N-MFP LIVE N 2014-08-31 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 58 73 3120091684.67 23048491.53 469876.82 3142670299.38 0.0018 1.0008 2014-08-29 1.0008 2014-08-29 C000020486 1.00 3142670299.38 1.00 122313467.25 747411121.54 625097654.29 0.0001 1.0008 2014-08-29 1.0008 2014-08-29 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 54988037.50 0.0175 N 54996595.50 54996595.50 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 37199S8N4 Financial Company Commercial Paper First Tier Security 2015-05-22 2015-05-22 N N N 14000000.00 13971362.22 0.0044 N 13975277.40 13975277.40 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 89994825.00 0.0286 N 89997012.00 89997012.00 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 62989062.50 0.0200 N 62994216.60 62994216.60 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1J20 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 47000000.00 46999830.28 0.0150 N 46999478.30 46999478.30 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1J38 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 12000000.00 11999913.33 0.0038 N 11999833.20 11999833.20 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 26997855.00 0.0086 N 26998855.20 26998855.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.19% 20272AGT7 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-10-01 N N N 80000000.00 80000000.00 0.0255 N 79998720.00 79998720.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.19% 20272AGU4 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-10-07 N N N 75000000.00 75000000.00 0.0239 N 74998575.00 74998575.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-09-23 2015-02-23 N N N 5000000.00 5000000.00 0.0016 N 4999855.00 4999855.00 Credit Agricole North America Credit Agricole North America, 0.10% 22532CJ21 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 42000000.00 41999883.34 0.0134 N 41999650.14 41999650.14 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 34999766.67 0.0111 N 34999611.50 34999611.50 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 49999333.33 0.0159 N 49999305.00 49999305.00 Credit Suisse AG Credit Suisse AG, 0.22% 2254EBLD1 Financial Company Commercial Paper First Tier Security 2014-11-13 2014-11-13 N N N 100000000.00 99955388.90 0.0318 N 99952220.00 99952220.00 Credit Suisse AG Credit Suisse AG, 0.23% 2254EBJF9 Financial Company Commercial Paper First Tier Security 2014-09-15 2014-09-15 N N N 16000000.00 15998568.89 0.0051 N 15998995.20 15998995.20 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 14994166.67 0.0048 N 14997354.00 14997354.00 General Electric Capital Corp. General Electric Capital Corp., 0.20% 36959JND1 Financial Company Commercial Paper First Tier Security 2015-01-13 2015-01-13 N N N 100000000.00 99925555.56 0.0318 N 99942540.00 99942540.00 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JPJ6 Financial Company Commercial Paper First Tier Security 2015-02-18 2015-02-18 N N N 30000000.00 29968833.33 0.0095 N 29973618.00 29973618.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.23% 46640CAM4 Financial Company Commercial Paper First Tier Security 2014-09-08 2014-11-07 N N N 50000000.00 50000000.00 0.0159 N 49998200.00 49998200.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.23% 46640CAN2 Financial Company Commercial Paper First Tier Security 2014-09-17 2014-11-17 N N N 70000000.00 70000000.00 0.0223 N 70007280.00 70007280.00 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 34980993.05 0.0111 N 34984572.00 34984572.00 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SJ24 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 72000000.00 71999780.01 0.0229 N 71999359.20 71999359.20 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SJ24 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 18000000.00 17999945.00 0.0057 N 17999839.80 17999839.80 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SJ32 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 24000000.00 23999853.33 0.0076 N 23999733.60 23999733.60 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.26% 6323A1M11 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 150000000.00 149901416.64 0.0477 N 149923620.00 149923620.00 Nationwide Building Society Nationwide Building Society, 0.20% 6385E1M16 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 50000000.00 49974722.22 0.0159 N 49974540.00 49974540.00 Nationwide Building Society Nationwide Building Society, 0.20% 6385E1M16 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 25000000.00 24987361.11 0.0080 N 24987270.00 24987270.00 Nationwide Building Society Nationwide Building Society, 0.20% 6385E1M32 Financial Company Commercial Paper First Tier Security 2014-12-03 2014-12-03 N N N 25000000.00 24987083.33 0.0080 N 24986800.00 24986800.00 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 50994701.67 0.0162 N 50996654.40 50996654.40 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 14998483.33 0.0048 N 14999199.00 14999199.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.22% 83050UMV7 Financial Company Commercial Paper First Tier Security 2014-12-29 2014-12-29 N N N 50000000.00 49963638.88 0.0159 N 49962385.00 49962385.00 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 49978333.33 0.0159 N 49982025.00 49982025.