N-MFP LIVE N 2014-03-31 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 58 100 3876747824.79 87472740.50 100588998.08 3863631567.21 0.0018 1.0006 2014-03-31 1.0006 2014-03-31 C000020486 1.00 3863631567.21 1.00 -249964829.83 721787681.32 971752511.15 0.0001 1.0006 2014-03-31 1.0006 2014-03-31 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 74994854.16 0.0194 N 74999160.00 74999160.00 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 15000000.00 0.0039 N 14999991.00 14999991.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416KG79 Financial Company Commercial Paper First Tier Security 2014-07-07 2014-07-07 N N N 50000000.00 49973055.57 0.0129 N 49977540.00 49977540.00 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 54924925.00 0.0142 N 54940451.50 54940451.50 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 14998775.00 0.0039 N 14999187.00 14999187.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.23% 06741GXK6 Financial Company Commercial Paper First Tier Security 2014-06-09 2014-06-09 N N N 81000000.00 80964292.49 0.0210 N 80969025.60 80969025.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.23% 06741GYA7 Financial Company Commercial Paper First Tier Security 2014-06-13 2014-06-13 N N N 41000000.00 40980878.05 0.0106 N 40982525.80 40982525.80 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.20% 06737JF91 Financial Company Commercial Paper First Tier Security 2014-06-09 2014-06-09 N N N 25000000.00 24990416.67 0.0065 N 24991250.00 24991250.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737JFR1 Financial Company Commercial Paper First Tier Security 2014-06-25 2014-06-25 N N N 15000000.00 14991854.18 0.0039 N 14992977.00 14992977.00 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 20999562.50 0.0054 N 20999790.00 20999790.00 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 13999125.00 0.0036 N 13999619.20 13999619.20 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 7999277.78 0.0021 N 7999664.00 7999664.00 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 9995694.44 0.0026 N 9996973.00 9996973.00 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 37982847.23 0.0098 N 37987737.40 37987737.40 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.27% 0556N1H14 Financial Company Commercial Paper First Tier Security 2014-08-01 2014-08-01 N N N 50000000.00 49954250.00 0.0129 N 49958490.00 49958490.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.16% 20272AFD3 Financial Company Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 6000000.00 6000000.00 0.0016 N 6000024.00 6000024.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.18% to 0.00% 20272AGT7 Financial Company Commercial Paper First Tier Security 2014-04-01 2014-10-01 N N N 100000000.00 100000000.00 0.0259 N 99990100.00 99990100.00 Credit Agricole North America Credit Agricole North America, 0.07% 22532CD19 Financial Company Commercial Paper First Tier Security 2014-04-01 2014-04-01 N N N 71000000.00 71000000.00 0.0184 N 70999858.00 70999858.00 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 28986805.00 0.0075 N 28991030.30 28991030.30 Credit Agricole North America Credit Agricole North America, 0.26% 22532CG24 Financial Company Commercial Paper First Tier Security 2014-07-02 2014-07-02 N N N 44000000.00 43970764.44 0.0114 N 43976812.00 43976812.00 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 11000000.00 0.0028 N 10999963.70 10999963.70 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 4999766.67 0.0013 N 4999883.50 4999883.50 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 24973416.66 0.0065 N 24977955.00 24977955.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.21% 25153KEV5 Financial Company Commercial Paper First Tier Security 2014-05-29 2014-05-29 N N N 80000000.00 79972933.33 0.0207 N 79971376.00 79971376.00 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 2999450.00 0.0008 N 2999894.10 2999894.10 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 2999431.67 0.0008 N 2999890.80 2999890.80 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 1999584.44 0.0005 N 1999916.40 1999916.40 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 15981400.00 0.0041 N 15980724.80 15980724.80 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 38983100.00 0.0101 N 38990757.00 38990757.00 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 29990200.00 0.0078 N 29992347.00 29992347.00 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 29276470.46 0.0076 N 29277723.21 29277723.21 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.23% 6323A1F35 Financial Company Commercial Paper First Tier Security 2014-06-03 2014-06-03 N N N 71000000.00 70971422.47 0.0184 N 70978039.70 70978039.70 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.23% 6323A1F50 Financial Company Commercial Paper First Tier Security 2014-06-05 2014-06-05 N N N 65000000.00 64973006.92 0.0168 N 64972570.00 64972570.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.24% 6323A1ED4 Financial Company Commercial Paper First Tier Security 2014-05-13 2014-05-13 N N N 30370000.00 30361496.40 0.0079 N 30364667.03 30364667.03 Nationwide Building Society Nationwide Building Society, 0.22% 6385E1FA4 Financial Company Commercial Paper First Tier Security 2014-06-10 2014-06-10 N N N 45000000.00 44980749.99 0.0116 N 44983935.00 44983935.00 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 24999208.33 0.0065 N 24999562.50 24999562.50 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 39998522.22 0.0104 N 39999152.00 39999152.