N-MFP2 0000356173 XXXXXXXX 2020-07-31 0000356173 549300AM8302AG11MH61 S000004821 6 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 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. LLC 0000862124 084-01839 N N N Prime N 3 3 2208015812.48 1850790007.55 1311463204.95 1265567702.18 852317169.47 2208015812.48 1850790007.55 1311463204.95 1265567702.18 852317169.47 0.9900 0.9900 0.9900 0.9900 0.9900 0.9900 0.9900 0.9900 0.9900 0.9900 169.47 852317000.00 852317000.01 533347.44 673470.55 852177046.36 851603759.45 0.0011 1.0007 1.0007 1.0007 1.0007 1.0007 C000013040 1000000.00 232801896.17 232630514.87 1.0008 1.0008 1.0008 1.0008 1.0007 2447737.81 54629077.79 2121911.02 46496417.38 80876.98 35916807.10 735160.10 3415717.83 15904227.19 853450.81 21263090.34 90375907.83 0.0001 Y Fidelity Investments, Reimbursement and Transfer Agent and Management Fees, -24281.20; C000013085 1000000.00 762075.83 761458.74 1.0008 1.0008 1.0008 1.0008 1.0008 543.75 0.00 0.00 0.00 0.00 11522169.52 0.00 239496.67 0.00 47340.61 543.75 11809006.80 0.0001 Y Fidelity Investments, Reimbursement and Distribution and Transfer Agent and Management Fees, -928.06; C000056570 10000000.00 599393766.28 599005031.27 1.0007 1.0007 1.0007 1.0007 1.0006 232624214.74 360712754.29 179521874.84 490680749.48 240346742.80 732396021.81 148369361.00 191035301.34 56225712.25 480334689.17 711888170.16 2107746069.91 0.0001 Y Fidelity Investments, Reimbursement and Transfer Agent and Management Fees, -98001.49; C000056569 1000000.00 20830.03 20798.69 1.0015 1.0015 1.0015 1.0015 1.0015 0.17 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.17 0.00 0.0001 Y Fidelity Investments, Reimbursement and Distribution and Transfer Agent and Management Fees, -11.18; C000013084 1000000.00 1822192.17 1820971.74 1.0007 1.0007 1.0007 1.0007 1.0007 48.41 0.00 0.00 1822211.03 0.00 0.00 0.00 64202.70 0.00 2224347.37 48.41 4110761.10 0.0001 Y Fidelity Investments, Reimbursement and Distribution and Transfer Agent and Management Fees, -1250.38; C000013083 1000000.00 17376285.88 17364984.14 1.0007 1.0007 1.0007 1.0007 1.0007 129502.69 5779.98 84010.38 0.00 209927.53 344266.17 1437000.80 1569117.11 546985.06 2487877.93 2381371.20 4401261.63 0.0001 Y Fidelity Investments, Reimbursement and Distribution and Transfer Agent and Management Fees, -4339.28; Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 7/31/2020 due 08/03/2020 B4TYDEB6GKMZO031MB27 GEA370000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-07-20 3 - 5.25 17567974.00 4160180.49 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 4066000.00 4066000.00 0.0048 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 7/31/2020 due 08/03/2020 B4TYDEB6GKMZO031MB27 GEA489000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-07-20 3 - 5.25 1728281.00 409265.17 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 400000.00 400000.00 0.0005 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 7/31/2020 due 08/03/2020 E57ODZWZ7FF32TWEFA76 GEA370000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2021-01-05 2029-10-03 2 - 5.75 8358.00 8863.65 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 43007.00 68024.15 Agency Debentures and Agency Strips Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 43984.00 39586.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2020-11-24 2050-03-01 0 - 9 508160.00 178022.28 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-11 2036-07-15 0.5 - 5.625 22477.00 30257.51 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 332409.00 214287.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2048-02-15 0 - 8.125 1030137.00 1121201.38 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-09-15 2049-08-20 2.5 - 10 436402.00 30980.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 1657000.00 1657000.00 0.0019 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 7/31/2020 due 08/03/2020 MBNUM2BPBDO7JBLYG310 GEA489000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 14.00 15.05 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-07-20 2 - 5 4884.00 5085.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 5000.00 5000.00 0.0000 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 7/31/2020 due 08/03/2020 MBNUM2BPBDO7JBLYG310 GEA370000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 10605.00 11554.05 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-07-20 2 - 5 3749504.00 3903355.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 3838000.00 3838000.00 0.0045 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.1%, dated 7/31/2020 due 08/03/2020 549300D0YARF5HYP1809 GEA489000_76547 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-06 2027-08-15 0 - 6.75 987362.00 1063867.98 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 1043000.00 1043000.00 0.0012 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.1%, dated 7/31/2020 due 08/03/2020 KBVRJ5K57JZ3E2AVWX40 GEA370000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-10-01 2049-05-01 3.5 - 4.5 192111.00 172853.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-07-01 2049-10-01 3.02 - 3.197 96149.00 80108.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 248000.00 248000.00 0.0003 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 7/31/2020 due 08/03/2020 7TK5RJIZDFROZCA6XF66 GEA489000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2028-03-01 2029-08-01 3.5 - 5.5 153.00 22.