0001752724-22-068242.txt : 20220322 0001752724-22-068242.hdr.sgml : 20220322 20220322164856 ACCESSION NUMBER: 0001752724-22-068242 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220131 FILED AS OF DATE: 20220322 PERIOD START: 20220430 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY HEREFORD STREET TRUST CENTRAL INDEX KEY: 0000917286 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07139 FILM NUMBER: 22760283 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 0000917286 S000062807 Fidelity Series Treasury Bill Index Fund C000203454 Fidelity Series Treasury Bill Index Fund FHQFX NPORT-P 1 primary_doc.xml NPORT-P false 0000917286 XXXXXXXX S000062807 C000203454 Fidelity Hereford Street Trust 811-07139 0000917286 549300KQI5JTFSYJTM18 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Series Treasury Bill Index Fund S000062807 5493000RGG57MG2DSB62 2022-04-30 2022-01-31 N 2681676914.59 224229.29 2681452685.30 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.14000000 USD N UST BILLS N/A UST BILLS 0% 06/23/2022 912796R43 186009000.00000000 PA USD 185763944.30000000 6.927735302523 Long DBT UST US N 2 2022-06-23 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 04/28/2022 912796P37 176602000.00000000 PA USD 176522896.43000000 6.583106888207 Long DBT UST US N 2 2022-04-28 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 04/21/2022 912796G45 290023000.00000000 PA USD 289917190.91000000 10.81194505125 Long DBT UST US N 2 2022-04-21 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 06/09/2022 912796R35 186009000.00000000 PA USD 185803811.61000000 6.929222082813 Long DBT UST US N 2 2022-06-09 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 05/05/2022 912796P45 176837000.00000000 PA USD 176736498.23000000 6.591072786735 Long DBT UST US N 2 2022-05-05 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 04/14/2022 912796P29 153906000.00000000 PA USD 153864368.43000000 5.738097460137 Long DBT UST US N 2 2022-04-14 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 06/02/2022 912796Q44 186014000.00000000 PA USD 185823934.62000000 6.929972534615 Long DBT UST US N 2 2022-06-02 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 04/07/2022 912796N47 153914000.00000000 PA USD 153875441.46000000 5.738510409061 Long DBT UST US N 2 2022-04-07 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 05/12/2022 912796Q28 174840000.00000000 PA USD 174730118.31000000 6.516248422651 Long DBT UST US N 2 2022-05-12 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 06/16/2022 912796J42 310416000.00000000 PA USD 310028948.50000000 11.56197721479 Long DBT UST US N 2 2022-06-16 Fixed 0.00000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 3702390.66500000 NS USD 3703131.14000000 0.138101677508 Long STIV RF US N 1 N N N UST BILLS N/A UST BILLS 0% 05/19/2022 912796H44 311982000.00000000 PA USD 311733721.60000000 11.62555368994 Long DBT UST US N 2 2022-05-19 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 06/30/2022 912796R50 186010000.00000000 PA USD 185750039.86000000 6.927216761209 Long DBT UST US N 2 2022-06-30 Fixed 0.00000000 N N N N N N UST BILLS N/A UST BILLS 0% 05/26/2022 912796Q36 187580000.00000000 PA USD 187422588.49000000 6.989591482164 Long DBT UST US N 2 2022-05-26 Fixed 0.00000000 N N N N N N 2022-03-02 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_3224_20220131.htm US_QtlyFinancialStatementsCoverMaster
Quarterly Holdings Report
for
Fidelity® Series Treasury Bill Index Fund
January 31, 2022
XSB-NPRT3-0422
1.9891221.103
U.S. Government and Government Agency Obligations - 100.0%
 
  
Principal
Amount (a)
 
Value ($)
 
U.S. Treasury Obligations - 100.0%
 
  
  
U.S. Treasury Bills, yield at date of purchase 0.08% to 0.45% 5/5/22 to 7/28/22
  (Cost $2,316,026,774)
  
2,318,057,000
2,315,039,475
 
  
  
  
Money Market Funds - 0.1%
 
  
Shares
Value ($)
 
Fidelity Cash Central Fund 0.08% (b)
 
 (Cost $3,703,131)
 
  
3,702,391
3,703,131
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 100.1%
 (Cost $2,319,729,905)
 
  
 
2,318,742,606
NET OTHER ASSETS (LIABILITIES) - (0.1)%  
(3,029,699)
NET ASSETS - 100.0%
2,315,712,907
 
  
Legend
 
(a)
Amount is stated in United States dollars unless otherwise noted.
 
(b)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
 
 
 
 
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
%ownership,
end
of period
Fidelity Cash Central Fund 0.08%
5,080,731
220,660,288
222,037,888
4,010
-
-
3,703,131
0.0%
Total
5,080,731
220,660,288
222,037,888
4,010
-
-
3,703,131
  
 
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. Government and Government Agency Obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
 
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
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