N-MFP LIVE N 2015-06-30 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 40 73 3654383641.89 54225449.02 41554634.38 3667054456.53 0.0024 1.0007 2015-06-30 1.0007 2015-06-30 C000020486 1.00 3667054456.53 1.00 -136411253.91 1111684390.74 1248095644.65 0.0005 1.0007 2015-06-30 1.0007 2015-06-30 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.28% 00084CWU2 Financial Company Commercial Paper First Tier Security 2015-09-28 2015-09-28 N N N 12000000.00 11991693.33 0.0033 N 11992800.00 11992800.00 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 34983929.17 0.0095 N 34988891.00 34988891.00 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.29% 00084CWA6 Financial Company Commercial Paper First Tier Security 2015-09-10 2015-09-10 N N N 9000000.00 8994852.50 0.0025 N 8996112.00 8996112.00 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.29% 00084CX15 Financial Company Commercial Paper First Tier Security 2015-10-01 2015-10-01 N N N 11000000.00 10991847.78 0.0030 N 10991847.79 10991847.79 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.29% 00084CX23 Financial Company Commercial Paper First Tier Security 2015-10-02 2015-10-02 N N N 30000000.00 29977524.99 0.0082 N 29977524.90 29977524.90 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.29% 05253MEW0 Financial Company Commercial Paper First Tier Security 2015-07-20 2015-12-18 N N N 50000000.00 50000000.00 0.0136 Y 49997600.00 49997600.00 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 49993270.83 0.0136 N 49997970.00 49997970.00 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 89982450.00 0.0245 N 89993907.00 89993907.00 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 49979763.89 0.0136 N 49992000.00 49992000.00 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 40998462.50 0.0112 N 40999249.70 40999249.70 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 34990744.44 0.0095 N 34994624.00 34994624.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272AKV7 Financial Company Commercial Paper First Tier Security 2015-07-16 2015-07-16 N N N 50000000.00 50000000.00 0.0136 N 49999500.00 49999500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.28% 20272AKT2 Financial Company Commercial Paper First Tier Security 2015-07-06 2015-11-25 N N N 50000000.00 50001943.10 0.0136 N 49998000.00 49998000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.28% 20272AER3 Financial Company Commercial Paper First Tier Security 2015-07-13 2015-07-13 N N N 21000000.00 21000000.00 0.0057 N 20999748.00 20999748.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.28% 20272AKX3 Financial Company Commercial Paper First Tier Security 2015-07-20 2015-07-20 N N N 25000000.00 25000000.00 0.0068 N 24999600.00 24999600.00 Credit Agricole CIB Credit Agricole CIB, 0.07% 22533UU19 Financial Company Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N N 105000000.00 105000000.00 0.0286 N 105000000.00 105000000.00 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 74961250.02 0.0204 N 74980185.00 74980185.00 Credit Suisse AG Credit Suisse AG, 0.14% 2254EBU17 Financial Company Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N N 50000000.00 50000000.00 0.0136 N 49999705.00 49999705.00 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 74995875.00 0.0205 N 74996835.00 74996835.00 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 39975933.33 0.0109 N 39984516.00 39984516.00 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 44979750.01 0.0123 N 44991544.50 44991544.50 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 9999625.00 0.0027 N 9999907.00 9999907.00 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 5000000.00 0.0014 N 4999980.50 4999980.50 JPMorgan Securities LLC JPMorgan Securities LLC, 0.31% 46640EBF4 Financial Company Commercial Paper First Tier Security 2015-07-02 2015-11-02 N N N 12000000.00 12000000.00 0.0033 N 11999172.00 11999172.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.38% 46640CBP6 Financial Company Commercial Paper First Tier Security 2015-07-06 2015-12-04 N N N 75000000.00 75000000.00 0.0205 N 74996850.00 74996850.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.39% 46640CBR2 Financial Company Commercial Paper First Tier Security 2015-07-13 2015-12-11 N N N 35000000.00 35000000.00 0.0095 N 34996885.00 34996885.00 Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943SV38 Financial Company Commercial Paper First Tier Security 2015-08-03 2015-08-03 N N N 75000000.00 74989687.48 0.0204 N 74989687.50 74989687.50 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 93956290.00 0.0256 N 93959862.00 93959862.00 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 34977950.00 0.0095 N 34977439.00 34977439.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 60682XX76 Financial Company Commercial Paper First Tier Security 2015-10-07 2015-10-07 N N N 35000000.00 34970463.90 0.0095 N 34971895.00 34971895.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60682XXE1 Financial Company Commercial Paper First Tier Security 2015-10-14 2015-10-14 N N N 15000000.00 14986000.01 0.0041 N 14986705.50 14986705.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873KU62 Financial Company Commercial Paper First Tier Security 2015-07-06 2015-07-06 N N N 28000000.00 27999455.56 0.0076 N 27999392.40 27999392.40 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 25000000.00 0.0068 N 24999915.00 24999915.00 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 11993593.33 0.0033 N 11995275.60 11995275.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% 63254GAP0 Financial Company Commercial Paper First Tier Security 2015-07-09 2015-07-09 N N N 75000000.00 75000000.00 0.0205 N 74999625.00 74999625.00 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 24985187.50 0.0068 N 24988890.00 24988890.00 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 49968875.00 0.0136 N 49975735.00 49975735.00 State Street Corp. State Street Corp., 0.45% 85747KZF4 Financial Company Commercial Paper First Tier Security 2015-12-15 2015-12-15 N N N 16000000.00 15966600.00 0.0044 N 15975508.80 15975508.80 State Street Corp. State Street Corp., 0.45% 85747KZU1 Financial Company Commercial Paper First Tier Security 2015-12-28 2015-12-28 N N N 40000000.00 39910000.00 0.0109 N 39931420.00 39931420.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.14% 86562LU26 Financial Company Commercial Paper First Tier Security 2015-07-02 2015-07-02 N N N 28000000.00 27999891.11 0.0076 N 27999720.00 27999720.00 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 19999222.22 0.0055 N 19999394.00 19999394.00 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 14998133.33 0.0041 N 14998683.00 14998683.00 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 34993738.89 0.0095 N 34995614.50 34995614.50 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 14992145.84 0.0041 N 14994004.50 14994004.50 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 39979055.56 0.0109 N 39984012.00 39984012.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562LXD9 Financial Company Commercial Paper First Tier Security 2015-10-13 2015-10-13 N N N 40000000.00 39963022.23 0.0109 N 39964416.00 39964416.00 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 74969125.02 0.0204 N 74975955.00 74975955.00 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 39980344.45 0.0109 N 39985808.00 39985808.00 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 18000000.00 17998980.00 0.0049 N 17998939.80 17998939.80 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 59960366.66 0.0164 N 59967768.00 59967768.00 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 29976074.99 0.0082 N 29979168.00 29979168.00 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 50000000.00 0.0136 N 49999985.00 49999985.00 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 24988916.67 0.0068 N 24994340.00 24994340.00 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 32980200.00 0.0090 N 32988756.90 32988756.90 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 49936708.33 0.0136 N 49946145.00 49946145.00 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 49934125.00 0.0136 N 49940965.00 49940965.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.38% 89233HZM9 Financial Company Commercial Paper First Tier Security 2015-12-21 2015-12-21 N N N 35000000.00 34936086.13 0.0095 N 34948574.50 34948574.50 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.07% 04821UU18 Asset Backed Commercial Paper First Tier Security 2015-07-01 2015-07-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 60500000.00 60500000.00 0.0165 N 60500000.00 60500000.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.24% 04821QCH2 Asset Backed Commercial Paper First Tier Security 2015-07-03 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 69997438.90 0.0191 N 69998600.00 69998600.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.12% 0527M1U11 Asset Backed Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 37000000.00 37000000.00 0.0101 N 36999844.60 36999844.60 Gotham Funding Corp. Gotham Funding Corp., 0.14% 38346MU10 Asset Backed Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 78000000.00 78000000.00 0.0213 N 77999672.40 77999672.40 Liberty Street Funding LLC Liberty Street Funding LLC, 0.07% 53127UU16 Asset Backed Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 77000000.00 77000000.00 0.0210 N 77000000.00 77000000.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.07% 53127UU16 Asset Backed Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 79000000.00 79000000.00 0.0215 N 79000000.00 79000000.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.14% 53127UU16 Asset Backed Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 39000000.00 39000000.00 0.0106 N 38999836.20 38999836.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.13% 56274MU83 Asset Backed Commercial Paper First Tier Security 2015-07-08 2015-07-08 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 63000000.00 62998407.51 0.0172 N 62997744.60 62997744.60 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274MU26 Asset Backed Commercial Paper First Tier Security 2015-07-02 2015-07-02 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 48000000.00 47999800.00 0.0131 N 47999587.20 47999587.20 Caisse centrale Desjardins Caisse centrale Desjardins, 0.12% 1280C3U62 Other Commercial Paper First Tier Security 2015-07-06 2015-07-06 N N N 15000000.00 14999750.01 0.0041 N 14999650.50 14999650.50 Caisse centrale Desjardins Caisse centrale Desjardins, 0.13% 1280C3U21 Other Commercial Paper First Tier Security 2015-07-02 2015-07-02 N N N 52000000.00 51999812.22 0.0142 N 51999594.40 51999594.40 Caisse centrale Desjardins Caisse centrale Desjardins, 0.13% 1280C3U21 Other Commercial Paper First Tier Security 2015-07-02 2015-07-02 N N N 117000000.00 116999593.75 0.0319 N 116999087.40 116999087.40 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 29994750.00 0.0082 N 29997213.00 29997213.00 Nordea Bank AB Nordea Bank AB, 0.17% 65558GU68 Other Commercial Paper First Tier Security 2015-07-06 2015-07-06 N N N 47000000.00 46998890.28 0.0128 N 46999450.10 46999450.10 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 49930972.22 0.0136 N 49939225.00 49939225.00 Nordea Bank AB Nordea Bank AB, 0.38% 65558GZA4 Other Commercial Paper First Tier Security 2015-12-10 2015-12-10 N N N 20000000.00 19965800.00 0.0054 N 19968668.00 19968668.00 Nordea Bank AB Nordea Bank AB, 0.38% 65558GZB2 Other Commercial Paper First Tier Security 2015-12-11 2015-12-11 N N N 15000000.00 14974191.67 0.0041 N 14976220.50 14976220.50 Fannie Mae Fannie Mae, 0.18% 3135G0YU1 Government Agency Debt First Tier Security 2015-07-21 2015-10-21 N N N 30000000.00 29999061.69 0.0082 N 30004380.00 30004380.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EDV90 Government Agency Debt First Tier Security 2015-07-19 2016-09-19 N N N 20000000.00 19998764.62 0.0055 N 20007200.00 20007200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A3E42 Government Agency Debt First Tier Security 2015-07-22 2015-10-22 N N N 25000000.00 25000000.00 0.0068 N 25001000.00 25001000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5J34 Government Agency Debt First Tier Security 2015-07-03 2016-12-02 N N N 6000000.00 6000000.00 0.0016 N 6000672.00 6000672.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A3GT5 Government Agency Debt First Tier Security 2015-09-07 2016-06-07 N N N 20000000.00 19997432.51 0.0055 N 19996880.00 19996880.00 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 19997300.54 0.0055 N 19996820.00 19996820.00 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 6000100.57 0.0016 N 6000864.00 6000864.00 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 20999419.14 0.0057 N 21003192.00 21003192.00 Freddie Mac Freddie Mac, 0.17% 3134G5PN9 Government Agency Debt First Tier Security 2015-08-14 2016-11-14 N N N 100000000.00 99978749.12 0.0273 N 99983700.00 99983700.00 Freddie Mac Freddie Mac, 0.18% 3134G6AE3 Government Agency Debt First Tier Security 2015-07-21 2016-07-21 N N N 40000000.00 39995668.90 0.0109 N 40021480.00 40021480.00 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 99968583.14 0.0273 N 100000500.00 100000500.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 49B99LYE4 0001197610 Treasury Repurchase Agreement Y US TREASURY 2015-07-23 2044-08-15 0 - 9.25 Treasury Debt 98887872.00 102145348.03 First Tier Security 2015-07-07 2015-07-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0273 N 100000000.00 100000000.00