From NBC's Mark Murray
The AP reports:

The former mistress of John Edwards has arrived at a federal courthouse in Raleigh where a grand jury is meeting — an appearance that comes as federal investigators examine the two-time presidential candidate's finances.

Rielle Hunter walked into the building Thursday morning...

Edwards has acknowledged a federal investigation into how he handled campaign funds. Grand jury proceedings are secret, and the U.S. attorney's office in Raleigh has declined to confirm or deny an investigation.