N-MFP LIVE N 2016-02-29 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 46 83 15608785657.75 29754686.73 104867802.53 15533672541.95 0.0035 1.0003 2016-02-29 1.0003 2016-02-29 C000013038 1000000.00 10019009191.61 1.00 -453354075.52 4546270542.34 4999624617.86 0.0017 1.0004 2016-02-29 1.0004 2016-02-29 C000013077 1000000.00 365632078.15 1.00 -690810798.83 55835701.87 746646500.70 0.0002 1.0007 2016-02-29 1.0007 2016-02-29 C000013078 1000000.00 2573459084.70 1.00 85573514.36 569074970.67 483501456.31 0.0001 1.0001 2016-02-29 1.0001 2016-02-29 C000013079 1000000.00 190657266.84 1.00 -3320102.73 57841775.16 61161877.89 0.0012 1.0003 2016-02-29 1.0003 2016-02-29 C000056568 1000000.00 853774889.94 1.00 127462253.70 185898290.85 58436037.15 0.0001 1.0003 2016-02-29 1.0003 2016-02-29 C000141703 10000000.00 1531140030.71 1.00 346494435.89 849266863.25 502772427.36 0.0021 1.0000 2016-02-29 1.0000 2016-02-29 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 42986144.45 0.0028 N 42980994.00 42980994.00 U.S. Treasury Bills U.S. Treasury Bills, 0.27% 912796FZ7 Treasury Debt First Tier Security 2016-03-03 2016-03-03 N N N 343050000.00 343044854.25 0.0221 N 343047598.65 343047598.65 U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796HR3 Treasury Debt First Tier Security 2016-05-12 2016-05-12 N N N 400000000.00 399748000.00 0.0257 N 399766000.00 399766000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796GN3 Treasury Debt First Tier Security 2016-05-26 2016-05-26 N N N 300000000.00 299769472.26 0.0193 N 299769000.00 299769000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.35% 912796HN2 Treasury Debt First Tier Security 2016-05-05 2016-05-05 N N N 200000000.00 199873611.44 0.0129 N 199901400.00 199901400.00 U.S. Treasury Bills U.S. Treasury Bills, 0.41% 912796HA0 Treasury Debt First Tier Security 2016-08-18 2016-08-18 N N N 160000000.00 159690221.93 0.0103 N 159651520.00 159651520.00 U.S. Treasury Bills U.S. Treasury Bills, 0.46% 912796JG5 Treasury Debt First Tier Security 2016-08-25 2016-08-25 N N N 300000000.00 299326416.22 0.0193 N 299314500.00 299314500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796JD2 Treasury Debt First Tier Security 2016-08-04 2016-08-04 N N N 160000000.00 159677600.44 0.0103 N 159696480.00 159696480.00 U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JH3 Treasury Debt First Tier Security 2016-09-01 2016-09-01 N N N 100000000.00 99757333.00 0.0064 N 99757333.00 99757333.00 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 199644444.12 0.0129 N 199749800.00 199749800.00 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 159739066.78 0.0103 N 159838400.00 159838400.00 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 58887957.31 0.0038 N 58932740.00 58932740.00 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 301200853.17 0.0194 N 301204926.00 301204926.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% to 0.35% 912828QF0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 464000000.00 465280330.26 0.0300 N 465267648.00 465267648.00 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 479000000.00 479013453.03 0.0308 N 479022992.00 479022992.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% to 0.34% 912828C40 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 644500000.00 644530067.97 0.0415 N 644564450.00 644564450.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% to 0.32% 912828C81 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 450000000.00 450044936.64 0.0290 N 450047700.00 450047700.00 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 202983135.07 0.0131 N 202952498.00 202952498.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.32% 912828KT6 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 362000000.00 362610014.18 0.0233 N 362618658.00 362618658.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.39% 912828KR0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 257000000.00 257963472.12 0.0166 N 257964778.00 257964778.00 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 250871249.93 0.0162 N 250839750.00 250839750.00 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 149986136.10 0.0097 N 149994450.00 149994450.00 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 525000000.00 526884691.30 0.0339 N 526773450.00 526773450.00 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 249863235.01 0.0161 N 249807649.00 249807649.00 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 147424922.34 0.0095 N 147427296.00 147427296.00 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 251760638.34 0.0162 N 251782750.00 251782750.00 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 100047265.64 0.0064 N 100011700.00 100011700.00 U.S. Treasury Notes U.S. Treasury Notes, 0.37% 912828F70 Treasury Debt First Tier Security 2016-03-01 2016-10-31 N N N 210000000.00 209956883.02 0.0135 N 209999370.00 209999370.00 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 200053556.42 0.0129 N 200062600.00 200062600.00 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 446000000.00 446007878.23 0.0287 N 445978146.00 445978146.00 U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828D31 Treasury Debt First Tier Security 2016-03-01 2016-04-30 N N N 333500000.00 333518182.92 0.0215 N 333525346.00 333525346.00 U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828WV8 Treasury Debt First Tier Security 2016-03-01 2016-07-31 N N N 618000000.00 618065941.19 0.0398 N 618082194.00 618082194.00 U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828K41 Treasury Debt First Tier Security 2016-03-01 2017-04-30 N N N 291000000.00 290930646.60 0.0187 N 290890002.00 290890002.00 U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828H60 Treasury Debt First Tier Security 2016-03-01 2017-01-31 N N N 412500000.00 412573556.05 0.0266 N 412573012.50 412573012.50 U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828XN5 Treasury Debt First Tier Security 2016-03-01 2017-07-31 N N N 274000000.00 273779753.44 0.0176 N 273703258.00 273703258.00 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 165248751.26 0.0106 N 165264165.00 165264165.00 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 100924081.20 0.0065 N 100929700.00 100929700.00 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 100051404.12 0.0064 N 100048800.00 100048800.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.3%, dated 2/29/2016 due 03/01/2016 49R993RL9_07629 Treasury Repurchase Agreement Y US TREASURY 2016-03-03 2046-02-15 0 - 9.125 Treasury Debt 191158482.31 204555732.81 Unrated Security 2016-03-01 2016-03-01 N N N 200000000.00 200000000.00 0.0129 N 200000000.00 200000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% AAJ269000 0001197610 Treasury Repurchase Agreement Y US TREASURY 2016-03-17 2045-02-15 0 - 6.875 Treasury Debt 38082089.00 38781543.92 First Tier Security 2016-03-07 2016-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 38000000.00 38000000.00 0.0024 N 38000000.00 38000000.00 Citibank NA In a joint trading account with Citibank NA at 0.3%, dated 2/29/2016 due 03/01/2016 49R993RL9_26602 Treasury Repurchase Agreement Y US TREASURY 2016-06-16 2046-02-15 0 - 9.125 Treasury Debt 140119745.04 151030993.84 Unrated Security 2016-03-01 2016-03-01 N N N 148000000.00 148000000.00 0.0095 N 148000000.00 148000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% ACH781000 0001457970 Treasury Repurchase Agreement Y US TREASURY 2029-08-15 2043-08-15 3.625 - 6.125 Treasury Debt 1146590000.00 1687011792.02 First Tier Security 2016-03-01 2016-03-01 N N N 1687000000.00 1687000000.00 0.1086 N 1687000000.00 1687000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.3%, dated 2/29/2016 due 03/01/2016 49R993RL9_39304 Treasury Repurchase Agreement Y US TREASURY 2016-03-31 2039-02-15 0.5 - 7.875 Treasury Debt 183299354.69 193496231.20 U.S. TREASURY 2016-04-30 2018-01-31 0.053 - 0.577 Treasury Debt 12223194.87 12223862.78 Unrated Security 2016-03-01 2016-03-01 N N N 201639000.00 201639000.00 0.0130 N 201639000.00 201639000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.3%, dated 2/29/2016 due 03/01/2016 49R993RL9_55502 Treasury Repurchase Agreement Y US TREASURY 2016-08-15 2045-08-15 0.375 - 4.75 Treasury Debt 779705240.85 799404470.20 U.S. TREASURY 2016-04-30 2018-01-31 0.069 - 0.577 Treasury Debt 43543930.63 43559445.20 Unrated Security 2016-03-01 2016-03-01 N N N 826053000.00 826053000.00 0.0532 N 826053000.00 826053000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.3%, dated 2/29/2016 due 03/01/2016 ACH875000_55502 Treasury Repurchase Agreement Y US TREASURY 2016-08-15 2045-08-15 0.375 - 4.75 Treasury Debt 394727353.30 404700127.95 U.S. TREASURY 2016-04-30 2018-01-31 0.069 - 0.577 Treasury Debt 22044202.84 22052057.13 Unrated Security 2016-03-01 2016-03-01 N N N 418191000.00 418191000.00 0.0269 N 418191000.00 418191000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% ACH723000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2022-05-15 2022-05-15 1.75 - 1.75 Treasury Debt USTR 66840000.00 68343096.64 First Tier Security 2016-03-01 2016-03-01 N N N 67000000.00 67000000.00 0.0043 N 67000000.00 67000000.00 Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 0.33% ACG559000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2021-05-31 2 Treasury Debt USTR 31350000.00 32565658.95 First Tier Security 2016-03-03 2016-03-03 N N N 32000000.00 32000000.00 0.0021 N 31999792.00 31999792.