N-MFP LIVE N 2014-06-30 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 53 88 3241298495.66 80590502.13 89099523.74 3232789474.05 0.0018 1.0008 2014-06-30 1.0008 2014-06-30 C000020486 1.00 3232789474.05 1.00 -234044124.23 767113659.64 1001157783.87 0.0001 1.0008 2014-06-30 1.0008 2014-06-30 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 74972729.18 0.0232 N 74968800.00 74968800.00 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 49998333.33 0.0155 N 49999515.00 49999515.00 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 54962462.50 0.0170 N 54977274.00 54977274.00 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 14998562.50 0.0046 N 14999320.50 14999320.50 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.23% 06741GYJ8 Financial Company Commercial Paper First Tier Security 2014-09-10 2014-09-10 N N N 90000000.00 89959174.98 0.0278 N 89975880.00 89975880.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GYR0 Financial Company Commercial Paper First Tier Security 2014-09-26 2014-09-26 N N N 63000000.00 62961937.49 0.0195 N 62978491.80 62978491.80 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1G23 Financial Company Commercial Paper First Tier Security 2014-07-02 2014-07-02 N N N 13000000.00 12999953.06 0.0040 N 12999927.20 12999927.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1G31 Financial Company Commercial Paper First Tier Security 2014-07-03 2014-07-03 N N N 6000000.00 5999956.67 0.0019 N 5999950.20 5999950.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1G72 Financial Company Commercial Paper First Tier Security 2014-07-07 2014-07-07 N N N 25000000.00 24999458.34 0.0077 N 24999515.00 24999515.00 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 26985765.01 0.0083 N 26990066.70 26990066.70 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 49988375.00 0.0155 N 49994090.00 49994090.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.18% 20272AGT7 Financial Company Commercial Paper First Tier Security 2014-07-01 2014-10-01 N N N 80000000.00 80000000.00 0.0247 N 79996080.00 79996080.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.18% 20272AGU4 Financial Company Commercial Paper First Tier Security 2014-07-03 2014-10-07 N N N 75000000.00 75000000.00 0.0232 N 74996100.00 74996100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-07-23 2015-02-23 N N N 5000000.00 5000000.00 0.0015 N 4999825.00 4999825.00 Credit Agricole North America Credit Agricole North America, 0.09% 22532CG16 Financial Company Commercial Paper First Tier Security 2014-07-01 2014-07-01 N N N 18000000.00 18000000.00 0.0056 N 18000000.00 18000000.00 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 34985300.00 0.0108 N 34989234.00 34989234.00 Credit Agricole North America Credit Agricole North America, 0.24% 22532CJ39 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 50000000.00 49978666.68 0.0155 N 49984380.00 49984380.00 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 43999682.22 0.0136 N 43999753.60 43999753.60 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 24991743.05 0.0077 N 24994807.50 24994807.50 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 64989762.51 0.0201 N 64991732.00 64991732.00 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 14989000.00 0.0046 N 14992297.50 14992297.50 JPMorgan Securities LLC JPMorgan Securities LLC, 0.22% 46640CAM4 Financial Company Commercial Paper First Tier Security 2014-07-07 2014-11-07 N N N 50000000.00 50000000.00 0.0155 N 49996550.00 49996550.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.22% 46640CAN2 Financial Company Commercial Paper First Tier Security 2014-07-17 2014-11-17 N N N 70000000.00 70000000.00 0.0217 N 70008400.00 70008400.00 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 34967129.16 0.0108 N 34971317.50 34971317.50 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 15992320.00 0.0049 N 15994809.60 15994809.60 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 29294616.12 0.0091 N 29296627.57 29296627.57 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 34993068.05 0.0108 N 34995863.00 34995863.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.24% 6323A1J23 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 65000000.00 64972699.98 0.0201 N 64980006.00 64980006.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.24% 6323A1J23 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 50000000.00 49978999.99 0.0155 N 49984620.00 49984620.00 Nationwide Building Society Nationwide Building Society, 0.22% 6385E1JJ1 Financial Company Commercial Paper First Tier Security 2014-09-18 2014-09-18 N N N 51000000.00 50975378.36 0.0158 N 50979258.30 50979258.30 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 24994500.00 0.0077 N 24996685.00 24996685.00 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 14991766.67 0.0046 N 14994193.50 14994193.50 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 29993929.17 0.0093 N 29997750.00 29997750.00 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 3998929.45 0.0012 N 3999514.80 3999514.80 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 14995887.50 0.0046 N 14998107.00 14998107.00 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 6997989.45 0.0022 N 6999037.50 6999037.50 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 6997943.75 0.0022 N 6999007.40 6999007.40 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 8997180.00 0.0028 N 8998591.50 8998591.50 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 3998720.55 0.0012 N 3999350.00 3999350.00 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 105000000.00 104998745.83 0.0325 N 104998866.00 104998866.00 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 49957666.67 0.0155 N 49956860.00 49956860.00 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 91956708.89 0.0284 N 91967708.00 91967708.00 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 39978977.78 0.0124 N 39983760.00 39983760.00 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 31995822.22 0.0099 N 31998505.60 31998505.60 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 19992266.67 0.0062 N 19996078.00 19996078.00 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 7988426.67 0.0025 N 7990666.40 7990666.40 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 20986291.67 0.0065 N 20992131.30 20992131.30 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACM9 Financial Company Commercial Paper First Tier Security 2014-07-16 2014-10-14 N N N 35000000.00 35000000.00 0.0108 N 35000000.00 35000000.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACC1 Financial Company Commercial Paper First Tier Security 2014-07-17 2014-09-11 N N N 18000000.00 18000000.00 0.0056 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 74979000.00 0.0232 N 74991802.50 74991802.50 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 04821UG71 Asset Backed Commercial Paper First Tier Security 2014-07-07 2014-07-07 N N Y LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 29179000.00 29178367.79 0.0090 N 29178375.57 29178375.57 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 49998583.33 0.0155 N 49998735.00 49998735.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.27% 66560LHB5 Asset Backed Commercial Paper First Tier Security 2014-08-11 2014-08-11 N N Y LIQUIDITY DEUTSCHE BANK AG LDN BRH N/A N/A 93300000.00 93271310.25 0.0289 N 93284111.01 93284111.01 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 35979799.99 0.0111 N 35986330.80 35986330.80 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 49961388.89 0.0155 N 49971415.00 49971415.00 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 19984444.44 0.0062 N 19988486.00 19988486.00 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 9991055.55 0.0031 N 9993070.00 9993070.00 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 4995305.56 0.0015 N 4996293.00 4996293.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BNU9 Other Commercial Paper First Tier Security 2015-01-28 2015-01-28 N N N 10000000.00 9988277.78 0.0031 N 9989341.00 9989341.00 Fannie Mae Fannie Mae, 0.13% 3135G0PG2 Government Agency Debt First Tier Security 2014-07-11 2014-09-11 N N N 21000000.00 20999184.86 0.0065 N 21002142.00 21002142.00 Fannie Mae Fannie Mae, 0.14% 3135G0YU1 Government Agency Debt First Tier Security 2014-07-21 2015-10-21 N N N 30000000.00 29996003.79 0.0093 N 30006930.00 30006930.00 Fannie Mae Fannie Mae, 0.16% 3135G0HB2 Government Agency Debt First Tier Security 2014-07-20 2015-01-20 N N N 32000000.00 32001400.75 0.0099 N 32010336.00 32010336.00 Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385ZK5 Government Agency Debt First Tier Security 2014-07-16 2014-07-16 N N N 100000000.00 99997291.64 0.0309 N 99998700.00 99998700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385C61 Government Agency Debt First Tier Security 2014-08-20 2014-08-20 N N N 50000000.00 49994583.33 0.0155 N 49997900.00 49997900.00 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 12997756.47 0.0040 N 12998622.00 12998622.