N-MFP LIVE N 2016-01-31 0000356173 S000004819 6 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Treasury 40 65 13297656526.63 3199238452.73 375295921.34 16121599058.02 0.0033 1.0002 2016-01-29 1.0002 2016-01-29 C000013038 1000000.00 10472117019.06 1.00 -12819259.05 5082741856.81 5095561115.86 0.0015 1.0003 2016-01-29 1.0003 2016-01-29 C000013077 1000000.00 1056880835.64 1.00 -182745927.10 103332212.21 286078139.31 0.0001 1.0006 2016-01-29 1.0006 2016-01-29 C000013078 1000000.00 2487786455.20 1.00 -165180037.17 819627873.22 984807910.39 0.0001 1.0000 2016-01-29 1.0000 2016-01-29 C000013079 1000000.00 193970821.14 1.00 -2789043.84 77718097.36 80507141.20 0.0010 1.0002 2016-01-29 1.0002 2016-01-29 C000056568 1000000.00 726244930.16 1.00 62538944.96 112891476.54 50352531.58 0.0001 1.0002 2016-01-29 1.0002 2016-01-29 C000141703 10000000.00 1184598996.82 1.00 -120953661.44 695806276.02 816759937.46 0.0019 0.9999 2016-01-29 0.9999 2016-01-29 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 912796GH6 Treasury Debt First Tier Security 2016-04-28 2016-04-28 N N N 43000000.00 42979216.67 0.0027 N 42967578.00 42967578.00 U.S. Treasury Bills U.S. Treasury Bills, 0.28% to 0.30% 912796HD4 Treasury Debt First Tier Security 2016-02-25 2016-02-25 N N N 1699000000.00 1698672857.09 0.1054 N 1698734956.00 1698734956.00 U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796HZ5 Treasury Debt First Tier Security 2016-07-07 2016-07-07 N N N 200000000.00 199563888.52 0.0124 N 199685600.00 199685600.00 U.S. Treasury Bills U.S. Treasury Bills, 0.52% 912796GS2 Treasury Debt First Tier Security 2016-06-23 2016-06-23 N N N 160000000.00 159672689.02 0.0099 N 159764320.00 159764320.00 U.S. Treasury Bills U.S. Treasury Bills, 0.57% 912796HY8 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 59000000.00 58861104.11 0.0037 N 58908668.00 58908668.00 U.S. Treasury Bonds U.S. Treasury Bonds, 0.29% to 0.39% 912810DW5 Treasury Debt First Tier Security 2016-05-15 2016-05-15 N N N 297000000.00 302825183.07 0.0188 N 302725269.00 302725269.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828QJ2 Treasury Debt First Tier Security 2016-02-29 2016-02-29 N N N 298000000.00 298419199.58 0.0185 N 298369520.00 298369520.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% to 0.30% 912828QF0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 214000000.00 214888168.60 0.0133 N 214806566.00 214806566.00 U.S. Treasury Notes U.S. Treasury Notes, 0.26% to 0.31% 912828US7 Treasury Debt First Tier Security 2016-03-15 2016-03-15 N N N 451000000.00 451038797.39 0.0280 N 450982411.00 450982411.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% to 0.32% 912828C40 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 307000000.00 307037397.15 0.0190 N 306969914.00 306969914.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828KS8 Treasury Debt First Tier Security 2016-02-29 2016-02-29 N N N 68000000.00 68121704.55 0.0042 N 68111588.00 68111588.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828C81 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 150000000.00 150032491.95 0.0093 N 149972100.00 149972100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% to 0.29% 912828VC1 Treasury Debt First Tier Security 2016-05-15 2016-05-15 N N N 203000000.00 202976613.94 0.0126 N 202874952.00 202874952.00 U.S. Treasury Notes U.S. Treasury Notes, 0.29% to 0.33% 912828B82 Treasury Debt First Tier Security 2016-02-29 2016-02-29 N N N 211000000.00 210989755.16 0.0131 N 210975313.00 210975313.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828KT6 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 150000000.00 150499674.78 0.0093 N 150467250.00 150467250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.32% 912828KR0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 170000000.00 170956501.58 0.0106 N 170891480.00 170891480.