N-MFP LIVE N 2015-09-30 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 35 80 4008109268.17 35148131.72 753310.91 4042504088.98 0.0025 1.0007 2015-09-30 1.0007 2015-09-30 C000020486 1.00 4042504088.98 1.00 423717175.99 1208266794.14 784549618.15 0.0007 1.0007 2015-09-30 1.0007 2015-09-30 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 11000000.00 0.0027 N 10999953.80 10999953.80 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 29999758.33 0.0074 N 29999751.00 29999751.00 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.30% 00084CXL1 Financial Company Commercial Paper First Tier Security 2015-10-20 2015-10-20 N N N 40000000.00 39993666.67 0.0099 N 39996488.00 39996488.00 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.31% 00084CY22 Financial Company Commercial Paper First Tier Security 2015-11-02 2015-11-02 N N N 5000000.00 4998622.22 0.0012 N 4999156.50 4999156.50 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.34% 00084CZ96 Financial Company Commercial Paper First Tier Security 2015-12-09 2015-12-09 N N N 50000000.00 49967416.67 0.0124 N 49977345.00 49977345.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.30% 05253CYQ3 Financial Company Commercial Paper First Tier Security 2015-11-24 2015-11-24 N N N 50000000.00 49977500.00 0.0124 N 49989380.00 49989380.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.31% 05253MEW0 Financial Company Commercial Paper First Tier Security 2015-10-19 2015-12-18 N N N 50000000.00 50000000.00 0.0124 N 49998750.00 49998750.00 Bank of Nova Scotia Bank of Nova Scotia, 0.41% 06417JAR3 Financial Company Commercial Paper First Tier Security 2016-01-25 2016-01-25 N N N 50000000.00 49934750.00 0.0124 N 49949625.00 49949625.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.35% 09659CZN1 Financial Company Commercial Paper First Tier Security 2015-12-22 2015-12-22 N N N 35000000.00 34972097.22 0.0087 N 34976277.00 34976277.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272AKT2 Financial Company Commercial Paper First Tier Security 2015-10-06 2015-11-25 N N N 50000000.00 50000718.75 0.0124 N 49999300.00 49999300.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.37% 20272AMV5 Financial Company Commercial Paper First Tier Security 2015-10-02 2016-02-01 N N N 10000000.00 10000000.00 0.0025 N 9999360.00 9999360.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.37% 20272AMW3 Financial Company Commercial Paper First Tier Security 2015-10-02 2016-02-03 N N N 10000000.00 10000000.00 0.0025 N 9999340.00 9999340.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.37% 20272AMX1 Financial Company Commercial Paper First Tier Security 2015-10-06 2016-02-05 N N N 10000000.00 10000000.00 0.0025 N 9999330.00 9999330.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.37% 20272AND4 Financial Company Commercial Paper First Tier Security 2015-10-23 2016-02-23 N N N 20000000.00 20000000.00 0.0049 N 19999100.00 19999100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.38% 20272ANB8 Financial Company Commercial Paper First Tier Security 2015-10-16 2016-02-22 N N N 70000000.00 70000000.00 0.0173 N 69994610.00 69994610.00 Credit Agricole CIB Credit Agricole CIB, 0.08% 22533UX16 Financial Company Commercial Paper First Tier Security 2015-10-01 2015-10-01 N N N 41000000.00 41000000.00 0.0101 N 41000000.00 41000000.00 Credit Agricole CIB Credit Agricole CIB, 0.30% 22533UY23 Financial Company Commercial Paper First Tier Security 2015-11-02 2015-11-02 N N N 60000000.00 59984000.02 0.0148 N 59991972.00 59991972.00 Credit Agricole CIB Credit Agricole CIB, 0.35% 22533UZ14 Financial Company Commercial Paper First Tier Security 2015-12-01 2015-12-01 N N N 13000000.00 12992290.28 0.0032 N 12995387.60 12995387.60 Credit Agricole CIB Credit Agricole CIB, 0.35% 22533UZ71 Financial Company Commercial Paper First Tier Security 2015-12-07 2015-12-07 N N N 50000000.00 49967430.54 0.0124 N 49978845.00 49978845.00 Credit Suisse AG Credit Suisse AG, 0.31% 2254EBYJ4 Financial Company Commercial Paper First Tier Security 2015-11-18 2015-11-18 N N N 60000000.00 59975200.01 0.0148 N 59986362.00 59986362.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.37% 46640CBW1 Financial Company Commercial Paper First Tier Security 2015-10-29 2016-01-29 N N N 40000000.00 40000000.00 0.0099 N 39997400.00 39997400.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.40% 46640CBP6 Financial Company Commercial Paper First Tier Security 2015-10-05 2015-12-04 N N N 75000000.00 75000000.00 0.0186 N 74998800.00 74998800.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.40% 46640CBR2 Financial Company Commercial Paper First Tier Security 2015-10-13 2015-12-11 N N N 35000000.00 35000000.00 0.0087 N 34998635.00 34998635.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.42% 46640ECC0 Financial Company Commercial Paper First Tier Security 2015-10-07 2016-03-07 N N N 10000000.00 10000000.00 0.0025 N 9999160.00 9999160.00 Lloyds Bank PLC Lloyds Bank PLC, 0.27% 53943SZP5 Financial Company Commercial Paper First Tier Security 2015-12-23 2015-12-23 N N N 40000000.00 39975100.00 0.0099 N 39972372.00 39972372.00 Lloyds Bank PLC Lloyds Bank PLC, 0.29% 53943SZJ9 Financial Company Commercial Paper First Tier Security 2015-12-18 2015-12-18 N N N 50000000.00 49968583.31 0.0124 N 49968840.00 49968840.00 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 34998191.67 0.0087 N 34998964.00 34998964.00 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 14998266.67 0.0037 N 14999049.00 14999049.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682WAE8 Financial Company Commercial Paper First Tier Security 2016-01-14 2016-01-14 N N N 40000000.00 39953333.33 0.0099 N 39959604.00 39959604.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.41% 60682WB15 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 50000000.00 49929958.33 0.0124 N 49933180.00 49933180.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.15% 63873KX10 Financial Company Commercial Paper First Tier Security 2015-10-01 2015-10-01 N N N 40000000.00 40000000.00 0.0099 N 39999920.00 39999920.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.34% 63873KY43 Financial Company Commercial Paper First Tier Security 2015-11-04 2015-11-04 N N N 40000000.00 39987155.55 0.0099 N 39994556.00 39994556.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.38% 63873KZA8 Financial Company Commercial Paper First Tier Security 2015-12-10 2015-12-10 N N N 35000000.00 34974138.89 0.0087 N 34983847.50 34983847.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.38% 63873KZA8 Financial Company Commercial Paper First Tier Security 2015-12-10 2015-12-10 N N N 40000000.00 39970444.44 0.0099 N 39981540.00 39981540.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.38% 63873KZH3 Financial Company Commercial Paper First Tier Security 2015-12-17 2015-12-17 N N N 40000000.00 39967488.89 0.0099 N 39977292.00 39977292.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.36% 63254GAX3 Financial Company Commercial Paper First Tier Security 2015-10-13 2016-01-29 N N N 50000000.00 50000000.00 0.0124 N 49996700.00 49996700.00 Nationwide Building Society Nationwide Building Society, 0.40% 6385E1YD7 Financial Company Commercial Paper First Tier Security 2015-11-13 2015-11-13 N N N 5000000.00 4997611.11 0.0012 N 4998784.00 4998784.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.29% 83050UZM3 Financial Company Commercial Paper First Tier Security 2015-12-21 2015-12-21 N N N 50000000.00 49967375.01 0.0124 N 49970960.00 49970960.00 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 15985000.00 0.0040 N 15991859.20 15991859.20 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 39956000.00 0.0099 N 39974388.00 39974388.00 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 39995733.33 0.0099 N 39997444.00 39997444.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.36% 86562LYP1 Financial Company Commercial Paper First Tier Security 2015-11-23 2015-11-23 N N N 50000000.00 49973500.00 0.0124 N 49982600.00 49982600.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562LZU9 Financial Company Commercial Paper First Tier Security 2015-12-28 2015-12-28 N N N 29000000.00 28971644.44 0.0072 N 28977919.40 28977919.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562KAK0 Financial Company Commercial Paper First Tier Security 2016-01-19 2016-01-19 N N N 25000000.00 24969444.44 0.0062 N 24971787.50 24971787.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86562KA46 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-01-04 N N N 40000000.00 39955666.68 0.0099 N 39965228.00 39965228.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.38% 86563GA44 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-01-04 N N N 50000000.00 49949861.12 0.0124 N 49956535.00 49956535.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.40% 86563GAK8 Financial Company Commercial Paper First Tier Security 2016-01-19 2016-01-19 N N N 40000000.00 39951111.13 0.0099 N 39954860.00 39954860.00 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 29998308.33 0.0074 N 29999220.00 29999220.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.30% 86960KYR7 Financial Company Commercial Paper First Tier Security 2015-11-25 2015-11-25 N N N 25000000.00 24988541.67 0.0062 N 24991405.00 24991405.00 Swedbank AB Swedbank AB, 0.30% 87019SYD0 Financial Company Commercial Paper First Tier Security 2015-11-13 2015-11-13 N N N 35000000.00 34987458.34 0.0087 N 34993584.50 34993584.50 Swedbank AB Swedbank AB, 0.41% 87019RB13 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 50000000.00 49929958.31 0.0124 N 49942995.00 49942995.00 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 49976319.44 0.0124 N 49987790.00 49987790.00 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 49973736.11 0.0124 N 49985790.00 49985790.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.51% 89116EB28 Financial Company Commercial Paper First Tier Security 2016-02-02 2016-02-02 N N N 17000000.00 16970429.44 0.0042 N 16981878.00 16981878.00 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 34970075.01 0.0087 N 34980865.50 34980865.50 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 04821UX15 Asset Backed Commercial Paper First Tier Security 2015-10-01 2015-10-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 15000000.00 15000000.00 0.0037 N 15000000.00 15000000.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.15% 04821UX23 Asset Backed Commercial Paper First Tier Security 2015-10-02 2015-10-02 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 35000000.00 34999854.17 0.0087 N 34999657.00 34999657.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.15% 04821UX64 Asset Backed Commercial Paper First Tier Security 2015-10-06 2015-10-06 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 20000000.00 19999583.33 0.0049 N 19999376.00 19999376.00 BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.32% 09659HZN0 Other Commercial Paper First Tier Security 2015-12-22 2015-12-22 N N N 40000000.00 39970844.45 0.0099 N 39972888.00 39972888.00 Danaher Corp. Danaher Corp., 0.15% 23585MX27 Other Commercial Paper First Tier Security 2015-10-02 2015-10-02 N N N 30000000.00 29999875.00 0.0074 N 29999751.00 29999751.00 Danaher Corp. Danaher Corp., 0.35% 23585MXK7 Other Commercial Paper First Tier Security 2015-10-19 2015-10-19 N N N 6000000.00 5998950.00 0.0015 N 5999502.60 5999502.60 Danaher Corp. Danaher Corp., 0.35% 23585MXK7 Other Commercial Paper First Tier Security 2015-10-19 2015-10-19 N N N 5000000.00 4999125.00 0.0012 N 4999585.50 4999585.50 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 49975694.44 0.0124 N 49988525.00 49988525.00 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 19985222.22 0.0049 N 19992032.00 19992032.00 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 14988758.33 0.0037 N 14993880.00 14993880.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.21% 3133EDV90 Government Agency Debt First Tier Security 2015-10-19 2016-09-19 N N N 20000000.00 19999019.45 0.0049 N 19999780.00 19999780.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VX4 Government Agency Debt First Tier Security 2015-10-17 2016-10-17 N N N 9000000.00 8999047.64 0.0022 N 8994708.00 8994708.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5VQ9 Government Agency Debt First Tier Security 2015-10-08 2016-07-08 N N N 18000000.00 18000000.00 0.0045 N 17995140.00 17995140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W62 Government Agency Debt First Tier Security 2015-10-23 2017-01-23 N N N 18000000.00 17996414.56 0.0045 N 17987598.00 17987598.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W39 Government Agency Debt First Tier Security 2015-10-24 2017-01-24 N N N 8000000.00 7998935.50 0.0020 N 7995016.00 7995016.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A6DD6 Government Agency Debt First Tier Security 2015-10-26 2016-05-26 N N N 35000000.00 35000000.00 0.0087 N 34994960.00 34994960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5VY2 Government Agency Debt First Tier Security 2015-10-15 2016-07-15 N N N 9000000.00 9000000.00 0.0022 N 8997138.00 8997138.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5X79 Government Agency Debt First Tier Security 2015-10-17 2017-01-17 N N N 10000000.00 9998032.99 0.0025 N 9993290.00 9993290.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6BJ5 Government Agency Debt First Tier Security 2015-10-19 2016-08-19 N N N 28000000.00 28000000.00 0.0069 N 27989528.00 27989528.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5J34 Government Agency Debt First Tier Security 2015-10-03 2016-12-02 N N N 6000000.00 6000000.00 0.0015 N 5998476.00 5998476.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5XH7 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 10000000.00 9999308.70 0.0025 N 10000410.00 10000410.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A3GR9 Government Agency Debt First Tier Security 2015-11-12 2016-05-12 N N N 20000000.00 19998086.46 0.0049 N 19994420.00 19994420.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5ZR3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 14000000.00 13998006.83 0.0035 N 14000532.00 14000532.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130A6G43 Government Agency Debt First Tier Security 2015-10-17 2017-03-17 N N N 40000000.00 39997041.70 0.0099 N 39995320.00 39995320.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313384PD5 Government Agency Debt First Tier Security 2015-11-12 2015-11-12 N N N 65000000.00 64983316.69 0.0161 N 64994995.00 64994995.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A3GT5 Government Agency Debt First Tier Security 2015-12-07 2016-06-07 N N N 20000000.00 19998123.18 0.0049 N 19994460.00 19994460.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313384SH3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 36000000.00 35974040.00 0.0089 N 35984664.00 35984664.00 Freddie Mac Freddie Mac, 0.15% 3134G7TF8 Government Agency Debt First Tier Security 2015-10-24 2016-08-24 N N N 40000000.00 40000000.00 0.0099 N 39988440.00 39988440.00 Freddie Mac Freddie Mac, 0.20% 3134G5PN9 Government Agency Debt First Tier Security 2015-11-14 2016-11-14 N N N 100000000.00 99982643.70 0.0247 N 99964800.00 99964800.00 Freddie Mac Freddie Mac, 0.21% 3134G6AE3 Government Agency Debt First Tier Security 2015-10-21 2016-07-21 N N N 40000000.00 39996701.18 0.0099 N 40005320.00 40005320.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.07%, dated 9/30/2015 due 10/01/2015 49Q99HRU9_07629 Treasury Repurchase Agreement Y US TREASURY 2016-01-31 2044-11-15 0 - 8.125 Treasury Debt 730738350.66 754896043.98 Unrated Security 2015-10-01 2015-10-01 N N N 740000000.00 740000000.00 0.1831 N 740000000.00 740000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.07%, dated 9/30/2015 due 10/01/2015 49Q99HRU9_39304 Treasury Repurchase Agreement Y US TREASURY 2016-03-31 2040-08-15 0.25 - 9.125 Treasury Debt 413798157.44 450265609.24 U.S. TREASURY 2016-01-31 2017-07-31 0 - 0.127 Treasury Debt 19766742.30 19754414.92 Unrated Security 2015-10-01 2015-10-01 N N N 460319000.00 460319000.00 0.1139 N 460319000.00 460319000.00