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

(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: 09/30/07

 

ITEM 1.  SCHEDULE OF INVESTMENTS

 

| Investment Portfolio | **as of September 30, 2007  (Unaudited)** |
|----------------------|-------------------------------------------|

 

 

**Cash Management Portfolio**

 

|   | **Principal****Amount ($)**                      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | **Value ($)** |
|--------|--------------------------------------------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------------|
|        |
|   | **Certificates of Deposit and Bank Notes 10.2%** |  
Bank of America NA, 4.8%, 10/19/2007 

 

400,000,000

 

400,000,000

Bank of Tokyo-Mitsubishi-UFJ, Ltd., 5.3%, 2/21/2008 

 

290,000,000

 

290,000,000

Barclays Bank PLC:

 
 

5.22%, 12/27/2007  

 

515,000,000 

 

515,000,000 

 

5.31%, 11/1/2007  

 

75,000,000 

 

74,999,556 

 

5.33%, 10/9/2007  

 

200,000,000 

 

200,000,000 

 

5.5%, 3/12/2008  

 

335,700,000 

 

335,700,000 

Canadian Imperial Bank of Commerce, 5.842%, 3/17/2008 

 

120,000,000

 

120,003,894

Citibank NA, 5.3%, 2/20/2008 

 

143,000,000

 

143,000,000

Credit Agricole SA, 5.31%, 11/13/2007 

 

52,500,000

 

52,499,390

Credit Industrial et Commercial:

 
 

5.21%, 12/21/2007  

 

42,250,000 

 

42,250,938 

 

 

 

 

 

5.31%, 1/2/2008  

 

181,000,000 

 

181,004,611 

 

5.35%, 11/13/2007  

 

140,000,000 

 

140,001,466 

Credit Suisse, 5.307%, 11/2/2007 

 

26,000,000

 

25,999,944

Norinchukin Bank:

 
 

5.33%, 10/25/2007  

 

100,000,000 

 

100,000,000 

 

5.34%, 10/10/2007  

 

300,000,000 

 

299,999,630 

 

5.345%, 11/26/2007  

 

45,000,000 

 

45,000,000 

Societe Generale:

 
 

5.305%, 1/24/2008  

 

150,000,000 

 

150,002,333 

 

5.35%, 1/18/2008  

 

65,800,000 

 

65,800,000 

 

5.35%, 1/22/2008  

 

65,000,000 

 

65,000,000 

UBS AG:

 
 

5.39%, 3/18/2008  

 

78,100,000 

 

78,100,000 

 

5.48%, 3/7/2008  

 

320,000,000 

 

320,000,000 

Wells Fargo & Co., 5.3%, 10/1/2007 

 

50,000,000

 

50,000,000

**Total Certificates of Deposit and Bank Notes** (Cost $3,694,361,762)

 

**3,694,361,762**

 

**Commercial Paper** 43.8%**

 
AIG Funding, Inc., 5.05%, 10/9/2007 

 

5,000,000

 

4,994,389

AstraZeneca PLC, 5.22%, 12/12/2007 

 

140,000,000

 

138,538,400

Atlantic Asset Securitization LLC:

 
 

5.3%, 10/2/2007  

 

88,270,000 

 

88,257,005 

 

5.3%, 10/17/2007  

 

100,000,000 

 

99,764,444 

 

5.3%, 10/25/2007  

 

301,142,000 

 

300,077,965 

Atlantis One Funding Corp.:

 
 

5.3%, 10/2/2007  

 

750,000,000 

 

749,889,583 

 

5.35%, 10/1/2007  

 

118,000,000 

 

118,000,000 

Bank of America Corp., 5.185%, 1/22/2008 

 

198,000,000

 

194,777,523

Bank of Nova Scotia, 4.9%, 10/15/2007 

 

8,000,000

 

7,984,756

Beta Finance, Inc.:

 
 

5.23%, 11/30/2007  

 

185,000,000 

 

183,387,417 

 

5.235%, 11/26/2007  

 

50,000,000 

 

49,592,833 

BNP Paribas, 5.19%, 1/7/2008 

 

8,000,000

 

7,886,973

CAFCO LLC:

 
 

5.3%, 10/1/2007  

 

45,760,000 

 

45,760,000 

 

5.75%, 11/26/2007  

 

178,000,000 

 

176,407,889 

 

5.8%, 11/16/2007  

 

30,000,000 

 

29,777,667 

Caisse Nationale des Caisses D'Epargne et Prevoyance, 5.168%, 11/13/2007 

 

75,000,000

 

74,537,033

 

 

Cancara Asset Securitization LLC:

 
 

5.17%, 1/11/2008  

 

200,000,000 

 

197,070,333 

 

5.2%, 12/14/2007  

 

48,750,000 

 