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.40% 912828QP8 Treasury Debt First Tier Security 2016-05-31 2016-05-31 N N N 250000000.00 251148901.00 0.0156 N 251069250.00 251069250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828UW8 Treasury Debt First Tier Security 2016-04-15 2016-04-15 N N N 150000000.00 149977201.62 0.0093 N 149948700.00 149948700.00 U.S. Treasury Notes U.S. Treasury Notes, 0.33% to 0.59% 912828QR4 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 225000000.00 225989428.67 0.0140 N 225947025.00 225947025.00 U.S. Treasury Notes U.S. Treasury Notes, 0.33% to 0.56% 912828LD0 Treasury Debt First Tier Security 2016-07-31 2016-07-31 N N N 247000000.00 250409510.11 0.0155 N 250352778.00 250352778.00 U.S. Treasury Notes U.S. Treasury Notes, 0.34% 912828FF2 Treasury Debt First Tier Security 2016-05-15 2016-05-15 N N N 146000000.00 147975892.32 0.0092 N 147959028.00 147959028.00 U.S. Treasury Notes U.S. Treasury Notes, 0.35% to 0.47% 912828KW9 Treasury Debt First Tier Security 2016-05-31 2016-05-31 N N N 250000000.00 252321720.87 0.0157 N 252290000.00 252290000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828WQ9 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 100000000.00 100058593.76 0.0062 N 100000900.00 100000900.00 U.S. Treasury Notes U.S. Treasury Notes, 0.36% 912828F70 Treasury Debt First Tier Security 2016-02-01 2016-10-31 N N N 210000000.00 209951758.44 0.0130 N 209990340.00 209990340.00 U.S. Treasury Notes U.S. Treasury Notes, 0.37% 912828D31 Treasury Debt First Tier Security 2016-02-01 2016-04-30 N N N 181500000.00 181501986.88 0.0113 N 181512886.50 181512886.50 U.S. Treasury Notes U.S. Treasury Notes, 0.38% 912828K41 Treasury Debt First Tier Security 2016-02-01 2017-04-30 N N N 291000000.00 290925914.20 0.0180 N 290880399.00 290880399.00 U.S. Treasury Notes U.S. Treasury Notes, 0.38% 912828WV8 Treasury Debt First Tier Security 2016-02-01 2016-07-31 N N N 423000000.00 423034476.79 0.0262 N 423019035.00 423019035.00 U.S. Treasury Notes U.S. Treasury Notes, 0.38% 912828XN5 Treasury Debt First Tier Security 2016-02-01 2017-07-31 N N N 100000000.00 99934867.48 0.0062 N 99876900.00 99876900.00 U.S. Treasury Notes U.S. Treasury Notes, 0.38% to 0.42% 912828VG2 Treasury Debt First Tier Security 2016-06-15 2016-06-15 N N N 200000000.00 200068208.66 0.0124 N 200035000.00 200035000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.38% to 0.57% 912828WX4 Treasury Debt First Tier Security 2016-07-31 2016-07-31 N N N 296000000.00 295978176.20 0.0184 N 295965368.00 295965368.00 U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828H60 Treasury Debt First Tier Security 2016-02-01 2017-01-31 N N N 212500000.00 212511140.19 0.0132 N 212519762.50 212519762.50 U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828QA1 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 165000000.00 165489210.78 0.0103 N 165478500.00 165478500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.44% 912828KZ2 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 100000000.00 101145555.20 0.0063 N 101137700.00 101137700.00 U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828VL1 Treasury Debt First Tier Security 2016-07-15 2016-07-15 N N N 100000000.00 100062365.30 0.0062 N 100062500.00 100062500.00 Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.33%, dated 1/29/2016 due 02/01/2016 ABH218000_04240 Treasury Repurchase Agreement Y US TREASURY 2016-05-15 2043-08-15 0.25 - 6.375 Treasury Debt 11679964.02 12243759.92 Unrated Security 2016-02-01 2016-02-01 N N N 12000000.00 12000000.00 0.0007 N 12000000.00 12000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% AAJ269000 0001197610 Treasury Repurchase Agreement Y