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  811-03495
 
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
100 Plaza One
Jersey City, NJ 07311
(Name and address of agent for service)
 
Registrant's telephone number, including area code:   (201) 593-6408
 
Date of fiscal year end:   12/31
 
Date of reporting period: 9/30/10

ITEM 1.
SCHEDULE OF INVESTMENTS


Investment Portfolio
as of September 30, 2010 (Unaudited)


DWS Money Market Series
DWS Money Market Series (the “Fund”) is a feeder fund that invests substantially all of its assets in a “master portfolio”, the Cash Management Portfolio (the “Portfolio”) and owns a pro rata interest in the Portfolio’s net assets.  At September 30, 2010, the Fund owned approximately 74% of the Portfolio’s outstanding interests. The Portfolio’s Schedule of Investments is set forth below.

 
Principal
Amount ($)
 
Value ($)
 
 
 
 
Certificates of Deposit and Bank Notes 20.2%
 
Abbey National Treasury Services PLC:
             
 
0.22%, 10/4/2010
 
100,000,000
 
100,000,000
 
 
0.295%, 10/4/2010
 
200,000,000
 
200,000,000
 
 
0.41%, 12/7/2010
 
124,000,000
 
124,000,000
 
 
0.41%, 12/10/2010
 
100,000,000
 
100,000,971
 
 
0.58%, 10/8/2010
 
50,000,000
 
50,002,913
 
Banco Bilbao Vizcaya Argentaria SA:
             
 
0.32%, 11/1/2010
 
227,000,000
 
227,000,000
 
 
0.43%, 10/19/2010
 
118,000,000
 
118,000,295
 
 
0.455%, 10/25/2010
 
328,900,000
 
328,901,095
 
Bank of Nova Scotia, 0.24%, 10/28/2010
 
191,700,000
 
191,700,000
 
Bank of Tokyo-Mitsubishi UFJ Ltd.:
             
 
0.4%, 10/19/2010
 
150,000,000
 
150,000,000
 
 
0.4%, 10/22/2010
 
25,000,000
 
25,000,000
 
 
0.54%, 2/2/2011
 
52,000,000
 
52,000,000
 
 
0.55%, 1/31/2011
 
200,000,000
 
200,000,000
 
 
0.57%, 11/9/2010
 
100,000,000
 
100,012,972
 
 
0.6%, 1/24/2011
 
50,000,000
 
50,000,000
 
BNP Paribas:
             
 
0.41%, 3/21/2011
 
100,000,000
 
100,004,734
 
 
0.51%, 2/11/2011
 
50,000,000
 
50,002,764
 
 
0.52%, 12/29/2010
 
75,000,000
 
75,001,845
 
 
0.53%, 4/12/2011
 
20,000,000
 
20,002,137
 
 
0.63%, 1/27/2011
 
250,000,000
 
250,000,000
 
Dexia Credit Local, 0.36%, 10/5/2010
 
138,944,000
 
138,944,000
 
Fortis Bank SA:
             
 
0.3%, 12/1/2010
 
88,500,000
 
88,500,000
 
 
0.32%, 12/27/2010
 
200,000,000
 
200,004,830
 
Intesa Sanpaolo SpA:
             
 
0.23%, 10/4/2010
 
100,000,000
 
100,000,000
 
 
0.25%, 10/4/2010
 
100,000,000
 
100,000,000
 
 
0.25%, 10/27/2010
 
168,500,000
 
168,500,000
 
KBC Bank NV:
             
 
0.51%, 10/22/2010
 
116,000,000
 
116,000,000
 
 
0.6%, 10/15/2010
 
50,000,000
 
50,000,000
 
 
0.65%, 11/15/2010
 
144,000,000
 
144,000,000
 
 
0.65%, 11/22/2010
 
290,000,000
 
290,000,000
 
Lloyds TSB Bank PLC:
             
 
0.47%, 10/27/2010
 
50,000,000
 
50,000,000
 
 
0.49%, 11/30/2010
 
200,000,000
 
200,000,000
 
 
0.53%, 11/29/2010
 
150,000,000
 
150,007,354
 
Mizuho Corporate Bank Ltd.:
             
 
0.28%, 1/7/2011
 
200,000,000
 
200,000,000
 
 
0.5%, 10/4/2010
 
150,000,000
 
150,000,000
 
Natixis:
             
 
0.25%, 10/8/2010
 
20,000,000
 
20,000,000
 
 
0.38%, 1/4/2011
 
115,000,000
 
115,000,000
 
 
0.53%, 10/28/2010
 
100,000,000
 
100,000,749
 
Nordea Bank Finland PLC:
             
 
0.52%, 2/22/2011
 
50,000,000
 
50,003,978
 
 
0.52%, 3/22/2011
 
45,000,000
 
45,023,565
 
             
Rabobank Nederland NV:
             
 
0.46%, 11/1/2010
 
15,000,000
 
15,000,065
 
 
0.52%, 1/21/2011
 
50,000,000
 
50,007,757
 
 
0.525%, 12/30/2010
 
89,000,000
 
89,005,545
 
 
0.55%, 2/1/2011
 
97,700,000
 
97,714,781
 
Royal Bank of Scotland NV:
             
 
0.36%, 1/21/2011
 
40,000,000
 
40,000,000
 
 
0.61%, 10/8/2010
 
114,000,000
 
114,000,000
 
Skandinaviska Enskilda Banken AB:
             
 
0.3%, 11/5/2010
 
50,000,000
 
50,000,000
 
 
0.31%, 11/5/2010
 
251,450,000
 
251,450,000
 
Societe Generale, 0.435%, 10/29/2010
 
50,000,000
 
50,005,633
 
Standard Chartered Bank, 0.465%, 10/29/2010
 
136,800,000
 
136,800,598
 
Sumitomo Mitsui Banking Corp.:
             
 
0.29%, 12/2/2010
 
220,000,000
 
220,000,000
 
 
0.45%, 10/13/2010
 
150,000,000
 
150,000,000
 
Toronto-Dominion Bank:
             
 
0.255%, 10/27/2010
 
21,500,000
 
21,500,692
 
 
0.28%, 10/28/2010
 
6,000,000
 
6,000,088
 
UBS AG, 0.56%, 10/1/2010
 
125,000,000
 
125,000,000
 
Unilever Capital Corp., 7.125%, 11/1/2010
 
9,500,000
 
9,555,355
 
 
Total Certificates of Deposit and Bank Notes (Cost $6,413,654,716)
 
6,413,654,716
 
 
 
Commercial Paper 37.1%
 
Issued at Discount **
   
Abbey National North America LLC:
             
 
0.47%, 11/15/2010
 
130,000,000
 
129,923,625
 
 
0.541%, 12/29/2010
 
120,000,000
 
119,839,800
 
 
0.6%, 12/10/2010
 
18,000,000
 
17,979,000
 
Amstel Funding Corp.:
             
 
0.37%, 11/26/2010
 
74,000,000
 
73,957,409
 
 
0.38%, 11/22/2010
 
63,000,000
 
62,965,420
 
 
0.38%, 11/26/2010
 
29,500,000
 
29,482,562
 
 
0.4%, 10/22/2010
 
95,000,000
 
94,977,833
 
Amsterdam Funding Corp., 144A, 0.28%, 10/12/2010
 
10,000,000
 
9,999,144
 
Antalis US Funding Corp.:
             
 
144A, 0.28%, 10/1/2010
 
87,440,000
 
87,440,000
 
 
144A, 0.3%, 10/29/2010
 
4,000,000
 
3,999,067
 
 
144A, 0.32%, 10/27/2010
 
37,658,000
 
37,649,297
 
 
144A, 0.34%, 11/30/2010
 
26,200,000
 
26,185,153
 
 
144A, 0.35%, 10/14/2010
 
42,000,000
 
41,994,692
 
 
144A, 0.36%, 10/18/2010
 
60,000,000
 
59,989,800
 
Argento Variable Funding:
             
 
144A, 0.28%, 10/7/2010
 
33,000,000
 
32,998,460
 
 
144A, 0.31%, 11/1/2010
 
28,000,000
 
27,992,526
 
 
144A, 0.37%, 1/20/2011
 
50,000,000
 
49,942,958
 
 
144A, 0.39%, 10/26/2010
 
7,000,000
 
6,998,104
 
 
144A, 0.47%, 10/21/2010
 
48,000,000
 
47,987,467
 
 
144A, 0.48%, 10/20/2010
 
95,000,000
 
94,975,933
 
 
144A, 0.48%, 12/1/2010
 
43,200,000
 
43,164,864
 
ASB Finance Ltd.:
             
 
0.42%, 3/14/2011
 
22,000,000
 
21,957,907
 
 
0.501%, 2/9/2011
 
74,300,000
 
74,164,815
 
Atlantic Asset Securitization LLC, 144A, 0.25%, 11/2/2010
 
25,000,000
 
24,994,444
 
Atlantis One Funding Corp., 144A, 0.24%, 10/5/2010
 
175,000,000
 
174,995,333
 
Banco Bilbao Vizcaya Argentaria SA:
             
