N-MFP LIVE N 2015-05-31 0000702149 S000007506 1 N N 002-77169 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 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 46 72 3803957047.80 103502.80 595610.76 3803464939.84 0.0022 1.0007 2015-05-29 1.0007 2015-05-29 C000020486 1.00 3803464939.84 1.00 47288058.79 974986611.51 927698552.72 0.0004 1.0007 2015-05-29 1.0007 2015-05-29 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.29% 00084CVT6 Financial Company Commercial Paper First Tier Security 2015-08-27 2015-08-27 N N N 35000000.00 34975470.83 0.0092 N 34975470.95 34975470.95 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 49982645.83 0.0131 N 49994295.00 49994295.00 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 89962950.01 0.0237 N 89986500.00 89986500.00 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 49966847.22 0.0131 N 49987000.00 49987000.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.27% 0556N1U68 Financial Company Commercial Paper First Tier Security 2015-07-06 2015-07-06 N N N 41000000.00 40989237.50 0.0108 N 40993378.50 40993378.50 Bnp Paribas Fortis New York Brh Bnp Paribas Fortis New York Brh, 0.10% 09659KT34 Financial Company Commercial Paper First Tier Security 2015-06-03 2015-06-03 N N N 99700000.00 99699446.12 0.0262 N 99698634.11 99698634.11 BNP Paribas New York Branch BNP Paribas New York Branch, 0.28% 09659CV47 Financial Company Commercial Paper First Tier Security 2015-08-04 2015-08-04 N N N 35000000.00 34982577.77 0.0092 N 34986843.50 34986843.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272AKV7 Financial Company Commercial Paper First Tier Security 2015-06-16 2015-07-16 N N N 50000000.00 50000000.00 0.0131 N 49999150.00 49999150.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272AKX3 Financial Company Commercial Paper First Tier Security 2015-06-22 2015-07-20 N N N 25000000.00 25000000.00 0.0066 N 24999425.00 24999425.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.28% 20272AER3 Financial Company Commercial Paper First Tier Security 2015-06-15 2015-07-13 N N N 21000000.00 21000000.00 0.0055 N 20999412.00 20999412.00 Credit Agricole CIB Credit Agricole CIB, 0.10% 22533UT11 Financial Company Commercial Paper First Tier Security 2015-06-01 2015-06-01 N N N 118000000.00 118000000.00 0.0310 N 118000000.00 118000000.00 Credit Agricole CIB Credit Agricole CIB, 0.30% 22533UW17 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 75000000.00 74942500.03 0.0197 N 74951115.00 74951115.00 Credit Suisse AG Credit Suisse AG, 0.26% 2254EBTJ0 Financial Company Commercial Paper First Tier Security 2015-06-18 2015-06-18 N N N 30000000.00 29996316.67 0.0079 N 29996283.00 29996283.00 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 74975250.00 0.0197 N 74980822.50 74980822.50 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 17000000.00 16997669.58 0.0045 N 16998821.90 16998821.90 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 60000000.00 60000000.00 0.0158 N 59999586.00 59999586.00 DNB Bank ASA DNB Bank ASA, 0.29% 2332K1WF3 Financial Company Commercial Paper First Tier Security 2015-09-15 2015-09-15 N N N 40000000.00 39966433.33 0.0105 N 39973112.00 39973112.00 DNB Bank ASA DNB Bank ASA, 0.30% 2332K1VQ0 Financial Company Commercial Paper First Tier Security 2015-08-24 2015-08-24 N N N 45000000.00 44968500.01 0.0118 N 44979880.50 44979880.50 Fortis Funding LLC Fortis Funding LLC, 0.27% 3495P3U60 Financial Company Commercial Paper First Tier Security 2015-07-06 2015-07-06 N N N 10000000.00 9997375.00 0.0026 N 9998385.00 9998385.00 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 4998750.00 0.0013 N 4999294.00 4999294.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.31% 46640EBF4 Financial Company Commercial Paper First Tier Security 2015-06-02 2015-11-02 N N N 12000000.00 12000000.00 0.0032 N 11998980.00 11998980.00 Lloyds Bank PLC Lloyds Bank PLC, 0.05% 53943ST15 Financial Company Commercial Paper First Tier Security 2015-06-01 2015-06-01 N N N 121000000.00 121000000.00 0.0318 N 121000000.00 121000000.00 Lloyds Bank PLC Lloyds Bank PLC, 0.14% 53943ST31 Financial Company Commercial Paper First Tier Security 2015-06-03 2015-06-03 N N N 50000000.00 49999611.11 0.0131 N 49999105.00 49999105.00 Lloyds Bank PLC Lloyds Bank PLC, 0.14% 53943ST49 Financial Company Commercial Paper First Tier Security 2015-06-04 2015-06-04 N N N 22000000.00 21999743.34 0.0058 N 21999522.60 21999522.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.27% 60682XT97 Financial Company Commercial Paper First Tier Security 2015-06-09 2015-06-09 N N N 40000000.00 39997600.00 0.0105 N 39997016.00 39997016.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.27% 60682XW10 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 94000000.00 93935140.00 0.0247 N 93932526.80 93932526.80 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.27% 60682XWP7 Financial Company Commercial Paper First Tier Security 2015-09-23 2015-09-23 N N N 35000000.00 34970075.00 0.0092 N 34968265.50 34968265.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873KT15 Financial Company Commercial Paper First Tier Security 2015-06-01 2015-06-01 N N N 151000000.00 151000000.00 0.0397 N 150998792.00 150998792.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873KU13 Financial Company Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N N 25000000.00 24993541.67 0.0066 N 24996677.50 24996677.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873KW11 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 12000000.00 11990493.33 0.0032 N 11992147.20 11992147.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% 63254GAP0 Financial Company Commercial Paper First Tier Security 2015-06-09 2015-07-09 N N N 75000000.00 75000000.00 0.0197 N 74999025.00 74999025.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.27% 83050UWJ3 Financial Company Commercial Paper First Tier Security 2015-09-18 2015-09-18 N N N 25000000.00 24979562.50 0.0066 N 24980010.00 24980010.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.27% 83050UWN4 Financial Company Commercial Paper First Tier Security 2015-09-22 2015-09-22 N N N 50000000.00 49957625.00 0.0131 N 49957630.00 49957630.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562LTA0 Financial Company Commercial Paper First Tier Security 2015-06-10 2015-06-10 N N N 50000000.00 49996500.00 0.0131 N 49997200.00 49997200.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562LU67 Financial Company Commercial Paper First Tier Security 2015-07-06 2015-07-06 N N N 20000000.00 19994555.55 0.0053 N 19996094.00 19996094.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562LUH3 Financial Company Commercial Paper First Tier Security 2015-07-17 2015-07-17 N N N 15000000.00 14994633.34 0.0039 N 14996059.50 14996059.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562LUQ3 Financial Company Commercial Paper First Tier Security 2015-07-24 2015-07-24 N N N 35000000.00 34985572.22 0.0092 N 34989276.00 34989276.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86562LW40 Financial Company Commercial Paper First Tier Security 2015-09-04 2015-09-04 N N N 15000000.00 14988520.84 0.0039 N 14989056.00 14989056.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86562LW40 Financial Company Commercial Paper First Tier Security 2015-09-04 2015-09-04 N N N 40000000.00 39969388.90 0.0105 N 39970816.00 39970816.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.26% 86563HVT4 Financial Company Commercial Paper First Tier Security 2015-08-27 2015-08-27 N N N 75000000.00 74952875.03 0.0197 N 74951250.00 74951250.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.29% 86563HVX5 Financial Company Commercial Paper First Tier Security 2015-08-31 2015-08-31 N N N 40000000.00 39970677.78 0.0105 N 39972428.00 39972428.