N-MFP LIVE N 2015-07-31 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 45 101 3147665587.67 292088681.81 667664.76 3439086604.72 0.0024 1.0008 2015-07-31 1.0008 2015-07-31 C000020486 1.00 3439086604.72 1.00 -227991762.44 1038997010.44 1266988772.88 0.0007 1.0008 2015-07-31 1.0008 2015-07-31 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 11994586.66 0.0035 N 11996086.80 11996086.80 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 34992669.44 0.0102 N 34995723.00 34995723.00 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 8997100.00 0.0026 N 8998185.60 8998185.60 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 10994594.72 0.0032 N 10996154.40 10996154.40 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 29985016.66 0.0087 N 29989290.00 29989290.00 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 39973333.33 0.0116 N 39979480.00 39979480.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.29% 05253MEW0 Financial Company Commercial Paper First Tier Security 2015-08-18 2015-12-18 N N N 50000000.00 50000000.00 0.0145 N 49998000.00 49998000.00 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 49993111.11 0.0145 N 49998275.00 49998275.00 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 49900437.50 0.0145 N 49902345.00 49902345.00 BNP Paribas Fortis BNP Paribas Fortis, 0.07% 09659KV31 Financial Company Commercial Paper First Tier Security 2015-08-03 2015-08-03 N N N 64783000.00 64782748.08 0.0188 N 64783000.00 64783000.00 BNP Paribas Fortis BNP Paribas Fortis, 0.08% 09659KV31 Financial Company Commercial Paper First Tier Security 2015-08-03 2015-08-03 N N N 55000000.00 54999755.55 0.0160 N 54999755.80 54999755.80 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 34999183.33 0.0102 N 34999545.00 34999545.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272AKT2 Financial Company Commercial Paper First Tier Security 2015-08-04 2015-11-25 N N N 50000000.00 50001515.91 0.0145 N 49998450.00 49998450.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMV5 Financial Company Commercial Paper First Tier Security 2015-08-04 2016-02-01 N N N 10000000.00 10000000.00 0.0029 N 9999020.00 9999020.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMW3 Financial Company Commercial Paper First Tier Security 2015-08-04 2016-02-03 N N N 10000000.00 10000000.00 0.0029 N 9999010.00 9999010.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMX1 Financial Company Commercial Paper First Tier Security 2015-08-06 2016-02-05 N N N 10000000.00 10000000.00 0.0029 N 9999000.00 9999000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272ANB8 Financial Company Commercial Paper First Tier Security 2015-08-20 2016-02-22 N N N 70000000.00 70000000.00 0.0204 N 69992440.00 69992440.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AND4 Financial Company Commercial Paper First Tier Security 2015-08-24 2016-02-23 N N N 20000000.00 20000000.00 0.0058 N 19998820.00 19998820.00 Credit Agricole CIB Credit Agricole CIB, 0.12% 22533UV34 Financial Company Commercial Paper First Tier Security 2015-08-03 2015-08-03 N N N 80000000.00 79999466.67 0.0233 N 80000000.00 80000000.00 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 74980625.01 0.0218 N 74988532.50 74988532.50 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 59943683.35 0.0174 N 59944452.00 59944452.00 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 39985750.00 0.0116 N 39993304.00 39993304.00 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 44991375.00 0.0131 N 44996940.00 44996940.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.32% 46640EBF4 Financial Company Commercial Paper First Tier Security 2015-08-03 2015-11-02 N N N 12000000.00 12000000.00 0.0035 N 11999376.00 11999376.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.37% 46640CBW1 Financial Company Commercial Paper First Tier Security 2015-08-31 2016-01-29 N N N 40000000.00 40000000.00 0.0116 N 39996200.00 39996200.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.39% 46640CBP6 Financial Company Commercial Paper First Tier Security 2015-08-04 2015-12-04 N N N 75000000.00 75000000.00 0.0218 N 74997525.00 74997525.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.39% 46640CBR2 Financial Company Commercial Paper First Tier Security 2015-08-11 2015-12-11 N N N 35000000.00 35000000.00 0.0102 N 34997515.00 34997515.00 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 74999375.00 0.0218 N 74999235.00 74999235.00 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 93978145.00 0.0273 N 93983042.40 93983042.40 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 34986087.50 0.0102 N 34987820.00 34987820.00 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 34979806.95 0.0102 N 34983406.50 34983406.50 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 14990133.34 0.0044 N 14991874.50 14991874.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873KV38 Financial Company Commercial Paper First Tier Security 2015-08-03 2015-08-03 N N N 136000000.00 135998942.22 0.0395 N 135999197.60 135999197.60 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 11996796.66 0.0035 N 11998570.80 11998570.80 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 39964111.10 0.0116 N 39970880.00 39970880.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.34% 63254GAX3 Financial Company Commercial Paper First Tier Security 2015-08-13 2016-01-29 N N N 50000000.00 50000000.00 0.0145 N 49995100.00 49995100.00 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 24991000.00 0.0073 N 24995677.50 24995677.50 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 49980500.00 0.0145 N 49989770.00 49989770.00 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 15972800.00 0.0046 N 15980942.40 15980942.40 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 39925500.00 0.0116 N 39945000.00 39945000.00 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 14995891.67 0.0044 N 14997186.00 14997186.00 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 39989044.45 0.0116 N 39992496.00 39992496.00 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 39974044.45 0.0116 N 39979692.00 39979692.00 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 