0001752724-24-201615.txt : 20240909 0001752724-24-201615.hdr.sgml : 20240909 20240909104151 ACCESSION NUMBER: 0001752724-24-201615 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240831 FILED AS OF DATE: 20240909 DATE AS OF CHANGE: 20240909 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: N-MFP3 SEC ACT: 1940 Act SEC FILE NUMBER: 811-07139 FILM NUMBER: 241286257 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 S000056367 Fidelity Flex Government Money Market Fund C000177594 Fidelity Flex Government Money Market Fund FLGXX N-MFP3 1 primary_doc.xml N-MFP3 0000917286 XXXXXXXX 2024-08-31 Fidelity Hereford Street Trust 0000917286 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. 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8.000 N/A 985935.00 1024388.68 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 1000000.00 1000000.00 0.0078 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 12/26/2024 5.46 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-26 2024-12-26 N N N 0.0526 250114.32 250114.32 0.0019 N N N N US Treasury Bill UST BILLS 0% 09/24/2024 912797LJ4 254900HROIFWPRGM1V77 US912797LJ41 KJW104000 U.S. Treasury Debt Y N/A N/A 2024-09-24 2024-09-24 2024-09-24 N N N 0.0447 2293040.11 2293040.11 0.0178 N Y Y N US Treasury Bill UST BILLS 0% 11/05/2024 912797MA2 254900HROIFWPRGM1V77 US912797MA23 KLU805000 U.S. Treasury Debt Y N/A N/A 2024-11-05 2024-11-05 2024-11-05 N N N 0.0487 1883291.88 1883291.88 0.0146 N Y Y N US Treasury Bill UST BILLS 0% 10/15/2024 912797LT2 254900HROIFWPRGM1V77 US912797LT23 KKW221000 U.S. Treasury Debt Y N/A N/A 2024-10-15 2024-10-15 2024-10-15 N N N 0.0477 2584499.66 2584499.66 0.0201 N Y Y N US Treasury Bill UST BILLS 0% 11/12/2024 912797MB0 254900HROIFWPRGM1V77 US912797MB06 KMB725000 U.S. Treasury Debt Y N/A N/A 2024-11-12 2024-11-12 2024-11-12 N N N 0.0487 990297.22 990297.22 0.0077 N Y Y N RBC Financial Group RBCNYGR *G RP 5.35% 9/19/24 5.35 N/A ES7IP3U3RHIGC71XBU11 KNK275000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNK275000 2028-01-01 2054-08-01 2.152 - 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(U.S.A.) 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BASGR G RP SOFR+0.06% 9/6/24 5.39 N/A 549300HN4UKV1E2R3U73 KKQ851000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KKQ851000 2029-10-01 2047-08-01 2.500 - 4.500 N/A 643156.00 36438.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKQ851000 2033-10-01 2053-01-01 2.000 - 5.500 N/A 4546787.00 997164.46 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0525 1000000.00 1000000.00 0.0078 N N Y N Bank of America, N.A. FICASH MA 5.335% 09/03/24 5.34 N/A N/A KPG825000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG825000 2040-09-20 2052-05-20 2.000 - 4.500 N/A 2838455.00 436818.54 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 428000.00 428000.00 0.0033 N Y Y N BNP Paribas, SA BNP (GR) G RP SOFR+0.05% 9/3/24 5.38 N/A R0MUWSFPU8MPRO8K5P83 KJC909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KJC909000 2024-10-31 2050-11-15 1.250 - 5.184 N/A 1063200.00 1038924.53 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0538 1000000.00 1000000.00 0.0078 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/19/2024 5.35 3130B0ZL6 2549001DPIFGXC1TOL40 US3130B0ZL68 0001026214 KHI056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-19 2024-12-19 N N N 0.0525 1000106.39 1000106.39 0.0078 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/12/2025 5.48 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-12 2025-05-12 N N N 0.0533 250231.66 250231.66 0.0019 N N N N Jpmorgan Secs LLC MORGNSEC *G RP SOFR+0.02% 9/13/24 5.35 N/A ZBUT11V806EZRVTWT807 0001287279 KOK730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOK730000 2026-07-31 2028-12-31 0.500 - 5.226 N/A 2979600.00 3069103.98 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 3000000.00 3000000.00 0.0233 N N Y N BofA Securities, Inc. BASGR *G RP SOFR+0.04% 10/2/24 5.37 N/A 549300HN4UKV1E2R3U73 KLU757000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLU757000 2029-07-01 2054-07-01 4.000 - 6.000 N/A 1518914.00 1020514.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLU757000 2047-12-01 2047-12-01 7.112 N/A 158000.00 9086.61 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-10-02 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0525 1000000.00 1000000.00 0.0078 N N Y N US Treasury Bill UST BILLS 0% 11/19/2024 912797MC8 254900HROIFWPRGM1V77 US912797MC88 KMJ704000 U.S. Treasury Debt Y N/A N/A 2024-11-19 2024-11-19 2024-11-19 N N N 0.0490 2968012.92 2968012.92 0.0231 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/16/2024 5.35 3130AYYN0 2549001DPIFGXC1TOL40 US3130AYYN00 0001026214 KEQ290000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-16 2024-09-16 N N N 0.0520 1000008.45 1000008.45 0.0078 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 5.49 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-07 2025-07-07 N N N 0.0534 250280.94 250280.94 0.0019 N N N N US Treasury Bill UST BILLS 0% 09/10/2024 912797LG0 254900HROIFWPRGM1V77 US912797LG02 KJH498000 U.S. Treasury Debt Y N/A N/A 2024-09-10 2024-09-10 2024-09-10 N N N 0.0340 499492.26 499492.26 0.0039 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/26/2024 5.47 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-26 2024-09-26 N N N 0.0522 250024.16 250024.16 0.0019 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/27/2024 313384H51 2549001DPIFGXC1TOL40 US313384H515 313384H51 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-27 2024-09-27 2024-09-27 N N N 0.0524 996025.56 996025.56 0.0077 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 11/22/2024 5.52 