N-MFP LIVE N 2014-05-31 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 43 86 3239054178.94 228273768.44 538076.21 3466789871.17 0.0018 1.0007 2014-05-30 1.0007 2014-05-30 C000020486 1.00 3466789871.17 1.00 -112059026.97 773173405.21 885232432.18 0.0001 1.0007 2014-05-30 1.0007 2014-05-30 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.17% 05253CJG2 Financial Company Commercial Paper First Tier Security 2014-09-16 2014-09-16 N N N 75000000.00 74962104.20 0.0216 N 74955495.00 74955495.00 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 49990000.01 0.0144 N 49995480.00 49995480.00 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 54950087.50 0.0159 N 54963920.00 54963920.00 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 80995860.00 0.0234 N 80997748.20 80997748.20 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 40996856.67 0.0118 N 40998401.00 40998401.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.23% 06741GYB5 Financial Company Commercial Paper First Tier Security 2014-07-16 2014-07-16 N N N 15000000.00 14995687.50 0.0043 N 14997618.00 14997618.00 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 14997700.00 0.0043 N 14998635.00 14998635.00 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 9999930.56 0.0029 N 9999917.00 9999917.00 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 37998944.45 0.0110 N 37999365.40 37999365.40 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.26% 0556N1JC8 Financial Company Commercial Paper First Tier Security 2014-09-12 2014-09-12 N N N 27000000.00 26979915.01 0.0078 N 26983068.30 26983068.30 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 49977125.00 0.0144 N 49984950.00 49984950.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.18% 20272AGT7 Financial Company Commercial Paper First Tier Security 2014-06-02 2014-10-01 N N N 100000000.00 100000000.00 0.0288 N 99993500.00 99993500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.18% 20272AGU4 Financial Company Commercial Paper First Tier Security 2014-06-03 2014-10-07 N N N 75000000.00 75000000.00 0.0216 N 74994900.00 74994900.00 Credit Agricole North America Credit Agricole North America, 0.11% 22532CF25 Financial Company Commercial Paper First Tier Security 2014-06-02 2014-06-02 N N N 29000000.00 28999911.39 0.0084 N 28999710.00 28999710.00 Credit Agricole North America Credit Agricole North America, 0.24% 22532CJ21 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 35000000.00 34978299.99 0.0101 N 34981712.50 34981712.50 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 28999581.11 0.0084 N 28999678.10 28999678.10 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 43990148.89 0.0127 N 43994596.80 43994596.80 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 24985701.39 0.0072 N 24989185.00 24989185.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.21% 25153KGU5 Financial Company Commercial Paper First Tier Security 2014-07-28 2014-07-28 N N N 65000000.00 64978387.52 0.0187 N 64975748.50 64975748.50 General Electric Capital Corp. General Electric Capital Corp., 0.20% 36959JLA9 Financial Company Commercial Paper First Tier Security 2014-11-10 2014-11-10 N N N 15000000.00 14986500.01 0.0043 N 14989135.50 14989135.50 JPMorgan Securities LLC JPMorgan Securities LLC, 0.22% 46640CAM4 Financial Company Commercial Paper First Tier Security 2014-06-09 2014-11-07 N N N 50000000.00 50000000.00 0.0144 N 49995750.00 49995750.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.22% 46640CAN2 Financial Company Commercial Paper First Tier Security 2014-06-17 2014-11-17 N N N 70000000.00 70000000.00 0.0202 N 70009660.00 70009660.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.23% 46590ELR7 Financial Company Commercial Paper First Tier Security 2014-11-25 2014-11-25 N N N 35000000.00 34960420.83 0.0101 N 34963453.00 34963453.00 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 15988720.00 0.0046 N 15992235.20 15992235.20 Lloyds Bank PLC Lloyds Bank PLC, 0.09% 53943SF36 Financial Company Commercial Paper First Tier Security 2014-06-03 2014-06-03 N N N 72000000.00 71999640.00 0.0208 N 71999359.20 71999359.20 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 29288634.04 0.0084 N 29290925.79 29290925.79 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 70999092.78 0.0205 N 70999211.90 70999211.90 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 64998338.89 0.0187 N 64998914.50 64998914.50 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.23% 6323A1H17 Financial Company Commercial Paper First Tier Security 2014-08-01 2014-08-01 N N N 35000000.00 34986359.72 0.0101 N 34989465.00 34989465.00 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 44997525.00 0.0130 N 44998555.50 44998555.50 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 27000000.00 26998612.50 0.0078 N 26999046.90 26999046.90 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 24989916.66 0.0072 N 24992680.00 24992680.00 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 14988516.67 0.0043 N 14990100.00 14990100.00 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 29988054.17 0.0087 N 29992914.00 29992914.00 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 3998146.11 0.0012 N 3998767.20 3998767.20 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 14992950.00 0.0043 N 14995282.50 14995282.50 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 6996618.61 0.0020 N 6997680.20 6997680.20 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 6996572.92 0.0020 N 6997634.70 6997634.70 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 8995417.50 0.0026 N 8996740.20 8996740.