N-Q 1 main.htm

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-2861

Fidelity Money Market Trust
(Exact name of registrant as specified in charter)

82 Devonshire St., Boston, Massachusetts 02109
(Address of principal executive offices)       (Zip code)

Scott C. Goebel, Secretary

82 Devonshire St.

Boston, Massachusetts 02109
(Name and address of agent for service)

Registrant's telephone number, including area code: 617-563-7000

Date of fiscal year end:

August 31

 

 

Date of reporting period:

November 30, 2012

Item 1. Schedule of Investments

Quarterly Holdings Report

for
Fidelity
® Money Market Trust
Retirement Government
Money Market Portfolio

November 30, 2012

1.810688.108
RGM-QTLY-0113

Investments November 30, 2012 (Unaudited)

Showing Percentage of Net Assets

Treasury Debt - 4.5%

 

 

Yield (a)

Principal Amount (000s)

Value (000s)

U.S. Treasury Obligations - 4.5%

U.S. Treasury Bills

 

12/31/12

0.19%

$ 43,000

$ 42,993

U.S. Treasury Notes

 

1/15/13 to 8/15/13

0.18 to 0.24

136,000

136,848

TOTAL TREASURY DEBT

179,841

Government Agency Debt - 42.2%

 

Federal Agencies - 42.2%

Fannie Mae

 

12/28/12 to 9/11/14

0.18 to 0.22 (b)

191,265

191,728

Federal Farm Credit Bank

 

12/24/12 to 8/12/14

0.14 to 0.23 (b)

49,695

49,692

Federal Home Loan Bank

 

12/19/12 to 6/5/14

0.16 to 0.28 (b)

1,160,695

1,162,387

Freddie Mac

 

12/21/12 to 11/27/13

0.15 to 0.23 (b)

298,000

298,703

TOTAL GOVERNMENT AGENCY DEBT

1,702,510

Government Agency Repurchase Agreement - 50.7%

Maturity Amount (000s)

 

In a joint trading account at 0.25% dated 11/30/12 due 12/3/12 (Collateralized by U.S. Government Obligations) #

$ 1,428,650

1,428,620

With:

BNP Paribas Securities Corp. at:

0.23%, dated:

11/20/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $13,261,102, 1.75% - 7%, 11/1/20 - 7/20/42)

13,005

13,000

11/21/12 due 12/7/12:

(Collateralized by U.S. Government Obligations valued at $13,261,017, 1.92% - 6.5%, 11/1/13 - 9/1/41)

13,005

13,000

(Collateralized by U.S. Treasury Obligations valued at $11,220,860, 2.5% - 6.5%, 4/1/17 - 7/1/41)

11,004

11,000

11/26/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $45,902,053, 2.38% - 5.5%, 10/1/14 - 6/15/42)

45,017

45,000

Government Agency Repurchase Agreement - continued

Maturity Amount (000s)

Value (000s)

With: - continued

BNP Paribas Securities Corp. at:

0.25%, dated 10/26/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $6,121,616, 2.37% - 6.5%, 10/1/16 - 8/1/42)

$ 6,002

$ 6,000

Citibank NA at 0.2%, dated 11/28/12 due 12/5/12 (Collateralized by U.S. Government Obligations valued at $19,380,539, 3.5% - 4.5%, 9/1/18 - 6/1/42)

19,001

19,000

Credit Suisse Securities (USA) LLC at:

0.24%, dated 9/11/12 due 12/10/12 (Collateralized by U.S. Treasury Obligations valued at $55,651,435, 4.38%, 5/15/40)

54,032

54,000

0.25%, dated:

10/4/12 due 1/4/13 (Collateralized by U.S. Treasury Obligations valued at $39,156,931, 4.25% - 4.38%, 8/15/14 - 5/15/41)

38,024

38,000

11/21/12 due 2/20/13 (Collateralized by U.S. Treasury Obligations valued at $72,105,176, 4.38%, 5/15/40)

70,044

70,000

0.26%, dated 10/4/12 due 1/11/13 (Collateralized by U.S. Treasury Obligations valued at $39,158,022, 0% - 4.25%, 8/15/14 - 11/15/42)

38,027

38,000

Deutsche Bank Securities, Inc. at 0.28%, dated 11/1/12 due 12/3/12 (Collateralized by U.S. Government Obligations valued at $37,855,196, 2.5% - 5%, 4/1/25 - 8/1/40)

37,009

37,000

ING Financial Markets LLC at 0.23%, dated:

10/31/12 due 12/3/12 (Collateralized by U.S. Government Obligations valued at $6,125,909, 2.28% - 4.5%, 6/1/25 - 1/1/42)

6,001

6,000

11/8/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $1,032,844, 3.75%, 11/15/40)

1,000

1,000

11/21/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $6,182,863, 2% - 2.71%, 12/15/40 - 6/1/42)

6,001

6,000

11/28/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $9,271,470, 3.5%, 7/25/40)

9,003

9,000

Merrill Lynch, Pierce, Fenner & Smith at:

0.22%, dated 11/5/12 due 12/5/12 (Collateralized by U.S. Government Obligations valued at $6,121,048, 3.5%, 12/1/42)

6,001

6,000

0.23%, dated 11/21/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $6,120,470, 3.5%, 11/1/42 - 12/1/42)

6,001

6,000

Government Agency Repurchase Agreement - continued

Maturity Amount (000s)

Value (000s)

With: - continued

Mitsubishi UFJ Securities (USA), Inc. at:

0.27%, dated:

11/9/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $14,322,272, 3.5%, 9/1/42)

$ 14,003

$ 14,000

11/14/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $27,729,713, 3% - 3.5%, 7/1/41 - 10/1/42)

27,006

27,000

11/21/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $55,084,958, 2.36% - 4%, 11/1/27 - 11/1/42)

54,012

54,000

11/26/12 due 12/7/12 (Collateralized by U.S. Treasury Obligations valued at $13,271,156, 5%, 5/1/41)

13,003

13,000

0.28%, dated:

11/2/12 due 12/3/12 (Collateralized by U.S. Government Obligations valued at $39,827,440, 2.29% - 5.6%, 11/1/37 - 4/1/42)

39,009

39,000

11/28/12 due 12/5/12 (Collateralized by U.S. Government Obligations valued at $5,100,472, 2.5%, 11/1/27)

5,000

5,000

Mizuho Securities USA, Inc. at 0.29%, dated 10/29/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $26,601,800, 3% - 4.5%, 6/1/27 - 10/20/41)

26,024

26,000

RBC Capital Markets Corp. at:

0.23%, dated 11/16/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $13,332,156, 2.5% - 4%, 9/1/22 - 10/1/42)

13,003

13,000

0.24%, dated 11/14/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $7,145,882, 2.42% - 4.92%, 11/1/38 - 9/1/42)

7,001

7,000

0.25%, dated:

10/15/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $28,768,233, 2.37% - 4.93%, 1/1/36 - 6/1/42)

28,018

28,000

10/24/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $6,132,721, 2.37% - 4.5%, 1/1/36 - 6/1/42)

6,004

6,000

RBS Securities, Inc. at 0.25%, dated 11/5/12 due 12/3/12 (Collateralized by U.S. Government Obligations valued at $6,122,104, 3.66% - 4.9%, 4/1/38 - 9/1/39)

6,001

6,000

TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENT

2,044,620

Treasury Repurchase Agreement - 3.7%

Maturity Amount (000s)

Value (000s)

With Commerz Markets LLC at 0.23%, dated 11/30/12 due 12/3/12 (Collateralized by U.S. Treasury Obligations valued at $153,005,062, 0% - 10.63%, 5/23/13 - 5/15/17)

$ 150,003

$ 150,000

TOTAL INVESTMENT PORTFOLIO - 101.1%

(Cost $4,076,971)

4,076,971

NET OTHER ASSETS (LIABILITIES) - (1.1)%

(43,152)

NET ASSETS - 100%

$ 4,033,819

Legend

(a) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

# Additional information on each counterparty to the repurchase agreement is as follows:

Repurchase Agreement / Counterparty

Value
(Amounts in
thousands)

$1,428,620,000 due 12/03/12 at 0.25%

Bank of America NA

$ 513,757

Deutsche Bank Securities, Inc.

19,684

J.P. Morgan Securities, Inc.

13,123

Mizuho Securities USA, Inc.

864,247

Wells Fargo Securities LLC

17,809

 

$ 1,428,620

Other Information

The date shown for securities represents the date when principal payments must be paid, taking into account any call options exercised by the issuer and any permissible maturity shortening features other than interest rate resets.

All investments are categorized as Level 2 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, please refer to the Investment Valuation section at the end of this listing.

Income Tax Information

At November 30, 2012, the cost of investment securities for income tax purposes was $4,076,971,000.

Investment Valuation

Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: 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).

As permitted by compliance with certain conditions under Rule 2a-7 of the 1940 Act, securities are valued at amortized cost, which approximates fair value. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter amortizing any discount or premium from its face value at a constant rate until maturity. Securities held by a money market fund are generally high quality and liquid; however, they are reflected as Level 2 because the inputs used to determine fair value are not quoted prices in an active market.

For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

Quarterly 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.

Quarterly Report

Quarterly Holdings Report

for

Fidelity ® Money Market Trust
Retirement Money Market
Portfolio

November 30, 2012

1.810718.108
RMM-QTLY-0113

Investments November 30, 2012 (Unaudited)

Showing Percentage of Net Assets

Certificate of Deposit - 35.3%

 

 

Yield (a)

Principal Amount (000s)

Value (000s)

Domestic Certificates Of Deposit - 1.5%

Branch Banking & Trust Co.

 

3/28/13 to 4/30/13

0.32 to 0.36%

$ 85,000

$ 85,000

State Street Bank & Trust Co., Boston

 

12/14/12 to 1/17/13

0.20 to 0.22

131,000

131,000

 

 

216,000

London Branch, Eurodollar, Foreign Banks - 6.4%

Australia & New Zealand Banking Group Ltd.

 

12/5/12 to 12/14/12

0.40 to 0.41

63,000

63,000

DNB Bank ASA

 

1/22/13

0.30

50,000

50,000

HSBC Bank PLC

 

12/28/12 to 4/12/13

0.30 to 0.42

83,000

83,000

Mizuho Corporate Bank Ltd.

 

1/9/13

0.35

24,000

24,000

National Australia Bank Ltd.

 

12/20/12 to 6/3/13

0.26 to 0.42 (c)

721,000

721,000

 

 

941,000

New York Branch, Yankee Dollar, Foreign Banks - 27.4%

Bank of Montreal Chicago CD Program

 

12/24/12 to 9/6/13

0.20 to 0.44 (c)

333,000

333,007

Bank of Nova Scotia

 

4/9/13 to 9/17/13

0.29 to 0.54 (c)

129,000

129,000

Bank of Tokyo-Mitsubishi UFJ Ltd.

 

2/11/13 to 4/10/13

0.27 to 0.50

552,000

552,000

Canadian Imperial Bank of Commerce

 

4/3/13 to 9/17/13

0.29 to 0.42 (c)

203,000

203,000

DnB NOR Bank ASA

 

1/14/13 to 2/12/13

0.25 to 0.30

52,000

52,000

Mitsubishi UFJ Trust & Banking Corp.

 

2/21/13 to 5/2/13

0.40 to 0.55

158,000

158,000

Mizuho Corporate Bank Ltd.

 

12/6/12 to 2/13/13

0.32 to 0.41

474,000

474,009

National Bank of Canada

 

2/4/13 to 5/17/13

0.34 to 0.41 (c)

131,000

131,000

Nordea Bank Finland PLC

 

2/20/13 to 3/28/13

0.25 to 0.27

131,000

131,000

Certificate of Deposit - continued

 

 

Yield (a)

Principal Amount (000s)

Value (000s)

New York Branch, Yankee Dollar, Foreign Banks - continued

Royal Bank of Canada

 

9/1/13

0.74% (c)

$ 110,000

$ 110,000

Skandinaviska Enskilda Banken

 

1/22/13 to 2/6/13

0.26

101,000

101,000

Societe Generale

 

12/3/12

0.30

197,000

197,000

Sumitomo Mitsui Banking Corp.

 

1/24/13 to 5/8/13

0.25 to 0.44 (c)

731,000

731,003

Sumitomo Trust & Banking Co. Ltd.

 

1/9/13 to 2/26/13

0.30

328,000

328,000

Svenska Handelsbanken, Inc.

 

12/27/12 to 1/24/13

0.25 to 0.27

107,000

107,001

Toronto-Dominion Bank

 

2/4/13 to 5/16/13

0.27 to 0.31 (c)

177,000

177,000

UBS AG

 

5/7/13

0.31 (c)

67,000

67,000

Westpac Banking Corp.

 

1/29/13

0.23

25,000

25,000

 

 

4,006,020

TOTAL CERTIFICATE OF DEPOSIT


5,163,020

Financial Company Commercial Paper - 13.7%

 

ASB Finance Ltd. (London)

 

12/10/12

0.31 (c)

65,000

64,999

Barclays Bank PLC/Barclays U.S. CCP Funding LLC

 

1/4/13

0.35

16,000

15,995

Barclays U.S. Funding Corp.

 

2/1/13

0.25

139,000

138,940

BAT International Finance PLC

 

12/3/12

0.45

17,000

17,000

Commonwealth Bank of Australia

 

12/17/12 to 6/3/13

0.23 to 0.40 (c)

186,000

185,966

Credit Suisse

 

2/19/13

0.27

105,000

104,937

Financial Company Commercial Paper - continued

 

 

Yield (a)

Principal Amount (000s)

Value (000s)

DNB Bank ASA

 

1/7/13 to 3/25/13

0.25 to 0.30%

$ 212,000

$ 211,884

General Electric Capital Corp.

 

4/19/13 to 4/30/13

0.25

116,000

115,884

JPMorgan Chase & Co.

 

3/13/13 to 4/26/13

0.30 to 0.33 (c)

192,000

192,000

National Australia Funding, Inc.

 

2/6/13

0.23

6,000

5,997

Nationwide Building Society

 

3/4/13 to 3/7/13

0.30

25,000

24,980

PNC Bank NA

 

2/15/13

0.39

33,000

32,973

Skandinaviska Enskilda Banken AB

 

12/21/12 to 3/5/13

0.26 to 0.30

126,750

126,690

Svenska Handelsbanken, Inc.

 

12/28/12 to 4/8/13

0.24 to 0.28

247,000

246,895

Swedbank AB

 

12/6/12 to 12/13/12

0.25 to 0.31

96,000

95,994

Toyota Motor Credit Corp.

 

3/1/13 to 3/8/13

0.31 to 0.32

40,000

39,967

UBS Finance, Inc.

 

1/14/13 to 4/25/13

0.30 to 0.45

206,000

205,728

Westpac Banking Corp.

 

12/17/12 to 6/3/13

0.26 to 0.40 (c)

183,000

182,977

TOTAL FINANCIAL COMPANY COMMERCIAL PAPER


2,009,806

Asset Backed Commercial Paper - 1.3%

 

Ciesco LP (Citibank NA Guaranteed)

 

12/14/12

0.27

15,000

14,999

 

12/19/12

0.28

16,000

15,998

 

12/20/12

0.28

13,000

12,998

 

1/8/13

0.35

7,000

6,997

Govco, Inc. (Liquidity Facility Citibank NA)

 

12/10/12

0.27

7,000

7,000

 

12/17/12

0.35

26,500

26,496

Asset Backed Commercial Paper - continued

 

 

Yield (a)

Principal Amount (000s)

Value (000s)

Govco, Inc. (Liquidity Facility Citibank NA) - continued

 

12/21/12

0.33%

$ 15,000

$ 14,997

 

12/21/12

0.28

14,000

13,998

 

12/6/12

0.26

44,000

43,998

 

1/8/13

0.35

7,000

6,997

 

2/1/13

0.35

7,000

6,996

 

2/1/13

0.35

16,000

15,990

TOTAL ASSET BACKED COMMERCIAL PAPER


187,464

Other Commercial Paper - 2.7%

 

AT&T, Inc.

 

12/3/12

0.25

82,363

82,362

Devon Energy Corp.

 

12/31/12

0.41 (c)

78,000

78,000

Ecolab, Inc.

 

1/11/13

0.51 (c)

31,000

31,000

MidAmerican Energy Holdings, Co.

 

12/18/12 to 1/4/13

0.38 to 0.39

35,000

34,988

Northeast Utilities

 

12/7/12

0.41

5,900

5,900

Verizon Communications, Inc.

 

1/14/13

0.41 (c)

52,000

52,000

Viacom, Inc.

 

12/7/12 to 12/20/12

0.40

18,000

17,997

Virginia Electric & Power Co.

 

1/10/13

0.41

22,000

21,990

Xerox Corp.

 

12/13/12 to 12/28/12

0.77

73,000

72,971

TOTAL OTHER COMMERCIAL PAPER


397,208

Treasury Debt - 8.8%

 

U.S. Treasury Obligations - 8.8%

U.S. Treasury Bills

 

12/31/12 to 8/22/13

0.15 to 0.20

395,000

394,693

Treasury Debt - continued

 

 

Yield (a)

Principal Amount (000s)

Value (000s)

U.S. Treasury Obligations - continued

U.S. Treasury Notes

 

12/15/12 to 11/30/13

0.16 to 0.24%

$ 886,920

$ 890,969

TOTAL TREASURY DEBT


1,285,662

Other Note - 4.1%

 

Medium-Term Notes - 4.1%

Dominion Resources, Inc.

 

1/14/13

0.41 (b)(c)

25,000

25,000

Royal Bank of Canada

 

9/1/13 to 9/13/13

0.46 to 0.69 (b)(c)

428,000

428,000

 

9/6/13

0.36 (c)

151,000

150,977

TOTAL OTHER NOTE


603,977

Variable Rate Demand Note - 1.6%

 

Arizona - 0.0%

Arizona Health Facilities Auth. Rev. (Catholic Healthcare West Proj.) Series 2008 A, LOC JPMorgan Chase Bank, VRDN

 

12/7/12

0.17 (c)

5,600

5,600

California - 0.3%

El Dorado Irrigation District Rev. Ctfs. of Prtn. Series 2008 A, LOC Citibank NA, VRDN

 

12/7/12

0.16 (c)

9,195

9,195

Milpitas Multi-family Rev. (Crossing at Montague Proj.) Series A, LOC Fannie Mae, VRDN

 

12/7/12

0.17 (c)(d)

29,000

29,000

 

 

38,195

Delaware - 0.2%

LP Pinewood SPV LLC Taxable LOC Wells Fargo Bank NA, VRDN

 

12/7/12

0.21 (c)

25,000

25,000

Hawaii - 0.0%

Hawaii State Hsg. Fin. & Dev. Corp. Rev. (Lokahi Kau Apts. Proj.) Series 2008, LOC Freddie Mac, VRDN

 

12/7/12

0.16 (c)

3,080

3,080

Variable Rate Demand Note - continued

 

 

Yield (a)

Principal Amount (000s)

Value (000s)

Louisiana - 0.0%

Ascension Parish Indl. Dev. Board Rev. (IMTT-Geismar Proj.) Series 2007, LOC Fed. Home Ln. Bank Atlanta, VRDN

 

12/7/12

0.17% (c)

$ 8,000

$ 8,000

Missouri - 0.1%

Missouri Health & Edl. Facilities Auth. Edl. Facilities Rev. Participating VRDN Series Putters 3546, (Liquidity Facility JPMorgan Chase Bank)

 

12/7/12

0.17 (c)(e)

11,300

11,300

New Mexico - 0.1%

New Mexico Edl. Assistance Foundation Series 2003 A2, LOC Royal Bank of Canada, VRDN

 

12/7/12

0.19 (c)(d)

11,100

11,100

New York - 0.5%

New York City Gen. Oblig. Series 2004 H8, (Liquidity Facility Bank of America NA), VRDN

 

12/7/12

0.17 (c)

13,100

13,100

New York Hsg. Fin. Agcy. Rev. (125 West 31st Street Proj.) Series 2005 A, LOC Fannie Mae, VRDN

 

12/7/12

0.17 (c)(d)

12,500

12,500

New York Hsg. Fin. Agcy. Rev. (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac, VRDN

 

12/7/12

0.17 (c)(d)

25,000

25,000

New York Hsg. Fin. Agcy. Rev. (Clinton Green South Hsg. Proj.) Series 2005 A, LOC Freddie Mac, VRDN

 

12/7/12

0.17 (c)(d)

10,000

10,000

New York Hsg. Fin. Agcy. Rev. (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac, VRDN

 

12/7/12

0.17 (c)(d)

19,000

19,000

 

 

79,600

Pennsylvania - 0.1%

Pennsylvania Higher Edl. Facilities Auth. College & Univ. Revs. (St. Josephs Univ. Proj.) Series 2008 A, LOC TD Banknorth, NA, VRDN

 

12/7/12

0.17 (c)

7,000

7,000

Pennsylvania Higher Edl. Facilities Auth. Rev. (Holy Family Univ. Proj.) Series 2008, LOC TD Banknorth, NA, VRDN

 

12/7/12

0.17 (c)

6,985

6,985

 

 

13,985

Variable Rate Demand Note - continued

 

 

Yield (a)

Principal Amount (000s)

Value (000s)

Tennessee - 0.3%

Knox County Health Edl. & Hsg. Facilities Board Hosp. Facilities Rev. Series 2011 B, LOC Bank of America NA, VRDN

 

12/7/12

0.16% (c)

$ 38,600

$ 38,600

TOTAL VARIABLE RATE DEMAND NOTE


234,460

Government Agency Debt - 3.2%

 

Federal Agencies - 3.2%

Fannie Mae

 

2/21/13 to 9/11/14

0.17 to 0.20 (c)

139,710

139,822

Federal Home Loan Bank

 

2/6/13 to 9/19/13

0.16 to 0.22

194,025

194,015

Freddie Mac

 

2/27/13 to 3/11/13

0.15 to 0.16

128,000

127,952

TOTAL GOVERNMENT AGENCY DEBT


461,789

Insurance Company Funding Agreement - 0.1%

 

Medium-Term Notes - 0.1%

Metropolitan Life Insurance Co.

 

2/28/13

0.53 (c)(f)

21,000


21,000

Government Agency Repurchase Agreement - 12.5%

Maturity Amount (000s)

 

In a joint trading account at 0.25% dated 11/30/12 due 12/3/12 (Collateralized by U.S. Government Obligations) #

$ 417,533

417,524

With:

BNP Paribas Securities Corp. at:

0.23%, dated:

11/20/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $46,003,773, 3.5% - 4.5%, 7/15/40 - 2/1/42)

45,017

45,000

11/21/12 due 12/7/12:

(Collateralized by U.S. Government Obligations valued at $40,803,128, 3.5% - 6%, 3/1/13 - 9/20/42)

40,015

40,000

Government Agency Repurchase Agreement - continued

Maturity Amount (000s)

Value (000s)

With: - continued

BNP Paribas Securities Corp. at:

0.23%, dated:

11/21/12 due 12/7/12

(Collateralized by U.S. Government Obligations valued at $45,984,585, 2.88% - 4.5%, 8/1/37 - 9/1/40)

$ 45,017

$ 45,000

11/26/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $166,267,436, 2.04% - 6.5%, 10/1/13 - 10/1/42)

163,062

163,000

0.25%, dated 10/26/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $23,466,191, 2.23% - 7.75%, 1/1/13 - 11/1/42)

23,007

23,000

Citibank NA at 0.2%, dated 11/28/12 due 12/5/12 (Collateralized by U.S. Government Obligations valued at $68,341,899, 2.5% - 6%, 6/1/18 - 6/1/42)

67,003

67,000

Deutsche Bank Securities, Inc. at 0.28%, dated 11/1/12 due 12/3/12 (Collateralized by U.S. Government Obligations valued at $141,896,420, 2.5% - 4.07%, 7/1/21 - 6/1/42)

139,035

139,000

ING Financial Markets LLC at 0.23%, dated:

10/31/12 due 12/3/12 (Collateralized by U.S. Government Obligations valued at $23,474,485, 1.14% - 6%, 3/1/23 - 1/1/42)

23,005

23,000

11/8/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $5,154,161, 2.5% - 4.5%, 12/15/39 - 6/1/42)

5,001

5,000

11/21/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $22,657,756, 2.25% - 5.5%, 8/1/37 - 6/1/42)

22,004

22,000

11/28/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $35,021,680, 4%, 8/25/38)

34,012

34,000

Merrill Lynch, Pierce, Fenner & Smith at:

0.22%, dated 11/5/12 due 12/5/12 (Collateralized by U.S. Government Obligations valued at $23,464,015, 4.29%, 10/1/20)

23,004

23,000

0.23%, dated 11/21/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $22,441,721, 4.29%, 10/1/20)

22,004

22,000

Mitsubishi UFJ Securities (USA), Inc. at:

0.27%, dated:

11/9/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $49,123,147, 3.5%, 8/1/42)

48,011

48,000

11/14/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $97,933,954, 1.35% - 6.5%, 12/1/27 - 3/1/50)

96,021

96,000

11/21/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $194,013,155, 2.67% - 5%, 7/1/41 - 9/1/41)

190,043

190,000

Government Agency Repurchase Agreement - continued

Maturity Amount (000s)

Value (000s)

With: - continued

Mitsubishi UFJ Securities (USA), Inc. at:

0.27%, dated:

11/26/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $47,978,986, 3.6% - 5%, 4/1/41 - 5/1/41)

$ 47,011

$ 47,000

0.28%, dated:

11/2/12 due 12/3/12 (Collateralized by U.S. Government Obligations valued at $146,976,172, 2.7% - 5.5%, 8/1/39 - 9/1/42)

144,035

144,000

11/28/12 due 12/5/12 (Collateralized by U.S. Government Obligations valued at $19,380,754, 2.5% - 4%, 11/1/27 - 11/1/41)

19,001

19,000

Mizuho Securities USA, Inc. at 0.29%, dated 10/29/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $96,140,992, 2.21% - 4.5%, 4/1/22 - 9/15/47)

94,088

94,000

RBC Capital Markets Corp. at:

0.23%, dated 11/16/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $48,109,553, 2.32% - 4.5%, 7/1/26 - 10/1/42)

47,009

47,000

0.24%, dated 11/14/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $24,671,437, 2.5% - 4%, 3/20/42 - 11/1/42)

24,005

24,000

0.25%, dated 10/24/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $23,527,541, 2.37% - 5.5%, 1/1/36 - 11/1/42)

23,014

23,000

RBS Securities, Inc. at 0.25%, dated 11/5/12 due 12/3/12 (Collateralized by U.S. Government Obligations valued at $23,466,106, 2.98% - 3.66%, 9/1/40 - 11/1/41)

23,004

23,000

TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENT


1,823,524

Treasury Repurchase Agreement - 3.8%

 

 

 

 

With:

Commerz Markets LLC at 0.23%, dated 11/30/12 due 12/3/12 (Collateralized by U.S. Treasury Obligations valued at $554,284,023, 0.13% - 5.38%, 12/31/12 - 11/15/42)

542,010

542,000

Federal Reserve Bank of New York at 0.18%, dated 11/30/12 due 12/3/12 (Collateralized by U.S. Treasury Obligations valued at $10,004,743, 1%, 8/31/16)

10,000

10,000

TOTAL TREASURY REPURCHASE AGREEMENT


552,000

Other Repurchase Agreement - 13.3%

Maturity Amount (000s)

Value (000s)

Other Repurchase Agreement - 13.3%

With:

Barclays Capital, Inc. at:

0.3%, dated 11/30/12 due 12/7/12:

(Collateralized by Corporate Obligations valued at $7,350,184, 3.75% - 7.25%, 10/15/17 - 2/1/23)

$ 7,000

$ 7,000

(Collateralized by Corporate Obligations valued at $13,650,341, 3.5% - 6.25%, 3/1/16 - 11/18/41)

13,001

13,000

0.53%, dated 11/30/12 due 12/3/12 (Collateralized by Municipal Bond Obligations valued at $154,143,953, 0.14% - 7.25%, 1/1/13 - 4/1/57)

145,006

145,000

BNP Paribas Securities Corp. at:

0.34%, dated:

11/8/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $7,351,736, 3.3% - 5.75%, 9/1/15 - 12/15/21)

7,002

7,000

11/9/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $7,378,525, 0.77% - 6.5%, 2/13/13 - 1/15/48)

7,002

7,000

11/14/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $7,351,320, 4.13% - 6.3%, 9/9/15 - 8/15/37)

7,002

7,000

0.55%, dated 11/27/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $7,560,694, 5.63% - 11.5%, 9/15/15 - 3/15/42)

7,003

7,000

Credit Suisse Securities (USA) LLC at:

0.29%, dated 11/30/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $25,751,359, 1.8%, 12/16/52)

25,001

25,000

0.33%, dated 11/30/12 due 12/7/12 (Collateralized by Equity Securities valued at $32,401,207)

30,002

30,000

0.52%, dated 10/16/12 due 1/15/13 (Collateralized by Equity Securities valued at $47,552,912)

44,058

44,000

0.72%, dated 10/30/12 due 2/1/13 (Collateralized by Corporate Obligations valued at $10,807,410, 6.5%, 11/15/16)

10,019

10,000

0.77%, dated 11/19/12 due 2/19/13 (Collateralized by Corporate Obligations valued at $14,043,333, 0.54% - 0.67%, 2/6/41 - 11/3/44)

13,026

13,000

0.78%, dated:

10/15/12 due 1/14/13 (Collateralized by Corporate Obligations valued at $29,189,083, 0% - 10.74%, 1/27/35 - 3/14/51)

27,053

27,000

10/16/12 due 1/17/13 (Collateralized by Mortgage Loan Obligations valued at $44,323,246, 0.21% - 53.92%, 2/5/19 - 12/10/49)

41,083

41,000

Other Repurchase Agreement - continued

Maturity Amount (000s)

Value (000s)

Other Repurchase Agreement - continued

With: - continued

Credit Suisse Securities (USA) LLC at:

0.78%, dated:

10/22/12 due 1/24/13 (Collateralized by Mortgage Loan Obligations valued at $15,132,794, 0.21% - 6.89%, 11/15/18 - 12/10/49)

$ 14,029

$ 14,000

10/24/12 due 1/23/13 (Collateralized by Mortgage Loan Obligations valued at $14,053,132, 2.61%, 5/25/36)

13,026

13,000

11/6/12 due 2/4/13 (Collateralized by Mortgage Loan Obligations valued at $14,047,309, 0.37% - 53.92%, 10/25/30 - 12/18/49)

13,025

13,000

0.8%, dated:

10/1/12 due 1/2/13 (Collateralized by Mortgage Loan Obligations valued at $14,060,639, 0.21% - 6.89%, 7/25/34 - 12/10/49)

13,027

13,000

10/9/12 due 1/7/13 (Collateralized by Mortgage Loan Obligations valued at $29,194,329, 0.21% - 53.92%, 12/15/20 - 12/18/49)

27,054

27,000

Deutsche Bank Securities, Inc. at 0.33%, dated:

11/20/12 due 12/4/12 (Collateralized by Equity Securities valued at $43,735,180)

40,005

40,000

11/27/12 due 12/4/12 (Collateralized by Equity Securities valued at $43,202,382)

40,003

40,000

HSBC Securities, Inc. at 0.33%, dated 11/30/12 due 12/3/12 (Collateralized by Corporate Obligations valued at $210,003,166, 1.4% - 9.38%, 1/15/13 - 10/1/46)

200,006

200,000

J.P. Morgan Clearing Corp. at:

0.5%, dated 10/18/12 due 1/17/13 (Collateralized by Equity Securities valued at $19,577,187)

18,023

18,000

0.69%, dated:

9/13/12 due 12/12/12 (Collateralized by Equity Securities valued at $38,101,100)

35,060

35,000

10/22/12 due 2/19/13 (Collateralized by Corporate Obligations valued at $40,248,672, 1.75% - 5%, 6/1/13 - 9/15/14)

37,085

37,000

0.71%, dated 10/19/12 due 4/17/13 (Collateralized by Equity Securities valued at $40,251,503)

37,131

37,000

0.73%, dated 10/22/12 due 3/21/13 (Collateralized by Corporate Obligations valued at $40,251,339, 1.75% - 2.63%, 6/1/13 - 6/1/15)

37,113

37,000

0.79%, dated 9/13/12 due 1/11/13 (Collateralized by Corporate Obligations valued at $38,109,467, 2.13% - 5%, 7/15/14 - 12/15/37)

35,092

35,000

Other Repurchase Agreement - continued

Maturity Amount (000s)

Value (000s)

Other Repurchase Agreement - continued

With: - continued

J.P. Morgan Securities, Inc. at:

0.29%, dated 11/28/12 due 12/5/12 (Collateralized by U.S. Government Obligations valued at $182,313,102, 0.02% - 7.04%, 6/15/25 - 4/15/42)

$ 177,010

$ 177,000

0.37%, dated 11/30/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $24,153,719, 1.25% - 6.4%, 5/1/13 - 2/15/38)

23,002

23,000

0.46%, dated 11/16/12 due 12/7/12 (Collateralized by Mortgage Loan Obligations valued at $36,726,712, 0.48% - 7.62%, 7/15/27 - 12/10/49)

34,012

34,000

0.67%, dated 11/30/12 due 12/7/12 (Collateralized by Mortgage Loan Obligations valued at $7,560,878, 0.51%, 11/25/33)

7,001

7,000

0.8%, dated 9/17/12 due 12/17/12 (Collateralized by Mortgage Loan Obligations valued at $37,863,258, 5.22%, 8/25/35)

35,071

35,000

0.92%, dated 9/21/12 due 3/20/13 (Collateralized by Mortgage Loan Obligations valued at $25,969,333, 0.48% - 6%, 12/25/35 - 5/15/46)

24,110

24,000

Merrill Lynch, Pierce, Fenner & Smith at 0.58%, dated 11/30/12 due 12/3/12 (Collateralized by Corporate Obligations valued at $191,435,579, 0.38% - 5.75%, 2/1/13 - 1/15/38)

180,009

180,000

Mitsubishi UFJ Securities (USA), Inc. at 0.35%, dated 11/30/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $10,500,307, 3.88%, 4/14/16)

10,003

10,000

Mizuho Securities USA, Inc. at:

0.37%, dated:

11/26/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $29,884,417, 5.56% - 6.23%, 3/15/37 - 6/25/40)

29,010

29,000

11/27/12 due 12/7/12 (Collateralized by Equity Securities valued at $6,480,453)

6,001

6,000

0.38%, dated:

11/26/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $30,462,340, 0.38% - 5.5%, 2/1/13 - 3/15/18)

29,004

29,000

11/27/12 due:

12/6/12 (Collateralized by Equity Securities valued at $46,416,846)

43,004

43,000

12/7/12 (Collateralized by Equity Securities valued at $15,076,911)

14,002

14,000

0.41%, dated 11/26/12 due 12/7/12 (Collateralized by Equity Securities valued at $25,919,083)

24,008

24,000

Other Repurchase Agreement - continued

Maturity Amount (000s)

Value (000s)

Other Repurchase Agreement - continued

With: - continued

Mizuho Securities USA, Inc. at:

0.42%, dated 11/26/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $36,110,625, 2.5% - 6.45%, 9/1/27 - 9/15/42)

$ 35,024

$ 35,000

0.54%, dated 11/26/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $10,516,525, 1.72% - 4.74%, 11/20/17 - 7/15/19)

10,005

10,000

0.82%, dated 10/29/12 due 1/3/13 (Collateralized by Mortgage Loan Obligations valued at $7,606,454, 0.32% - 5.89%, 8/20/39 - 6/25/47)

7,011

7,000

0.95%, dated:

11/1/12 due 2/8/13 (Collateralized by U.S. Government Obligations valued at $10,430,320, 0.32% - 6.88%, 5/1/18 - 1/10/45)

10,026

10,000

11/26/12 due 2/22/13 (Collateralized by Corporate Obligations valued at $10,790,767, 0.17% - 14%, 2/1/16 - 12/29/49)

10,023

10,000

11/30/12 due 3/1/13 (Collateralized by Corporate Obligations valued at $8,640,684, 4.5% - 11.25%, 7/15/16 - 1/15/21)

8,019

8,000

0.97%, dated 10/24/12 due 1/22/13 (Collateralized by Corporate Obligations valued at $7,574,200, 1.71% - 6.49%, 10/1/37 - 8/15/39)

7,017

7,000

RBC Capital Markets Co. at:

0.33%, dated 11/27/12 due 12/4/12 (Collateralized by U.S. Government Obligations valued at $2,066,478, 5.56% - 7.08%, 6/25/37 - 4/25/42)

2,000

2,000

0.43%, dated 11/19/12 due 12/7/12 (Collateralized by Mortgage Loan Obligations valued at $14,100,367, 0.39% - 2.52%, 7/25/35 - 8/25/47)

13,005

13,000

0.46%, dated 11/27/12 due 12/4/12 (Collateralized by Corporate Obligations valued at $8,437,607, 1.5% - 1.75%, 3/15/28 - 12/15/37)

8,001

8,000

0.54%, dated 9/10/12 due 12/7/12:

(Collateralized by Corporate Obligations valued at $14,944,034, 0% - 7.51%, 4/20/15 - 9/1/46)

14,019

14,000

(Collateralized by Corporate Obligations valued at $5,406,804, 0% - 11.25%, 6/1/17 - 12/25/56)

5,007

5,000

RBS Securities, Inc. at 0.85%, dated:

11/9/12 due 12/10/12 (Collateralized by U.S. Government Obligations valued at $36,069,744, 0.55% - 2.5%, 10/15/42 - 5/25/46)

35,026

35,000

11/16/12 due 12/17/12 (Collateralized by U.S. Government Obligations valued at $53,581,238, 0.55% - 3%, 10/15/42 - 5/25/46)

52,038

52,000

Other Repurchase Agreement - continued

Maturity Amount (000s)

Value (000s)

Other Repurchase Agreement - continued

With: - continued

RBS Securities, Inc. at 0.85%, dated:

11/19/12 due 12/19/12 (Collateralized by U.S. Government Obligations valued at $28,850,395, 0.55% - 2.5%, 10/15/42 - 5/25/46)

$ 28,020

$ 28,000

Royal Bank of Scotland PLC at 0.85%, dated:

11/7/12 due 12/7/12 (Collateralized by U.S. Government Obligations valued at $21,433,442, 2.52% - 6%, 6/1/25 - 10/1/41)

21,015

21,000

11/26/12 due 12/3/12 (Collateralized by U.S. Government Obligations valued at $20,403,945, 3.5% - 4.5%, 9/1/19 - 10/1/41)

20,003

20,000

UBS Securities LLC at:

0.5%, dated:

10/18/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $14,049,024, 1.88% - 5.5%, 9/1/14 - 5/1/32)

13,016

13,000

11/19/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $10,667,686, 1.2% - 5.88%, 3/1/15 - 1/15/38)

10,013

10,000

0.55%, dated 10/4/12 due 12/7/12 (Collateralized by Corporate Obligations valued at $19,458,751, 1.88% - 3.75%, 5/1/13 - 11/1/17)

18,027

18,000

Wells Fargo Securities, LLC at 0.55%, dated 11/20/12 due:

2/19/13 (Collateralized by Corporate Obligations valued at $17,835,270, 0% - 8.75%, 1/15/13 - 3/15/40)

17,024

17,000

2/20/13 (Collateralized by Corporate Obligations valued at $17,849,947, 0% - 10.5%, 1/15/13 - 9/15/42)

17,024

17,000

TOTAL OTHER REPURCHASE AGREEMENT


1,937,000

TOTAL INVESTMENT PORTFOLIO - 100.4%

(Cost $14,676,910)

14,676,910

NET OTHER ASSETS (LIABILITIES) - (0.4)%

(61,769)

NET ASSETS - 100%

$ 14,615,141

Security Type Abbreviations

VRDN

-

VARIABLE RATE DEMAND NOTE (A debt instrument that is payable upon demand, either daily, weekly or monthly)

Legend

(a) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $453,000,000 or 3.1% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Private activity obligations whose interest is subject to the federal alternative minimum tax for individuals.

(e) Provides evidence of ownership in one or more underlying municipal bonds.

(f) Restricted securities - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $21,000,000 or 0.1% of net assets.

Additional information on each restricted holding is as follows:

Security

Acquisition Date

Cost
(000s)

Metropolitan Life Insurance Co. 0.53%, 2/28/13

7/18/12

$ 21,000

# Additional information on each counterparty to the repurchase agreement is as follows:

Repurchase Agreement / Counterparty

Value
(Amounts in thousands)

$417,524,000 due 12/03/12 at 0.25%

Bank of America NA

$ 150,149

Deutsche Bank Securities, Inc.

5,753

J.P. Morgan Securities, Inc.

3,835

Mizuho Securities USA, Inc.

252,582

Wells Fargo Securities LLC

5,205

 

$ 417,524

Other Information

The date shown for securities represents the date when principal payments must be paid, taking into account any call options exercised by the issuer and any permissible maturity shortening features other than interest rate resets.

All investments are categorized as Level 2 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, please refer to the Investment Valuation section at the end of this listing.

Income Tax Information

At November 30, 2012, the cost of investment securities for income tax purposes was $14,676,910,000.

Investment Valuation

Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: 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).

As permitted by compliance with certain conditions under Rule 2a-7 of the 1940 Act, securities are valued at amortized cost, which approximates fair value. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter amortizing any discount or premium from its face value at a constant rate until maturity. Securities held by a money market fund are generally high quality and liquid; however, they are reflected as Level 2 because the inputs used to determine fair value are not quoted prices in an active market.

For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

Quarterly 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.

Quarterly Report

Item 2. Controls and Procedures

(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Money Market Trust's (the "Trust") disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.

(a)(ii) There was no change in the Trust's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the Trust's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Trust's internal control over financial reporting.

Item 3. Exhibits

Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Fidelity Money Market Trust

By:

/s/John R. Hebble

 

John R. Hebble

 

President and Treasurer

 

 

Date:

January 29, 2013

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By:

/s/John R. Hebble

 

John R. Hebble

 

President and Treasurer

 

 

Date:

January 29, 2013

By:

/s/Christine Reynolds

 

Christine Reynolds

 

Chief Financial Officer

 

 

Date:

January 29, 2013