US TREASURY 2021-08-15 2045-08-15 1.625 - 7.5 Treasury Debt 37348535.00 38787814.67 First Tier Security 2016-02-05 2016-02-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 38000000.00 38000000.00 0.0024 N 38000000.00 38000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.33%, dated 1/29/2016 due 02/01/2016 ABH218000_07629 Treasury Repurchase Agreement Y US TREASURY 2016-04-30 2045-11-15 0.374 - 8 Treasury Debt 142310149.97 150386875.65 Unrated Security 2016-02-01 2016-02-01 N N N 147000000.00 147000000.00 0.0091 N 147000000.00 147000000.00 Citibank NA In a joint trading account with Citibank NA at 0.35%, dated 1/29/2016 due 02/01/2016 ABH249000_26602 Treasury Repurchase Agreement Y US TREASURY 2016-02-29 2043-05-15 0.25 - 9.125 Treasury Debt 176203655.99 187444305.70 Unrated Security 2016-02-01 2016-02-01 N N N 183694133.00 183694133.04 0.0114 N 183694133.04 183694133.04 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.33%, dated 1/29/2016 due 02/01/2016 ABH218000_04361 Treasury Repurchase Agreement Y US TREASURY 2016-11-15 2045-02-15 0.473 - 7.25 Treasury Debt 110313884.36 115343564.55 Unrated Security 2016-02-01 2016-02-01 N N N 113000000.00 113000000.00 0.0070 N 113000000.00 113000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% ABH200000 0001457970 Treasury Repurchase Agreement Y US TREASURY 2020-05-15 2043-08-15 1.75 - 3.625 Treasury Debt 1877751800.00 2073043256.75 First Tier Security 2016-02-01 2016-02-01 N N N 2073000000.00 2073000000.00 0.1286 N 2073000000.00 2073000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.33%, dated 1/29/2016 due 02/01/2016 ABH218000_39304 Treasury Repurchase Agreement Y US TREASURY 2016-02-15 2045-11-15 0.25 - 8.125 Treasury Debt 362246480.91 384424091.90 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.473 Treasury Debt 9609750.31 9614029.30 Unrated Security 2016-02-01 2016-02-01 N N N 385690000.00 385690000.00 0.0239 N 385690000.00 385690000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.35%, dated 1/29/2016 due 02/01/2016 ABH249000_55502 Treasury Repurchase Agreement Y US TREASURY 2016-01-31 2045-11-15 0.375 - 8.75 Treasury Debt 403402287.70 431376157.36 U.S. TREASURY 2017-10-31 2017-10-31 0.473 - 0.473 Treasury Debt 73789.17 73810.05 Unrated Security 2016-02-01 2016-02-01 N N N 422456867.00 422456866.96 0.0262 N 422456866.96 422456866.96 Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.36% ABG810000 Treasury Repurchase Agreement Y US TREASURY 2016-08-15 2031-02-15 0.625 - 5.375 Treasury Debt USTR 205300000.00 216596387.05 First Tier Security 2016-02-01 2016-02-01 N N N 212352875.00 212352875.00 0.0132 N 212352875.00 212352875.00 Societe Generale In a joint trading account with Societe Generale at 0.33%, dated 1/29/2016 due 02/01/2016 ABH218000_74037 Treasury Repurchase Agreement Y US TREASURY 2016-02-29 2039-08-15 0.382 - 7.25 Treasury Debt 336209140.80 344770239.72 Unrated Security 2016-02-01 2016-02-01 N N N 338000000.00 338000000.00 0.0210 N 338000000.00 338000000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.35% AAF918000 Treasury Repurchase Agreement Y US TREASURY 2017-02-28 2017-02-28 3 - 3 Treasury Debt USTR 73279000.00 76026742.31 First Tier Security 2016-02-02 2016-02-02 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 74479000.00 74479000.00 0.0046 N 74479000.00 74479000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.36% ABG473000 Treasury Repurchase Agreement Y First Tier Security 2016-02-05 2016-02-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 69354500.00 69354500.00 0.0043 Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of Treasury Obligations as collateral on settlement date N 69354500.00 69354500.