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960KUD2 Financial Company Commercial Paper First Tier Security 2015-07-13 2015-07-13 N N N 30000000.00 29994049.99 0.0079 N 29993514.00 29993514.00 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 54998472.22 0.0145 N 54998493.00 54998493.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86960KWM0 Financial Company Commercial Paper First Tier Security 2015-09-21 2015-09-21 N N N 60000000.00 59945866.67 0.0158 N 59955726.00 59955726.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86960KX80 Financial Company Commercial Paper First Tier Security 2015-10-08 2015-10-08 N N N 30000000.00 29968824.99 0.0079 N 29973051.00 29973051.00 Swedbank AB Swedbank AB, 0.23% 87019STV6 Financial Company Commercial Paper First Tier Security 2015-06-29 2015-06-29 N N N 115000000.00 114979427.77 0.0302 N 114988120.50 114988120.50 Swedbank AB Swedbank AB, 0.24% 87019SU10 Financial Company Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N N 50000000.00 49990000.00 0.0131 N 49994500.00 49994500.00 Swedbank AB Swedbank AB, 0.29% 87019SVS0 Financial Company Commercial Paper First Tier Security 2015-08-26 2015-08-26 N N N 25000000.00 24982979.17 0.0066 N 24988997.50 24988997.50 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.30% 89116FWB2 Financial Company Commercial Paper First Tier Security 2015-09-11 2015-09-11 N N N 33000000.00 32971949.99 0.0087 N 32983734.30 32983734.30 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.31% 89116FYR5 Financial Company Commercial Paper First Tier Security 2015-11-25 2015-11-25 N N N 50000000.00 49923791.66 0.0131 N 49928750.00 49928750.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.31% 89116FZ11 Financial Company Commercial Paper First Tier Security 2015-12-01 2015-12-01 N N N 50000000.00 49921208.33 0.0131 N 49923790.00 49923790.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 04821UT10 Asset Backed Commercial Paper First Tier Security 2015-06-01 2015-06-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 34000000.00 34000000.00 0.0089 N 33999632.80 33999632.80 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 04821UT36 Asset Backed Commercial Paper First Tier Security 2015-06-03 2015-06-03 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 38000000.00 37999725.55 0.0100 N 37999289.40 37999289.40 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 04821UT44 Asset Backed Commercial Paper First Tier Security 2015-06-04 2015-06-04 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 24000000.00 23999740.00 0.0063 N 23999452.80 23999452.80 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.24% 04821QCH2 Asset Backed Commercial Paper First Tier Security 2015-06-03 2015-08-03 Y CREDIT AGRICOLE CIB NY BRH N/A N/A Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 70000000.00 69995110.61 0.0184 N 69997480.00 69997480.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.27% 04821UT93 Asset Backed Commercial Paper First Tier Security 2015-06-09 2015-06-09 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 25000000.00 24998500.00 0.0066 N 24998855.00 24998855.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.09% 0527M1T13 Asset Backed Commercial Paper First Tier Security 2015-06-01 2015-06-01 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 18000000.00 18000000.00 0.0047 N 18000000.00 18000000.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.13% 0527M1T39 Asset Backed Commercial Paper First Tier Security 2015-06-03 2015-06-03 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 21000000.00 20999848.33 0.0055 N 20999607.30 20999607.30 Gotham Funding Corp. Gotham Funding Corp., 0.16% 38346MTG9 Asset Backed Commercial Paper First Tier Security 2015-06-16 2015-06-16 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 50000000.00 49996666.67 0.0131 N 49996666.50 49996666.50 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.10% 56274MT10 Asset Backed Commercial Paper First Tier Security 2015-06-01 2015-06-01 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 16894000.00 16894000.00 0.0044 N 16894000.00 16894000.