0001752724-23-213952.txt : 20230925 0001752724-23-213952.hdr.sgml : 20230925 20230925151104 ACCESSION NUMBER: 0001752724-23-213952 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230925 DATE AS OF CHANGE: 20230925 PERIOD START: 20240430 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: 231275535 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 2024-04-30 2023-07-31 N 1345038453.96 6037954.12 1339000499.84 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 0.00000000 USD N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/05/2023 912796YJ2 101180000.00000000 PA USD 100219375.83000000 7.484640658608 Long DBT UST US N 2 2023-10-05 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/17/2023 912797HB6 41820000.00000000 PA USD 41349054.53000000 3.088053703859 Long DBT UST US N 2 2023-10-17 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 12/14/2023 912797FU6 55260000.00000000 PA USD 54168649.26000000 4.045453998446 Long DBT UST US N 2 2023-12-14 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 08/03/2023 912796Y37 26000.00000000 PA USD 25992.41000000 0.001941180007 Long DBT UST US N 2 2023-08-03 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 11/30/2023 912796ZD4 91140000.00000000 PA USD 89532524.63000000 6.686519134286 Long DBT UST US N 2 2023-11-30 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/24/2023 912797HC4 41820000.00000000 PA USD 41308193.04000000 3.085002062727 Long DBT UST US N 2 2023-10-24 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 11/02/2023 912796YT0 107060000.00000000 PA USD 105598733.78000000 7.886384941052 Long DBT UST US N 2 2023-11-02 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 08/24/2023 912796Z44 24000.00000000 PA USD 23919.28000000 0.001786353328 Long DBT UST US N 2 2023-08-24 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 12/07/2023 912797FT9 55280000.00000000 PA USD 54245158.40000000 4.051167897732 Long DBT UST US N 2 2023-12-07 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 11/09/2023 912797FJ1 100120000.00000000 PA USD 98652268.83000000 7.367605078697 Long DBT UST US N 2 2023-11-09 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 08/17/2023 912796Z36 24000.00000000 PA USD 23944.08000000 0.001788205456 Long DBT UST US N 2 2023-08-17 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 11/16/2023 912797FK8 65440000.00000000 PA USD 64416189.24000000 4.810766631356 Long DBT UST US N 2 2023-11-16 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 08/10/2023 912796XY0 30000.00000000 PA USD 29960.50000000 0.002237527170 Long DBT UST US N 2 2023-08-10 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 12/28/2023 912796ZN2 93380000.00000000 PA USD 91345615.85000000 6.821925448191 Long DBT UST US N 2 2023-12-28 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/10/2023 912797HA8 41820000.00000000 PA USD 41392274.24000000 3.091281462922 Long DBT UST US N 2 2023-10-10 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/03/2023 912797GV3 39580000.00000000 PA USD 39217397.73000000 2.928856093383 Long DBT UST US N 2 2023-10-03 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/19/2023 912797FB8 122520000.00000000 PA USD 121105778.59000000 9.044490917252 Long DBT UST US N 2 2023-10-19 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 11/24/2023 912797FL6 69820000.00000000 PA USD 68650732.84000000 5.127013234737 Long DBT UST US N 2 2023-11-24 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/12/2023 912797FA0 120840000.00000000 PA USD 119565742.20000000 8.929477040097 Long DBT UST US N 2 2023-10-12 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/26/2023 912797FC6 120720000.00000000 PA USD 119202292.47000000 8.902333679803 Long DBT UST US N 2 2023-10-26 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 10/31/2023 912797HD2 41819000.00000000 PA USD 41262705.68000000 3.081604949731 Long DBT UST US N 2 2023-10-31 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 12/21/2023 912797FV4 55280000.00000000 PA USD 54131609.41000000 4.042687767216 Long DBT UST US N 2 2023-12-21 Fixed 0.00000000 N N N N N N 2023-08-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_3224_20230731.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Series Treasury Bill Index Fund
July 31, 2023
XSB-NPRT1-0923
1.9891222.104
U.S. Government and Government Agency Obligations - 99.9%
 
  
Principal
Amount (a)
 
Value ($)
 
U.S. Treasury Obligations - 99.9%
 
  
  
U.S. Treasury Bills, yield at date of purchase:
  
  
  
 0% 1/11/24
 
74,200,000
72,434,188
 4.85% to 5.4% 8/3/23 to 1/25/24
 
1,319,904,000
1,295,191,192
 
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $1,367,752,001)
  
  
  
1,367,625,380
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 99.9%
 (Cost $1,367,752,001)
 
  
 
1,367,625,380
NET OTHER ASSETS (LIABILITIES) - 0.1%  
1,103,142
NET ASSETS - 100.0%
1,368,728,522
 
  
Legend
 
(a)
Amount is stated in United States dollars unless otherwise noted.
 
 
 
 
 
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 5.32%
8,931,866
103,479,651
112,411,517
59,037
-
-
-
0.0%
Total
8,931,866
103,479,651
112,411,517
59,037
-
-
-
  
 
  
  
  
  
  
  
  
  
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.
 
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.
 
Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.