N-MFP LIVE N 2015-01-31 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) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 55 98 4028992699.46 575701882.99 575944771.83 4028749810.62 0.0019 1.0006 2015-01-30 1.0006 2015-01-30 C000020486 1.00 4028749810.62 1.00 285967655.83 1177985839.06 892018183.23 0.0001 1.0006 2015-01-30 1.0006 2015-01-30 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.23% 00084CP97 Financial Company Commercial Paper First Tier Security 2015-02-09 2015-02-09 N N N 30300000.00 30298451.33 0.0075 N 30298906.17 30298906.17 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417KUL1 Financial Company Commercial Paper First Tier Security 2015-07-20 2015-07-20 N N N 50000000.00 49940145.82 0.0124 N 49941815.00 49941815.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417KUU1 Financial Company Commercial Paper First Tier Security 2015-07-28 2015-07-28 N N N 90000000.00 89884950.02 0.0223 N 89884242.00 89884242.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417KSN0 Financial Company Commercial Paper First Tier Security 2015-05-22 2015-05-22 N N N 14000000.00 13988022.22 0.0035 N 13993509.60 13993509.60 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417KVH9 Financial Company Commercial Paper First Tier Security 2015-08-17 2015-08-17 N N N 50000000.00 49915180.55 0.0124 N 49922890.00 49922890.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06742Q3S9 Financial Company Commercial Paper First Tier Security 2015-03-10 2015-03-10 N N N 75000000.00 74979958.34 0.0186 N 74986837.50 74986837.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1Q30 Financial Company Commercial Paper First Tier Security 2015-03-03 2015-03-03 N N N 35000000.00 34992708.34 0.0087 N 34995779.00 34995779.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272AJC1 Financial Company Commercial Paper First Tier Security 2015-02-23 2015-02-23 N N N 5000000.00 5000000.00 0.0012 N 4999920.00 4999920.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272AHC3 Financial Company Commercial Paper First Tier Security 2015-02-09 2015-05-07 N N N 82000000.00 82006708.06 0.0204 N 81995408.00 81995408.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272AER3 Financial Company Commercial Paper First Tier Security 2015-02-13 2015-07-13 N N N 21000000.00 21000000.00 0.0052 N 20998110.00 20998110.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272AKV7 Financial Company Commercial Paper First Tier Security 2015-02-17 2015-07-16 N N N 50000000.00 50000000.00 0.0124 N 49997950.00 49997950.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272AKX3 Financial Company Commercial Paper First Tier Security 2015-02-20 2015-07-20 N N N 25000000.00 25000000.00 0.0062 N 24998750.00 24998750.00 Credit Agricole CIB Credit Agricole CIB, 0.07% 22533UP23 Financial Company Commercial Paper First Tier Security 2015-02-02 2015-02-02 N N N 75000000.00 74999854.17 0.0186 N 75000000.00 75000000.00 Credit Agricole CIB Credit Agricole CIB, 0.28% 22533UR13 Financial Company Commercial Paper First Tier Security 2015-04-01 2015-04-01 N N N 18000000.00 17991739.99 0.0045 N 17994733.20 17994733.20 Credit Agricole CIB Credit Agricole CIB, 0.29% 22533US46 Financial Company Commercial Paper First Tier Security 2015-05-04 2015-05-04 N N N 40000000.00 39970355.55 0.0099 N 39974272.00 39974272.00 Credit Suisse AG Credit Suisse AG, 0.33% 2254EBU74 Financial Company Commercial Paper First Tier Security 2015-07-07 2015-07-07 N N N 75000000.00 74892750.00 0.0186 N 74895217.50 74895217.50 DNB Bank ASA DNB Bank ASA, 0.24% 2332K1TN0 Financial Company Commercial Paper First Tier Security 2015-06-22 2015-06-22 N N N 50000000.00 49953979.15 0.0124 N 49953260.00 49953260.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K1QJ2 Financial Company Commercial Paper First Tier Security 2015-03-18 2015-03-18 N N N 6000000.00 5998125.00 0.0015 N 5998968.60 5998968.60 DNB Bank ASA DNB Bank ASA, 0.25% 2332K1T18 Financial Company Commercial Paper First Tier Security 2015-06-01 2015-06-01 N N N 100000000.00 99916666.68 0.0248 N 99924990.00 99924990.00 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 29996883.33 0.0074 N 29998410.00 29998410.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640EAT5 Financial Company Commercial Paper First Tier Security 2015-02-23 2015-04-22 N N N 15000000.00 15000000.00 0.0037 N 14999205.00 14999205.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.30% 46640QSS1 Financial Company Commercial Paper First Tier Security 2015-05-26 2015-05-26 N N N 42000000.00 41960099.99 0.0104 N 41971717.20 41971717.20 JPMorgan Securities LLC JPMorgan Securities LLC, 0.30% 46590EU14 Financial Company Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N N 5000000.00 4993750.00 0.0012 N 4995334.50 4995334.50 Lloyds Bank PLC Lloyds Bank PLC, 0.12% 53943SP50 Financial Company Commercial Paper First Tier Security 2015-02-05 2015-02-05 N N N 123000000.00 122998360.02 0.0305 N 122998155.00 122998155.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.21% 60682XP26 Financial Company Commercial Paper First Tier Security 2015-02-02 2015-02-02 N N N 100000000.00 99999416.66 0.0248 N 99998920.00 99998920.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.25% 60682XRD0 Financial Company Commercial Paper First Tier Security 2015-04-13 2015-04-13 N N N 60000000.00 59970416.66 0.0149 N 59971776.00 59971776.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873KP35 Financial Company Commercial Paper First Tier Security 2015-02-03 2015-02-03 N N N 29000000.00 28999774.45 0.0072 N 28999582.40 28999582.40 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873KQ26 Financial Company Commercial Paper First Tier Security 2015-03-02 2015-03-02 N N N 150000000.00 149968583.31 0.0372 N 149981610.00 149981610.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.29% 63873KQX8 Financial Company Commercial Paper First Tier Security 2015-03-31 2015-03-31 N N N 25000000.00 24988319.44 0.0062 N 24991667.50 24991667.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 63254GAP0 Financial Company Commercial Paper First Tier Security 2015-02-09 2015-07-09 N N N 75000000.00 75000000.00 0.0186 N 74996700.00 74996700.00 Nationwide Building Society Nationwide Building Society, 0.20% 6385E1PQ8 Financial Company Commercial Paper First Tier Security 2015-02-24 2015-02-24 N N N 45000000.00 44994250.00 0.0112 N 44995500.00 44995500.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.21% 69033RQR0 Financial Company Commercial Paper First Tier Security 2015-03-25 2015-03-25 N N N 30000000.00 29990900.00 0.0074 N 29991810.00 29991810.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.24% 69033RQ41 Financial Company Commercial Paper First Tier Security 2015-03-04 2015-03-04 N N N 49000000.00 48990084.30 0.0122 N 48993081.20 48993081.20 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.25% 69033RS56 Financial Company Commercial Paper First Tier Security 2015-05-05 2015-05-05 N N N 50000000.00 49967708.33 0.0124 N 49970270.00 49970270.00 PNC Bank NA PNC Bank NA, 0.35% 69349KV72 Financial Company Commercial Paper First Tier Security 2015-08-07 2015-08-07 N N N 13000000.00 12976365.28 0.0032 N 12977546.40 12977546.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.20% 83050UP44 Financial Company Commercial Paper First Tier Security 2015-02-04 2015-02-04 N N N 42700000.00 42699288.33 0.0106 N 42699585.81 42699585.81 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562LQQ8 Financial Company Commercial Paper First Tier Security 2015-03-24 2015-03-24 N N N 60000000.00 59979600.00 0.0149 N 59982714.00 59982714.00 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 49996875.00 0.0124 N 49997555.00 49997555.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562LS45 Financial Company Commercial Paper First Tier Security 2015-05-04 2015-05-04 N N N 27000000.00 26980680.00 0.0067 N 26982115.20 26982115.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562LS60 Financial Company Commercial Paper First Tier Security 2015-05-06 2015-05-06 N N N 50000000.00 49963444.45 0.0124 N 49965865.00 49965865.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.18% 86960KPP1 Financial Company Commercial Paper First Tier Security 2015-02-23 2015-02-23 N N N 100000000.00 99989305.54 0.0248 N 99992470.00 99992470.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.25% 86960KT51 Financial Company Commercial Paper First Tier Security 2015-06-05 2015-06-05 N N N 55000000.00 54952638.90 0.0136 N 54956495.00 54956495.00 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 7999893.33 0.0020 N 7999920.00 7999920.00 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 24978625.00 0.0062 N 24985580.00 24985580.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233HQR8 Financial Company Commercial Paper First Tier Security 2015-03-25 2015-03-25 N N N 10000000.00 9996388.89 0.0025 N 9997720.00 9997720.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.23% 04821QCH2 Asset Backed Commercial Paper First Tier Security 2015-02-03 2015-04-06 Y CREDIT AGRICOLE CIB NY BRH N/A N/A Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 70000000.00 69985797.50 0.0174 N 69993000.00 69993000.00 Govco, Inc. Govco, Inc., 0.19% 38362WP39 Asset Backed Commercial Paper First Tier Security 2015-02-03 2015-02-03 N N Y LIQUIDITY CITIBANK NA N/A N/A 75000000.00 74999208.33 0.0186 N 74999085.00 74999085.