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562LPA4 Financial Company Commercial Paper First Tier Security 2015-02-10 2015-02-10 N N N 50000000.00 49943750.00 0.0159 N 49940415.00 49940415.00 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 91991566.67 0.0293 N 91995630.00 91995630.00 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 39994133.34 0.0127 N 39996588.00 39996588.00 Swedbank AB Swedbank AB, 0.25% 87019SND2 Financial Company Commercial Paper First Tier Security 2015-01-13 2015-01-13 N N N 8000000.00 7992555.56 0.0025 N 7993698.40 7993698.40 Swedbank AB Swedbank AB, 0.25% 87019SNM2 Financial Company Commercial Paper First Tier Security 2015-01-21 2015-01-21 N N N 9000000.00 8991125.00 0.0029 N 8992206.00 8992206.00 Swedbank AB Swedbank AB, 0.25% 87019SNV2 Financial Company Commercial Paper First Tier Security 2015-01-29 2015-01-29 N N N 8000000.00 7991666.66 0.0025 N 7992418.40 7992418.40 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 7991733.33 0.0025 N 7993480.80 7993480.80 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 20995333.33 0.0067 N 20997475.80 20997475.80 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.27% 89116FSS0 Financial Company Commercial Paper First Tier Security 2015-05-26 2015-05-26 N N N 25000000.00 24949937.50 0.0079 N 24947500.00 24947500.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ACC1 Financial Company Commercial Paper First Tier Security 2014-09-11 2014-09-11 N N N 18000000.00 18000000.00 0.0057 N 18000018.00 18000018.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ACM9 Financial Company Commercial Paper First Tier Security 2014-09-16 2014-10-14 N N N 35000000.00 35000000.00 0.0111 N 34999965.00 34999965.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.12% 04821UJ45 Asset Backed Commercial Paper First Tier Security 2014-09-04 2014-09-04 N N Y LIQUIDITY CREDIT AGRICOLE CIB NY BRH N/A N/A 35000000.00 34999650.01 0.0111 N 34999359.50 34999359.50 Govco, Inc. Govco, Inc., 0.21% 38362WLD1 Asset Backed Commercial Paper First Tier Security 2014-11-13 2014-11-13 N N Y LIQUIDITY CITIBANK NA N/A N/A 60000000.00 59974450.00 0.0191 N 59976480.00 59976480.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.36% 66560LJW7 Asset Backed Commercial Paper Second Tier Security 2014-09-30 2014-09-30 N N Y LIQUIDITY DEUTSCHE BANK AG LDN BRH N/A N/A 50000000.00 49985500.00 0.0159 N 49989735.00 49989735.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.11% 1280C3J24 Other Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 6000000.00 5999981.67 0.0019 N 5999933.40 5999933.40 Caisse centrale Desjardins Caisse centrale Desjardins, 0.11% 1280C3J40 Other Commercial Paper First Tier Security 2014-09-04 2014-09-04 N N N 11000000.00 10999899.17 0.0035 N 10999816.30 10999816.30 Caisse centrale Desjardins Caisse centrale Desjardins, 0.21% 1280C3LM7 Other Commercial Paper First Tier Security 2014-11-21 2014-11-21 N N N 50000000.00 49976375.00 0.0159 N 49978300.00 49978300.00 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 35992200.00 0.0115 N 35996724.00 35996724.00 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 49978611.11 0.0159 N 49986335.00 49986335.00 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 19991333.33 0.0064 N 19994420.00 19994420.00 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 9994500.00 0.0032 N 9996203.00 9996203.00 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 4997027.78 0.0016 N 4997907.00 4997907.00 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 9991722.22 0.0032 N 9993160.00 9993160.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-09-21 2015-10-21 N N N 30000000.00 29996523.21 0.0095 N 30008250.00 30008250.00 Fannie Mae Fannie Mae, 0.17% 3135G0HB2 Government Agency Debt First Tier Security 2014-09-20 2015-01-20 N N N 32000000.00 32000972.94 0.0102 N 32009024.00 32009024.00 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 0.0111 N 34999650.00 34999650.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2P91 Government Agency Debt First Tier Security 2015-08-17 2015-08-17 N N N 30000000.00 30000000.00 0.0095 N 30006810.00 30006810.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2WX0 Government Agency Debt First Tier Security 2015-08-27 2015-08-27 N N N 21000000.00 20996331.43 0.0067 N 20995254.00 20995254.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2S72 Government Agency Debt First Tier Security 2015-08-27 2015-08-27 N N N 15000000.00 15000000.00 0.0048 N 15003045.00 15003045.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XE1 Government Agency Debt First Tier Security 2015-09-29 2015-09-29 N N N 30000000.00 30000000.00 0.0095 N 29999220.00 29999220.00 Freddie Mac Freddie Mac, 0.15% 3134G4DT2 Government Agency Debt First Tier Security 2014-09-16 2015-07-16 N N N 15000000.00 14998676.08 0.0048 N 15004665.00 15004665.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-09-17 2015-07-17 N N N 15000000.00 14998671.92 0.0048 N 15004530.00 15004530.00 Freddie Mac Freddie Mac, 0.15% 3134G4C97 Government Agency Debt First Tier Security 2014-09-26 2015-06-26 N N N 33000000.00 32997305.75 0.0105 N 33010098.00 33010098.00 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 8572248.71 0.0027 N 8571383.00 8571383.00 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 41708941.76 0.0133 N 41707500.00 41707500.00 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 9000266.77 0.0029 N 9000351.00 9000351.00 Charlotte Wtr. & Swr. Sys. Rev. Charlotte Wtr. & Swr. Sys. Rev., 0.05% Series 2002 C, (Liquidity Facility Bank of America NA) VRDN 161045EL9 Variable Rate Demand Note First Tier Security 2014-09-05 2014-09-05 Y BANK OF AMERICA NA N/A N/A N N 26060000.00 26060000.00 0.0083 N 26060000.00 26060000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.08% 48X992KK5 0000851376 Treasury Repurchase Agreement Y US TREASURY 2016-01-31 2043-02-15 0.375 - 3.125 Treasury Debt 100748600.00 102010193.07 First Tier Security 2014-09-05 2014-09-05 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0318 N 100000000.00 100000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.05%, dated 8/29/2014 due 09/02/2014 48Y99MYK5_06399 Treasury Repurchase Agreement Y US TREASURY 2042-08-15 2044-02-15 2.75 - 3.625 Treasury Debt 457360321.25 495937490.41 Unrated Security 2014-09-02 2014-09-02 N N N 481490000.00 481490000.00 0.1532 N 481490000.00 481490000.00