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-07-15 2050-02-20 2.5 - 5 66853.00 67897.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2050-02-15 0.125 - 7.25 304018.00 367715.72 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-03-01 2 - 5 77044.00 73061.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 497000.00 497000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 7/31/2020 due 08/03/2020 7TK5RJIZDFROZCA6XF66 GEA370000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2028-03-01 2029-08-01 3.5 - 5.5 895.00 128.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-07-15 2050-02-20 2.5 - 5 389682.00 395772.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-03-01 2 - 5 449094.00 425874.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2050-02-15 0.125 - 7.25 1772091.00 2143405.31 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 2897000.00 2897000.00 0.0034 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 7/31/2020 due 08/03/2020 OXTKY6Q8X53C9ILVV871 GEA489000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2050-07-01 2 - 3.5 12100220.00 12952883.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2033-09-01 2050-07-01 2.5 - 5.5 8887107.00 8986071.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2045-02-15 0 - 7.625 40527261.00 48532835.67 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-04-20 2069-12-20 0.918 - 5.5 11900068.00 11181976.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 80052000.00 80052000.00 0.0939 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 7/31/2020 due 08/03/2020 OXTKY6Q8X53C9ILVV871 GEA370000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2050-07-01 2 - 3.5 285531.00 305651.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2033-09-01 2050-07-01 2.5 - 5.5 209711.00 212045.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-04-20 2069-12-20 0.918 - 5.5 280810.00 263862.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2045-02-15 0 - 7.625 956331.00 1145237.18 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 1889000.00 1889000.00 0.0022 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 7/31/2020 due 08/03/2020 ES7IP3U3RHIGC71XBU11 GEA489000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.622 - 7 2273030.00 1268137.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-12-01 2051-04-15 0.523 - 7 1243980.00 792887.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 2020000.00 2020000.00 0.0024 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 7/31/2020 due 08/03/2020 ES7IP3U3RHIGC71XBU11 GEA370000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2025-12-01 2051-04-15 0.523 - 7 5468615.00 3485566.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.622 - 7 9992324.00 5574784.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 8880000.00 8880000.00 0.0104 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.1%, dated 7/31/2020 due 08/03/2020 O2RNE8IBXP4R0TD8PU41 GEA370000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-31 2049-02-15 0.125 - 6.625 778458.00 845419.54 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 828000.00 828000.00 0.0010 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.1%, dated 7/31/2020 due 08/03/2020 O2RNE8IBXP4R0TD8PU41 GEA489000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-31 2049-02-15 0.125 - 6.625 1878.00 2042.08 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 2000.00 2000.00 0.0000 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 7/31/2020 due 08/03/2020 5U0XI89JRFVHWIBS4F54 GEA370000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 232329795.00 178669553.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 174158000.00 174158000.00 0.2044 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 7/31/2020 due 08/03/2020 5U0XI89JRFVHWIBS4F54 GEA489000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 633638226.00 487289460.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 474985000.00 474985000.00 0.5574 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 7/31/2020 due 08/03/2020 VYVVCKR63DVZZN70PB21 GEA489000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2046-02-15 2.5 - 2.875 549861.00 734803.91 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2036-03-25 0.295 - 0.295 2479.00 29.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2024-08-25 2038-02-25 2.862 - 3.673 25626.00 15013.96 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 728000.00 728000.00 0.0009 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 7/31/2020 due 08/03/2020 VYVVCKR63DVZZN70PB21 GEA370000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2024-08-25 2038-02-25 2.862 - 3.673 4365.00 2557.32 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2046-02-15 2.5 - 2.875 93658.00 125158.91 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2036-03-25 0.295 - 0.295 422.00 4.98 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 124000.00 124000.00 0.0001 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 GDJ939000 Non-Negotiable Time Deposit Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0018 47000000.00 47000000.00 0.0552 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.11% ES7IP3U3RHIGC71XBU11 GEA413000 Non-Negotiable Time Deposit Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 47000000.00 47000000.00 0.0552 N Y Y N Fidelity Colchester Street Trust: Prime Money Market Portfolio 2020-08-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer