0001752724-24-072091.txt : 20240327 0001752724-24-072091.hdr.sgml : 20240327 20240327162943 ACCESSION NUMBER: 0001752724-24-072091 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240327 DATE AS OF CHANGE: 20240327 PERIOD START: 20240430 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY HEREFORD STREET TRUST CENTRAL INDEX KEY: 0000917286 ORGANIZATION NAME: 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: 24791220 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 2024-01-31 N 1413435401.55 6415722.84 1407019678.71 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% 04/04/2024 912797GZ4 73080000.00000000 PA USD 72410175.76000000 5.146351316591 Long DBT UST US N 2 2024-04-04 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/02/2024 912797HH3 77660000.00000000 PA USD 76637239.54000000 5.446778087017 Long DBT UST US N 2 2024-05-02 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/13/2024 912797FS1 119680000.00000000 PA USD 117433134.86000000 8.346232582025 Long DBT UST US N 2 2024-06-13 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/30/2024 912797HS9 77660000.00000000 PA USD 76338331.64000000 5.425534041570 Long DBT UST US N 2 2024-05-30 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/18/2024 912796CX5 116440000.00000000 PA USD 115144337.19000000 8.183562670251 Long DBT UST US N 2 2024-04-18 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/20/2024 912796ZW2 76260000.00000000 PA USD 74765551.08000000 5.313753049178 Long DBT UST US N 2 2024-06-20 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/16/2024 912797FH5 118740000.00000000 PA USD 116944881.56000000 8.311531340287 Long DBT UST US N 2 2024-05-16 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/27/2024 912796Y45 73640000.00000000 PA USD 72128247.39000000 5.126314043889 Long DBT UST US N 2 2024-06-27 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/09/2024 912797JM0 63260000.00000000 PA USD 62636839.02000000 4.451738662065 Long DBT UST US N 2 2024-04-09 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/25/2024 912797HG5 78500000.00000000 PA USD 77546594.74000000 5.511407971997 Long DBT UST US N 2 2024-04-25 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/09/2024 912797HQ3 77660000.00000000 PA USD 76566467.21000000 5.441748141020 Long DBT UST US N 2 2024-05-09 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/30/2024 912797JQ1 62660000.00000000 PA USD 61856562.20000000 4.396282662991 Long DBT UST US N 2 2024-04-30 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/11/2024 912797HF7 76380000.00000000 PA USD 75605263.15000000 5.373433242903 Long DBT UST US N 2 2024-04-11 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/02/2024 912797JL2 61280000.00000000 PA USD 60734538.75000000 4.316537975196 Long DBT UST US N 2 2024-04-02 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/16/2024 912797JN8 63940000.00000000 PA USD 63249870.00000000 4.495308129449 Long DBT UST US N 2 2024-04-16 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/06/2024 912797HT7 76300000.00000000 PA USD 74935641.55000000 5.325841755013 Long DBT UST US N 2 2024-06-06 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/23/2024 912797HR1 77660000.00000000 PA USD 76411154.20000000 5.430709701946 Long DBT UST US N 2 2024-05-23 Fixed 0.00000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/23/2024 912797JP3 63940000.00000000 PA USD 63181841.04000000 4.490473160825 Long DBT UST US N 2 2024-04-23 Fixed 0.00000000 N N N N N N 2024-03-01 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_3224_20240131.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Series Treasury Bill Index Fund
January 31, 2024
XSB-NPRT3-0324
1.9891221.105
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%:
 
 
 
7/5/24
 
 
80,060,000
78,345,966
8/1/24
 
 
82,420,000
80,341,606
 5.08% to 5.32% 5/7/24 to 7/25/24
 
1,284,820,000
1,261,440,252
 
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $1,420,165,659)
 
 
 
1,420,127,824
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 99.9%
 (Cost $1,420,165,659)
 
 
 
1,420,127,824
NET OTHER ASSETS (LIABILITIES) - 0.1%  
1,300,795
NET ASSETS - 100.0%
1,421,428,619
 
 
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 5.39%
8,931,866
225,358,981
234,290,847
138,605
-
-
-
0.0%
Total
8,931,866
225,358,981
234,290,847
138,605
-
-
-
 
 
 
 
 
 
 
 
 
 
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.
 
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