49943000.00 0.0145 N 49949690.00 49949690.00 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 39990333.34 0.0116 N 39993420.00 39993420.00 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 59975350.00 0.0174 N 59982060.00 59982060.00 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 29983566.66 0.0087 N 29986488.00 29986488.00 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 24975833.33 0.0073 N 24974407.50 24974407.50 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 24995052.08 0.0073 N 24997545.00 24997545.00 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 34969666.68 0.0102 N 34970397.00 34970397.00 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 32988725.00 0.0096 N 32994416.40 32994416.40 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 49950055.55 0.0145 N 49960840.00 49960840.00 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 49947472.22 0.0145 N 49957120.00 49957120.00 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 34947538.90 0.0102 N 34958154.00 34958154.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.14% 04821UV74 Asset Backed Commercial Paper First Tier Security 2015-08-07 2015-08-07 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 12000000.00 11999720.01 0.0035 N 11999813.40 11999813.40 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.14% 04821UV74 Asset Backed Commercial Paper First Tier Security 2015-08-07 2015-08-07 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 13000000.00 12999696.67 0.0038 N 12999797.72 12999797.72 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.13% 56274MV41 Asset Backed Commercial Paper First Tier Security 2015-08-04 2015-08-04 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 25000000.00 24999729.17 0.0073 N 24999527.50 24999527.50 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.14% 56274MV33 Asset Backed Commercial Paper First Tier Security 2015-08-03 2015-08-03 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 11000000.00 10999914.45 0.0032 N 10999843.80 10999843.80 Caisse centrale Desjardins Caisse centrale Desjardins, 0.14% 1280C3V46 Other Commercial Paper First Tier Security 2015-08-04 2015-08-04 N N N 17000000.00 16999801.67 0.0049 N 16999734.80 16999734.80 Caisse centrale Desjardins Caisse centrale Desjardins, 0.14% 1280C3V46 Other Commercial Paper First Tier Security 2015-08-04 2015-08-04 N N N 46000000.00 45999463.34 0.0134 N 45999282.40 45999282.40 Caisse centrale Desjardins Caisse centrale Desjardins, 0.14% 1280C3V53 Other Commercial Paper First Tier Security 2015-08-05 2015-08-05 N N N 30000000.00 29999533.34 0.0087 N 29999418.00 29999418.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.14% 1280C3V79 Other Commercial Paper First Tier Security 2015-08-07 2015-08-07 N N N 22000000.00 21999486.67 0.0064 N 21999486.74 21999486.74 Nordea Bank AB Nordea Bank AB, 0.26% 65558GXV0 Other Commercial Paper First Tier Security 2015-10-29 2015-10-29 N N N 50000000.00 49967861.10 0.0145 N 49967500.00 49967500.00 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 49946041.66 0.0145 N 49956135.00 49956135.00 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 19972344.45 0.0058 N 19976974.00 19976974.00 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 14979100.00 0.0044 N 14982489.00 14982489.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EDV90 Government Agency Debt First Tier Security 2015-08-19 2016-09-19 N N N 20000000.00 19998850.49 0.0058 N 20010300.00 20010300.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VQ9 Government Agency Debt First Tier Security 2015-08-08 2016-07-08 N N N 18000000.00 18000000.00 0.0052 N 18001854.00 18001854.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VY2 Government Agency Debt First Tier Security 2015-08-15 2016-07-15 N N N 9000000.00 9000000.00 0.0026 N 9000576.00 9000576.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5X79 Government Agency Debt First Tier Security 2015-08-17 2017-01-17 N N N 10000000.00 9997779.85 0.0029 N 10000070.00 10000070.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5W39 Government Agency Debt First Tier Security 2015-08-24 2017-01-24 N N N 8000000.00 7998800.50 0.0023 N 8000624.00 8000624.00 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 8998895.57 0.0026 N 8995581.00 8995581.00 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 17995958.91 0.0052 N 17995356.00 17995356.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5J34 Government Agency Debt First Tier Security 2015-08-03 2016-12-02 N N N 6000000.00 6000000.00 0.0017 N 6002238.00 6002238.00 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 19997665.24 0.0058 N 20002840.00 20002840.00 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 19997565.36 0.0058 N 20002400.00 20002400.00 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 9998910.87 0.0029 N 9995870.00 9995870.00 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 13996976.46 0.0041 N 13993224.00 13993224.00 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 35960620.00 0.0105 N 35975232.00 35975232.00 Freddie Mac Freddie Mac, 0.17% 3134G5PN9 Government Agency Debt First Tier Security 2015-08-14 2016-11-14 N N N 100000000.00 99980061.42 0.0291 N 100016300.00 100016300.00 Freddie Mac Freddie Mac, 0.19% 3134G6AE3 Government Agency Debt First Tier Security 2015-08-21 2016-07-21 N N N 40000000.00 39996016.73 0.0116 N 40024600.00 40024600.00 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 99981069.32 0.0291 N 99994700.00 99994700.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 49B99L5G1 0001197610 Treasury Repurchase Agreement Y US TREASURY 2015-09-15 2042-08-15 0 - 7.5 Treasury Debt 96138400.00 102083272.69 First Tier Security 2015-08-07 2015-08-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0291 N 100000000.00 100000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.09% 49B99L4E7 0001197610 Treasury Repurchase Agreement Y US TREASURY 2016-04-30 2044-08-15 0.119 - 8.875 Treasury Debt 75200800.00 76625507.95 First Tier Security 2015-08-03 2015-08-03 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 75000000.00 75000000.00 0.0218 N 75000000.00 75000000.00