 
0.31%, 10/14/2010
 
500,000
 
499,944
 
 
0.34%, 10/4/2010
 
157,000,000
 
156,995,552
 
 
0.39%, 10/18/2010
 
125,000,000
 
124,976,979
 
 
0.42%, 10/19/2010
 
148,000,000
 
147,968,920
 
 
0.45%, 11/18/2010
 
85,000,000
 
84,949,000
 
BNP Paribas Finance, Inc., 0.14%, 10/1/2010
 
502,463,000
 
502,463,000
 
BNZ International Funding Ltd.:
             
 
144A, 0.44%, 2/17/2011
 
50,000,000
 
49,915,056
 
 
144A, 0.46%, 1/28/2011
 
80,000,000
 
79,878,356
 
 
144A, 0.52%, 1/21/2011
 
98,500,000
 
98,340,649
 
BPCE SA:
             
 
0.47%, 11/8/2010
 
61,000,000
 
60,969,737
 
 
0.61%, 11/22/2010
 
25,000,000
 
24,977,972
 
Cancara Asset Securitisation LLC:
             
 
144A, 0.3%, 10/15/2010
 
90,000,000
 
89,989,500
 
 
144A, 0.3%, 10/20/2010
 
74,490,000
 
74,478,206
 
 
144A, 0.3%, 12/8/2010
 
50,000,000
 
49,971,667
 
Clipper Receivables Co., LLC, 0.28%, 10/12/2010
 
200,000,000
 
199,982,889
 
Commonwealth Bank of Australia, 144A, 0.29%, 11/16/2010
 
175,000,000
 
174,935,153
 
DnB NOR Bank ASA, 0.25%, 12/20/2010
 
101,600,000
 
101,543,556
 
ENI Coordination Center SA:
             
 
0.39%, 10/15/2010
 
35,000,000
 
34,994,692
 
 
0.45%, 10/22/2010
 
100,000,000
 
99,973,750
 
 
0.51%, 10/29/2010
 
11,100,000
 
11,095,597
 
General Electric Capital Corp.:
             
 
0.23%, 11/8/2010
 
150,000,000
 
149,963,583
 
 
0.25%, 11/29/2010
 
100,000,000
 
99,959,028
 
 
0.44%, 11/5/2010
 
100,000,000
 
99,957,222
 
General Electric Capital Services, Inc.:
             
 
0.24%, 12/8/2010
 
25,000,000
 
24,988,667
 
 
0.25%, 11/30/2010
 
125,000,000
 
124,947,917
 
 
0.27%, 11/16/2010
 
200,000,000
 
199,931,000
 
 
0.45%, 11/4/2010
 
50,000,000
 
49,978,750
 
General Electric Co., 0.17%, 10/1/2010
 
200,000,000
 
200,000,000
 
Grampian Funding LLC:
             
 
144A, 0.33%, 12/13/2010
 
24,000,000
 
23,983,940
 
 
144A, 0.43%, 11/1/2010
 
189,800,000
 
189,729,721
 
 
144A, 0.43%, 11/30/2010
 
66,000,000
 
65,952,700
 
 
144A, 0.45%, 10/29/2010
 
137,000,000
 
136,952,050
 
 
144A, 0.47%, 10/22/2010
 
76,387,000
 
76,366,057
 
 
144A, 0.47%, 12/2/2010
 
35,000,000
 
34,971,669
 
 
144A, 0.53%, 10/14/2010
 
216,000,000
 
215,958,660
 
 
144A, 0.56%, 10/1/2010
 
43,743,000
 
43,743,000
 
Hannover Funding Co., LLC:
             
 
0.47%, 10/18/2010
 
36,000,000
 
35,992,010
 
 
0.5%, 10/18/2010
 
76,000,000
 
75,982,055
 
 
0.52%, 10/1/2010
 
16,950,000
 
16,950,000
 
Hewlett-Packard Co., 0.2%, 10/4/2010
 
27,250,000
 
27,249,546
 
ING (US) Funding LLC, 0.18%, 10/6/2010
 
100,000,000
 
99,997,500
 
Johnson & Johnson, 144A, 0.25%, 1/20/2011
 
14,000,000
 
13,989,208
 
KBC Financial Products International Ltd.:
             