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.23% 89233AEH8 Asset Backed Commercial Paper First Tier Security 2015-02-13 2015-05-12 N N N 100000000.00 100000000.00 0.0248 N 99994100.00 99994100.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.27% 1280C3QP5 Other Commercial Paper First Tier Security 2015-03-23 2015-03-23 N N N 52000000.00 51980500.00 0.0129 N 51986552.80 51986552.80 JPMorgan Securities LLC JPMorgan Securities LLC, 0.30% 46640QT35 Other Commercial Paper First Tier Security 2015-06-03 2015-06-03 N N N 100000000.00 99898333.32 0.0248 N 99927210.00 99927210.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.30% 46640QUN9 Other Commercial Paper First Tier Security 2015-07-22 2015-07-22 N N N 30000000.00 29957249.99 0.0074 N 29967129.00 29967129.00 Nordea Bank AB (publ) Nordea Bank AB (publ), 0.22% 65558GQR7 Other Commercial Paper First Tier Security 2015-03-25 2015-03-25 N N N 75000000.00 74976166.67 0.0186 N 74982450.00 74982450.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2015-02-21 2015-10-21 N N N 30000000.00 29997805.01 0.0074 N 30010710.00 30010710.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 3133EDV90 Government Agency Debt First Tier Security 2015-02-19 2016-09-19 N N N 20000000.00 19998349.14 0.0050 N 20002180.00 20002180.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384DE6 Government Agency Debt First Tier Security 2015-03-18 2015-03-18 N N N 75000000.00 74991187.50 0.0186 N 74997525.00 74997525.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% to 0.10% 313384DG1 Government Agency Debt First Tier Security 2015-03-20 2015-03-20 N N N 190000000.00 189976630.50 0.0472 N 189993350.00 189993350.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384DM8 Government Agency Debt First Tier Security 2015-03-25 2015-03-25 N N N 50000000.00 49993283.33 0.0124 N 49998100.00 49998100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384DP1 Government Agency Debt First Tier Security 2015-03-27 2015-03-27 N N N 50000000.00 49993325.02 0.0124 N 49998000.00 49998000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GR9 Government Agency Debt First Tier Security 2015-02-12 2016-05-12 N N N 20000000.00 19996019.15 0.0050 N 19995420.00 19995420.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GT5 Government Agency Debt First Tier Security 2015-03-07 2016-06-07 N N N 20000000.00 19996306.42 0.0050 N 19994720.00 19994720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A3E42 Government Agency Debt First Tier Security 2015-02-22 2015-10-22 N N N 25000000.00 25000000.00 0.0062 N 25002875.00 25002875.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A2PH3 Government Agency Debt First Tier Security 2015-08-18 2015-08-18 N N N 6000000.00 6000414.86 0.0015 N 5999520.00 5999520.00 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 0.0087 N 35002975.00 35002975.00 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 20997890.57 0.0052 N 20997564.00 20997564.00 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 0.0037 N 15001095.00 15001095.00 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 0.0074 N 30003030.00 30003030.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XR2 Government Agency Debt First Tier Security 2015-10-02 2015-10-02 N N N 20000000.00 20000000.00 0.0050 N 20002480.00 20002480.00 Freddie Mac Freddie Mac, 0.10% 313396CC5 Government Agency Debt First Tier Security 2015-02-20 2015-02-20 N N N 50000000.00 49997361.11 0.0124 N 49999500.00 49999500.00 Freddie Mac Freddie Mac, 0.12% 3134G5PN9 Government Agency Debt First Tier Security 2015-02-14 2016-11-14 N N N 100000000.00 99972399.26 0.0248 N 99953500.00 99953500.00 Freddie Mac Freddie Mac, 0.16% 3134G6AE3 Government Agency Debt First Tier Security 2015-02-21 2016-07-21 N N N 40000000.00 39993985.83 0.0099 N 40015280.00 40015280.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828SU5 Treasury Debt First Tier Security 2015-05-15 2015-05-15 N N N 75000000.00 75037239.52 0.0186 N 75041025.00 75041025.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 49B99LFP0 0001197610 Treasury Repurchase Agreement Y US TREASURY 2018-01-31 2043-08-15 1.375 - 3.625 Treasury Debt 108425400.00 128256460.27 First Tier Security 2015-02-06 2015-02-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 125000000.00 125000000.00 0.0310 N 125000000.00 125000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 1/30/2015 due 02/02/2015 49H99QFB4_39304 Treasury Repurchase Agreement Y US TREASURY 2015-04-15 2036-02-15 0.25 - 8 Treasury Debt 361652594.25 375287483.86 U.S. TREASURY 2016-04-30 2016-07-31 0.089 - 0.099 Treasury Debt 3455574.80 3456305.43 Unrated Security 2015-02-02 2015-02-02 N N N 371192000.00 371192000.00 0.0921 N 371192000.00 371192000.00