48,228,917 

 

5.215%, 1/14/2008  

 

119,800,000 

 

117,977,792 

 

5.255%, 10/26/2007  

 

200,000,000 

 

199,270,139 

 

6.1%, 12/14/2007  

 

232,000,000 

 

229,090,978 

 

6.17%, 12/14/2007  

 

140,000,000 

 

138,224,411 

CC (USA), Inc., 5.255%, 10/30/2007 

 

70,000,000

 

69,703,676

Cedar Springs Capital Co., LLC:

 
 

5.27%, 10/22/2007  

 

25,558,000 

 

25,479,430 

 

5.275%, 10/17/2007  

 

14,000,000 

 

13,967,178 

 

5.4%, 10/19/2007  

 

91,500,000 

 

91,252,950 

 

6.5%, 10/12/2007  

 

41,226,000 

 

41,144,121 

Chariot Funding LLC:

 
 

5.15%, 10/9/2007  

 

40,000,000 

 

39,954,222 

 

5.25%, 10/25/2007  

 

39,593,000 

 

39,454,425 

 

5.35%, 10/4/2007  

 

172,719,000 

 

172,641,996 

 

 

 

 

 

5.37%, 10/5/2007  

 

100,000,000 

 

99,940,333 

 

5.75%, 11/19/2007  

 

59,500,000 

 

59,034,330 

Charta LLC:

 
 

5.9%, 12/6/2007  

 

180,000,000 

 

178,053,000 

 

6.0%, 12/5/2007  

 

300,000,000 

 

296,750,000 

Ciesco LLC:

 
 

5.43%, 2/14/2008  

 

217,500,000 

 

213,038,350 

 

5.45%, 2/14/2008  

 

222,500,000 

 

217,918,972 

 

5.75%, 11/20/2007  

 

40,000,000 

 

39,680,556 

Citibank Credit Card Issuance Trust, Series 01-A3:

 
 

5.24%, 10/25/2007  

 

145,500,000 

 

144,991,720 

 

6.15%, 12/14/2007  

 

190,000,000 

 

187,598,083 

CRC Funding LLC:

 
 

5.8%, 11/19/2007  

 

222,500,000 

 

220,743,486 

 

6.1%, 11/26/2007  

 

200,000,000 

 

198,102,222 

Danske Corp., 5.165%, 11/9/2007 

 

100,000,000

 

99,440,458

Depfa Bank PLC, 5.73%, 10/10/2007 

 

55,300,000

 

55,220,783

DNB NOR Bank ASA, 5.45%, 12/14/2007 

 

121,000,000

 

119,644,464

Dresdner US Finance, Inc., 5.16%, 10/1/2007 

 

25,000,000

 

25,000,000

Falcon Asset Securitization Corp.:

 
 

5.3%, 10/9/2007  

 

2,510,000 

 

2,507,044 

 

5.75%, 11/16/2007  

 

150,000,000 

 

148,897,917 

 

5.75%, 11/19/2007  

 

68,000,000 

 

67,467,806 

Florida, Sunshine State Government Financing Revenue, 3.62%, 10/1/2007

 

50,000,000

 

50,000,000

Five Finance, Inc.:

 
 

5.235%, 11/23/2007  

 

50,000,000 

 

49,614,646 

 

5.26%, 10/9/2007  

 

110,000,000 

 

109,871,422 

General Electric Capital Corp.:

 
 

5.15%, 1/23/2008  

 

250,000,000 

 

245,922,917 

 

5.15%, 1/24/2008  

 

400,000,000 

 

393,419,444 

Giro Balanced Funding Corp.:

 
 

5.27%, 10/29/2007  

 

20,522,000 

 

20,437,883 

 

5.275%, 10/23/2007  

 

29,000,000 

 

28,906,515 

 

5.285%, 10/5/2007  

 

30,300,000 

 

30,282,207 

 

5.725%, 10/25/2007  

 

35,000,000 

 

34,866,417 

 

6.05%, 10/30/2007  

 

128,000,000 

 

127,376,178 

 

Grampian Funding Ltd.:

 
 

5.175%, 10/10/2007  

 

80,000,000 

 

79,896,500 

 

5.18%, 1/2/2008  

 

100,000,000 

 

98,661,833 

 

5.75%, 11/26/2007  

 

215,000,000 

 

213,076,944 

 

5.75%, 12/18/2007  

 

35,000,000 

 

34,563,958 

HSBC USA, Inc., 5.19%, 12/27/2007 

 

47,600,000

 

47,002,977

ING (US) Funding LLC:

 
 

4.97%, 10/18/2007  

 

1,377,000 

 

1,373,768 

 

5.0%, 10/25/2007  

 

5,000,000 

 

4,983,333 

Irish Life & Permanent PLC, 5.25%, 10/25/2007 

 