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.19% 69033RFB7 Financial Company Commercial Paper First Tier Security 2014-06-11 2014-06-11 N N N 50000000.00 49981756.94 0.0129 N 49981600.00 49981600.00 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 49997861.11 0.0129 N 49998940.00 49998940.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.22% 69033RH66 Financial Company Commercial Paper First Tier Security 2014-08-06 2014-08-06 N N N 25000000.00 24980597.21 0.0065 N 24982875.00 24982875.00 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 14981908.34 0.0039 N 14979420.00 14979420.00 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 0.0013 N 5000650.00 5000650.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UH19 Financial Company Commercial Paper First Tier Security 2014-08-01 2014-08-01 N N N 30000000.00 29976108.33 0.0078 N 29978064.00 29978064.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHB7 Financial Company Commercial Paper First Tier Security 2014-08-11 2014-08-11 N N N 4000000.00 3996553.34 0.0010 N 3996640.40 3996640.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHC5 Financial Company Commercial Paper First Tier Security 2014-08-12 2014-08-12 N N N 15000000.00 14986977.09 0.0039 N 14987232.00 14987232.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHE1 Financial Company Commercial Paper First Tier Security 2014-08-14 2014-08-14 N N N 7000000.00 6993831.25 0.0018 N 6993882.70 6993882.70 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHF8 Financial Company Commercial Paper First Tier Security 2014-08-15 2014-08-15 N N N 7000000.00 6993785.56 0.0018 N 6993802.20 6993802.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHJ0 Financial Company Commercial Paper First Tier Security 2014-08-18 2014-08-18 N N N 9000000.00 8991833.75 0.0023 N 8991774.00 8991774.00 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 32999615.00 0.0085 N 32999670.00 32999670.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GJG1 Financial Company Commercial Paper First Tier Security 2014-09-16 2014-09-16 N N N 92000000.00 91905546.67 0.0238 N 91903979.60 91903979.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GJR7 Financial Company Commercial Paper First Tier Security 2014-09-25 2014-09-25 N N N 40000000.00 39956733.35 0.0103 N 39954840.00 39954840.00 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 31976813.34 0.0083 N 31977203.20 31977203.20 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 19980133.33 0.0052 N 19985834.00 19985834.00 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 20973020.83 0.0054 N 20981337.30 20981337.30 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ACC1 Financial Company Commercial Paper First Tier Security 2014-04-17 2014-09-11 N N N 18000000.00 18000000.00 0.0047 N 17998488.00 17998488.00 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 74939187.53 0.0194 N 74962177.50 74962177.50 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 49988055.56 0.0129 N 49992730.00 49992730.00 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 9996388.89 0.0026 N 9997323.00 9997323.00 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 79995333.33 0.0207 N 79998288.00 79998288.00 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 49972527.79 0.0129 N 49979820.00 49979820.00 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 29994333.33 0.0078 N 29997462.00 29997462.00 Gotham Funding Corp. Gotham Funding Corp., 0.17% 38346MDH4 Asset Backed Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 28000000.00 27997884.44 0.0072 N 27998110.00 27998110.00 Gotham Funding Corp. Gotham Funding Corp., 0.17% 38346MDN1 Asset Backed Commercial Paper First Tier Security 2014-04-22 2014-04-22 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 60000000.00 59994049.98 0.0155 N 59994462.00 59994462.00 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 49989180.56 0.0129 N 49989735.00 49989735.00 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 24997888.89 0.0065 N 24998312.50 24998312.50 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 24997888.89 0.0065 N 24998312.50 24998312.50 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 99997166.68 0.0259 N 99997670.00 99997670.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.17% 56274MDU3 Asset Backed Commercial Paper First Tier Security 2014-04-28 2014-04-28 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 32000000.00 31995919.99 0.0083 N 31996067.20 31996067.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.18% 56274MDE9 Asset Backed Commercial Paper First Tier Security 2014-04-14 2014-04-14 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 34000000.00 33997790.00 0.0088 N 33998174.20 33998174.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.18% 56274MDM1 Asset Backed Commercial Paper First Tier Security 2014-04-21 2014-04-21 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 1000000.00 999900.00 0.0003 N 999912.50 999912.50 Northern Pines Funding LLC Northern Pines Funding LLC, 0.24% 66560LET9 Asset Backed Commercial Paper First Tier Security 2014-05-27 2014-05-27 N N Y LIQUIDITY DEUTSCHE BANK AG LDN BRH N/A N/A 29000000.00 28989173.33 0.0075 N 28992378.80 28992378.80 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 24998812.50 0.0065 N 24999250.00 24999250.00 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 LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 32000000.00 31997804.45 0.0083 N 31998531.20 31998531.20 BPCE SA BPCE SA, 0.25% 05571CEE7 Other Commercial Paper First Tier Security 2014-05-14 2014-05-14 N N N 26000000.00 25992236.12 0.0067 N 25994628.40 25994628.40 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 4999841.67 0.0013 N 4999961.00 4999961.00 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 10999593.61 0.0028 N 10999902.10 10999902.10 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 24998944.44 0.0065 N 24999750.00 24999750.00 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 2999762.50 0.0008 N 2999946.60 2999946.60 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 5999493.33 0.0016 N 5999886.60 5999886.60 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 4999181.95 0.0013 N 4999773.50 4999773.50 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 3999240.00 0.0010 N 3999774.00 3999774.00 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 5998833.33 0.0016 N 5999676.00 5999676.00 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 999788.89 0.0003 N 999939.30 999939.30 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 999755.55 0.0003 N 999925.00 999925.