49966075.00 49966075.00 Ciesco LP Ciesco LP, 0.20% 17178CE58 Asset Backed Commercial Paper First Tier Security 2014-05-05 2014-05-05 N N Y GUARANTOR CITIBANK NA N/A N/A 30000000.00 29989166.66 0.0073 N 29993949.00 29993949.00 Gotham Funding Corp. Gotham Funding Corp., 0.19% 38346MEC4 Asset Backed Commercial Paper First Tier Security 2014-05-12 2014-05-12 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 50000000.00 49981000.01 0.0122 N 49980330.00 49980330.00 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 74992916.67 0.0182 N 74994562.50 74994562.50 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 131988853.34 0.0321 N 131991090.00 131991090.00 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 24993798.61 0.0061 N 24993932.50 24993932.50 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 24993798.61 0.0061 N 24993932.50 24993932.50 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 12998194.44 0.0032 N 12998534.90 12998534.90 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.17% 56274MD74 Asset Backed Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 100000000.00 99982527.82 0.0243 N 99981950.00 99981950.00 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 31994684.44 0.0078 N 31996953.60 31996953.60 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 24994722.23 0.0061 N 24995587.50 24995587.50 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 31992568.89 0.0078 N 31993600.00 31993600.00 BPCE SA BPCE SA, 0.25% 05571CEE7 Other Commercial Paper First Tier Security 2014-05-14 2014-05-14 N N N 26000000.00 25986638.90 0.0063 N 25986459.20 25986459.20 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 4999023.61 0.0012 N 4999709.50 4999709.50 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 10997793.89 0.0027 N 10999332.30 10999332.30 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 24994854.17 0.0061 N 24998417.50 24998417.50 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 2999271.67 0.0007 N 2999753.40 2999753.40 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 5998511.67 0.0015 N 5999488.20 5999488.20 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 4998363.89 0.0012 N 4999282.50 4999282.50 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 3998585.56 0.0010 N 3999357.60 3999357.60 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 5997800.00 0.0015 N 5999050.80 5999050.80 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 999616.67 0.0002 N 999830.80 999830.80 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 999583.33 0.0002 N 999807.90 999807.90 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.18% 89233ABB4 Other Commercial Paper First Tier Security 2014-03-13 2014-03-13 N N N 11000000.00 11000000.00 0.0027 N 11000154.00 11000154.00 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 49996111.10 0.0122 N 49997900.00 49997900.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796CJ6 Treasury Debt First Tier Security 2014-04-24 2014-04-24 N N N 50000000.00 49992125.00 0.0122 N 49996400.00 49996400.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796DQ9 Treasury Debt First Tier Security 2014-08-14 2014-08-14 N N N 65000000.00 64967030.56 0.0158 N 64979265.00 64979265.00 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 125239334.72 0.0304 N 125234375.00 125234375.00 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 226221003.64 0.0550 N 226186425.00 226186425.00 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 50424667.11 0.0123 N 50417950.00 50417950.00 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 40022323.90 0.0097 N 40021880.00 40021880.00 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 10002357.66 0.0024 N 10002730.00 10002730.00 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 6002529.82 0.0015 N 6002112.00 6002112.00 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 18023559.74 0.0044 N 18022500.00 18022500.00 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 4000305.70 0.0010 N 4000312.00 4000312.00 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 6066395.66 0.0015 N 6067032.00 6067032.00 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 9003772.87 0.0022 N 9007380.00 9007380.00 Fannie Mae Fannie Mae, 0.14% 3135G0PG2 Government Agency Debt First Tier Security 2014-03-11 2014-09-11 N N N 21000000.00 20997803.65 0.0051 N 21006594.00 21006594.00 Fannie Mae Fannie Mae, 0.14% 3135G0YU1 Government Agency Debt First Tier Security 2014-03-21 2015-10-21 N N N 30000000.00 29994981.69 0.0073 N 30002100.00 30002100.00 Fannie Mae Fannie Mae, 0.16% 3135G0HB2 Government Agency Debt First Tier Security 2014-03-20 2015-01-20 N N N 32000000.00 32002242.59 0.0078 N 32019680.00 32019680.00 Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313385TW6 Government Agency Debt First Tier Security 2014-03-05 2014-03-05 N N N 59400000.00 59399604.00 0.0144 N 59399940.60 59399940.60 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 52997217.49 0.0129 N 52999629.00 52999629.