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.3%, dated 2/29/2016 due 03/01/2016 49R993RL9_08126 Treasury Repurchase Agreement Y US TREASURY 2020-04-30 2022-05-15 1.125 - 1.75 Treasury Debt 46259336.96 46920406.38 Unrated Security 2016-03-01 2016-03-01 N N N 46000000.00 46000000.00 0.0030 N 46000000.00 46000000.00 Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.31% ACH651000 Treasury Repurchase Agreement Y US TREASURY 2017-03-31 2031-02-15 1 - 5.375 Treasury Debt USTR 162500000.00 173709981.19 First Tier Security 2016-03-01 2016-03-01 N N N 170329000.00 170329000.00 0.0110 N 170329000.00 170329000.00 Societe Generale In a joint trading account with Societe Generale at 0.3%, dated 2/29/2016 due 03/01/2016 49R993RL9_74037 Treasury Repurchase Agreement Y US TREASURY 2016-03-31 2045-11-15 0 - 8 Treasury Debt 105480373.30 113509149.49 Unrated Security 2016-03-01 2016-03-01 N N N 111000000.00 111000000.00 0.0071 N 111000000.00 111000000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.36% ABG473000 Treasury Repurchase Agreement Y US TREASURY 2016-06-15 2017-02-28 0.5 - 3 Treasury Debt USTR 69246000.00 70820473.78 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 69354500.00 69354500.00 0.0045 N 69354500.00 69354500.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% ACC662000 Treasury Repurchase Agreement Y US TREASURY 2016-06-15 2021-01-31 0.5 - 2.125 Treasury Debt USTR 40271000.00 41841912.75 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 41125000.00 41125000.00 0.0026 N 41125000.00 41125000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% ACB071000 Treasury Repurchase Agreement Y US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 Treasury Debt USTR 67006000.00 72906213.33 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 71613000.00 71613000.00 0.0046 N 71613000.00 71613000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% ACA776000 Treasury Repurchase Agreement Y US TREASURY 2016-06-15 2020-08-31 0.5 - 2.125 Treasury Debt USTR 68606000.00 71227892.49 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 69840000.00 69840000.00 0.0045 N 69840000.00 69840000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.38% ACE475000 Treasury Repurchase Agreement Y US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 Treasury Debt USTR 64444000.00 70118616.42 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 68868000.00 68868000.00 0.0044 N 68868000.00 68868000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.38% ACD715000 Treasury Repurchase Agreement Y US TREASURY 2025-08-15 2 Treasury Debt USTR 39558000.00 40381755.79 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 39618000.00 39618000.00 0.0026 N 39618000.00 39618000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.38% ACD241000 Treasury Repurchase Agreement Y US TREASURY 2017-03-31 2017-03-31 3.25 - 3.25 Treasury Debt USTR 66113000.00 68829318.72 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 67435000.00 67435000.00 0.0043 N 67435000.00 67435000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.3%, dated 2/29/2016 due 03/01/2016 49R993RL9_08395 Treasury Repurchase Agreement Y US TREASURY 2016-04-21 2023-02-28 0 - 1.5 Treasury Debt 48027516.38 47940654.91 Unrated Security 2016-03-01 2016-03-01 N N N 47000000.00 47000000.00 0.0030 N 47000000.00 47000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.39% AAF502000 0000276523 Treasury Repurchase Agreement Y US TREASURY 2016-03-03 2017-12-31 0 - 0.75 Treasury Debt USTR 64312600.00 64309463.65 First Tier Security 2016-03-21 2016-03-21 N N N 63000000.00 63000000.00 0.0041 Y 63005670.00 63005670.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.39% AAI180000 0000276523 Treasury Repurchase Agreement Y US TREASURY 2016-03-03 2016-03-17 N/A Treasury Debt 129625600.00 129620054.62 First Tier Security 2016-04-04 2016-04-04 N N N 127000000.00 127000000.00 0.0082 Y 127012700.00 127012700.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% AAI852000 0000276523 Treasury Repurchase Agreement Y US TREASURY 2016-03-17 2017-02-15 0 - 0.625 Treasury Debt 189858300.00 189835995.47 First Tier Security 2016-04-06 2016-04-06 N N N 186000000.00 186000000.00 0.0120 Y 186022320.00 186022320.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% AAJ176000 0000276523 Treasury Repurchase Agreement Y US TREASURY 2016-05-15 2017-05-31 0.25 - 0.625 Treasury Debt 94884100.00 94916983.48 First Tier Security 2016-04-07 2016-04-07 N N N 93000000.00 93000000.00 0.0060 Y 93011160.00 93011160.00