 
144A, 0.5%, 11/22/2010
 
11,494,000
 
11,485,699
 
 
144A, 0.6%, 10/4/2010
 
35,400,000
 
35,398,230
 
 
144A, 0.6%, 10/8/2010
 
26,000,000
 
25,996,967
 
Kreditanstalt fuer Wiederaufbau, 144A, 0.18%, 10/28/2010
 
5,000,000
 
4,999,325
 
LMA Americas LLC:
             
 
144A, 0.26%, 10/8/2010
 
19,869,000
 
19,867,996
 
 
144A, 0.26%, 10/27/2010
 
49,059,000
 
49,049,788
 
 
144A, 0.27%, 10/12/2010
 
16,700,000
 
16,698,622
 
 
144A, 0.27%, 10/13/2010
 
98,700,000
 
98,691,117
 
Matchpoint Master Trust:
             
 
0.24%, 10/12/2010
 
60,000,000
 
59,995,600
 
 
0.26%, 10/12/2010
 
77,065,000
 
77,058,878
 
 
0.35%, 11/10/2010
 
65,735,000
 
65,709,436
 
 
0.36%, 11/5/2010
 
115,000,000
 
114,959,750
 
Natixis US Finance Co., LLC, 0.41%, 11/9/2010
 
55,000,000
 
54,975,571
 
Nestle Finance International Ltd., 0.32%, 10/13/2010
 
100,000,000
 
99,989,333
 
New York Life Capital Corp.:
             
 
144A, 0.21%, 10/4/2010
 
35,000,000
 
34,999,387
 
 
144A, 0.21%, 10/7/2010
 
28,000,000
 
27,999,020
 
 
144A, 0.21%, 10/12/2010
 
40,211,000
 
40,208,420
 
Nieuw Amsterdam Receivables Corp.:
             
 
144A, 0.26%, 10/20/2010
 
50,000,000
 
49,993,139
 
 
144A, 0.27%, 10/4/2010
 
50,000,000
 
49,998,875
 
 
144A, 0.27%, 10/29/2010
 
72,727,000
 
72,711,727
 
 
144A, 0.33%, 10/1/2010
 
51,187,000
 
51,187,000
 
Nordea North America, Inc., 0.49%, 1/20/2011
 
195,000,000
 
194,705,388
 
NRW.Bank:
             
 
0.41%, 10/12/2010
 
100,000,000
 
99,987,472
 
 
0.41%, 2/8/2011
 
25,000,000
 
24,962,986
 
 
0.42%, 10/6/2010
 
38,000,000
 
37,997,783
 
 
0.42%, 10/12/2010
 
138,000,000
 
137,982,290
 
 
0.42%, 11/5/2010
 
200,000,000
 
199,918,333
 
 
0.43%, 10/22/2010
 
100,000,000
 
99,974,917
 
 
0.43%, 3/31/2011
 
64,250,000
 
64,111,095
 
 
0.45%, 11/5/2010
 
100,000,000
 
99,956,250
 
 
0.5%, 10/15/2010
 
64,800,000
 
64,787,400
 
 
0.51%, 10/8/2010
 
76,000,000
 
75,992,463
 
 
0.53%, 10/4/2010
 
92,000,000
 
91,995,937
 
PepsiCo, Inc.:
             
 
0.18%, 10/1/2010
 
50,000,000
 
50,000,000
 
 
0.18%, 10/6/2010
 
75,000,000
 
74,998,125
 
 
0.2%, 11/12/2010
 
50,000,000
 
49,988,333
 
 
0.22%, 11/15/2010
 
100,000,000
 
99,972,500
 
Procter & Gamble Co.:
             
 
0.24%, 10/4/2010
 
65,000,000
 
64,998,700
 
 
0.24%, 10/8/2010
 
70,000,000
 
69,996,733
 
 
0.25%, 10/14/2010
 
80,000,000
 
79,992,778
 
 
0.25%, 11/1/2010
 
50,000,000
 
49,989,236
 
 
0.27%, 11/17/2010
 
75,000,000
 
74,973,562
 
 
0.27%, 1/14/2011
 
44,000,000
 
43,965,350
 
 
0.27%, 1/18/2011
 
100,000,000
 
99,918,250
 
Procter & Gamble International Funding SCA:
             
 
144A, 0.17%, 10/28/2010
 
5,000,000
 
4,999,363
 
 
144A, 0.19%, 10/1/2010
 
50,000,000
 
50,000,000
 
Romulus Funding Corp.:
             