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.36% ABF531000 Treasury Repurchase Agreement Y US TREASURY 2021-01-31 2021-01-31 2.125 - 2.125 Treasury Debt USTR 41064000.00 42433058.53 First Tier Security 2016-02-05 2016-02-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 42005000.00 42005000.00 0.0026 N 42005000.00 42005000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.36% ABF536000 Treasury Repurchase Agreement Y US TREASURY 2025-08-15 2025-08-15 2 - 2 Treasury Debt USTR 41020000.00 41020000.00 First Tier Security 2016-02-05 2016-02-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 40615500.00 40615500.00 0.0025 N 40615500.00 40615500.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% AAI899000 Treasury Repurchase Agreement Y US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 Treasury Debt USTR 43102000.00 46721413.48 First Tier Security 2016-02-05 2016-02-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 45739500.00 45739500.00 0.0028 N 45739500.00 45739500.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% ABA597000 Treasury Repurchase Agreement Y US TREASURY 2017-03-31 2017-03-31 3.25 - 3.25 Treasury Debt USTR 75175000.00 78213948.74 First Tier Security 2016-02-05 2016-02-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 76624000.00 76624000.00 0.0048 N 76624000.00 76624000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% AAI902000 Treasury Repurchase Agreement Y US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 Treasury Debt USTR 28582000.00 30496139.65 First Tier Security 2016-02-05 2016-02-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 29842000.00 29842000.00 0.0019 N 29842000.00 29842000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% AAI897000 Treasury Repurchase Agreement Y US TREASURY 2020-08-31 2020-08-31 2.125 - 2.125 Treasury Debt USTR 71319000.00 74322627.11 First Tier Security 2016-02-05 2016-02-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 72796000.00 72796000.00 0.0045 N 72796000.00 72796000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% ABA972000 Treasury Repurchase Agreement Y US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 Treasury Debt USTR 75322000.00 81647030.45 First Tier Security 2016-02-05 2016-02-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 79987000.00 79987000.00 0.0050 N 79980169.11 79980169.11 Wells Fargo Bank NA In a joint trading account with Wells Fargo Bank NA at 0.33%, dated 1/29/2016 due 02/01/2016 ABH218000_81240 Treasury Repurchase Agreement Y US TREASURY 2020-03-31 2020-03-31 1.375 - 1.375 Treasury Debt 26261841.47 26520724.52 Unrated Security 2016-02-01 2016-02-01 N N N 26000000.00 26000000.00 0.0016 N 26000000.00 26000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.39% AAF502000 0000276523 Treasury Repurchase Agreement Y US TREASURY 2016-03-10 2016-03-10 0 - 0 Treasury Debt USTR 64306700.00 64289337.19 First Tier Security 2016-03-21 2016-03-21 N N N 63000000.00 63000000.00 0.0039 Y 63010710.00 63010710.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.39% AAI180000 0000276523 Treasury Repurchase Agreement Y US TREASURY 2016-03-10 2018-03-31 0 - 0.75 Treasury Debt 129596300.00 129579373.71 First Tier Security 2016-04-04 2016-04-04 N N N 127000000.00 127000000.00 0.0079 Y 127026670.00 127026670.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% AAI852000 0000276523 Treasury Repurchase Agreement Y US TREASURY 2016-04-28 2017-03-31 0 - 0.5 Treasury Debt 189855300.00 189774898.01 First Tier Security 2016-04-06 2016-04-06 N N N 186000000.00 186000000.00 0.0115 Y 186044640.00 186044640.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% AAJ176000 0000276523 Treasury Repurchase Agreement Y US TREASURY 2016-03-03 2017-08-31 0 - 0.625 Treasury Debt 94904900.00 94886386.19 First Tier Security 2016-04-07 2016-04-07 N N N 93000000.00 93000000.00 0.0058 Y 93022320.00 93022320.00