0000356173-13-000062.txt : 20130701 0000356173-13-000062.hdr.sgml : 20130701 20130506145243 ACCESSION NUMBER: 0000356173-13-000062 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130430 FILED AS OF DATE: 20130506 DATE AS OF CHANGE: 20130506 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Fidelity Colchester Street Trust CENTRAL INDEX KEY: 0000356173 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-03320 FILM NUMBER: 13815678 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: COLCHESTER STREET TRUST DATE OF NAME CHANGE: 19980324 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY INSTITUTIONAL CASH PORTFOLIOS DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: CASH INVESTMENT FUND DATE OF NAME CHANGE: 19850414 0000356173 S000004819 Treasury Portfolio C000013038 Class I FISXX C000013077 Class II FCEXX C000013078 Class III FCSXX C000013079 Select Class FTUXX C000056568 Class IV FTVXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-04-30 0000356173 S000004819 5 N N 002-74808 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) INC. 801-69571 DELOITTE & TOUCHE LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Treasury 52 52 12388853858.65 275908166.78 255933479.77 12408828545.66 0.0013 1.0004 2013-04-30 1.0004 2013-04-30 C000013038 1000000.00 8725712226.71 1.00 -1238488053.62 3718900318.50 4957388372.12 0.0001 1.0005 2013-04-30 1.0005 2013-04-30 C000013077 1000000.00 91307712.95 1.00 -35273118.44 82581896.19 117855014.63 0.0001 1.0008 2013-04-30 1.0008 2013-04-30 C000013078 1000000.00 2859873717.76 1.00 15266195.56 1229400288.75 1214134093.19 0.0001 1.0003 2013-04-30 1.0003 2013-04-30 C000013079 1000000.00 191285279.19 1.00 -6638681.59 44289877.05 50928558.64 0.0001 1.0004 2013-04-30 1.0004 2013-04-30 C000056568 1000000.00 540649609.05 1.00 13205152.95 111999205.35 98794052.40 0.0001 1.0004 2013-04-30 1.0004 2013-04-30 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796BD0 Treasury Debt First Tier Security 2013-10-03 2013-10-03 N N N 36000000.00 35982950.00 0.0029 N 35988372.00 35988372.00 U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796AY5 Treasury Debt First Tier Security 2013-08-29 2013-08-29 N N N 146000000.00 145936733.35 0.0118 N 145978100.00 145978100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.16% 912828JM3 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 300000000.00 303703975.27 0.0245 N 303785100.00 303785100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% to 0.15% 912828RK8 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 233000000.00 232985083.78 0.0188 N 233036348.00 233036348.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% to 0.21% 912828PB0 Treasury Debt First Tier Security 2013-10-15 2013-10-15 N N N 124000000.00 124180784.65 0.0100 N 124232500.00 124232500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 70000000.00 70138218.53 0.0057 N 70153160.00 70153160.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.18% 912828QH6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 175000000.00 176503032.16 0.0142 N 176551725.00 176551725.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828NY2 Treasury Debt First Tier Security 2013-09-15 2013-09-15 N N N 55000000.00 55122878.11 0.0044 N 55135355.00 55135355.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.21% 912828JT8 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 108000000.00 109132169.30 0.0088 N 109189728.00 109189728.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.22% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 162000000.00 162061050.58 0.0131 N 162145476.00 162145476.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.20% 912828PQ7 Treasury Debt First Tier Security 2014-01-15 2014-01-15 N N N 81000000.00 81471256.42 0.0066 N 81503091.00 81503091.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828JD3 Treasury Debt First Tier Security 2013-06-30 2013-06-30 N N N 75000000.00 75399699.49 0.0061 N 75413100.00 75413100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.21% 912828PL8 Treasury Debt First Tier Security 2013-12-15 2013-12-15 N N N 241000000.00 241836286.16 0.0195 N 241950745.00 241950745.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% to 0.22% 912828QZ6 Treasury Debt First Tier Security 2013-05-31 2013-05-31 N N N 369000000.00 369091410.35 0.0297 N 369115128.00 369115128.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% to 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 301000000.00 301337123.78 0.0243 N 301387989.00 301387989.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% to 0.21% 912828JW1 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 146000000.00 147290481.70 0.0119 N 147334586.00 147334586.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828KF6 Treasury Debt First Tier Security 2014-02-28 2014-02-28 N N N 146000000.00 148046688.03 0.0119 N 148110138.00 148110138.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.21% 912828JG6 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 140000000.00 141106306.44 0.0114 N 141164800.00 141164800.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.21% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 171000000.00 173006270.57 0.0139 N 173084148.00 173084148.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828RA0 Treasury Debt First Tier Security 2013-06-30 2013-06-30 N N N 114000000.00 114032211.18 0.0092 N 114057912.00 114057912.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.22% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 260000000.00 259924205.06 0.0209 N 260020280.00 260020280.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828BR0 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 297000000.00 303497368.84 0.0245 N 303636168.00 303636168.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828RW2 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 69000000.00 68961404.63 0.0056 N 69002691.00 69002691.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828NU0 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 152312000.00 152545004.82 0.0123 N 152615405.50 152615405.50 U.S. Treasury Notes U.S. Treasury Notes, 0.23% 912828BA7 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 132000000.00 132171619.96 0.0107 N 132175296.00 132175296.00 U.S. Treasury Notes U.S. Treasury Notes, 0.23% 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 75000000.00 75032936.79 0.0060 N 75035175.00 75035175.00 U.S. Treasury Notes U.S. Treasury Notes, 0.23% 912828JB7 Treasury Debt First Tier Security 2013-05-31 2013-05-31 N N N 150000000.00 150401708.70 0.0121 N 150421800.00 150421800.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.12% 48L99EPN1 0000851376 Treasury Repurchase Agreement Y US TREASURY 2014-07-15 2017-01-31 0.375 - 3.125 Treasury Debt 207883762.00 216241498.95 First Tier Security 2013-06-28 2013-06-28 N N N 212000000.00 212000000.00 0.0171 Y 212000000.00 212000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.15% 48L99EQN0 0000851376 Treasury Repurchase Agreement Y US TREASURY 2015-03-31 2016-08-31 0.25 - 1 Treasury Debt USTR 2151815000.00 2167683443.39 First Tier Security 2013-05-01 2013-05-01 N N N 2125000000.00 2125000000.00 0.1712 N 2125000000.00 2125000000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.14%, dated 4/30/2013 due 05/01/2013 48L998MU1_06453 Treasury Repurchase Agreement Y US TREASURY 2013-06-20 2017-11-30 0 - 3.125 Treasury Debt 68252270.43 72078709.95 Unrated Security 2013-05-01 2013-05-01 N N N 70665106.00 70665105.58 0.0057 N 70665105.58 70665105.58 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.12% 48L99RJN9 0001197610 Treasury Repurchase Agreement Y US TREASURY 2029-02-15 2042-08-15 2.75 - 6.25 Treasury Debt 456983500.00 577967587.63 First Tier Security 2013-05-02 2013-05-02 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 565000000.00 565000000.00 0.0455 N 565000000.00 565000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.14%, dated 4/30/2013 due 05/01/2013 48L998MU1_07629 Treasury Repurchase Agreement Y US TREASURY 2013-07-25 2020-04-30 0 - 2 Treasury Debt 132870047.07 135507934.31 Unrated Security 2013-05-01 2013-05-01 N N N 132850399.00 132850398.50 0.0107 N 132850398.50 132850398.50 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.14% 48L99RFR4 0001197610 Treasury Repurchase Agreement Y US TREASURY 2030-05-15 2042-02-15 3.125 - 6.25 Treasury Debt 510649700.00 624774258.10 First Tier Security 2013-05-07 2013-05-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 609000000.00 609000000.00 0.0491 N 609000000.00 609000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.15%, dated 4/30/2013 due 05/01/2013 48L998MK3_06399 Treasury Repurchase Agreement Y US TREASURY 2013-09-12 2041-05-15 0 - 8.125 Treasury Debt 861425539.48 962567045.17 Unrated Security 2013-05-01 2013-05-01 N N N 943189049.00 943189048.58 0.0760 N 943189048.58 943189048.58 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.14% 48K997QU0 Treasury Repurchase Agreement Y US TREASURY 2014-04-03 2016-05-31 0 - 1.75 Treasury Debt 351293000.00 361081438.53 First Tier Security 2013-05-03 2013-05-03 N N N 354000000.00 354000000.00 0.0285 N 354000000.00 354000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.14%, dated 4/30/2013 due 05/01/2013 48L998MU1_53651 Treasury Repurchase Agreement Y US TREASURY 2015-09-15 2042-08-15 0.25 - 3.25 Treasury Debt 49562707.56 51722627.13 Unrated Security 2013-05-01 2013-05-01 N N N 50702496.00 50702495.92 0.0041 N 50702495.92 50702495.92 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.15%, dated 4/30/2013 due 05/01/2013 48L998MK3_53651 Treasury Repurchase Agreement Y US TREASURY 2015-09-15 2042-08-15 0.25 - 3.25 Treasury Debt 526849273.47 549809117.86 Unrated Security 2013-05-01 2013-05-01 N N N 538965171.00 538965170.62 0.0434 N 538965170.62 538965170.62 RBS Securities, Inc. RBS Securities, Inc., 0.13% 45J993YP9 0000808379 Treasury Repurchase Agreement Y US TREASURY 2013-05-15 2020-11-15 0.25 - 4.5 Treasury Debt 429239000.00 447823901.53 First Tier Security 2013-05-07 2013-05-07 Y RBS SECURITIES INC (GOV REPO) N/A N/A N N 439000000.00 439000000.00 0.0354 N 439000000.00 439000000.00 Societe Generale In a joint trading account with Societe Generale at 0.15%, dated 4/30/2013 due 05/01/2013 48L998MK3_74037 Treasury Repurchase Agreement Y US TREASURY 2013-05-02 2043-02-15 0 - 9.875 Treasury Debt 868670521.25 939123974.43 Unrated Security 2013-05-01 2013-05-01 N N N 919652440.00 919652439.58 0.0741 N 919652439.58 919652439.58 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.15%, dated 4/30/2013 due 05/01/2013 48L998MK3_06042 Treasury Repurchase Agreement Y US TREASURY 2013-05-02 2043-02-15 0 - 7.625 Treasury Debt 286578560.52 345704187.99 Unrated Security 2013-05-01 2013-05-01 N N N 336853232.00 336853231.63 0.0271 N 336853231.63 336853231.63 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.15%, dated 4/30/2013 due 05/01/2013 48L998MK3_08395 Treasury Repurchase Agreement Y US TREASURY 2013-05-23 2042-05-15 0 - 4.5 Treasury Debt 743371020.14 756495881.36 Unrated Security 2013-05-01 2013-05-01 N N N 741077110.00 741077109.60 0.0597 N 741077109.60 741077109.60