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A15R5 Government Agency Debt First Tier Security 2014-03-03 2015-09-03 N N N 16000000.00 15996262.40 0.0039 N 15996368.00 15996368.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A13N6 Government Agency Debt First Tier Security 2014-05-26 2015-08-26 N N N 13000000.00 12997106.33 0.0032 N 12996841.00 12996841.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381JE6 Government Agency Debt First Tier Security 2014-03-25 2014-06-25 N N N 30000000.00 29998064.97 0.0073 N 30006180.00 30006180.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A0AF7 Government Agency Debt First Tier Security 2014-03-23 2015-10-23 N N N 26490000.00 26490000.00 0.0064 N 26496437.07 26496437.07 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 6999730.90 0.0017 N 7000098.00 7000098.00 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 0.0024 N 10001550.00 10001550.00 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-03-16 2015-07-16 N N N 15000000.00 14997910.04 0.0036 N 15003645.00 15003645.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-03-17 2015-07-17 N N N 15000000.00 14997905.88 0.0036 N 15003630.00 15003630.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-03-26 2015-06-26 N N N 33000000.00 32995642.19 0.0080 N 33009042.00 33009042.00 Freddie Mac Freddie Mac, 0.15% 3134G3Q52 Government Agency Debt First Tier Security 2014-08-14 2014-08-14 N N N 34000000.00 34015228.15 0.0083 N 34021318.00 34021318.00 Freddie Mac Freddie Mac, 0.16% 3134G32P4 Government Agency Debt First Tier Security 2014-03-05 2014-12-05 N N N 70000000.00 70000000.00 0.0170 N 70031150.00 70031150.00 Freddie Mac Freddie Mac, 0.17% 3134G4BB3 Government Agency Debt First Tier Security 2014-03-27 2014-03-27 N N N 19000000.00 18999635.03 0.0046 N 19000437.00 19000437.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.03% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2014-03-07 2014-03-07 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., 0.03% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2014-03-07 2014-03-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6550000.00 6550000.00 0.0016 N 6550000.00 6550000.00 Charlotte 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 2014-03-07 2014-03-07 Y BANK OF AMERICA NA N/A N/A N N 26230000.00 26230000.00 0.0064 N 26230000.00 26230000.00 Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev. Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev., 0.03% Series B, LOC U.S. Bank NA, Cincinnati VRDN 160853JL2 Variable Rate Demand Note First Tier Security 2014-03-03 2014-03-03 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 2014-03-07 2014-03-07 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., 0.03% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2014-03-07 2014-03-07 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 2014-03-07 2014-03-07 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., 0.04% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2014-03-07 2014-03-07 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 0.0144 N 59200000.00 59200000.00 Orange Wtr. & Swr. Auth. Orange Wtr. & Swr. Auth., 0.03% Series 2004 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 685349DD1 Variable Rate Demand Note First Tier Security 2014-03-07 2014-03-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 7500000.00 7500000.00 0.0018 N 7500000.00 7500000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.03% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2014-03-07 2014-03-07 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., 0.03% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XT7 Variable Rate Demand Note First Tier Security 2014-03-07 2014-03-07 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 0.05%, dated 2/28/2014 due 03/03/2014 48T99SAF5_07629 Treasury Repurchase Agreement Y US TREASURY 2014-04-15 2044-02-15 0 - 6.25 Treasury Debt 274572973.13 281509536.79 Unrated Security 2014-03-03 2014-03-03 N N N 275736000.00 275736000.00 0.0670 N 275736000.00 275736000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.05% 48S99WBA7 0001197610 Treasury Repurchase Agreement Y US TREASURY 2014-06-05 2043-08-15 0 - 8.75 Treasury Debt 102286100.00 124661423.00 First Tier Security 2014-03-07 2014-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 121499000.00 121499000.00 0.0295 N 121499000.00 121499000.00