49,100,000

 

48,928,150

JPMorgan Chase & Co., 4.7%, 10/1/2007 

 

734,000

 

734,000

K2 (USA) LLC, 5.26%, 10/25/2007 

 

80,000,000

 

79,719,467

KBC Financial Products International Ltd.:

 
 

5.15%, 10/1/2007  

 

49,930,000 

 

49,930,000 

 

5.22%, 12/17/2007  

 

36,750,000 

 

36,339,686 

 

5.53%, 12/12/2007  

 

21,931,000 

 

21,688,443 

KFW International Finance, Inc., 5.185%, 10/9/2007 

 

6,000,000

 

5,993,087

Lake Constance Funding LLC:

 
 

5.245%, 11/13/2007  

 

40,000,000 

 

39,749,406 

 

5.26%, 10/10/2007  

 

60,000,000 

 

59,921,100 

 

 

 

 

 

6.25%, 10/11/2007  

 

35,000,000 

 

34,939,236 

Liberty Street Funding:

 
 

5.32%, 10/22/2007  

 

75,000,000 

 

74,767,250 

 

5.35%, 10/2/2007  

 

84,557,000 

 

84,544,434 

 

5.4%, 10/25/2007  

 

141,700,000 

 

141,189,880 

 

5.45%, 2/21/2008  

 

50,000,000 

 

48,917,569 

 

5.75%, 3/13/2008  

 

75,000,000 

 

73,035,417 

 

5.95%, 12/14/2007  

 

75,000,000 

 

74,082,708 

 

6.0%, 11/16/2007  

 

103,000,000 

 

102,210,333 

 

6.25%, 12/14/2007  

 

51,000,000 

 

50,344,792 

Links Finance LLC, 5.26%, 10/25/2007 

 

50,000,000

 

49,824,667

Mane Funding Corp.:

 
 

5.25%, 10/25/2007  

 

200,000,000 

 

199,300,000 

 

5.3%, 10/25/2007  

 

300,000,000 

 

298,940,000 

MetLife, Inc., 4.88%, 11/1/2007 

 

25,249,000

 

25,142,898

Monument Gardens Funding LLC:

 
 

5.2%, 1/31/2008  

 

113,200,000 

 

111,205,164 

 

5.3%, 10/4/2007  

 

75,000,000 

 

74,966,875 

 

5.6%, 2/25/2008  

 

138,500,000 

 

135,332,967 

 

6.15%, 11/26/2007  

 

138,500,000 

 

137,175,017 

Natixis Commercial Paper Corp.:

 
 

5.16%, 10/1/2007  

 

10,166,000 

 

10,166,000 

 

5.25%, 10/25/2007  

 

120,500,000 

 

120,078,250 

Nieuw Amsterdam Receivables Corp.:

 
 

5.35%, 10/1/2007  

 

269,000,000 

 

269,000,000 

 

5.45%, 10/1/2007  

 

100,000,000 

 

100,000,000 

North Sea Funding LLC:

 
 

5.26%, 10/9/2007  

 

228,465,000 

 

228,197,950 

 

5.27%, 10/19/2007  

 

101,971,000 

 

101,702,306 

 

5.36%, 10/25/2007  

 

32,831,000 

 

32,713,684 

 

5.38%, 10/9/2007  

 

140,000,000 

 

139,832,622 

 

5.4%, 10/29/2007  

 

35,500,000 

 

35,350,900 

Northern Rock PLC, 5.245%, 10/25/2007 

 

65,252,000

 

65,023,836

Old Line Funding LLC:

 
 

5.8%, 11/14/2007  

 

184,278,000 

 

182,971,674 

 

5.9%, 11/14/2007  

 

26,073,000 

 

25,884,985 

 

5.9%, 11/16/2007  

 

50,000,000 

 

49,623,056 

 

5.9%, 11/20/2007  

 

31,336,000 

 

31,079,219 

 

6.0%, 11/16/2007  

 

116,150,000 

 

115,259,517 

 

6.05%, 11/16/2007  

 

27,114,000 

 

26,904,394 

 

6.15%, 12/13/2007  

 

102,057,000 

 

100,784,264 

Park Avenue Receivables Co., LLC, 5.75%, 11/19/2007 

 

128,000,000

 

126,998,222

Perry Global Funding LLC:

 
 

Series A, 5.17%, 10/25/2007  

 

63,693,000 

 

63,473,471 

 

Series A, 5.23%, 12/21/2007  

 

22,981,000 

 

22,710,571 

Procter & Gamble International Funding SCA:

 
 

4.78%, 12/21/2007  

 

100,000,000 

 

98,924,500 

 

5.24%, 10/18/2007  

 

15,000,000 

 

14,962,883 

Prudential PLC, 5.265%, 10/5/2007 

 

56,000,000

 

55,967,240

Ranger Funding Co., LLC:

 
 

5.75%, 11/23/2007  

 

95,482,000 

 

94,673,718 

 

5.8%, 11/19/2007  

 

40,428,000 

 

40,108,843 

Scaldis Capital LLC:

 
 

5.18%, 1/3/2008  

 

114,400,000 

 

112,852,676 

 

5.3%, 10/25/2007  

 

100,000,000 

 

99,646,667 

 

5.315%, 10/29/2007  

 

200,000,000 

 

199,173,222 

 

5.7%, 12/10/2007  

 

20,375,000 

 

20,149,177 

 

 

 

 

 

5.75%, 11/19/2007  

 

69,538,000 

 

68,993,769 

 

6.0%, 11/15/2007  

 

56,100,000 

 

55,679,250 

 

6.35%, 10/11/2007  

 

150,000,000 

 

149,735,417 

Sheffield Receivables Corp.:

 
 

5.2%, 10/17/2007  

 

75,000,000 

 

74,826,667 

 

5.25%, 10/5/2007  

 

348,000,000 

 

347,797,000 

 

5.25%, 10/9/2007  

 

67,394,000 

 

67,315,374 

 

5.35%, 10/9/2007  

 

150,000,000 

 

149,821,667 

 

6.1%, 12/13/2007  

 

31,000,000 

 

30,616,547 

Siemens Capital Co., LLC, 4.8%, 11/29/2007 

 

155,000,000

 

153,780,667

Simba Funding Corp.:

 
 

5.25%, 10/25/2007  

 

350,000,000 

 

348,775,000 

 

5.3%, 10/25/2007  

 

150,000,000 

 

149,470,000 

Societe Generale North America, Inc.:

 
 

5.17%, 11/5/2007  

 

25,000,000 

 

24,874,340 

 

5.17%, 11/9/2007  

 

252,000,000 

 

250,588,590 

 

5.25%, 10/5/2007  

 

150,000,000 

 

149,912,500 

 

5.57%, 12/4/2007  

 

233,750,000 

 

231,435,356 

Swedbank AB:

 
 

5.19%, 10/11/2007  

 

64,000,000 

 

63,907,733 

 

5.245%, 10/25/2007  

 

100,149,000 

 

99,798,812 

 

5.62%, 12/12/2007  

 

61,000,000 

 

60,314,360 

Swedbank Mortgage AB, 5.255%, 10/25/2007 

 

50,000,000

 

49,824,833

Teachers Insurance & Annuity Association of America, 5.28%, 11/21/2007 

 

100,000,000

 

99,252,000

Thunder Bay Funding LLC, 6.1%, 12/14/2007 

 

100,000,000

 

98,746,111

Tulip Funding Corp., 5.27%, 10/29/2007 

 

59,973,000

 

59,727,177

UBS Finance (DE) LLC, 5.19%, 10/5/2007 

 

80,800,000

 

80,753,405

Westpac Banking Corp.:

 
 

5.23%, 11/20/2007  

 

162,000,000 

 

160,823,250 

 

5.25%, 10/15/2007  

 

29,505,000 

 

29,444,761 

Westpac Capital Corp., 5.165%, 11/9/2007 

 

80,000,000

 

79,552,367

Windmill Funding Corp., 6.08%, 10/25/2007 

 

209,140,000

 

208,292,286

Yorktown Capital LLC:

 
 

5.3%, 10/1/2007  

 

100,000,000 

 

100,000,000 

 

5.77%, 11/16/2007  

 

83,680,000 

 

83,063,046 

 

6.1%, 10/5/2007  

 

105,000,000 

 

104,928,833 

**Total Commercial Paper** (Cost $15,912,568,421)

 

 

**15,912,568,421**

 

**Interest-Bearing Commercial Paper 0.9%**

 
CHI Catholic Health Initiatives:

 

 

 

 

5.34%, 10/4/2007  

 

55,500,000 

 

55,500,000 

5.35%, 11/6/2007  

 

90,500,000 

 

90,500,000 

5.56%, 11/8/2007  

 

27,000,000 

 

27,000,000 

5.75%, 11/8/2007  

 

140,950,000 

 

140,950,000 

**Total Interest-Bearing Commercial Paper**(Cost $313,950,000)

 

 

 

**313,950,000**

 

**Master Notes 2.4%**

 
Citigroup Global Markets, Inc., 5.35% *, 10/1/2007 (a) 

 

665,000,000

 

665,000,000

The Bear Stearns Companies, Inc., 5.38% *, 10/1/2007 (a) 

 

200,000,000

 

200,000,000

**Total Master Notes** (Cost $865,000,000)

 

**865,000,000**

 

**Guaranteed Investment Contracts* 0.4%**

 
Genworth Life Insurance Co.:

 
 

5.42%, 1/25/2008  

 

75,000,000 

 

75,000,000 

 

5.758%, 3/3/2008  

 

20,000,000 

 

20,000,000 

 

 

 

 

MetLife Insurance Co. of Connecticut, 5.42%, 3/31/2008 

 

30,000,000

 

30,000,000

**Total Guaranteed Investment Contracts** (Cost $125,000,000)

 

**125,000,000**

 

**Government and Agency Obligations 4.1%**

 
**US Government Sponsored Agencies 1.2%**

 
Federal Home Loan Bank:

 
 

4.0% **, 10/1/2007  

 

4,755,000 

 

4,755,000 

 

4.86% **, 3/5/2008

 

135,000,000

 

132,156,900

 

4.95% **, 1/31/2008  

 

119,607,000 

 

117,600,592 

 

5.544% *, 9/17/2008  

 

100,000,000 

 

99,957,507 

Federal National Mortgage Association:

 
 

4.64% **, 5/30/2008  

 

74,102,000 

 

71,790,676 

 

5.04% **, 1/23/2008  

 

100,000,000 

 

98,404,000 

 

**524,664,676**

**US Treasury Obligations 2.6%**

 
US Treasury Bills:

 

 

 

 

 

4.14% **, 3/6/2008  

 

198,000,000 

 

194,425,110 

 

4.28% **, 2/28/2008  

 

40,000,000 

 

39,286,667 

 

4.31% **, 3/6/2008  

 

200,000,000 

 

196,240,722 

US Treasury Notes:

 
 

2.625%, 5/15/2008  

 

327,270,000 

 

323,703,710 

 

3.75%, 5/15/2008  

 

199,000,000 

 

198,160,112 

 

**951,816,321**

**Total Government and Agency Obligations** (Cost $1,476,480,997)

 

**1,476,480,997**

 

**Asset Backed 0.8%**

 
Arkle Master Issuer PLC, "1A", Series 2006-1A, 5.73% *, 11/19/2007 

 

120,000,000

 

120,000,000

Holmes Master Issuer PLC, "1A1", Series 2007-1, 5.73% *, 3/15/2008 

 

75,000,000

 

75,000,000

Steers Mercury III Trust, 144A, 5.149% *, 5/27/2048 

 

95,695,625

 

95,695,625

**Total Asset Backed** (Cost $290,695,625)

 

**290,695,625**

 

**Promissory Notes 0.7%**

 
The Goldman Sachs Group, Inc.:

 
 

5.04% *, 1/18/2008  

 

100,000,000 

 

100,000,000 

 

5.05% *, 10/19/2007  

 

170,000,000 

 

170,000,000 

**Total Promissory Notes** (Cost $270,000,000)

 

**270,000,000**

 

**Short Term Notes* 30.4%**

 
ABN AMRO Bank NV, 144A, 5.41%, 4/18/2008 

 

61,500,000

 

61,527,893

AIG-FP Matched Funding Corp., 5.742%, 12/17/2007 

 

31,500,000

 

31,500,295

Alliance & Leicester PLC, 5.83%, 8/7/2008 

 

100,000,000

 

100,000,000

Allied Irish Banks PLC, 5.128%, 8/18/2008 

 

118,400,000

 

118,400,000

American Express Bank FSB:

 
 

5.78%, 2/8/2008  

 

125,000,000 

 

125,000,000 

 

5.79%, 11/8/2007  

 

64,000,000 

 

63,999,347 

American Express Centurion Bank:

 
 

5.088%, 2/28/2008  

 

100,000,000 

 

100,000,000 

 

5.722%, 4/17/2008  

 

150,000,000 

 

149,991,844 

 

5.767%, 11/6/2007  

 

175,000,000 

 

175,000,000 

 

5.79%, 10/10/2007  

 

200,000,000 

 

200,000,000 

 

5.832%, 11/16/2007  

 

75,000,000 

 

75,009,743 

 

American Honda Finance Corp.:

 
 

5.197%, 3/20/2008  

 

25,000,000 

 

25,000,000 

 

5.33%, 10/30/2007  

 

105,000,000 

 

105,000,000 

 

144A, 5.33%, 5/9/2008  

 

50,000,000 

 

50,000,000 

 

5.38%, 4/10/2008  

 

105,000,000 

 

105,028,503 

 

144A, 5.44%, 7/11/2008  

 

8,000,000 

 

8,006,610 

 

 

 

 

 

144A, 5.58%, 5/12/2008  

 

22,730,000 

 

22,744,909 

Australia & New Zealand Banking Group Ltd., 5.156%, 8/22/2008 

 

60,000,000

 

