UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

 

**FORM N-Q**

**QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED**

**MANAGEMENT INVESTMENT COMPANY**

**_______________________________**

Investment Company Act file number 811-3495

DWS Money Market Trust

(Exact name of registrant as specified in charter)

 

345 Park Avenue

New York, NY 10154

(Address of principal executive offices)             (Zip code)

 

Paul Schubert

345 Park Avenue

New York, NY 10154-0004

(Name and address of agent for service)

Registrant's telephone number, including area code: (212) 454-7190

Date of fiscal year end: 12/31

Date of reporting period:9/30/09

 

ITEM 1. SCHEDULE OF INVESTMENTS

 

| Investment Portfolio | **as of September 30, 2009 (Unaudited)** |
|----------------------|------------------------------------------|

 

 

**DWS Money Market Series**

DWS Money Market Series (the “Fund”) is a feeder fund that invests substantially all of its assets in a “master portfolio”, the Cash Management Portfolio (the “Portfolio”) and owns a pro rata interest in the Portfolio’s net assets. At September 30, 2009, the Fund owned approximately 72% of the Portfolio’s outstanding interests. The Portfolio’s            Schedule of Investments is set forth below.

 

|                                                             | **Principal****Amount ($)**                      |        | **Value ($)** |        |
|------------------------------------------------------------------|--------------------------------------------------|-------------|---------------|-------------|
|                                                                  |
|                                                             | **Certificates of Deposit and Bank Notes 19.7%** |        |
| African Development Bank, 3.75%, 1/15/2010                       |                                             | 13,000,000  |          | 13,076,457  |   |
| Australia & New Zealand Banking Group Ltd., 0.29%, 1/14/2010 |                                             | 204,000,000 |          | 204,000,000 |   |
| Bank of Montreal:                                                |                                             |
|                                                             | 0.25%, 12/14/2009                                |        | 85,000,000    |        | 85,000,000 |   |
|                                                             | 0.34%, 10/7/2009                                 |        | 144,000,000   |        | 144,000,000 |   |
| Bank of Tokyo-Mitsubishi UFJ Ltd.:                               |                                             |
|                                                             | 0.27%, 12/22/2009                                |        | 130,000,000   |        | 130,000,000 |   |
|                                                             | 0.28%, 12/18/2009                                |        | 136,000,000   |        | 136,000,000 |   |
|                                                             | 0.33%, 11/20/2009                                |        | 30,000,000    |        | 30,000,000 |   |
|                                                             | 0.35%, 10/13/2009                                |        | 173,000,000   |        | 173,000,000 |   |
|                                                                  |                                                  |             |               |             |  |  |  |

 

 

 

| Berkshire Hathaway Finance Corp., 4.125%, 1/15/2010                   |                       | 10,000,000        |        | 10,108,227  |        |
|-----------------------------------------------------------------------|----------------------------|-------------------|-------------|-------------|-------------|
| BNP Paribas:                                                          |                       |
|                                                                  | 0.33%, 10/20/2009          |              | 400,000,000 |        | 400,000,000 |   |
|                                                                  | 0.82%, 11/5/2009           |              | 334,000,000 |        | 334,000,000 |   |
| Caixa Gerald de Depositos SA, 0.25%, 10/5/2009                        |                       | 100,000,000       |        | 100,000,000 |        |
| Calyon, 0.25%, 11/2/2009                                              |                       | 19,800,000        |        | 19,800,176  |        |
| Credit Agricole SA, 0.34%, 10/20/2009                                 |                       | 500,000,000       |        | 500,000,000 |        |
| Credit Industriel et Commercial, 0.315%, 10/13/2009                   |                       | 100,000,000       |        | 100,000,000 |        |
| Dexia Credit Local:                                                   |                       |
|                                                                  | 0.26%, 10/2/2009           |              | 38,000,000  |        | 38,000,000  |   |
|                                                                  | 0.26%, 10/14/2009          |              | 300,000,000 |        | 300,000,000 |   |
|                                                                  | 0.49%, 3/24/2010           |              | 30,000,000  |        | 30,000,723  |   |
|                                                                  | 0.63%, 10/1/2009           |              | 50,000,000  |        | 50,000,000  |   |
|                                                                  | 0.75%, 2/11/2010           |              | 104,500,000 |        | 104,501,923 |   |
|                                                                  | 1.06%, 1/4/2010            |              | 179,500,000 |        | 179,504,712 |   |
| Electronic Data Systems Corp., 7.125%, 10/15/2009                     |                       | 20,000,000        |        | 20,052,019  |        |
| KBC Bank NV, 0.35%, 10/29/2009                                        |                       | 200,000,000       |        | 200,000,000 |        |
| Kreditanstalt fuer Wiederaufbau, 5.0%, 6/1/2010                       |                       | 54,639,000        |        | 56,186,848  |        |
| Landwirtschaftliche Rentenbank, 2.625%, 2/26/2010                     |                       | 100,000,000       |        | 100,702,051 |        |
| Mizuho Corporate Bank Ltd.:                                           |                       |
|                                                                  | 0.23%, 10/26/2009          |              | 75,000,000  |        | 75,000,000  |   |
|                                                                  | 0.25%, 12/7/2009           |              | 133,000,000 |        | 133,000,000 |   |
| National Australia Bank Ltd.:                                         |                       |
|                                                                  | 0.78%, 11/12/2009          |              | 200,000,000 |        | 200,000,000 |   |
|                                                                  | 0.81%, 11/13/2009          |              | 200,000,000 |        | 200,000,000 |   |
| National Bank of Canada, 0.33%, 11/16/2009                            |                       | 100,000,000       |        | 100,000,000 |        |
| Nordea Bank Finland PLC, 0.75%, 9/23/2010                             |                       | 75,500,000        |        | 75,500,000  |        |
| Rabobank Nederland NV, 0.28%, 1/7/2010                                |                       | 119,750,000       |        | 119,750,000 |        |
| Royal Bank of Scotland PLC, 0.27%, 10/14/2009                         |                       | 200,000,000       |        | 200,000,000 |        |
| Societe Generale:                                                     |                       |
|                                                                  | 0.31%, 11/13/2009          |              | 350,000,000 |        | 350,000,000 |   |
|                                                                  | 0.31%, 11/17/2009          |              | 150,000,000 |        | 150,000,000 |   |
| Svensk Exportkredit AB, 4.5%, 9/27/2010                               |                       | 30,000,000        |        | 31,121,400  |        |
| Svenska Handelsbanken AB, 0.855%, 11/4/2009                           |                       | 100,000,000       |        | 100,000,470 |        |
| Toronto-Dominion Bank:                                                |                       |
|                                                                  | 0.35%, 4/23/2010           |              | 40,000,000  |        | 40,000,000  |   |
|                                                                  | 0.65%, 4/1/2010            |              | 62,000,000  |        | 62,000,000  |   |
|                                                                  | 0.75%, 2/8/2010            |              | 179,500,000 |        | 179,500,000 |   |
| UBS AG:                                                               |                       |
|                                                                  | 0.35%, 11/25/2009          |              | 600,000,000 |        | 600,000,000 |   |
|                                                                  | 0.55%, 12/29/2009          |              | 142,600,000 |        | 142,600,000 |   |
| Wal-Mart Stores, Inc., 5.321%, 6/1/2010                               |                       | 148,500,000       |        | 153,078,505 |        |
| Westpac Banking Corp., 0.55%, 4/23/2010                               |                       | 12,500,000        |        | 12,509,165  |        |
|                                                                       |
| **Total Certificates of Deposit and Bank Notes**(Cost $6,381,992,676) |                       | **6,381,992,676** |        |
|                                                                  | **Commercial Paper 40.2%** |              |
| **Issued at Discount ****                                             |                       |
| Allied Irish Banks North America, Inc.:                               |                       |
|                                                                  | 144A, 0.8%, 12/18/2009     |              | 62,000,000  |        | 61,892,533  |   |
|                                                                  | 144A, 0.9%, 12/22/2009     |              | 107,900,000 |        | 107,678,805 |   |
| Anglo Irish Bank Corp., Ltd.:                                         |                       |
|                                                                  | 144A, 0.75%, 10/15/2009    |              | 75,000,000  |        | 74,978,125  |   |
|                                                                  | 144A, 0.8%, 12/10/2009     |              | 72,500,000  |        | 72,387,222  |   |
|                                                                  | 144A, 0.8%, 12/11/2009     |              | 4,000,000   |        | 3,993,689   |   |
| Antalis US Funding Corp.:                                             |                       |
|                                                                  | 144A, 0.21%, 10/5/2009     |              | 20,000,000  |        | 19,999,533  |   |
|                                                                       |                            |                   |             |             |             |  |  |  |  |

 

 

 

|                                                        | 144A, 0.22%, 10/9/2009  |        | 61,300,000  |        | 61,297,003  |
|-------------------------------------------------------------|-------------------------|-------------|-------------|-------------|-------------|
|                                                        | 144A, 0.22%, 10/15/2009 |        | 39,000,000  |        | 38,996,663  |
|                                                        | 144A, 0.22%, 10/26/2009 |        | 60,020,000  |        | 60,010,830  |
|                                                        | 144A, 0.24%, 10/19/2009 |        | 25,000,000  |        | 24,997,000  |
|                                                        | 144A, 0.27%, 10/1/2009  |        | 40,000,000  |        | 40,000,000  |
|                                                        | 144A, 0.27%, 10/2/2009  |        | 20,000,000  |        | 19,999,850  |
|                                                        | 144A, 0.31%, 10/13/2009 |        | 101,000,000 |        | 100,989,563 |
| ASB Finance Ltd.:                                           |                    |
|                                                        | 0.36%, 4/8/2010         |        | 20,000,000  |        | 19,962,200  |
|                                                        | 0.48%, 2/26/2010        |        | 28,000,000  |        | 27,944,747  |
|                                                        | 0.53%, 3/8/2010         |        | 23,500,000  |        | 23,445,336  |
|                                                        | 0.9%, 12/9/2009         |        | 77,000,000  |        | 76,867,175  |
|                                                        | 1.2%, 3/12/2010         |        | 20,000,000  |        | 19,892,000  |
| Bank of Montreal, 0.2%, 10/2/2009                           |                    | 15,000,000  |        | 14,999,917  |
| Bank of Nova Scotia, 0.48%, 12/23/2009                      |                    | 1,000,000   |        | 998,893     |
| BNP Paribas Finance, Inc., 0.06%, 10/1/2009                 |                    | 105,818,000 |        | 105,818,000 |
| BNZ International Funding Ltd.:                             |                    |
|                                                        | 144A, 0.27%, 10/14/2009 |        | 27,000,000  |        | 26,997,368  |
|                                                        | 144A, 0.3%, 1/26/2010   |        | 50,000,000  |        | 49,951,250  |
|                                                        | 144A, 0.31%, 11/13/2009 |        | 140,500,000 |        | 140,447,976 |
| BP Capital Markets PLC:                                     |                    |
|                                                        | 0.76%, 10/13/2009       |        | 72,800,000  |        | 72,781,731  |
|                                                        | 1.0%, 10/22/2009        |        | 77,100,000  |        | 77,064,920  |
| Caisse D'Amortissement de la Dette Sociale:                 |                    |
|                                                        | 0.48%, 12/22/2009       |        | 25,000,000  |        | 24,972,667  |
|                                                        | 0.48%, 4/19/2010        |        | 63,000,000  |        | 62,832,000  |
|                                                        | 0.6%, 12/22/2009        |        | 5,000,000   |        | 4,993,167   |
|                                                        | 0.65%, 3/12/2010        |        | 124,500,000 |        | 124,135,838 |
|                                                        | 0.7%, 1/8/2010          |        | 128,500,000 |        | 128,252,638 |
| Cancara Asset Securitisation LLC:                           |                    |
|                                                        | 144A, 0.25%, 10/23/2009 |        | 51,726,000  |        | 51,718,097  |
|                                                        | 144A, 0.26%, 10/8/2009  |        | 275,972,000 |        | 275,958,048 |
| Charta Corp., 144A, 0.35%, 11/4/2009                        |                    | 112,000,000 |        | 111,962,978 |
| Citibank Credit Card Issuance Trust, 144A, 0.26%, 10/2/2009 |                    | 30,000,000  |        | 29,999,783  |
| Citibank Omni Master Trust:                                 |                    |
|                                                        | 144A, 0.6%, 10/7/2009   |        | 117,000,000 |        | 116,988,300 |
|                                                        | 144A, 0.6%, 10/14/2009  |        | 124,000,000 |        | 123,973,133 |
|                                                        | 144A, 0.6%, 10/21/2009  |        | 92,056,000  |        | 92,025,315  |
|                                                        | 144A, 0.6%, 10/28/2009  |        | 100,000,000 |        | 99,955,000  |
| Citigroup Funding, Inc., 0.3%, 10/16/2009                   |                    | 100,000,000 |        | 99,987,500  |
| Danske Corp.:                                               |                    |
|                                                        | 144A, 0.2%, 11/5/2009   |        | 150,000,000 |        | 149,970,833 |
|                                                        | 144A, 0.22%, 10/19/2009 |        | 157,000,000 |        | 156,982,730 |
|                                                        | 144A, 0.22%, 11/3/2009  |        | 100,000,000 |        | 99,979,833  |
|                                                        | 144A, 0.22%, 11/4/2009  |        | 87,500,000  |        | 87,481,819  |
|                                                        | 144A, 0.23%, 11/3/2009  |        | 55,000,000  |        | 54,988,404  |
|                                                        | 144A, 0.6%, 1/11/2010   |        | 37,000,000  |        | 36,937,100  |
| Dexia Delaware LLC:                                         |                    |
|                                                        | 0.28%, 10/9/2009        |        | 72,000,000  |        | 71,995,520  |
|                                                        | 0.29%, 10/2/2009        |        | 90,000,000  |        | 89,999,275  |
|                                                        | 0.29%, 10/23/2009       |        | 28,150,000  |        | 28,145,011  |
| Eli Lilly & Co., 144A, 0.75%, 10/5/2009                 |                    | 100,000,000 |        | 99,991,667  |
| General Electric Capital Corp.:                             |                    |
|                                                        | 0.19%, 10/8/2009        |        | 11,250,000  |        | 11,249,584  |
|                                                        | 0.32%, 10/21/2009       |        | 25,000,000  |        | 24,995,556  |
| General Electric Capital Services, Inc.:                    |                    |
|                                                        | 0.29%, 11/9/2009        |        | 25,000,000  |        | 24,992,146  |
|                                                             |                         |             |             |             |             |  |

 

 

 

|                                                                 | 0.8%, 11/2/2009         |        | 98,750,000  |        | 98,679,778  |
|----------------------------------------------------------------------|-------------------------|-------------|-------------|-------------|-------------|
| Grampian Funding LLC:                                                |                    |
|                                                                 | 144A, 0.37%, 10/14/2009 |        | 21,000,000  |        | 20,997,194  |
|                                                                 | 144A, 0.37%, 10/22/2009 |        | 38,400,000  |        | 38,391,712  |
|                                                                 | 144A, 0.38%, 10/16/2009 |        | 50,000,000  |        | 49,992,083  |
| ING (US) Funding LLC:                                                |                    |
|                                                                 | 0.18%, 10/1/2009        |        | 20,000,000  |        | 20,000,000  |
|                                                                 | 0.18%, 10/30/2009       |        | 14,725,000  |        | 14,722,865  |
|                                                                 | 0.18%, 11/2/2009        |        | 100,000,000 |        | 99,984,000  |
| Irish Life & Permanent PLC:                                      |                    |
|                                                                 | 144A, 0.96%, 12/23/2009 |        | 80,000,000  |        | 79,822,933  |
|                                                                 | 144A, 1.0%, 12/22/2009  |        | 126,000,000 |        | 125,713,000 |
|                                                                 | 144A, 1.05%, 12/21/2009 |        | 126,000,000 |        | 125,702,325 |
| Johnson & Johnson:                                               |                    |
|                                                                 | 144A, 0.2%, 3/9/2010    |        | 80,000,000  |        | 79,929,333  |
|                                                                 | 144A, 0.22%, 3/25/2010  |        | 100,000,000 |        | 99,893,056  |
|                                                                 | 144A, 0.25%, 10/26/2009 |        | 100,000,000 |        | 99,982,639  |
|                                                                 | 144A, 0.29%, 10/26/2009 |        | 200,000,000 |        | 199,959,722 |
|                                                                 | 144A, 0.32%, 12/14/2009 |        | 200,000,000 |        | 199,868,444 |
| Kitty Hawk Funding Corp., 144A, 0.23%, 11/3/2009                     |                    | 100,000,000 |        | 99,978,917  |
| Kreditanstalt fuer Wiederaufbau:                                     |                    |
|                                                                 | 144A, 0.19%, 12/30/2009 |        | 2,715,000   |        | 2,713,710   |
|                                                                 | 144A, 0.26%, 12/22/2009 |        | 1,850,000   |        | 1,848,904   |
|                                                                 | 144A, 0.26%, 12/23/2009 |        | 1,586,000   |        | 1,585,049   |
|                                                                 | 144A, 0.3%, 12/30/2009  |        | 8,769,000   |        | 8,762,423   |
| LMA Americas LLC, 144A, 0.23%, 10/27/2009                            |                    | 121,100,000 |        | 121,079,884 |
| Market Street Funding LLC, 144A, 0.21%, 11/9/2009                    |                    | 21,000,000  |        | 20,995,223  |
| Microsoft Corp.:                                                     |                    |
|                                                                 | 0.11%, 12/16/2009       |        | 65,000,000  |        | 64,984,906  |
|                                                                 | 0.14%, 12/16/2009       |        | 50,000,000  |        | 49,985,222  |
|                                                                 | 0.17%, 12/16/2009       |        | 1,000,000   |        | 999,641     |
|                                                                 | 0.18%, 11/10/2009       |        | 100,000,000 |        | 99,980,000  |
|                                                                 | 0.22%, 11/19/2009       |        | 50,000,000  |        | 49,985,028  |
| National Australia Funding (Delaware), Inc., 144A, 0.265%, 10/9/2009 |                    | 4,482,000   |        | 4,481,736   |
| Nestle Capital Corp., 144A, 0.6%, 2/16/2010                          |                    | 100,000,000 |        | 99,770,000  |
| New York Life Capital Corp.:                                         |                    |
|                                                                 | 144A, 0.21%, 10/30/2009 |        | 20,245,000  |        | 20,241,575  |
|                                                                 | 144A, 0.23%, 10/9/2009  |        | 8,450,000   |        | 8,449,568   |
|                                                                 | 144A, 0.25%, 11/19/2009 |        | 75,150,000  |        | 75,124,428  |
|                                                                 | 144A, 0.27%, 11/10/2009 |        | 17,210,000  |        | 17,204,837  |
|                                                                 | 144A, 0.3%, 10/6/2009   |        | 75,080,000  |        | 75,076,872  |
|                                                                 | 144A, 0.31%, 10/13/2009 |        | 25,000,000  |        | 24,997,417  |
| Nieuw Amsterdam Receivables Corp.:                                   |                    |
|                                                                 | 0.23%, 10/21/2009       |        | 115,274,000 |        | 115,259,271 |
|                                                                 | 144A, 0.23%, 11/3/2009  |        | 83,000,000  |        | 82,982,501  |
|                                                                 | 144A, 0.25%, 11/2/2009  |        | 116,000,000 |        | 115,974,222 |
| Nordea North America, Inc., 0.22%, 10/30/2009                        |                    | 27,936,000  |        | 27,931,049  |
| NRW.Bank:                                                            |                    |
|                                                                 | 0.29%, 12/16/2009       |        | 100,000,000 |        | 99,938,778  |
|                                                                 | 0.36%, 2/16/2010        |        | 75,000,000  |        | 74,896,500  |
|                                                                 | 0.38%, 1/11/2010        |        | 26,000,000  |        | 25,972,007  |
|                                                                 | 0.4%, 3/3/2010          |        | 40,000,000  |        | 39,932,000  |
|                                                                 | 0.41%, 10/6/2009        |        | 60,500,000  |        | 60,496,555  |
|                                                                 | 0.41%, 11/17/2009       |        | 56,000,000  |        | 55,970,024  |
|                                                                 | 0.42%, 3/18/2010        |        | 50,000,000  |        | 49,902,000  |
|                                                                 | 0.445%, 4/23/2010       |        | 75,000,000  |        | 74,810,875  |
|                                                                 | 0.46%, 11/13/2009       |        | 178,675,000 |        | 178,576,828 |
|                                                                      |                         |             |             |             |             |  |

 

 

 

|                                                | 0.461%, 6/28/2010       |        | 94,265,000  |        | 93,939,786  |
|-----------------------------------------------------|-------------------------|-------------|-------------|-------------|-------------|
|                                                | 0.47%, 2/4/2010         |        | 29,000,000  |        | 28,952,295  |
|                                                | 0.48%, 2/5/2010         |        | 113,250,000 |        | 113,058,230 |
|                                                | 0.49%, 5/24/2010        |        | 125,000,000 |        | 124,600,174 |
|                                                | 0.5%, 1/11/2010         |        | 126,000,000 |        | 125,821,500 |
|                                                | 0.54%, 10/23/2009       |        | 48,000,000  |        | 47,984,160  |
|                                                | 0.6%, 11/12/2009        |        | 65,250,000  |        | 65,204,325  |
|                                                | 0.67%, 10/15/2009       |        | 120,000,000 |        | 119,968,733 |
| Procter & Gamble International Funding SCA:     |                    |
|                                                | 144A, 0.12%, 10/5/2009  |        | 71,000,000  |        | 70,999,053  |
|                                                | 144A, 0.22%, 10/9/2009  |        | 180,000,000 |        | 179,991,200 |
|                                                | 144A, 0.23%, 10/2/2009  |        | 100,000,000 |        | 99,999,361  |
|                                                | 144A, 0.23%, 2/19/2010  |        | 50,000,000  |        | 49,954,958  |
|                                                | 144A, 0.24%, 12/18/2009 |        | 175,000,000 |        | 174,909,000 |
|                                                | 144A, 0.25%, 10/14/2009 |        | 75,000,000  |        | 74,993,229  |
|                                                | 144A, 0.25%, 12/11/2009 |        | 27,500,000  |        | 27,486,441  |
|                                                | 144A, 0.25%, 1/7/2010   |        | 25,000,000  |        | 24,982,986  |
| Rabobank USA Financial Corp.:                       |                    |
|                                                | 0.27%, 1/19/2010        |        | 39,550,000  |        | 39,517,371  |
|                                                | 0.33%, 3/10/2010        |        | 150,000,000 |        | 149,780,000 |
| Romulus Funding Corp.:                              |                    |
|                                                | 144A, 0.55%, 10/2/2009  |        | 50,000,000  |        | 49,999,236  |
|                                                | 144A, 0.55%, 10/8/2009  |        | 33,500,000  |        | 33,496,417  |
| Royal Bank of Scotland PLC, 0.22%, 10/29/2009       |                    | 137,500,000 |        | 137,476,472 |
| Salisbury Receivables Co., LLC:                     |                    |
|                                                | 144A, 0.21%, 10/27/2009 |        | 50,000,000  |        | 49,992,417  |
|                                                | 144A, 0.24%, 11/2/2009  |        | 75,000,000  |        | 74,984,000  |
| Sanpaolo IMI US Financial Co.:                      |                    |
|                                                | 0.19%, 10/26/2009       |        | 94,522,000  |        | 94,509,528  |
|                                                | 0.2%, 11/25/2009        |        | 100,000,000 |        | 99,969,444  |
|                                                | 0.22%, 10/19/2009       |        | 10,503,000  |        | 10,501,845  |
|                                                | 0.23%, 12/23/2009       |        | 100,000,000 |        | 99,946,972  |
| Scaldis Capital LLC:                                |                    |
|                                                | 0.26%, 10/9/2009        |        | 95,000,000  |        | 94,994,511  |
|                                                | 0.27%, 10/13/2009       |        | 80,000,000  |        | 79,992,800  |
|                                                | 0.27%, 10/19/2009       |        | 179,000,000 |        | 178,975,835 |
| Sheffield Receivables Corp., 144A, 0.21%, 11/9/2009 |                    | 25,000,000  |        | 24,994,313  |
| Societe Generale North America, Inc.:               |                    |
|                                                | 0.23%, 10/8/2009        |        | 24,250,000  |        | 24,248,916  |
|                                                | 0.245%, 1/14/2010       |        | 150,000,000 |        | 149,892,813 |
|                                                | 0.75%, 10/30/2009       |        | 113,500,000 |        | 113,431,427 |
| Starbird Funding Corp.:                             |                    |
|                                                | 144A, 0.08%, 10/1/2009  |        | 115,000,000 |        | 115,000,000 |
|                                                | 144A, 0.25%, 12/17/2009 |        | 50,000,000  |        | 49,973,264  |
|                                                | 144A, 0.25%, 12/18/2009 |        | 50,000,000  |        | 49,972,917  |
|                                                | 144A, 0.285%, 11/3/2009 |        | 49,000,000  |        | 48,987,199  |
| Straight-A Funding LLC:                             |                    |
|                                                | 144A, 0.19%, 10/16/2009 |        | 50,000,000  |        | 49,996,042  |
|                                                | 144A, 0.19%, 10/20/2009 |        | 49,000,000  |        | 48,995,086  |
|                                                | 144A, 0.19%, 10/21/2009 |        | 50,000,000  |        | 49,994,722  |
|                                                | 144A, 0.2%, 11/4/2009   |        | 50,000,000  |        | 49,990,556  |
|                                                | 144A, 0.21%, 11/24/2009 |        | 50,000,000  |        | 49,984,250  |
|                                                | 144A, 0.21%, 12/11/2009 |        | 36,159,000  |        | 36,144,024  |
|                                                | 144A, 0.22%, 11/17/2009 |        | 50,000,000  |        | 49,985,639  |
|                                                | 144A, 0.22%, 12/4/2009  |        | 107,000,000 |        | 106,958,151 |
|                                                | 144A, 0.23%, 10/28/2009 |        | 25,000,000  |        | 24,995,688  |
|                                                | 144A, 0.23%, 11/25/2009 |        | 25,236,000  |        | 25,227,132  |
|                                                     |                         |             |             |             |             |  |

 

 

 

|                                               | 144A, 0.23%, 12/9/2009                        |               | 50,141,000  |        | 50,118,896  |   |
|----------------------------------------------------|-----------------------------------------------|--------------------|-------------|-------------|-------------|--------|
|                                               | 144A, 0.23%, 12/14/2009                       |               | 155,299,000 |        | 155,225,578 |   |
|                                               | 144A, 0.23%, 12/15/2009                       |               | 85,395,000  |        | 85,354,082  |   |
|                                               | 144A, 0.24%, 12/1/2009                        |               | 25,000,000  |        | 24,989,833  |   |
|                                               | 144A, 0.25%, 11/13/2009                       |               | 200,000,000 |        | 199,940,278 |   |
|                                               | 144A, 0.25%, 11/25/2009                       |               | 30,000,000  |        | 29,988,542  |   |
|                                               | 144A, 0.26%, 11/20/2009                       |               | 15,000,000  |        | 14,994,583  |   |
|                                               | 144A, 0.28%, 11/3/2009                        |               | 50,853,000  |        | 50,839,948  |   |
|                                               | 144A, 0.28%, 11/5/2009                        |               | 105,350,000 |        | 105,321,321 |   |
|                                               | 144A, 0.31%, 10/5/2009                        |               | 25,018,000  |        | 25,017,138  |   |
|                                               | 144A, 0.31%, 10/26/2009                       |               | 50,046,000  |        | 50,035,226  |   |
|                                               | 144A, 0.33%, 10/13/2009                       |               | 25,000,000  |        | 24,997,250  |   |
|                                               | 144A, 0.35%, 10/8/2009                        |               | 53,916,000  |        | 53,912,331  |   |
|                                               | 144A, 0.35%, 10/9/2009                        |               | 100,000,000 |        | 99,992,222  |   |
| Swedbank AB:                                       |                                          |
|                                               | 144A, 0.81%, 3/30/2010                        |               | 117,500,000 |        | 117,024,125 |   |
|                                               | 144A, 0.82%, 2/19/2010                        |               | 160,700,000 |        | 160,183,885 |   |
|                                               | 144A, 0.86%, 6/3/2010                         |               | 120,000,000 |        | 119,297,667 |   |
|                                               | 144A, 0.89%, 5/28/2010                        |               | 117,700,000 |        | 117,004,557 |   |
|                                               | 144A, 0.99%, 5/11/2010                        |               | 100,000,000 |        | 99,389,500  |   |
|                                               | 144A, 1.02%, 6/24/2010                        |               | 22,000,000  |        | 21,834,193  |   |
|                                               | 144A, 1.07%, 6/10/2010                        |               | 25,000,000  |        | 24,812,750  |   |
|                                               | 144A, 1.09%, 6/14/2010                        |               | 104,000,000 |        | 103,193,884 |   |
| Tasman Funding, Inc.:                              |                                          |
|                                               | 144A, 0.27%, 10/14/2009                       |               | 48,500,000  |        | 48,495,271  |   |
|                                               | 144A, 0.28%, 10/7/2009                        |               | 26,013,000  |        | 26,011,786  |   |
|                                               | 144A, 0.28%, 10/15/2009                       |               | 50,000,000  |        | 49,994,556  |   |
|                                               | 144A, 0.28%, 10/28/2009                       |               | 34,000,000  |        | 33,992,860  |   |
| Total Capital Canada Ltd., 144A, 0.27%, 10/16/2009 |                                          | 200,000,000        |        | 199,977,500 |        |
| Toyota Credit Canada, Inc.:                        |                                          |
|                                               | 0.29%, 12/14/2009                             |               | 50,000,000  |        | 49,970,194  |   |
|                                               | 0.33%, 10/14/2009                             |               | 25,000,000  |        | 24,997,021  |   |
| Toyota Credit de Puerto Rico, 0.36%, 3/9/2010      |                                          | 50,000,000         |        | 49,920,500  |        |
| Toyota Motor Credit Corp., 0.18%, 10/8/2009        |                                          | 5,250,000          |        | 5,249,816   |        |
| Tulip Funding Corp., 144A, 0.22%, 10/19/2009       |                                          | 15,627,000         |        | 15,625,281  |        |
| United Technologies Corp., 144A, 0.02%, 10/1/2009  |                                          | 24,470,000         |        | 24,470,000  |        |
| Victory Receivables Corp.:                         |                                          |
|                                               | 144A, 0.21%, 10/27/2009                       |               | 45,000,000  |        | 44,993,175  |   |
|                                               | 144A, 0.22%, 10/8/2009                        |               | 58,732,000  |        | 58,729,488  |   |
|                                               | 144A, 0.22%, 10/21/2009                       |               | 101,392,000 |        | 101,379,608 |   |
|                                               | 144A, 0.23%, 10/19/2009                       |               | 13,768,000  |        | 13,766,417  |   |
|                                               | 144A, 0.25%, 10/19/2009                       |               | 45,000,000  |        | 44,994,375  |   |
|                                                    |
| **Total Commercial Paper**(Cost $13,046,173,360)   |                                          | **13,046,173,360** |        |
|                                               | **Government & Agency Obligations 12.8%** |               |
| **Foreign Government Obligations 2.2%**            |                                          |
| Government of Canada:                              |                                          |
|                                               | 0.22%, 11/9/2009                              |               | 5,161,000   |        | 5,159,770   |   |
|                                               | 0.33%, 2/9/2010                               |               | 1,134,000   |        | 1,132,638   |   |
|                                               | 0.85%, 11/19/2009                             |               | 146,500,000 |        | 146,330,508 |   |
|                                               | 0.9%, 11/30/2009                              |               | 86,250,000  |        | 86,120,625  |   |
| Kingdom of Sweden, 1.0%, 4/26/2010                 |                                          | 162,000,000        |        | 162,436,542 |        |
| Republic of Ireland:                               |                                          |
|                                               | 0.26%, 10/5/2009                              |               | 100,000,000 |        | 99,997,111  |   |
|                                               | 0.3%, 10/23/2009                              |               | 139,250,000 |        | 139,224,471 |   |
|                                                    |                                               |                    |             |             |             |        |  |  |

 

 

 

|                                                               | 0.45%, 10/22/2009            |              | 15,000,000  |       | 14,996,062  |   |
|--------------------------------------------------------------------|------------------------------|-------------------|-------------|------------|-------------|--------|
|                                                               | 0.45%, 10/29/2009            |              | 50,000,000  |       | 49,982,500  |   |
|                                                                    |
|                                                               | **705,380,227**              |              |
| **US Government Sponsored Agencies 5.1%**                          |                         |
| Federal Home Loan Bank:                                            |                         |
|                                                               | 0.036% **, 10/1/2009         |              | 28,602,000  |       | 28,601,999  |   |
|                                                               | 0.062% **, 10/7/2009         |              | 2,441,000   |       | 2,440,972   |   |
|                                                               | 0.21% *, 7/13/2010           |              | 500,000,000 |       | 500,019,959 |   |
|                                                               | 0.25% *, 5/28/2010           |              | 150,000,000 |       | 150,000,000 |   |
|                                                               | 0.27% *, 5/21/2010           |              | 300,000,000 |       | 300,000,000 |   |
|                                                               | 0.33% *, 10/15/2009          |              | 100,000,000 |       | 100,000,000 |   |
|                                                               | 0.5%, 7/13/2010              |              | 60,750,000  |       | 60,703,989  |   |
|                                                               | 0.55%, 7/29/2010             |              | 98,450,000  |       | 98,428,079  |   |
| Federal Home Loan Mortgage Corp.:                                  |                         |
|                                                               | 0.338% **, 2/2/2010          |              | 53,000,000  |       | 52,937,931  |   |
|                                                               | 0.368% **, 3/31/2010         |              | 46,490,000  |       | 46,403,516  |   |
|                                                               | 0.428% **, 5/17/2010         |              | 19,050,000  |       | 18,998,120  |   |
|                                                               | 1.43%, 9/3/2010              |              | 97,500,000  |       | 98,216,582  |   |
| Federal National Mortgage Association:                             |                         |
|                                                               | 0.297% **, 1/4/2010          |              | 50,000,000  |       | 49,960,417  |   |
|                                                               | 0.448% **, 6/1/2010          |              | 20,000,000  |       | 19,939,250  |   |
|                                                               | 0.548% **, 8/5/2010          |              | 18,400,000  |       | 18,313,418  |   |
|                                                               | 0.68% **, 12/4/2009          |              | 19,545,000  |       | 19,521,025  |   |
|                                                               | 3.25%, 2/10/2010             |              | 33,353,000  |       | 33,692,804  |   |
|                                                               | 7.125%, 6/15/2010            |              | 50,000,000  |       | 52,313,000  |   |
|                                                                    |
|                                                               | **1,650,491,061**            |              |
| **US Treasury Obligations 5.5%**                                   |                         |
| US Treasury Bills:                                                 |                         |
|                                                               | 0.025% **, 10/22/2009        |              | 24,070,000  |       | 24,069,649  |   |
|                                                               | 0.095% **, 10/29/2009        |              | 1,981,000   |       | 1,980,854   |   |
|                                                               | 0.155% **, 10/1/2009         |              | 3,950,000   |       | 3,950,000   |   |
|                                                               | 0.17% **, 10/15/2009         |              | 1,984,000   |       | 1,983,869   |   |
|                                                               | 0.25% **, 1/28/2010          |              | 50,000,000  |       | 49,958,681  |   |
|                                                               | 0.27% **, 12/10/2009         |              | 1,817,000   |       | 1,816,046   |   |
|                                                               | 0.275% **, 2/4/2010          |              | 5,590,000   |       | 5,584,620   |   |
|                                                               | 0.295% **, 12/31/2009        |              | 2,002,000   |       | 2,000,507   |   |
|                                                               | 0.385% **, 7/15/2010         |              | 100,000,000 |       | 99,693,069  |   |
|                                                               | 0.385% **, 8/26/2010         |              | 100,000,000 |       | 99,648,152  |   |
|                                                               | 0.395% **, 9/23/2010         |              | 500,000,000 |       | 498,041,458 |   |
|                                                               | 0.43% **, 7/29/2010          |              | 10,000,000  |       | 9,964,047   |   |
|                                                               | 0.435% **, 8/26/2010         |              | 114,500,000 |       | 114,036,636 |   |
|                                                               | 0.49% **, 7/29/2010          |              | 1,100,000   |       | 1,095,493   |   |
|                                                               | 0.605% **, 11/19/2009        |              | 300,000,000 |       | 299,752,958 |   |
|                                                               | 0.675% **, 3/11/2010         |              | 32,257,000  |       | 32,159,624  |   |
|                                                               | 0.69% **, 2/11/2010          |              | 150,000,000 |       | 149,617,625 |   |
|                                                               | 0.7% **, 3/11/2010           |              | 130,000,000 |       | 129,593,028 |   |
| US Treasury Notes:                                                 |                         |
|                                                               | 1.75%, 3/31/2010             |              | 30,000,000  |       | 30,225,845  |   |
|                                                               | 2.375%, 8/31/2010            |              | 32,000,000  |       | 32,584,741  |   |
|                                                               | 3.625%, 10/31/2009           |              | 200,000,000 |       | 200,548,000 |   |
|                                                                    |
|                                                               | **1,788,304,902**            |              |
|                                                                    |
| **Total Government & Agency Obligations**(Cost $4,144,176,190) |                         | **4,144,176,190** |        |
|                                                               | **Short Term Notes * 11.4%** |              |
| American Honda Finance Corp., 144A, 0.625%, 11/20/2009             |                         | 65,000,000        |        | 65,032,906 |        |
|                                                                    |                              |                   |             |            |             |        |  |  |

 

 

 

| Bank of America NA, 1.058%, 5/12/2010                                                                                                                        |                               | 14,820,000        |        | 14,842,400     |        |
|--------------------------------------------------------------------------------------------------------------------------------------------------------------|------------------------------------|-------------------|-------------|----------------|-------------|
| Bank of New York Mellon Corp., 0.871%, 2/5/2010                                                                                                              |                               | 1,350,000         |        | 1,351,936      |        |
| Bayerische Landesbank, 0.306%, 10/22/2010                                                                                                                    |                               | 40,000,000        |        | 39,952,555     |        |
| Canadian Imperial Bank of Commerce:                                                                                                                          |                               |
|                                                                                                                                                         | 0.23%, 2/23/2010                   |              | 130,000,000 |           | 130,000,000 |   |
|                                                                                                                                                         | 0.23%, 3/4/2010                    |              | 50,000,000  |           | 50,000,000  |   |
| Commonwealth Bank of Australia, 144A, 0.385%, 6/24/2010                                                                                                      |                               | 122,500,000       |        | 122,500,000    |        |
| Dexia Credit Local, 0.513%, 4/18/2011                                                                                                                        |                               | 115,000,000       |        | 115,018,828    |        |
| DnB NOR Bank ASA:                                                                                                                                            |                               |
|                                                                                                                                                         | 144A, 0.58%, 10/13/2009            |              | 65,000,000  |           | 65,006,927  |   |
|                                                                                                                                                         | 0.677%, 10/6/2009                  |              | 125,000,000 |           | 125,006,539 |   |
| General Electric Capital Corp.:                                                                                                                              |                               |
|                                                                                                                                                         | 0.329%, 3/12/2010                  |              | 11,792,000  |           | 11,792,820  |   |
|                                                                                                                                                         | 0.419%, 12/15/2009                 |              | 93,914,000  |           | 93,940,435  |   |
|                                                                                                                                                         | 0.58%, 1/20/2010                   |              | 8,365,000   |           | 8,366,243   |   |
|                                                                                                                                                         | 0.607%, 1/4/2010                   |              | 8,200,000   |           | 8,201,039   |   |
| Inter-American Development Bank, 0.401%, 2/19/2010                                                                                                           |                               | 302,300,000       |        | 302,300,000    |        |
| International Bank for Reconstruction & Development:                                                                                                     |                               |
|                                                                                                                                                         | 0.42%, 2/8/2010                    |              | 25,000,000  |           | 25,010,727  |   |
|                                                                                                                                                         | 0.441%, 2/1/2010                   |              | 221,000,000 |           | 221,000,000 |   |
| Kreditanstalt fuer Wiederaufbau, 0.553%, 1/21/2010                                                                                                           |                               | 260,000,000       |        | 260,000,000    |        |
| National Australia Bank Ltd., 0.625%, 7/12/2010                                                                                                              |                               | 133,000,000       |        | 133,000,000    |        |
| Natixis, 0.28%, 12/10/2009                                                                                                                                   |                               | 300,000,000       |        | 300,000,000    |        |
| Procter & Gamble International Funding SCA, 0.478%, 5/7/2010                                                                                             |                               | 100,000,000       |        | 100,000,000    |        |
| Queensland Treasury Corp., 0.38%, 6/18/2010                                                                                                                  |                               | 180,000,000       |        | 180,000,000    |        |
| Rabobank Nederland NV:                                                                                                                                       |                               |
|                                                                                                                                                         | 144A, 0.258%, 4/7/2011             |              | 278,000,000 |           | 278,000,000 |   |
|                                                                                                                                                         | 144A, 0.44%, 9/16/2010             |              | 75,000,000  |           | 75,000,000  |   |
|                                                                                                                                                         | 144A, 0.684%, 10/9/2009            |              | 179,250,000 |           | 179,250,000 |   |
|                                                                                                                                                         | 144A, 0.831%, 5/19/2010            |              | 160,894,000 |           | 161,373,704 |   |
| Royal Bank of Scotland PLC, 0.456%, 5/21/2010                                                                                                                |                               | 180,000,000       |        | 180,000,000    |        |
| Societe Generale, 0.213%, 4/19/2010                                                                                                                          |                               | 275,000,000       |        | 275,000,000    |        |
| Westpac Banking Corp.:                                                                                                                                       |                               |
|                                                                                                                                                         | 144A, 0.335%, 7/2/2010             |              | 50,000,000  |           | 50,000,000  |   |
|                                                                                                                                                         | 0.627%, 7/6/2010                   |              | 119,350,000 |           | 119,350,000 |   |
|                                                                                                                                                              |
| **Total Short Term Notes**(Cost $3,690,297,059)                                                                                                              |                               | **3,690,297,059** |        |
|                                                                                                                                                         | **Supranational 0.3%**             |              |
| International Bank for Reconstruction & Development, 0.1% **, 10/23/2009 (Cost $89,994,500)                                                              |                               | 90,000,000        |        | **89,994,500** |        |
|                                                                                                                                                         | **Time Deposits 13.9%**            |              |
| Branch Banking & Trust Co., 0.02%, 10/1/2009                                                                                                             |                               | 494,000,000       |        | 494,000,000    |        |
| Calyon, 0.09%, 10/1/2009                                                                                                                                     |                               | 777,000,000       |        | 777,000,000    |        |
| Citibank NA, 0.11%, 10/1/2009                                                                                                                                |                               | 100,081,071       |        | 100,081,071    |        |
| Landesbank Hessen-Thueringen Girozentrale, 0.2%, 10/1/2009                                                                                                   |                               | 430,000,000       |        | 430,000,000    |        |
| Lloyds TSB Bank PLC, 0.1%, 10/1/2009                                                                                                                         |                               | 420,000,000       |        | 420,000,000    |        |
| Nordea Bank Finland PLC, 0.02%, 10/1/2009                                                                                                                    |                               | 284,000,000       |        | 284,000,000    |        |
| Societe Generale, 0.062%, 10/1/2009                                                                                                                          |                               | 355,000,000       |        | 355,000,000    |        |
| Svenska Handelsbanken AB, 0.05%, 10/1/2009                                                                                                                   |                               | 800,000,000       |        | 800,000,000    |        |
| Wells Fargo Bank NA, 0.01%, 10/1/2009                                                                                                                        |                               | 855,212,000       |        | 855,212,000    |        |
|                                                                                                                                                              |
| **Total Time Deposits**(Cost $4,515,293,071)                                                                                                                 |                               | **4,515,293,071** |        |
|                                                                                                                                                         | **Municipal Bonds and Notes 1.5%** |              |
| California, State Weekly Public Kindergarten University, Series A-8, 0.25% ***, 5/1/2034, Citibank NA & California State Teacher's Retirement System (a) |                               | 13,750,000        |        | 13,750,000     |        |
|                                                                                                                                                              |                                    |                   |             |                |             |  |  |  |

 

 

 

| California, Statewide Communities Development Authority, Multi-Family Housing Revenue, Series 29G, 144A, AMT, 0.35% ***, 5/1/2039                                                                             |                                                                                                                                                                                                                                         | 34,260,000      |               | 34,260,000 |       |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-----------------|--------------------|------------|------------|
| Colorado, Housing & Finance Authority, Single Family Program, Series I-A1, 0.45% ***, 11/1/2034                                                                                                           |                                                                                                                                                                                                                                         | 25,400,000      |               | 25,400,000 |       |
| Connecticut, State Health & Educational Facilities Authority Revenue, Yale University:                                                                                                                    |                                                                                                                                                                                                                                         |
|                                                                                                                                                                                                          | Series V-2, 0.22% ***, 7/1/2036                                                                                                                                                                                                              |            | 15,240,000         |       | 15,240,000 |   |
|                                                                                                                                                                                                          | Series V-1, 0.23% ***, 7/1/2036                                                                                                                                                                                                              |            | 25,765,000         |       | 25,765,000 |   |
| Connecticut, State Health & Educational Revenue, Yale University:                                                                                                                                         |                                                                                                                                                                                                                                         |
|                                                                                                                                                                                                          | 0.32%, 3/9/2010                                                                                                                                                                                                                              |            | 20,150,000         |       | 20,121,521 |   |
|                                                                                                                                                                                                          | 0.35%, 11/6/2009                                                                                                                                                                                                                             |            | 25,100,000         |       | 25,091,215 |   |
|                                                                                                                                                                                                          | 0.36%, 1/4/2010                                                                                                                                                                                                                              |            | 27,300,000         |       | 27,274,065 |   |
|                                                                                                                                                                                                          | 0.4%, 11/13/2009                                                                                                                                                                                                                             |            | 13,500,000         |       | 13,493,550 |   |
|                                                                                                                                                                                                          | 0.45%, 11/20/2009                                                                                                                                                                                                                            |            | 40,000,000         |       | 39,975,000 |   |
| Illinois, Development Finance Authority Revenue, Chicago Symphony Project, 0.23% ***, 12/1/2033, Bank One NA (a)                                                                                              |                                                                                                                                                                                                                                         | 11,000,000      |               | 11,000,000 |       |
| Illinois, Development Finance Authority, Industrial Project Revenue, Grecian Delight Foods Project, AMT, 0.6% ***, 8/1/2019, LaSalle Bank NA (a)                                                              |                                                                                                                                                                                                                                         | 1,765,000       |               | 1,765,000  |       |
| Illinois, Development Finance Authority, Industrial Development Revenue, Katlaw Tretam & Co. Project, AMT, 0.6% ***, 8/1/2027, LaSalle Bank NA (a)                                                        |                                                                                                                                                                                                                                         | 2,990,000       |               | 2,990,000  |       |
| Indiana, State Development Finance Authority, Industrial Development Revenue, Enterprise Center VI Project, AMT, 0.6% ***, 6/1/2022, LaSalle Bank NA (a)                                                      |                                                                                                                                                                                                                                         | 4,900,000       |               | 4,900,000  |       |
| Jacksonville, FL, Electric Systems Revenue, 0.38%, 12/2/2009                                                                                                                                                  |                                                                                                                                                                                                                                         | 31,600,000      |               | 31,600,000 |       |
| Massachusetts, State Health & Educational Facilities Authority Revenue, Boston University, Series N, 0.32% ***, 10/1/2034, Bank of America NA (a)                                                         |                                                                                                                                                                                                                                         | 13,700,000      |               | 13,700,000 |       |
| New York, State Housing Finance Agency Revenue, 100 Maiden Lane, Series A, 0.22% ***, 5/15/2037                                                                                                               |                                                                                                                                                                                                                                         | 15,000,000      |               | 15,000,000 |       |
| New York, State Mortgage Agency, Homeowner Mortgage Revenue, Series 142, AMT, 0.38% ***, 10/1/2037                                                                                                            |                                                                                                                                                                                                                                         | 9,000,000       |               | 9,000,000  |       |
| New York City, NY, Housing Development Corp., Multi-Family Housing Revenue, Series E-2, AMT, 0.35% ***, 11/1/2042                                                                                             |                                                                                                                                                                                                                                         | 15,415,000      |               | 15,415,000 |       |
| New York, NY, General Obligation:                                                                                                                                                                             |                                                                                                                                                                                                                                         |
|                                                                                                                                                                                                          | Series H-4, 0.25% ***, 3/1/2034, Bank of New York (a)                                                                                                                                                                                        |            | 10,500,000         |       | 10,500,000 |   |
|                                                                                                                                                                                                          | Series B5, 0.27% ***, 8/15/2022 (b)                                                                                                                                                                                                          |            | 11,500,000         |       | 11,500,000 |   |
|                                                                                                                                                                                                          | Series J14, 0.43% ***, 8/1/2019                                                                                                                                                                                                              |            | 41,855,000         |       | 41,855,000 |   |
| North Texas, Higher Education Authority, Inc., Student Loan Revenue, Series A, AMT, 0.45% ***, 12/1/2038, Lloyds TSB Bank PLC (a)                                                                             |                                                                                                                                                                                                                                         | 8,600,000       |               | 8,600,000  |       |
| Texas, Alliance Airport Authority, Inc., Special Facilities Revenue, Series 2088, 144A, AMT, 0.34% ***, 4/1/2021                                                                                              |                                                                                                                                                                                                                                         | 24,570,000      |               | 24,570,000 |       |
| University of Chicago, 0.28%, 1/15/2010                                                                                                                                                                       |                                                                                                                                                                                                                                         | 21,500,000      |               | 21,482,275 |       |
| Washington, State Housing Finance Commission, Multi-Family Revenue, Merrill Gardens at Tacoma, Series A, AMT, 0.45% ***, 9/15/2040, Bank of America NA (a)                                                    |                                                                                                                                                                                                                                         | 3,000,000       |               | 3,000,000  |       |
| West Virginia, Public Energy Authority Revenue, Morgantown Association Project, AMT, 1.95% ***, 7/1/2017, Dexia Credit Local (a)                                                                              |                                                                                                                                                                                                                                         | 25,000,000      |               | 25,000,000 |       |
| Wisconsin, Housing & Economic Development Authority, Home Ownership Revenue, Series B, 0.32% ***, 3/1/2033                                                                                                |                                                                                                                                                                                                                                         | 16,640,000      |               | 16,640,000 |       |
|                                                                                                                                                                                                               |
| **Total Municipal Bonds and Notes**(Cost $508,887,626)                                                                                                                                                        |                                                                                                                                                                                                                                         | **508,887,626** |               |
|                                                                                                                                                                                                          | **% of****Net Assets**                                                                                                                                                                                                                       |            | **Value ($)**      |       |
|                                                                                                                                                                                                               |
| **Total Investment Portfolio**(Cost $32,376,814,482) †                                                                                                                                                 | 99.8                                                                                                                                                                                                                                         |            | **32,376,814,482** |       |
| **Other Assets and Liabilities, Net**                                                                                                                                                                         | 0.2                                                                                                                                                                                                                                          |            | **72,763,795**     |       |
|                                                                                                                                                                                                               |
| **Net Assets**                                                                                                                                                                                                | 100.0                                                                                                                                                                                                                                        |            | **32,449,578,277** |       |
| *For information on the Fund's policies regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual financial statements.* |                                                                                                                                                                                                                                         |
| ***                                                                                                                                                                                                           | *Floating rate notes are securities whose yields vary with a designated market index or market rate, such as the coupon-equivalent of the US Treasury bill rate. These securities are shown at their current rate as of September 30, 2009.* |            |
| ****                                                                                                                                                                                                          | *Annualized yield at time of purchase; not a coupon rate.*                                                                                                                                                                                   |            |
|                                                                                                                                                                                                               |                                                                                                                                                                                                                                              |                 |                    |            |            |  |  |  |  |  |

 

 

 

| *****                                                                                                                                                                                                         | *Variable rate demand notes are securities whose interest rates are reset periodically at market levels. These securities are often payable on demand and are shown at their current rates as of September 30, 2009.* |   |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--------|
| *†*                                                                                                                                                                                                    | *The cost for federal income tax purposes was $32,376,814,482.*                                                                                                                                                       |   |
| *(a)*                                                                                                                                                                                                         | *Security incorporates a letter of credit from the bank listed.*                                                                                                                                                      |   |
| *(b)*                                                                                                                                                                                                         | *Bond is insured by one of these companies:*                                                                                                                                                                          |   |
| **Insurance Coverage**                                                                                                                                                                                        | **As a % of Total****Investment Portfolio**                                                                                                                                                                           |
| National Public Finance Guarantee Corp.                                                                                                                                                                       | 0.04                                                                                                                                                                                                                  |
| *Many insurers who have traditionally guaranteed payment of municipal issues have been downgraded by the major rating agencies.*                                                                              |
| *144A: 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.* |                                                                                                                                                                                                                  |
| *AMT: Subject to alternative minimum tax.*                                                                                                                                                                    |                                                                                                                                                                                                                  |
|                                                                                                                                                                                                               |                                                                                                                                                                                                                       |        |  |

 

***Fair Value Measurements***

 

*Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, and credit risk). Level 3 includes significant unobservable            inputs (including the Fund's own assumptions in determining the fair value of investments). The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. Most securities held by a money market fund are reflected as Level 2 because the securities are valued at amortized cost (which approximates fair value) and, accordingly, the inputs used to determine value are not quoted prices in an active            market.*

 

*The following is a summary of the inputs used as of September 30, 2009 in valuing the Fund's investments:*

 

| **Assets**                 | **Level 1**                                                         | **Level 2**         | **Level 3**  | **Total**           |
|----------------------------|---------------------------------------------------------------------|---------------------|--------------|---------------------|
| Short-Term Investments (c) | $—                                                            | $32,376,814,482     | $—     | $32,376,814,482     |
| **Total**                  | **$—**                                                        | **$32,376,814,482** | **$—** | **$32,376,814,482** |
| *(c)*                      | *See Investment Portfolio for additional detailed categorizations.* |
|                            |                                                                     |                     |              |                     |  |

 

 

| **ITEM 2.** | **CONTROLS AND PROCEDURES**                                                                                                                                                                                                                                                                                                                                                                  |
|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|        |                                                                                                                                                                                                                                                                                                                                                                                         |
|        | (a)          The Chief Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on the evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.                                                                 |
|        |                                                                                                                                                                                                                                                                                                                                                                                         |
|        | (b)         There have been no changes in the registrant’s internal control over financial reporting that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal controls 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.

 

| Registrant: | DWS Money Market Series, a series of DWS Money Market Trust |
|-------------|-------------------------------------------------------------|
|        |                                                        |
| By:         | /s/Michael G. Clark

Michael G. Clark

President            |
|        |                                                        |
| Date:       | November 19, 2009                                           |

 

 

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.

 

| Registrant: | DWS Money Market Series, a series of DWS Money Market Trust            |
|-------------|------------------------------------------------------------------------|
|        |                                                                   |
| By:         | /s/Michael G. Clark

Michael G. Clark

President                       |
|        |                                                                   |
| Date:       | November 19, 2009                                                      |
|        |                                                                   |
|        |                                                                   |
|        |                                                                   |
| By:         | /s/Paul Schubert

Paul Schubert

Chief Financial Officer and Treasurer |
|        |                                                                   |
| Date:       | November 19, 2009                                                      |