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A15R5 Government Agency Debt First Tier Security 2014-09-03 2015-09-03 N N N 16000000.00 15997079.36 0.0049 N 15998432.00 15998432.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1DP0 Government Agency Debt First Tier Security 2014-09-14 2015-09-14 N N N 40000000.00 39992504.13 0.0124 N 39994920.00 39994920.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2G75 Government Agency Debt First Tier Security 2015-07-17 2015-07-17 N N N 35000000.00 35000000.00 0.0108 N 34986280.00 34986280.00 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-07-16 2015-07-16 N N N 15000000.00 14998417.96 0.0046 N 15004515.00 15004515.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-07-17 2015-07-17 N N N 15000000.00 14998413.80 0.0046 N 15004530.00 15004530.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-07-26 2015-06-26 N N N 33000000.00 32996745.21 0.0102 N 33009999.00 33009999.00 Freddie Mac Freddie Mac, 0.15% 3134G32P4 Government Agency Debt First Tier Security 2014-07-05 2014-12-05 N N N 70000000.00 70000000.00 0.0217 N 70015400.00 70015400.00 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 44993950.00 0.0139 N 44998785.00 44998785.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796EJ4 Treasury Debt First Tier Security 2015-06-25 2015-06-25 N N N 50000000.00 49945152.89 0.0154 N 49947650.00 49947650.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828DC1 Treasury Debt First Tier Security 2014-11-15 2014-11-15 N N N 8500000.00 8631974.30 0.0027 N 8631486.50 8631486.50 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828LZ1 Treasury Debt First Tier Security 2014-11-30 2014-11-30 N N N 41500000.00 41852879.41 0.0129 N 41851795.50 41851795.50 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 6022131.89 0.0019 N 6022734.00 6022734.00 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 9001448.17 0.0028 N 9003168.00 9003168.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828CP3 Treasury Debt First Tier Security 2014-07-15 2014-07-15 N N N 31439000.00 31515217.00 0.0097 N 31512693.00 31512693.00 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 2014-07-07 2014-07-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 100000.00 100000.00 0.0000 N 100000.00 100000.00 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 2014-07-07 2014-07-07 Y BANK OF AMERICA NA N/A N/A N N 26060000.00 26060000.00 0.0081 N 26060000.00 26060000.00 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 2014-07-07 2014-07-07 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 0.0020 N 6400000.00 6400000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.05% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2014-07-07 2014-07-07 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 0.0009 N 2875000.00 2875000.00 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 2014-07-07 2014-07-07 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 0.0183 N 59200000.00 59200000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.06%, dated 6/30/2014 due 07/01/2014 48X99JYM9_06453 Treasury Repurchase Agreement Y US TREASURY 2014-07-31 2024-05-15 0.125 - 4.875 Treasury Debt 27188196.92 27540058.03 Unrated Security 2014-07-01 2014-07-01 N N N 27000000.00 27000000.00 0.0084 N 27000000.00 27000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.06%, dated 6/30/2014 due 07/01/2014 48X99JYM9_07629 Treasury Repurchase Agreement Y US TREASURY 2014-12-31 2029-02-15 0 - 5.25 Treasury Debt 41627418.00 42840120.72 Unrated Security 2014-07-01 2014-07-01 N N N 42000000.00 42000000.00 0.0130 N 42000000.00 42000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.06%, dated 6/30/2014 due 07/01/2014 48X99JYM9_06399 Treasury Repurchase Agreement Y US TREASURY 2016-03-31 2041-02-15 0.375 - 4.75 Treasury Debt 33947429.31 38503270.50 Unrated Security 2014-07-01 2014-07-01 N N N 37647000.00 37647000.00 0.0116 N 37647000.00 37647000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.06%, dated 6/30/2014 due 07/01/2014 48X99JYM9_39304 Treasury Repurchase Agreement Y US TREASURY 2014-08-31 2043-08-15 0.25 - 11.25 Treasury Debt 176090121.60 184712202.70 Unrated Security 2014-07-01 2014-07-01 N N N 181000000.00 181000000.00 0.0560 N 181000000.00 181000000.00