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-22 2024-11-22 N N N 0.0522 250122.76 250122.76 0.0019 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/20/2025 5.45 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 4003205 KCP970000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-20 2025-06-20 N N N 0.0535 1000669.01 1000669.01 0.0078 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/16/2025 313385AR7 2549001DPIFGXC1TOL40 US313385AR76 KCI696000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-16 2025-01-16 2025-01-16 N N N 0.0490 490907.09 490907.09 0.0038 N N N N US Treasury Bill UST BILLS 0% 10/10/2024 912797KT3 254900HROIFWPRGM1V77 US912797KT32 KGV202000 U.S. Treasury Debt Y N/A N/A 2024-10-10 2024-10-10 2024-10-10 N N N 0.0474 5968334.16 5968334.16 0.0464 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 5.41 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-04 2026-03-04 2026-03-04 N N N 0.0541 499973.30 499973.30 0.0039 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 5.40 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-17 2025-11-17 N N N 0.0538 500090.90 500090.90 0.0039 N N N N RBC Dominion Securities RBCDOMGR *G RP 5.34% 9/19/24 5.34 N/A 549300QJJX6CVVUXLE15 KNO193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO193000 2024-10-15 2045-02-15 0.000 - 4.625 N/A 1135000.00 1025027.16 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 1000000.00 1000000.00 0.0078 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 5.42 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-02 2026-02-02 N N N 0.0543 499879.99 499879.99 0.0039 N N N N NatWest Market Securities Inc NATSECGR G RP 5.36% 9/3/24 5.36 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KPD155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD155000 2027-08-15 2027-08-15 3.750 N/A 1020000.00 1021072.56 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 1000000.00 1000000.00 0.0078 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 5.41 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-10 2026-02-10 N N N 0.0541 499968.57 499968.57 0.0039 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYP83 2549001DPIFGXC1TOL40 US3130AYP831 0001026214 KDU918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-05 2024-09-05 N N N 0.0520 1000001.30 1000001.30 0.0078 N N Y N US Treasury Bill UST BILLS 0% 11/21/2024 912797LE5 254900HROIFWPRGM1V77 US912797LE53 KJQ646000 U.S. Treasury Debt Y N/A N/A 2024-11-21 2024-11-21 2024-11-21 N N N 0.0491 989049.72 989049.72 0.0077 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 5.42 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-22 2025-09-22 N N N 0.0537 500232.14 500232.14 0.0039 N N N N US Treasury Bill UST BILLS 0% 09/05/2024 912797GL5 254900HROIFWPRGM1V77 US912797GL51 JXO887000 U.S. Treasury Debt Y N/A N/A 2024-09-05 2024-09-05 2024-09-05 N N N 0.0178 6997970.00 6997970.00 0.0544 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/18/2024 5.35 3130AYLU8 2549001DPIFGXC1TOL40 US3130AYLU89 0001026214 KDP177000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-18 2024-10-18 N N N 0.0522 1000035.01 1000035.01 0.0078 N N N N US Treasury Bill UST BILLS 0% 01/02/2025 912797LR6 254900HROIFWPRGM1V77 US912797LR66 KLO543000 U.S. Treasury Debt Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0481 983933.89 983933.89 0.0077 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 11/21/2024 5.44 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-21 2024-11-21 N N N 0.0527 250052.79 250052.79 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 5.38 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-08 2025-08-08 N N N 0.0538 499988.87 499988.87 0.0039 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 12/15/2025 5.48 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-15 2025-12-15 N N N 0.0538 500540.00 500540.00 0.0039 N N N N US Treasury Bill UST BILLS 0% 10/01/2024 912797LK1 254900HROIFWPRGM1V77 US912797LK14 KKG054000 U.S. Treasury Debt Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0462 1693155.85 1693155.85 0.0132 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 5.44 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-17 2025-07-17 N N N 0.0536 500317.80 500317.80 0.0039 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/21/2024 5.44 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-21 2024-10-21 N N N 0.0522 100016.01 100016.01 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 5.40 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-28 2025-11-28 N N N 0.0538 500098.96 500098.96 0.0039 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 5.46 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-20 2026-02-20 N N N 0.0541 500330.39 500330.39 0.0039 N N N N US Treasury Bill UST BILLS 0% 11/07/2024 912797LC9 254900HROIFWPRGM1V77 US912797LC97 KJC188000 U.S. Treasury Debt Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0488 1981858.68 1981858.68 0.0154 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/07/2024 5.34 3130B0PS2 2549001DPIFGXC1TOL40 US3130B0PS22 0001026214 KGS487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-07 2024-11-07 N N N 0.0523 1000046.41 1000046.41 0.0078 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 5.43 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-18 2026-06-18 N N N 0.0543 249982.39 249982.39 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/18/2025 5.05 3130B04M8 2549001DPIFGXC1TOL40 US3130B04M89 0001026214 KES383000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0513 499796.44 499796.44 0.0039 N N N N Fidelity Flex Government Money Market Fund 2024-09-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer