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Share Name | Share Symbol | Market | Type |
---|---|---|---|
LandBridge Company LLC | NYSE:LB | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
-2.66 | -8.54% | 28.50 | 32.09 | 28.019 | 31.16 | 242,364 | 18:39:55 |
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)
245 Summer St., Boston, Massachusetts 02210
(Address of principal executive offices) (Zip code)
Scott C. Goebel, Secretary
245 Summer St.
Boston, Massachusetts 02210
(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: |
May 31, 2013 |
Item 1. Schedule of Investments
Quarterly Holdings Report
for
Fidelity
®
Money Market Trust
Retirement Money Market
Portfolio
May 31, 2013
1.802205.109
RMM-QTLY-0713
Showing Percentage of Net Assets
Government Agency Repurchase Agreement - 9.1% |
||
Maturity
|
|
|
In a joint trading account at 0.1% dated 5/31/13 due 6/3/13 (Collateralized by U.S. Government Obligations) # |
$ 446,972 |
446,968 |
With: |
|
|
ING Financial Markets LLC at 0.18%, dated: |
|
|
4/2/13 due 6/3/13 (Collateralized by U.S. Government Obligations valued at $22,451,781, 2.5% - 5.5%, 11/1/27 - 4/1/43) |
22,007 |
22,000 |
4/19/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $13,392,205, 0.52% - 5.85%, 9/25/26 - 1/1/43) |
13,004 |
13,000 |
Merrill Lynch, Pierce, Fenner & Smith at 0.17%, dated 4/10/13 due 6/7/13: |
|
|
(Collateralized by U.S. Treasury Obligations valued at $64,276,407, 6%, 2/15/26) |
63,018 |
63,000 |
(Collateralized by U.S. Treasury Obligations valued at $64,276,407, 6%, 2/15/26) |
63,019 |
63,000 |
Government Agency Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
With: - continued |
|
|
|
Merrill Lynch, Pierce, Fenner & Smith at 0.17%, dated 4/10/13 due 6/7/13: |
|
|
|
(Collateralized by U.S. Treasury Obligations valued at $64,276,407, 6%, 2/15/26) |
$ 63,019 |
$ 63,000 |
|
Mitsubishi UFJ Securities (USA), Inc. at: |
|
|
|
0.2%, dated: |
|
|
|
5/2/13 due 6/3/13 (Collateralized by U.S. Government Obligations valued at $45,924,261, 2.05% - 5.5%, 2/1/26 - 8/1/48) |
45,008 |
45,000 |
|
5/6/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $74,520,647, 3.5% - 5.5%, 9/1/25 - 8/1/48) |
73,037 |
73,000 |
|
0.22%, dated 4/19/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $74,550,840, 3.5% - 5.5%, 2/1/26 - 8/1/48) |
73,042 |
73,000 |
|
0.24%, dated 3/25/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $158,173,780, 1.38% - 5.5%, 2/1/26 - 8/1/48) |
155,094 |
155,000 |
|
0.25%, dated: |
|
|
|
3/7/13 due 6/5/13 (Collateralized by U.S. Government Obligations valued at $18,379,640, 2.5% - 5.5%, 2/1/26 - 8/1/48) |
18,011 |
18,000 |
|
3/11/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $46,980,364, 2.85% - 5.5%, 2/1/26 - 8/1/48) |
46,029 |
46,000 |
|
3/15/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $65,321,094, 2.48% - 5.5%, 2/1/26 - 8/1/48) |
64,040 |
64,000 |
|
Mizuho Securities USA, Inc. at: |
|
|
|
0.18%, dated 5/23/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $44,882,563, 0% - 5%, 6/27/13 - 7/16/45) |
44,008 |
44,000 |
|
0.21%, dated 4/12/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $91,519,212, 0% - 4%, 7/5/13 - 11/16/47) |
89,062 |
89,000 |
|
TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENT (Cost $1,277,968) |
1,277,968 |
||
Other Repurchase Agreement - 10.3% |
|||
|
|
|
|
Other Repurchase Agreement - 10.3% |
|||
With: |
|
|
|
BNP Paribas Securities Corp. at: |
|
|
|
0.28%, dated 5/8/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $20,997,705, 0% - 7.75%, 9/14/13 - 2/15/44) |
20,005 |
20,000 |
|
Other Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
Other Repurchase Agreement - continued |
|||
With: - continued |
|
|
|
BNP Paribas Securities Corp. at: |
|
|
|
0.33%, dated 5/31/13 due 6/3/13 (Collateralized by U.S. Government Obligations valued at $134,307,226, 2% - 7.5%, 4/15/24 - 3/20/62) |
$ 131,004 |
$ 131,000 |
|
0.48%, dated 5/30/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $3,240,173, 4.75% - 11.25%, 1/15/15 - 8/15/22) |
3,001 |
3,000 |
|
Citigroup Global Markets, Inc. at 0.85%, dated 4/23/13 due 6/21/13 (Collateralized by Corporate Obligations valued at $21,621,596, 1.75% - 9%, 10/1/14 - 12/15/43) |
20,028 |
20,000 |
|
Credit Suisse Securities (USA) LLC at: |
|
|
|
0.2%, dated 5/30/13 due 6/6/13 (Collateralized by U.S. Government Obligations valued at $18,540,139, 3.5%, 1/20/42 - 5/20/43) |
18,001 |
18,000 |
|
0.21%, dated 5/31/13 due 6/3/13 (Collateralized by Equity Securities valued at $20,520,719) |
19,000 |
19,000 |
|
0.38%, dated 5/31/13 due 6/3/13 (Collateralized by Corporate Obligations valued at $84,242,925, 4.9% - 14%, 1/15/15 - 10/25/34) |
78,002 |
78,000 |
|
0.4%, dated 4/18/13 due 7/17/13 (Collateralized by Equity Securities valued at $16,208,398) |
15,015 |
15,000 |
|
0.68%, dated: |
|
|
|
4/8/13 due 7/9/13 (Collateralized by Corporate Obligations valued at $27,027,057, 0.34% - 5.72%, 9/16/19 - 2/10/51) |
25,043 |
25,000 |
|
4/15/13 due 7/15/13 (Collateralized by Corporate Obligations valued at $27,027,806, 0% - 7%, 9/25/33 - 11/25/52) |
25,043 |
25,000 |
|
4/19/13 due 7/18/13 (Collateralized by Corporate Obligations valued at $41,072,569, 0.35% - 6%, 3/25/34 - 4/15/49) |
38,065 |
38,000 |
|
4/23/13 due 7/22/13 (Collateralized by Corporate Obligations valued at $14,050,078, 0.32% - 5.73%, 6/11/17 - 4/15/49) |
13,022 |
13,000 |
|
4/26/13 due 7/25/13 (Collateralized by Corporate Obligations valued at $14,049,439, 0.28% - 8.06%, 11/15/18 - 6/10/49) |
13,022 |
13,000 |
|
0.69%, dated 4/2/13 due 7/2/13 (Collateralized by Mortgage Loan Obligations valued at $14,057,530, 0.48% - 5.75%, 6/25/33 - 11/25/52) |
13,023 |
13,000 |
|
0.72%, dated 5/2/13 due 11/4/13 (Collateralized by Mortgage Loan Obligations valued at $28,096,376, 0.32% - 53.97%, 6/5/30 - 8/15/56) |
26,097 |
26,000 |
|
Other Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
Other Repurchase Agreement - continued |
|||
With: - continued |
|
|
|
Credit Suisse Securities (USA) LLC at: |
|
|
|
0.77%, dated 5/16/13 due 11/12/13 (Collateralized by Mortgage Loan Obligations valued at $34,571,089, 0.36% - 5.73%, 10/15/21 - 4/15/49) |
$ 32,123 |
$ 32,000 |
|
Deutsche Bank Securities, Inc. at 0.3%, dated: |
|
|
|
5/23/13 due 6/6/13 (Collateralized by Equity Securities valued at $35,643,278) |
33,004 |
33,000 |
|
5/28/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,800,555) |
10,001 |
10,000 |
|
5/30/13 due 6/7/13 (Collateralized by Equity Securities valued at $21,876,574) |
20,002 |
20,000 |
|
ING Financial Markets LLC at: |
|
|
|
0.27%, dated 5/20/13 due 6/3/13 (Collateralized by Corporate Obligations valued at $7,350,666, 0.47% - 8.88%, 7/15/13 - 10/1/37) |
7,001 |
7,000 |
|
0.39%, dated 5/20/13 due 6/3/13 (Collateralized by Corporate Obligations valued at $3,240,464, 5.88% - 9.38%, 6/15/15 - 5/1/22) |
3,000 |
3,000 |
|
0.45%, dated: |
|
|
|
5/3/13 due 6/3/13 (Collateralized by Corporate Obligations valued at $7,562,336, 7.13% - 8.88%, 12/15/15 - 6/30/66) |
7,003 |
7,000 |
|
5/30/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $14,040,194, 4.63% - 10%, 4/1/14 - 1/15/23) |
13,005 |
13,000 |
|
0.5%, dated 5/13/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $5,401,416, 0.65% - 9.38%, 6/15/15 - 11/15/18) |
5,004 |
5,000 |
|
J.P. Morgan Clearing Corp. at: |
|
|
|
0.6%, dated 4/17/13 due 11/1/13 (Collateralized by Equity Securities valued at $27,194,313) |
25,083 |
25,000 |
|
0.62%, dated 4/11/13 due 8/9/13 (Collateralized by Corporate Obligations valued at $27,197,884, 2.5% - 4.75%, 10/1/14 - 1/31/18) |
25,052 |
25,000 |
|
0.64%, dated 2/19/13 due 6/19/13 (Collateralized by Equity Securities valued at $37,023,581) |
34,073 |
34,000 |
|
0.65%, dated 5/10/13 due 8/29/13 (Collateralized by Equity Securities valued at $10,873,947) |
10,044 |
10,000 |
|
0.67%, dated 3/21/13 due 8/19/13 (Collateralized by Equity Securities valued at $67,481,640) |
62,174 |
62,000 |
|
J.P. Morgan Securities, Inc. at: |
|
|
|
0.21%, dated 5/29/13 due 6/5/13 (Collateralized by U.S. Government Obligations valued at $105,061,420, 5.30% - 7.1%, 10/15/33 - 12/15/42) |
102,004 |
102,000 |
|
Other Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
Other Repurchase Agreement - continued |
|||
With: - continued |
|
|
|
J.P. Morgan Securities, Inc. at: |
|
|
|
0.55%, dated 3/18/13 due 7/5/13 (Collateralized by Mortgage Loan Obligations valued at $28,114,214, 0% - 13.92%, 8/25/21 - 2/12/51) |
$ 26,046 |
$ 26,000 |
|
0.57%, dated 3/20/13 due 6/18/13 (Collateralized by Mortgage Loan Obligations valued at $19,465,118, 0.46% - 7.29%, 7/15/19 - 12/10/49) |
18,026 |
18,000 |
|
0.62%, dated 3/18/13 due 7/16/13 (Collateralized by Mortgage Loan Obligations valued at $28,119,869, 1.18% - 5.42%, 10/10/45 - 5/15/47) |
26,054 |
26,000 |
|
Merrill Lynch, Pierce, Fenner & Smith at: |
|
|
|
0.58%, dated 5/28/13 due 6/4/13 (Collateralized by Commercial Paper Obligations valued at $55,990,516) (c)(d) |
53,006 |
53,000 |
|
0.73%, dated 5/23/13 due 7/22/13 (Collateralized by Corporate Obligations valued at $54,013,454, 1.75%, 8/1/13) |
50,061 |
50,000 |
|
0.85%, dated 5/7/13 due 7/10/13 (Collateralized by Mortgage Loan Obligations valued at $12,968,141, 0.33% - 5.16%, 6/25/13 - 1/25/41) |
12,018 |
12,000 |
|
Mitsubishi UFJ Securities (USA), Inc. at: |
|
|
|
0.31%, dated 5/15/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $19,953,264, 1.10% - 6.88%, 6/24/14 - 11/15/21) |
19,005 |
19,000 |
|
0.33%, dated: |
|
|
|
5/7/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,802,711) |
10,003 |
10,000 |
|
5/8/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,802,678) |
10,003 |
10,000 |
|
0.48%, dated 5/15/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $34,568,783, 3.25% - 10.25%, 6/1/13 - 2/15/23) |
32,015 |
32,000 |
|
Mizuho Securities USA, Inc. at: |
|
|
|
0.21%, dated 5/31/13 due 6/3/13 (Collateralized by U.S. Government Obligations valued at $38,812,890, 0% - 6.5%, 6/3/13 - 1/1/49) |
38,001 |
38,000 |
|
0.31%, dated: |
|
|
|
5/30/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $10,523,567, 2.13% - 5.13%, 6/1/16 - 12/15/23) |
10,001 |
10,000 |
|
5/31/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,801,789) |
10,001 |
10,000 |
|
0.32%, dated: |
|
|
|
5/20/13 due 6/3/13 (Collateralized by Equity Securities valued at $10,801,383) |
10,001 |
10,000 |
|
Other Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
Other Repurchase Agreement - continued |
|||
With: - continued |
|
|
|
Mizuho Securities USA, Inc. at: |
|
|
|
0.32%, dated: |
|
|
|
5/24/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,801,006) |
$ 10,001 |
$ 10,000 |
|
5/28/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,800,607) |
10,001 |
10,000 |
|
0.52%, dated 5/29/13 due 6/7/13 (Collateralized by Mortgage Loan Obligations valued at $11,108,805, 3% - 5.96%, 12/1/32 - 9/11/42) |
10,004 |
10,000 |
|
0.95%, dated: |
|
|
|
3/4/13 due 6/4/13 (Collateralized by Corporate Obligations valued at $19,315,369, 1.69%,10/1/37) |
15,036 |
15,000 |
|
5/3/13 due 8/1/13 (Collateralized by Corporate Obligations valued at $18,079,641, 0.69% - 1.69%, 9/25/36 - 10/1/37) |
15,036 |
15,000 |
|
5/13/13 due 8/12/13 (Collateralized by Mortgage Loan Obligations valued at $10,709,397, 0.47% - 7.66%, 7/15/14 - 12/10/49) |
10,024 |
10,000 |
|
1.1%, dated 5/8/13 due 9/9/13 (Collateralized by U.S. Government Obligations valued at $10,222,796, 0.47% - 6.62%, 4/1/27 - 11/16/47) |
10,038 |
10,000 |
|
1.4%, dated 5/3/13 due 10/30/13 (Collateralized by U.S. Government Obligations valued at $10,433,148, 0.65% - 9.25%, 2/28/17 - 9/16/50) |
10,070 |
10,000 |
|
RBC Capital Markets Co. at 0.22%, dated 5/28/13 due 6/4/13 (Collateralized by U.S. Government Obligations valued at $13,390,442, 3.5% - 5.94%, 7/15/37 - 1/15/43) |
13,001 |
13,000 |
|
RBS Securities, Inc. at 1.1%, dated 3/11/13 due 7/5/13 (Collateralized by U.S. Government Obligations valued at $69,184,088, 2.5% - 3.5%, 2/15/33 - 11/15/42) |
67,364 |
67,000 |
|
Royal Bank of Scotland PLC at 0.8%, dated 5/8/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $16,329,292, 4.88%, 11/15/13) |
16,011 |
16,000 |
|
UBS Securities LLC at 0.48%, dated: |
|
|
|
4/9/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $18,372,134, 1.25% - 4.25%, 7/15/14 - 12/15/35) |
17,021 |
17,000 |
|
4/18/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $13,011,944, 2.13% - 6%, 5/1/15 - 12/15/37) |
12,014 |
12,000 |
|
Other Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
Other Repurchase Agreement - continued |
|||
With: - continued |
|
|
|
Wells Fargo Securities, LLC at: |
|
|
|
0.4%, dated 5/30/13 due 6/6/13 (Collateralized by Corporate Obligations valued at $21,141,210, 1.5% - 10%, 1/10/18 - 11/1/40) |
$ 20,002 |
$ 20,000 |
|
0.56%, dated 4/4/13 due: |
|
|
|
7/3/13 (Collateralized by Corporate Obligations valued at $17,885,812, 0.88% - 11%, 8/1/13 - 8/25/45) |
17,024 |
17,000 |
|
7/8/13 (Collateralized by Corporate Obligations valued at $18,021,739, 0% - 12%, 6/1/13 - 05/15/68) |
17,025 |
17,000 |
|
TOTAL OTHER REPURCHASE AGREEMENT (Cost $1,438,000) |
1,438,000 |
||
TOTAL INVESTMENT PORTFOLIO - 100.0% (Cost $13,990,837) |
13,990,837 |
||
NET OTHER ASSETS (LIABILITIES) - 0.0% |
691 |
||
NET ASSETS - 100% |
$ 13,991,528 |
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 $425,000,000 or 3.0% of net assets. |
(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
(d) The maturity amount is based on the rate at period end. |
(e) 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 0.2% of net assets. |
Additional information on each restricted holding is as follows: |
Security |
Acquisition
|
Cost
|
Metropolitan Life Insurance Co. 0.45%, 8/29/13 |
7/18/12 |
$ 21,000 |
# Additional information on each counterparty to the repurchase agreement is as follows: |
Repurchase Agreement
|
Value
|
$446,968,000 due 6/03/13 at 0.10% |
|
Bank of America NA |
$ 112,601 |
Deutsche Bank Securities, Inc. |
15,014 |
J.P. Morgan Securities, Inc. |
7,507 |
Mizuho Securities USA, Inc. |
155,311 |
Morgan Stanley & Co., Inc. |
10,282 |
Societe Generale |
103,542 |
Wells Fargo Securities LLC |
42,711 |
|
$ 446,968 |
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 May 31, 2013, the cost of investment securities for income tax purposes was $13,990,837,000. |
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.
or an affiliate. |
Quarterly Report
Quarterly Holdings Report
for
Fidelity
®
Money Market Trust
Retirement Government
Money Market Portfolio
May 31, 2013
1.802204.109
RGM-QTLY-0713
Showing Percentage of Net Assets
Treasury Debt - 5.2% |
|||
|
Yield (a) |
Principal Amount (000s) |
Value (000s) |
U.S. Treasury Obligations - 5.2% |
|||
U.S. Treasury Notes |
|||
6/15/13 to 6/15/14 (Cost $209,675) |
0.13 to 0.24% |
$ 208,438 |
$ 209,675 |
Government Agency Debt - 37.4% |
|||
|
|||
Federal Agencies - 37.4% |
|||
Fannie Mae |
|||
3/13/14 |
0.14 |
3,000 |
3,061 |
9/3/13 to 9/11/14 |
0.15 to 0.20 (b) |
151,000 |
151,535 |
Federal Farm Credit Bank |
|||
1/13/15 |
0.19 (b) |
14,000 |
13,995 |
8/20/13 to 1/12/15 |
0.13 to 0.23 (b) |
54,695 |
54,688 |
Federal Home Loan Bank |
|||
6/4/13 to 11/14/14 |
0.12 to 0.28 (b) |
1,079,990 |
1,080,551 |
Freddie Mac |
|||
6/3/13 to 2/28/14 |
0.14 to 0.23 (b) |
203,000 |
203,121 |
TOTAL GOVERNMENT AGENCY DEBT (Cost $1,506,951) |
|
||
Government Agency Repurchase Agreement - 57.4% |
|||
Maturity Amount (000s) |
|
||
In a joint trading account at 0.1% dated 5/31/13 due 6/3/13 (Collateralized by U.S. Government Obligations) # |
$ 1,576,222 |
1,576,209 |
|
With: |
|
|
|
Credit Suisse Securities (USA) LLC at: |
|
|
|
0.16%, dated 4/30/13 due 7/2/13 (Collateralized by U.S. Treasury Obligations valued at $47,948,538, 2.13%, 12/31/15) |
47,013 |
47,000 |
|
0.18%, dated: |
|
|
|
4/9/13 due 7/10/13 (Collateralized by U.S. Treasury Obligations valued at $53,054,261, 0% - 2.13%, 11/8/13 - 5/15/23) |
52,024 |
52,000 |
|
4/11/13 due 7/12/13 (Collateralized by U.S. Treasury Obligations valued at $25,509,023, 2.13%, 12/31/15) |
25,012 |
25,000 |
|
ING Financial Markets LLC at: |
|
|
|
0.14%, dated 5/24/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $15,301,335, 0.52% - 3.5%, 2/15/37 - 3/1/43) |
15,004 |
15,000 |
|
Government Agency Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
With: - continued |
|
|
|
ING Financial Markets LLC at: |
|
|
|
0.18%, dated: |
|
|
|
4/2/13 due 6/3/13 (Collateralized by U.S. Government Obligations valued at $6,122,914, 0.52% - 5%, 11/1/27 - 3/1/43) |
$ 6,002 |
$ 6,000 |
|
4/5/13 due 6/5/13 (Collateralized by U.S. Government Obligations valued at $7,145,145, 2.5% - 4.5%, 11/1/27 - 4/1/43) |
7,002 |
7,000 |
|
4/19/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $4,086,963, 2.37% - 5%, 11/1/27 - 1/1/43) |
4,001 |
4,000 |
|
Merrill Lynch, Pierce, Fenner & Smith at: |
|
|
|
0.14%, dated 5/13/13 due 6/7/13 (Collateralized by U.S. Treasury Obligations valued at $42,843,568, 0.63%, 9/30/17) |
42,010 |
42,000 |
|
0.16%, dated 4/29/13 due 7/1/13 (Collateralized by U.S. Treasury Obligations valued at $40,806,408, 0.63% - 1.38%, 9/30/17 - 1/31/20) |
40,011 |
40,000 |
|
0.17%, dated 4/10/13 due 6/7/13: |
|
|
|
(Collateralized by U.S. Treasury Obligations valued at $19,575,020, 4.5%, 5/15/38) |
19,005 |
19,000 |
|
(Collateralized by U.S. Treasury Obligations valued at $19,575,020, 4.5%, 5/15/38) |
19,006 |
19,000 |
|
(Collateralized by U.S. Treasury Obligations valued at $19,575,020, 4.5%, 5/15/38) |
19,006 |
19,000 |
|
Mitsubishi UFJ Securities (USA), Inc. at: |
|
|
|
0.2%, dated: |
|
|
|
5/2/13 due 6/3/13 (Collateralized by U.S. Government Obligations valued at $13,267,036, 3.5% - 5.5%, 2/1/26 - 8/1/48) |
13,002 |
13,000 |
|
5/6/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $22,468,941, 3% - 5.5%, 2/1/26 - 8/1/48) |
22,011 |
22,000 |
|
0.22%, dated 4/19/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $21,433,486, 3.5% - 5.5%, 2/1/26 - 8/1/48) |
21,012 |
21,000 |
|
0.24%, dated 3/25/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $45,925,549, 2.48% - 5.5%, 2/1/26 - 8/1/48) |
45,027 |
45,000 |
|
Government Agency Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
With: - continued |
|
|
|
With Mitsubishi UFJ Securities (USA), Inc. at: |
|
|
|
0.25%, dated: |
|
|
|
3/7/13 due 6/5/13 (Collateralized by U.S. Government Obligations valued at $5,103,117, 2.48% - 5.5%, 2/1/26 - 8/1/48) |
$ 5,003 |
$ 5,000 |
|
3/11/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $13,267,879, 3.5% - 5.5%, 2/1/26 - 8/1/48) |
13,008 |
13,000 |
|
3/15/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $19,419,570, 2.5% - 5.5%, 2/1/26 - 8/1/48) |
19,012 |
19,000 |
|
Mizuho Securities USA, Inc. at: |
|
|
|
0.18%, dated 5/23/13 due 6/7/13 (Collateralized by U.S. Treasury Obligations valued at $13,280,603, 0.13% - 5%, 4/15/16 - 7/16/45) |
13,002 |
13,000 |
|
0.21%, dated 4/12/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $26,534,456, 1.75% - 6.5%, 7/15/14 - 11/16/47) |
26,018 |
26,000 |
|
RBC Capital Markets Corp. at: |
|
|
|
0.11%, dated 5/17/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $89,764,663, 2% - 5%, 2/1/27 - 2/1/43) |
88,008 |
88,000 |
|
0.13%, dated 5/24/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $48,984,930, 3% - 5%, 5/1/41 - 1/1/43) |
48,010 |
48,000 |
|
0.15%, dated: |
|
|
|
4/16/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $75,495,096, 1.38% - 5%, 2/1/17 - 9/1/44) |
74,028 |
74,000 |
|
5/7/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $24,539,826, 2.5% - 4.5%, 4/1/28 - 5/1/43) |
24,009 |
24,000 |
|
0.16%, dated 5/1/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $28,564,189, 1.38% - 5%, 8/1/33 - 9/1/44) |
28,011 |
28,000 |
|
TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENT (Cost $2,310,209) |
|
||
TOTAL INVESTMENT PORTFOLIO - 100.0% (Cost $4,026,835) |
4,026,835 |
||
NET OTHER ASSETS (LIABILITIES) - 0.0% |
(968 ) |
||
NET ASSETS - 100% |
$ 4,025,867 |
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
|
$1,576,209,000 due 6/03/13 at 0.10% |
|
Bank of America NA |
$ 397,083 |
Deutsche Bank Securities, Inc. |
52,944 |
J.P. Morgan Securities,Inc. |
26,472 |
Mizuho Securities USA, Inc. |
547,701 |
Morgan Stanley & Co., Inc. |
36,257 |
Societe Generale |
365,134 |
Wells Fargo Securities LLC |
150,618 |
|
$ 1,576,209 |
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 May 31, 2013, the cost of investment securities for income tax purposes was $4,026,835,000. |
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.
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/Stephanie J. Dorsey |
|
Stephanie J. Dorsey |
|
President and Treasurer |
|
|
Date: |
July 30, 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/Stephanie J. Dorsey |
|
Stephanie J. Dorsey |
|
President and Treasurer |
|
|
Date: |
July 30, 2013 |
By: |
/s/Christine Reynolds |
|
Christine Reynolds |
|
Chief Financial Officer |
|
|
Date: |
July 30, 2013 |
1 Year LandBridge Chart |
1 Month LandBridge Chart |
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