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHK7 Financial Company Commercial Paper First Tier Security 2014-08-19 2014-08-19 N N N 4000000.00 3997937.22 0.0012 N 3998515.20 3998515.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562LG30 Financial Company Commercial Paper First Tier Security 2014-07-03 2014-07-03 N N N 125000000.00 124976111.10 0.0360 N 124978475.00 124978475.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562LL59 Financial Company Commercial Paper First Tier Security 2014-11-05 2014-11-05 N N N 50000000.00 49947666.67 0.0144 N 49943465.00 49943465.00 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 91939842.23 0.0265 N 91949022.80 91949022.80 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 39971644.45 0.0115 N 39975220.00 39975220.00 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 31989555.56 0.0092 N 31994038.40 31994038.40 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.12% 89116FFL9 Financial Company Commercial Paper First Tier Security 2014-06-20 2014-06-20 N N N 100000000.00 99993666.66 0.0288 N 99995920.00 99995920.00 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 19988266.66 0.0058 N 19994000.00 19994000.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.24% 89116FP38 Financial Company Commercial Paper First Tier Security 2015-02-03 2015-02-03 N N N 8000000.00 7986826.67 0.0023 N 7989874.40 7989874.40 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 20981916.67 0.0061 N 20989563.00 20989563.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACM9 Financial Company Commercial Paper First Tier Security 2014-06-16 2014-10-14 N N N 35000000.00 35000000.00 0.0101 N 35000000.00 35000000.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACC1 Financial Company Commercial Paper First Tier Security 2014-06-17 2014-09-11 N N N 18000000.00 18000000.00 0.0052 N 18000054.00 18000054.00 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 74965875.02 0.0216 N 74987775.00 74987775.00 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 9999777.78 0.0029 N 9999883.00 9999883.00 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 49992013.89 0.0144 N 49996365.00 49996365.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.10% 0527M1F26 Asset Backed Commercial Paper First Tier Security 2014-06-02 2014-06-02 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 11200000.00 11199968.89 0.0032 N 11199899.20 11199899.20 Gotham Funding Corp. Gotham Funding Corp., 0.17% 38346MFR0 Asset Backed Commercial Paper First Tier Security 2014-06-25 2014-06-25 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 46000000.00 45994786.67 0.0133 N 45995151.60 45995151.60 Gotham Funding Corp. Gotham Funding Corp., 0.17% 38346MG73 Asset Backed Commercial Paper First Tier Security 2014-07-07 2014-07-07 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 50000000.00 49991499.98 0.0144 N 49991505.00 49991505.00 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 35973799.99 0.0104 N 35982709.20 35982709.20 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BLH0 Other Commercial Paper First Tier Security 2014-11-17 2014-11-17 N N N 50000000.00 49953055.55 0.0144 N 49965800.00 49965800.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BLJ6 Other Commercial Paper First Tier Security 2014-11-18 2014-11-18 N N N 20000000.00 19981111.11 0.0058 N 19986144.00 19986144.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BM97 Other Commercial Paper First Tier Security 2014-12-09 2014-12-09 N N N 10000000.00 9989388.88 0.0029 N 9991476.00 9991476.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BMH9 Other Commercial Paper First Tier Security 2014-12-17 2014-12-17 N N N 5000000.00 4994472.23 0.0014 N 4995421.50 4995421.50 Fannie Mae Fannie Mae, 0.13% 3135G0PG2 Government Agency Debt First Tier Security 2014-06-11 2014-09-11 N N N 21000000.00 20998845.22 0.0061 N 21002793.00 21002793.00 Fannie Mae Fannie Mae, 0.14% 3135G0YU1 Government Agency Debt First Tier Security 2014-06-21 2015-10-21 N N N 30000000.00 29995752.45 0.0087 N 30005970.00 30005970.00 Fannie Mae Fannie Mae, 0.16% 3135G0HB2 Government Agency Debt First Tier Security 2014-06-20 2015-01-20 N N N 32000000.00 32001607.76 0.0092 N 32013312.00 32013312.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A13N6 Government Agency Debt First Tier Security 2014-08-26 2015-08-26 N N N 13000000.00 12997596.60 0.0037 N 12998375.00 12998375.00 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 15996875.12 0.0046 N 15997952.00 15997952.00 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 39991993.05 0.0115 N 39994440.00 39994440.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0AF7 Government Agency Debt First Tier Security 2014-06-23 2015-10-23 N N N 26490000.00 26490000.00 0.0076 N 26499218.52 26499218.52 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-06-16 2015-07-16 N N N 15000000.00 14998293.06 0.0043 N 15004275.00 15004275.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-06-17 2015-07-17 N N N 15000000.00 14998288.90 0.0043 N 15004290.00 15004290.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-06-26 2015-06-26 N N N 33000000.00 32996473.97 0.0095 N 33009669.00 33009669.00 Freddie Mac Freddie Mac, 0.15% 3134G32P4 Government Agency Debt First Tier Security 2014-06-05 2014-12-05 N N N 70000000.00 70000000.00 0.0202 N 70017570.00 70017570.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.05% Series 2006 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045FL8 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 1300000.00 1300000.00 0.0004 N 1300000.00 1300000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.05% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y BANK OF AMERICA NA N/A N/A N N 26230000.00 26230000.00 0.0076 N 26230000.00 26230000.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.05% Series 2002 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 161045EK1 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 26060000.00 26060000.00 0.0075 N 26060000.00 26060000.00 Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev. Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev., 0.04% Series 2007 E, LOC TD Banknorth, NA VRDN 160853LL9 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 14800000.00 14800000.00 0.0043 N 14800000.00 14800000.00 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 2014-06-06 2014-06-06 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., 0.06% (Campbell Univ. Proj.) Series 2009, LOC Branch Banking & Trust Co. VRDN 65818PHH5 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 6400000.00 6400000.00 0.0018 N 6400000.00 6400000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.06% Series 2003 C, LOC TD Banknorth, NA VRDN 65819GAG3 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4670000.00 4670000.00 0.0013 N 4670000.00 4670000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.06% Series 2011, LOC U.S. Bank NA, Cincinnati VRDN 65819GFZ6 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 7070000.00 7070000.00 0.0020 N 7070000.00 7070000.00 North Carolina Cap. Facilities Fin. Agcy. Rev. North Carolina Cap. Facilities Fin. Agcy. Rev., 0.06% (Elon Univ. Proj.) Series 2006, LOC U.S. Bank NA, Cincinnati VRDN 65819GCS5 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 14950000.00 14950000.00 0.0043 N 14950000.00 14950000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.06% (WakeMed Proj.) Series 2009 C, LOC Wells Fargo Bank NA VRDN 65821DCW9 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 1000000.00 1000000.00 0.0003 N 1000000.00 1000000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.06% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 2875000.00 2875000.00 0.0008 N 2875000.00 2875000.00 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 2014-06-06 2014-06-06 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 59200000.00 59200000.00 0.0171 N 59200000.00 59200000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.05% Series 2003 B, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XB6 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 8800000.00 8800000.00 0.0025 N 8800000.00 8800000.00 Wake County Gen. Oblig. Wake County Gen. Oblig., 0.05% Series 2003 C, (Liquidity Facility Wells Fargo Bank NA) VRDN 930863XS9 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 22000000.00 22000000.00 0.0063 N 22000000.00 22000000.00 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 45000000.00 44989825.01 0.0130 N 44997030.00 44997030.00 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 40005350.36 0.0115 N 40004680.00 40004680.00 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 50101779.72 0.0145 N 50097650.00 50097650.00 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 6033016.42 0.0017 N 6033750.00 6033750.00 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 9002019.82 0.0026 N 9004923.00 9004923.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.06% 48S99W2V1 0001197610 Treasury Repurchase Agreement Y US TREASURY 2014-05-31 2040-02-15 0.25 - 9.25 Treasury Debt 60943900.00 76485023.26 FEDERAL HOME LOAN MORTGAGE CORP 2016-01-31 2016-01-31 0.075 - 0.075 Treasury Debt 19100.00 19028.53 First Tier Security 2014-06-06 2014-06-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 75000000.00 75000000.00 0.0216 N 75000000.00 75000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.07%, dated 5/30/2014 due 06/02/2014 48X99JHC0_07629 Treasury Repurchase Agreement Y US TREASURY 2015-02-15 2043-02-15 0 - 4.5 Treasury Debt 95613455.83 96387179.31 Unrated Security 2014-06-02 2014-06-02 N N N 94446000.00 94446000.00 0.0272 N 94446000.00 94446000.00