 
144A, 0.3%, 10/1/2010
 
11,330,000
 
11,330,000
 
 
144A, 0.45%, 10/29/2010
 
14,000,000
 
13,995,100
 
 
144A, 0.46%, 10/1/2010
 
32,050,000
 
32,050,000
 
Santander Central Hispano Finance Delaware, Inc.:
             
 
0.525%, 11/12/2010
 
150,000,000
 
149,908,125
 
 
0.535%, 11/15/2010
 
147,000,000
 
146,901,694
 
Scaldis Capital LLC:
             
 
0.26%, 11/2/2010
 
100,000,000
 
99,976,889
 
 
0.27%, 10/4/2010
 
77,000,000
 
76,998,267
 
 
0.27%, 10/22/2010
 
100,000,000
 
99,984,250
 
 
0.28%, 10/27/2010
 
20,500,000
 
20,495,854
 
 
0.32%, 10/4/2010
 
45,000,000
 
44,998,800
 
 
0.34%, 10/4/2010
 
45,200,000
 
45,198,719
 
 
0.34%, 10/25/2010
 
24,500,000
 
24,494,447
 
 
0.34%, 10/27/2010
 
189,500,000
 
189,452,355
 
Shell International Finance BV:
             
 
0.4%, 2/25/2011
 
50,000,000
 
49,918,333
 
 
0.45%, 1/5/2011
 
48,500,000
 
48,441,800
 
 
0.5%, 2/4/2011
 
80,400,000
 
80,259,300
 
Skandinaviska Enskilda Banken AB:
             
 
0.3%, 10/4/2010
 
62,000,000
 
61,998,450
 
 
0.35%, 10/14/2010
 
30,000,000
 
29,996,208
 
 
0.355%, 10/8/2010
 
100,000,000
 
99,993,097
 
 
0.39%, 10/5/2010
 
286,200,000
 
286,187,598
 
Societe Generale North America, Inc., 0.2%, 10/1/2010
 
248,967,000
 
248,967,000
 
Standard Chartered Bank:
             
 
0.32%, 12/10/2010
 
100,000,000
 
99,937,778
 
 
0.42%, 11/5/2010
 
125,000,000
 
124,948,958
 
 
0.6%, 10/1/2010
 
125,000,000
 
125,000,000
 
Starbird Funding Corp., 144A, 0.55%, 10/1/2010
 
75,000,000
 
75,000,000
 
Straight-A Funding LLC:
             
 
144A, 0.25%, 11/9/2010
 
50,072,000
 
50,058,439
 
 
144A, 0.25%, 12/13/2010
 
34,584,000
 
34,566,468
 
 
144A, 0.27%, 11/4/2010
 
69,554,000
 
69,536,264
 
 
144A, 0.27%, 11/15/2010
 
50,368,000
 
50,351,001
 
 
144A, 0.28%, 11/3/2010
 
132,419,000
 
132,385,012
 
 
144A, 0.35%, 10/12/2010
 
15,000,000
 
14,998,396
 
Tasman Funding, Inc.:
             
 
144A, 0.32%, 11/15/2010
 
10,571,000
 
10,566,772
 
 
144A, 0.32%, 12/9/2010
 
31,750,000
 
31,730,527
 
 
144A, 0.36%, 10/27/2010
 
20,808,000
 
20,802,590
 
Toyota Credit de Puerto Rico:
             
 
0.27%, 10/29/2010
 
43,000,000
 
42,990,970
 
 
0.29%, 12/7/2010
 
10,000,000
 
9,994,603
 
Toyota Motor Credit Corp., 0.28%, 12/3/2010
 
100,000,000
 
99,951,000
 
United Parcel Service, Inc., 144A, 0.07%, 10/5/2010
 
5,000,000
 
4,999,961
 
Victory Receivables Corp.:
             
 
144A, 0.25%, 10/12/2010
 
149,185,000
 
149,173,604
 
 
144A, 0.259%, 10/13/2010
 
99,048,000
 
99,039,416
 
Walt Disney Co., 0.18%, 10/8/2010
 
25,000,000
 
24,999,125
 
 
Total Commercial Paper (Cost $11,773,716,365)
 
11,773,716,365
 
 
 
Government & Agency Obligations 5.6%
 
Other Government Related (a) 0.3%
 
Bank of America NA, FDIC Guaranteed, 1.7%, 12/23/2010
 
50,000,000
 
50,149,252
 
International Bank for Reconstruction & Development:
             
 
0.307% *, 7/13/2011
 
6,500,000
 
6,501,562
 
 
0.468% *, 3/4/2011
 
5,500,000
 
5,505,523
 
JPMorgan Chase & Co., FDIC Guaranteed, 2.625%, 12/1/2010
 
40,000,000
 
40,150,729
 
 
 
