0001752724-23-067598.txt : 20230327 0001752724-23-067598.hdr.sgml : 20230327 20230327133534 ACCESSION NUMBER: 0001752724-23-067598 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230131 FILED AS OF DATE: 20230327 DATE AS OF CHANGE: 20230327 PERIOD START: 20230430 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: 23763716 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 2023-04-30 2023-01-31 N 1131646530.20 4350738.04 1127295792.16 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 0.03000000 USD N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/22/2023 912796ZQ5 58260000.00000000 PA USD 57223412.45000000 5.076166596910 Long DBT UST US N 2 2023-06-22 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/18/2023 912796W47 110220000.00000000 PA USD 108754716.58000000 9.647398432279 Long DBT UST US N 2 2023-05-18 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/25/2023 912796ZF9 64020000.00000000 PA USD 63104162.53000000 5.597835365737 Long DBT UST US N 2 2023-05-25 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/11/2023 912796ZE2 62860000.00000000 PA USD 62073031.77000000 5.506365960176 Long DBT UST US N 2 2023-05-11 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/18/2023 912796CU1 41980000.00000000 PA USD 41579528.43000000 3.688431086071 Long DBT UST US N 2 2023-04-18 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/25/2023 912796CV9 41980000.00000000 PA USD 41544376.90000000 3.685312868985 Long DBT UST US N 2 2023-04-25 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/27/2023 912796YV5 64020000.00000000 PA USD 63340240.76000000 5.618777360876 Long DBT UST US N 2 2023-04-27 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/02/2023 912796CW7 41980000.00000000 PA USD 41501603.06000000 3.681518493072 Long DBT UST US N 2 2023-05-02 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/01/2023 912796ZG7 58280000.00000000 PA USD 57395115.53000000 5.091398010102 Long DBT UST US N 2 2023-06-01 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/29/2023 912796ZR3 58260000.00000000 PA USD 57166222.68000000 5.071093414663 Long DBT UST US N 2 2023-06-29 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/20/2023 912796V48 110220000.00000000 PA USD 109136847.12000000 9.681296415635 Long DBT UST US N 2 2023-04-20 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/15/2023 912796X53 104460000.00000000 PA USD 102710780.74000000 9.111253803511 Long DBT UST US N 2 2023-06-15 Fixed 0.00000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 3731937.37600000 NS USD 3732683.76000000 0.331118397315 Long STIV RF US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/13/2023 912796YU7 62660000.00000000 PA USD 62100957.51000000 5.508843192877 Long DBT UST US N 2 2023-04-13 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/06/2023 912796YN3 57510000.00000000 PA USD 57052475.74000000 5.061003166762 Long DBT UST US N 2 2023-04-06 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/04/2023 912796Z93 41300000.00000000 PA USD 40982770.16000000 3.635493935577 Long DBT UST US N 2 2023-04-04 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/04/2023 912796YW3 64040000.00000000 PA USD 63293925.03000000 5.614668791473 Long DBT UST US N 2 2023-05-04 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/08/2023 912796ZP7 58260000.00000000 PA USD 57322276.75000000 5.084936637629 Long DBT UST US N 2 2023-06-08 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/11/2023 912796CT4 41980000.00000000 PA USD 41621442.52000000 3.692149195398 Long DBT UST US N 2 2023-04-11 Fixed 0.00000000 N N N N N N 2023-03-02 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_3224_20230131.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Series Treasury Bill Index Fund
January 31, 2023
XSB-NPRT3-0423
1.9891221.104
U.S. Government and Government Agency Obligations - 99.8%
 
  
Principal
Amount (a)
 
Value ($)
 
U.S. Treasury Obligations - 99.8%
 
  
  
U.S. Treasury Bills, yield at date of purchase:
  
  
  
 0% 7/27/23
 
68,740,000
67,205,876
 4.29% to 4.69% 4/4/23 to 7/20/23
 
1,126,930,000
1,109,049,452
 
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $1,176,409,560)
  
  
  
1,176,255,328
 
  
  
  
Money Market Funds - 0.3%
 
  
Shares
Value ($)
 
Fidelity Cash Central Fund 4.63% (b)
 
 (Cost $3,732,684)
 
  
3,731,937
3,732,684
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 100.1%
 (Cost $1,180,142,244)
 
  
 
1,179,988,012
NET OTHER ASSETS (LIABILITIES) - (0.1)%  
(903,992)
NET ASSETS - 100.0%
1,179,084,020
 
  
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 4.38%
506,214
157,277,860
154,051,390
123,061
-
-
3,732,684
0.0%
Total
506,214
157,277,860
154,051,390
123,061
-
-
3,732,684
  
 
  
  
  
  
  
  
  
  
Amounts in the dividend 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. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services 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 the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted 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 services or from brokers who make markets in such securities. U.S. Government and Government Agency Obligations are valued by pricing services 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 services. 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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