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BKA6 Other Commercial Paper First Tier Security 2014-10-10 2014-10-10 N N N 36000000.00 35961599.98 0.0093 N 35970472.80 35970472.80 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 49999125.00 0.0129 N 49999750.00 49999750.00 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 49996645.83 0.0129 N 49999050.00 49999050.00 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 64973187.50 0.0168 N 64985375.00 64985375.00 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 125140409.70 0.0324 N 125141625.00 125141625.00 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 225805057.35 0.0584 N 225808650.00 225808650.00 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 40016604.55 0.0104 N 40018760.00 40018760.00 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 50315868.10 0.0130 N 50318350.00 50318350.00 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 10001139.54 0.0026 N 10001170.00 10001170.00 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 6055148.31 0.0016 N 6056718.00 6056718.00 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 9003182.16 0.0023 N 9007380.00 9007380.00 U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.10% 912828KM1 Treasury Debt First Tier Security 2014-04-15 2014-04-15 N N N 82887000.00 83077641.97 0.0215 N 83068356.75 83068356.75 Fannie Mae Fannie Mae, 0.14% 3135G0PG2 Government Agency Debt First Tier Security 2014-04-11 2014-09-11 N N N 21000000.00 20998154.61 0.0054 N 21004095.00 21004095.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-04-21 2015-10-21 N N N 30000000.00 29995241.40 0.0078 N 29999520.00 29999520.00 Fannie Mae Fannie Mae, 0.17% 3135G0HB2 Government Agency Debt First Tier Security 2014-04-20 2015-01-20 N N N 32000000.00 32002028.68 0.0083 N 32015680.00 32015680.00 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 12997271.53 0.0034 N 12995658.00 12995658.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A15R5 Government Agency Debt First Tier Security 2014-06-03 2015-09-03 N N N 16000000.00 15996459.83 0.0041 N 15994720.00 15994720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1DP0 Government Agency Debt First Tier Security 2014-06-14 2015-09-14 N N N 40000000.00 39990953.85 0.0104 N 39985400.00 39985400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1ES3 Government Agency Debt First Tier Security 2014-06-21 2015-09-21 N N N 50000000.00 49988538.35 0.0129 N 49981200.00 49981200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A0AF7 Government Agency Debt First Tier Security 2014-04-23 2015-10-23 N N N 26490000.00 26490000.00 0.0069 N 26494026.48 26494026.48 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 0.0026 N 10000630.00 10000630.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-04-26 2015-06-26 N N N 33000000.00 32995922.47 0.0085 N 33006600.00 33006600.00 Freddie Mac Freddie Mac, 0.15% 3134G4DT2 Government Agency Debt First Tier Security 2014-04-16 2015-07-16 N N N 15000000.00 14998039.10 0.0039 N 15002535.00 15002535.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-04-17 2015-07-17 N N N 15000000.00 14998034.94 0.0039 N 15002520.00 15002520.00 Freddie Mac Freddie Mac, 0.16% 3134G32P4 Government Agency Debt First Tier Security 2014-04-05 2014-12-05 N N N 70000000.00 70000000.00 0.0181 N 70022050.00 70022050.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.08% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2014-04-07 2014-04-07 Y BANK OF AMERICA NA N/A N/A N N 26230000.00 26230000.00 0.0068 N 26230000.00 26230000.00 Lower Cape Fear Wtr. & Swr. Auth. Rev. Lower Cape Fear Wtr. & Swr. Auth. Rev., 0.08% (Bladen Bluffs Proj.) Series 2010, LOC Rabobank Nederland New York Branch VRDN 548073AA3 Variable Rate Demand Note First Tier Security 2014-04-07 2014-04-07 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., 0.07% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2014-04-07 2014-04-07 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., 0.07% (CaroMont Health Proj.) Series 2003 B, LOC Wells Fargo Bank NA VRDN 65820HVG5 Variable Rate Demand Note First Tier Security 2014-04-07 2014-04-07 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 0.0153 N 59200000.00 59200000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.05%, dated 3/31/2014 due 04/01/2014 48T99SNJ3_07629 Treasury Repurchase Agreement Y US TREASURY 2014-06-12 2041-08-15 0 - 4.25 Treasury Debt 546264.02 545703.53 Unrated Security 2014-04-01 2014-04-01 N N N 535000.00 535000.00 0.0001 N 535000.00 535000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48S99WNR7 0001197610 Treasury Repurchase Agreement Y US TREASURY 2015-03-31 2043-11-15 0.125 - 8.75 Treasury Debt 73770051.00 76616335.27 First Tier Security 2014-04-07 2014-04-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 75000000.00 75000000.00 0.0194 N 75000000.00 75000000.00