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.12% 56274MT51 Asset Backed Commercial Paper First Tier Security 2015-06-05 2015-06-05 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 28874000.00 28873615.02 0.0076 N 28873615.11 28873615.11 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274MTB8 Asset Backed Commercial Paper First Tier Security 2015-06-11 2015-06-11 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 41341000.00 41339277.45 0.0109 N 41339277.32 41339277.32 Archer Daniels Midland Co. Archer Daniels Midland Co., 0.09% 03948HT19 Other Commercial Paper First Tier Security 2015-06-01 2015-06-01 N N N 23000000.00 23000000.00 0.0060 N 23000000.00 23000000.00 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 99998333.34 0.0263 N 99998190.00 99998190.00 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 29987250.00 0.0079 N 29991810.00 29991810.00 Nordea Bank AB Nordea Bank AB, 0.17% 65558GU68 Other Commercial Paper First Tier Security 2015-07-06 2015-07-06 N N N 75000000.00 74987604.17 0.0197 N 74988997.50 74988997.50 Nordea Bank AB Nordea Bank AB, 0.35% 65558GYL1 Other Commercial Paper First Tier Security 2015-11-20 2015-11-20 N N N 50000000.00 49916388.88 0.0131 N 49919305.00 49919305.00 Fannie Mae Fannie Mae, 0.18% 3135G0YU1 Government Agency Debt First Tier Security 2015-06-21 2015-10-21 N N N 30000000.00 29998810.35 0.0079 N 30004410.00 30004410.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EDV90 Government Agency Debt First Tier Security 2015-06-19 2016-09-19 N N N 20000000.00 19998681.53 0.0053 N 20004240.00 20004240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A3E42 Government Agency Debt First Tier Security 2015-06-22 2015-10-22 N N N 25000000.00 25000000.00 0.0066 N 25000325.00 25000325.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A3GT5 Government Agency Debt First Tier Security 2015-06-07 2016-06-07 N N N 20000000.00 19997207.30 0.0053 N 19994360.00 19994360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A3GR9 Government Agency Debt First Tier Security 2015-08-12 2016-05-12 N N N 20000000.00 19997044.26 0.0053 N 19994360.00 19994360.00 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 6000163.43 0.0016 N 6001536.00 6001536.00 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 20999113.43 0.0055 N 21004620.00 21004620.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XR2 Government Agency Debt First Tier Security 2015-06-04 2015-06-04 N N N 20000000.00 20000000.00 0.0053 N 20000280.00 20000280.00 Freddie Mac Freddie Mac, 0.17% 3134G5PN9 Government Agency Debt First Tier Security 2015-08-14 2016-11-14 N N N 100000000.00 99977479.16 0.0263 N 99976300.00 99976300.00 Freddie Mac Freddie Mac, 0.18% 3134G6AE3 Government Agency Debt First Tier Security 2015-06-21 2016-07-21 N N N 40000000.00 39995332.28 0.0105 N 40017120.00 40017120.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796EX3 Treasury Debt First Tier Security 2015-09-17 2015-09-17 N N N 100000000.00 99956499.74 0.0263 N 99994700.00 99994700.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 49B99LYE4 0001197610 Treasury Repurchase Agreement Y US TREASURY 2015-09-17 2022-03-31 0 - 3.625 Treasury Debt 101723602.00 102001003.40 First Tier Security 2015-06-05 2015-06-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0263 N 100000000.00 100000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.08%, dated 5/29/2015 due 06/01/2015 49J9987A3_39304 Treasury Repurchase Agreement Y US TREASURY 2015-05-31 2045-05-15 0.25 - 10.625 Treasury Debt 177952574.19 185645558.34 U.S. TREASURY 2016-01-31 2017-04-30 0 - 0.109 Treasury Debt 4506286.62 4507532.06 Unrated Security 2015-06-01 2015-06-01 N N N 186296000.00 186296000.00 0.0490 N 186296000.00 186296000.00