60,000,000

Banco Bilbao Vizcaya Argentaria SA, 5.38%, 4/17/2008 

 

175,050,000

 

175,089,591

Banco Espanol de Credito SA, 144A, 5.35%, 8/11/2008 

 

297,000,000

 

297,000,000

Bank of America NA:

 
 

5.3%, 11/8/2007  

 

15,000,000 

 

14,999,991 

 

5.315%, 5/16/2008  

 

35,000,000 

 

35,000,000 

Bank of Ireland, 5.492%, 8/18/2008 

 

75,000,000

 

75,000,000

BellSouth Corp., 5.682%, 11/15/2007 

 

23,000,000

 

23,003,844

Berkshire Hathaway Finance Corp.:

 
 

144A, 5.41%, 1/11/2008  

 

50,000,000 

 

50,013,331 

 

144A, 5.59%, 5/16/2008  

 

38,530,000 

 

38,555,693 

Beta Finance, Inc., 144A, 4.9%, 6/11/2008 

 

70,000,000

 

69,997,659

BMW (UK) Capital PLC, 5.772%, 8/14/2008 

 

55,000,000

 

55,000,000

BNP Paribas:

 
 

5.118%, 8/25/2008  

 

109,000,000 

 

109,000,000 

 

5.3%,  10/3/2007    

 

125,000,000 

 

124,999,765 

Caisse Nationale des Caisses d'Epargne et Prevoyance, 144A, 5.35%, 9/9/2008 

 

197,000,000

 

197,000,000

Caja de Ahorros y Monte de Piedad de Madrid, 5.36%, 8/12/2008 

 

225,000,000

 

225,000,000

Calyon:

 
 

144A, 5.18%, 10/21/2008  

 

246,000,000 

 

246,000,000 

 

5.3%, 10/3/2007  

 

175,500,000 

 

175,499,849 

 

5.66%,  10/3/2007    

 

225,000,000 

 

224,999,573 

Canadian Imperial Bank of Commerce:

 
 

4.89%,  10/26/2007    

 

143,250,000 

 

143,247,973 

 

4.91%, 6/9/2008  

 

112,750,000 

 

112,750,000 

 

5.4%, 7/18/2008  

 

16,500,000 

 

16,474,430 

CC (USA), Inc., 144A, 4.9%, 6/11/2008 

 

65,000,000

 

64,997,826

Commonwealth Bank of Australia, 5.156%, 8/23/2008 

 

80,000,000

 

80,000,000

Credit Agricole SA, 5.35%, 7/22/2011 

 

200,000,000

 

200,000,000

Danske Bank AS, 5.106%, 8/19/2008 

 

268,000,000

 

267,984,199

DNB NOR Bank ASA, 5.131%, 5/23/2008 

 

120,000,000

 

120,000,000

Five Finance, Inc., 144A, 4.9%, 6/11/2008 

 

75,000,000

 

74,997,491

Fortis Bank SA/NV, 5.702%, 10/15/2007 

 

167,000,000

 

166,998,379

General Electric Capital Corp.:

 
 

5.156%, 8/19/2011  

 

135,000,000 

 

135,000,000 

 

5.41%, 1/15/2008  

 

49,486,000 

 

49,498,543 

 

5.42%, 4/15/2008  

 

50,000,000 

 

50,026,321 

 

5.661%, 3/4/2008  

 

154,485,000 

 

154,532,203 

 

5.696%, 1/15/2008  

 

80,100,000 

 

80,084,370 

HSBC Finance Corp.:

 
 

5.186%, 5/23/2008  

 

140,000,000 

 

140,000,000 

 

5.807%, 8/6/2008  

 

125,000,000 

 

125,000,000 

HSH Nordbank AG:

 
 

5.106%, 3/25/2008  

 

40,000,000 

 

39,996,217 

 

5.158%, 8/20/2008  

 

205,000,000 

 

205,000,000 

Intesa Bank Ireland PLC, 5.141%, 8/22/2008 

 

155,000,000

 

155,000,000

K2 (USA) LLC:

 
 

5.32%, 1/31/2008  

 

30,000,000 

 

29,999,049 

 

144A, 5.32%, 4/28/2008  

 

65,000,000 

 

64,996,291 

Links Finance LLC:

 
 

5.32%, 4/28/2008  

 

20,000,000 

 

19,998,885 

 

144A, 5.475%, 2/25/2008  

 

14,000,000 

 

13,999,700 

 

144A, 5.823%, 1/11/2008  

 

90,000,000 

 

90,006,081 

Lloyds TSB Bank PLC, 144A, 5.767%, 10/3/2008 

 

100,000,000

 

100,000,000

M&I Marshall & Ilsley Bank, 5.572%, 8/14/2008 

 

56,000,000

 

56,000,000

Merrill Lynch & Co., Inc.:

 
 

 

 

 

 

5.276%, 8/22/2008  

 

90,000,000 

 

90,000,000 

 

5.337%, 8/22/2008  

 

34,000,000 

 

34,000,000 

 

5.753%, 8/15/2008  

 

25,000,000 

 

25,000,000 

 

5.892%, 8/14/2008  

 

125,000,000 

 

125,000,000 

Metropolitan Life Global Funding I, 144A, 5.84%, 11/9/2007 

 

30,000,000

 

30,001,394

Mitsubishi UFJ Trust & Banking Corp., 5.742%, 2/19/2008 

 

23,000,000

 

23,000,000

Morgan Stanley, 5.01%, 12/14/2007 

 

40,000,000

 

40,000,000

National Australia Bank Ltd., 5.722%, 4/14/2008 

 

125,000,000

 

125,000,000

Natixis SA:

 
 

4.9%, 3/31/2008  

 

343,500,000 

 

343,466,496 

 

144A, 5.35%, 6/6/2008  

 

200,000,000 

 

200,000,000 

Nordea Bank AB, 5.81%, 4/8/2011 

 

85,000,000

 

85,000,000

Northern Rock PLC:

 
 

144A, 5.33%, 10/22/2007  

 

190,000,000 

 

190,000,000 

 

5.785%, 8/4/2008  

 

65,000,000 

 

65,000,000 

Parkland (USA) LLC, 5.327%, 10/31/2007 

 

20,000,000

 

19,999,671

Pyxis Master Trust, Series 2007-6, 144A, 5.6%, 9/6/2014 

 

99,000,000

 

99,000,000

Rabobank Nederland NV, 144A, 5.517%, 11/15/2011 

 

195,000,000

 

195,000,000

Royal Bank of Canada:

 
 

5.665%, 4/4/2008  

 

350,000,000 

 

349,949,523 

 

5.767%, 8/5/2008  

 

100,000,000 

 

100,000,000 

Royal Bank of Scotland PLC:

 
 

144A, 5.237%, 12/21/2007  

 

100,000,000 

 

100,009,046 

 

5.665%, 4/3/2008  

 

200,000,000 

 

199,970,076 

Skandinaviska Enskilda Banken:

 
 

5.67%, 10/3/2007  

 

215,000,000 

 

214,999,650 

 

5.82%, 8/8/2008  

 

80,000,000 

 

80,000,000 

Societe Generale, 5.086%, 3/25/2008 

 

70,500,000

 

70,491,620

Svenska Handelsbanken AB, 5.119%, 8/20/2008 

 

200,000,000

 

200,000,000

Tango Finance Corp.:

 
 

144A, 5.32%, 4/24/2008  

 

156,500,000 

 

156,491,192 

 

144A, 5.69%, 10/3/2007  

 

25,000,000 

 

24,999,986 

The Goldman Sachs Group, Inc.:

 
 

5.41%, 12/28/2007  

 

100,000,000 

 

100,024,900 

 

5.485%, 10/5/2007  

 

110,000,000 

 

110,001,853 

Toyota Motor Credit Corp.:

 
 

4.97%, 2/11/2008  

 

100,000,000 

 

100,000,000 

 

4.97%, 4/11/2008  

 

200,000,000 

 

200,000,000 

 

4.972%, 6/30/2008  

 

280,000,000 

 

280,000,000 

UniCredito Italiano Bank (Ireland) PLC:

 
 

144A, 5.35%, 8/8/2008  

 

220,000,000 

 

219,987,348 

 

5.772%, 8/14/2008  

 

260,000,000 

 

260,000,000 

 

5.84%, 8/8/2008  

 

50,000,000 

 

50,000,000 

Wachovia Bank NA, 5.119%, 11/30/2007 

 

56,500,000

 

56,502,254

**Total Short Term Notes** (Cost $11,031,851,407)

 

**11,031,851,407**

 

**Time Deposits 4.8%**

 
ABN AMRO Bank NV, 5.6%, 10/1/2007 

 

500,000,000

 

500,000,000

Bank of Tokyo-Mitsubishi-UFJ Ltd., 5.22%, 10/1/2007 

 

42,694,122

 

42,694,122

Credit Suisse, 4.5%, 10/1/2007 

 

262,505,000

 

262,505,000

Danske Bank AS, 5.438%, 10/1/2007 

 

500,000,000

 

500,000,000

Dresdner Bank AG, 4.5%, 10/1/2007 

 

250,000,000

 

250,000,000

UBS AG, 4.0%, 10/1/2007 

 

200,000,000

 

200,000,000

**Total Time Deposits** (Cost $1,755,199,122)

 

**1,755,199,122**

 

 

 

 

 

**Municipal Bonds and Notes 0.4%**

 
California, State Department of Water Resources, Power Supply Revenue, Series C-4, 3.73%***, 5/1/2022, JPMorgan Chase Bank (b) 

 

14,800,000

 

14,800,000

California, Housing Finance Agency Revenue, Multi-Family Housing, Series C, AMT, 4.07%***, 2/1/2033 

 

21,400,000

 

21,400,000

Connecticut, State Health & Educational Facilities Authority Revenue, Yale University, Series T-2, 3.75% ***, 7/1/2029 

 

25,000,000

 

25,000,000

Illinois, State General Obligation, Series B, 3.86% ***, 10/1/2033 

 

16,250,000

 

16,250,000

Michigan, University of Michigan, Hospital Revenues, Series B, 3.85% ***, 12/1/2037 

 

11,500,000

 

11,500,000

Maryland, State Health & Higher Educational Facilities Authority Revenue, Adventist Healthcare, Series B, 5.15% ***, 1/1/2035, LaSalle Bank NA (b) 

 

10,930,000

 

10,930,000

New Hampshire, Health & Education Facilities Authority Revenue, Dartmouth College,    3.83% ***, 6/1/2032 

 

11,800,000

 

11,800,000

New York City, NY, Transitional Finance Authority Revenue, Future Tax Secured, Series A-1, 3.8% ***, 11/15/2022 

 

10,030,000

 

10,030,000

**Total Municipal Bonds and Notes** (Cost $121,710,000)

 

**121,710,000**

 

**Repurchase Agreements 0.8%**

 
JPMorgan Securities, Inc., 4.05%, dated 9/28/2007, to be repurchased at $354,084 on  10/1/2007 (c) 

 

353,965

 

353,965

JPMorgan Securities, Inc., 5.1%, dated 9/28/2007, to be repurchased at $3,374,526 on 10/1/2007 (d)

 

3,373,092

 

3,373,092

The Bear Stearns & Co., Inc., 5.15%, dated 9/28/2007, to be repurchased at $199,454,979 on 10/1/2007 (e)

 

199,369,416

 

199,369,416

The Goldman Sachs & Co., 5.05%, dated 9/28/2007 to be repurchased at $100,042,083 on 10/1/2007 (f) 

 

100,000,000

 

100,000,000

**Total Repurchase Agreements** (Cost $303,096,473)

 

**303,096,473**

 

**% of****Net Assets**

 

**Value ($)**

**Total Investment Portfolio** (Cost $36,159,913,807) 

99.7

 

**36,159,913,807**

**Other Assets and Liabilities, Net**

0.3

 

**113,806,099**

**Net Assets**

100.0

 

**36,273,719,906**

 

*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, 2007.*

****

*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, 2007.*

*(a)*

*Reset date; not a maturity date.*

*(b)*

*Security incorporates a letter of credit from a major bank.*

*(c)*

*Collateralized by $620,000 United States Treasury STRIPS, 11/15/2018 with a value of $362,514.*

*(d)*

*Collateralized by $4,813,384 Federal National Mortgage Association STRIPS, with various maturities of 4/1/2033-12/1/2033 with a value of $3,475,246.*

*(e)*

*Collateralized by:*

 
***Principal*****

* *

* *

* *

***Collateral*****

 
 
***Amount ($)*****

***Security*****

***Rate (%)*****

***Maturity Date*****

***Value ($)*****

 
 
*67,464,180***

*Federal Home Loan Mortgage Corp.***

*5.743-7.214***

*11/1/2028-5/1/2037***

*68,494,227***

 
 
*134,659,831***

*Federal National Mortgage Association***

*4.793-7.169***

*2/1/2013-7/1/2037***

*134,865,842***

 
 
***Total Collateral Value*****

* *

* *

***203,360,069*****

 
*(f)*

*Collateralized by:*

 

 
***Principal*****

* *

* *

* *

***Collateral*****

 
 

 

 

 

 
***Amount ($)*****

***Security*****

***Rate (%)*****

***Maturity Date*****

***Value ($)*****

 
 
*88,850,790***

*Federal Home Loan Mortgage Corp.***

*5.0-6.5***

*1/15/2029-1/15/2036***

*85,429,079***

 
 
*16,246,548***

*Federal National Mortgage Association***

*3.9-4.589***

*2/25/2032-7/25/2036***

*16,570,922***

 
 
***Total Collateral Value*****

* *

* *

***102,000,001*****

 
*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.*

 

STRIPS:  Separate Trading of Registered Interest and Principal Securities.

 

 

**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 half-year (the registrant’s second fiscal half-year in the case of the annual report) 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 16, 2007

 

 

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 16, 2007

 

 

By:

/s/Paul Schubert

 

Paul Schubert

Chief Financial Officer and Treasurer

 

Date:                                        November 16, 2007

 

  |