102,307,066
 
US Government Sponsored Agencies 3.9%
 
Federal Home Loan Bank:
             
 
0.124% **, 10/22/2010
 
1,148,000
 
1,147,913
 
 
0.145% **, 10/29/2010
 
16,160,000
 
16,158,115
 
 
0.25%, 12/21/2010
 
12,000,000
 
11,997,430
 
 
0.27%, 10/26/2010
 
100,000,000
 
99,998,183
 
 
0.375%, 10/26/2010
 
17,600,000
 
17,601,100
 
 
Step-up Coupon, 0.375% to 10/16/2010, 0.5% to 1/16/2011, 0.875% to 4/16/2011, 1.125% to 5/11/2011
 
100,000,000
 
100,000,000
 
 
0.43%, 10/5/2010
 
25,000,000
 
25,000,916
 
 
0.48%, 10/25/2010
 
22,500,000
 
22,502,900
 
 
0.5%, 11/23/2010
 
20,000,000
 
20,004,206
 
 
0.52%, 4/12/2011
 
22,500,000
 
22,500,000
 
Federal Home Loan Mortgage Corp.:
             
 
0.187% **, 11/17/2010
 
181,000,000
 
180,955,102
 
 
0.219% **, 3/9/2011
 
150,000,000
 
149,854,250
 
 
0.238% **, 1/18/2011
 
35,000,000
 
34,974,567
 
 
0.27% **, 10/26/2010
 
72,700,000
 
72,685,864
 
 
0.326% **, 12/7/2010
 
20,000,000
 
19,987,717
 
 
0.326% **, 12/17/2010
 
20,000,000
 
19,985,883
 
 
0.336% **, 12/15/2010
 
40,000,000
 
39,971,667
 
Federal National Mortgage Association:
             
 
0.156% *, 7/27/2011
 
33,800,000
 
33,781,715
 
 
0.238% **, 1/19/2011
 
40,000,000
 
39,970,667
 
 
0.247% **, 12/13/2010
 
25,000,000
 
24,987,326
 
 
0.259% **, 10/25/2010
 
100,000,000
 
99,982,000
 
 
0.272% **, 11/1/2010
 
47,350,000
 
47,338,583
 
 
0.297% **, 1/18/2011
 
87,500,000
 
87,420,521
 
 
0.487% **, 4/7/2011
 
3,235,000
 
3,226,722
 
 
5.5%, 3/15/2011
 
33,050,000
 
33,790,243
 
 
 
1,225,823,590
 
US Treasury Obligations 1.4%
 
US Treasury Bills:
             
 
0.096% **, 10/14/2010
 
1,282,000
 
1,281,956
 
 
0.096% **, 10/21/2010
 
2,448,000
 
2,447,871
 
 
0.096% **, 11/18/2010
 
3,503,000
 
3,502,556
 
 
0.101% **, 10/14/2010
 
2,000
 
2,000
 
 
0.11% **, 11/18/2010
 
420,000
 
419,938
 
 
0.117% **, 1/20/2011
 
1,015,000
 
1,014,640
 
 
0.137% **, 1/20/2011
 
698,000
 
697,710
 
 
0.124% **, 12/2/2010
 
3,151,000
 
3,150,322
 
 
0.125% **, 1/20/2011
 
245,000
 
244,906
 
 
0.127% **, 10/21/2010
 
2,000,000
 
1,999,861
 
 
0.13% **, 12/9/2010
 
9,000,000
 
8,997,930
 
 
0.13% **, 1/20/2011
 
2,751,000
 
2,749,897
 
 
0.13% **, 1/27/2011
 
9,000,000
 
8,996,165
 
 
0.132% **, 12/16/2010
 
436,000
 
435,880
 
 
0.139% **, 11/4/2010
 
247,000
 
246,967
 
 
0.14% **, 11/4/2010
 
387,000
 
386,949
 
 
0.14% **, 11/26/2010
 
5,000,000
 
4,999,067
 
 
0.145% **, 10/14/2010
 
35,259,000
 
35,257,154
 
 
0.145% **, 10/28/2010
 
1,515,000
 
1,514,835
 
 
0.147% **, 11/12/2010
 
869,000
 
868,853
 
 
0.147% **, 11/18/2010
 
4,510,000
 
4,509,128
 
 
0.149% **, 1/6/2011
 
58,500,000
 
58,476,356
 
 
0.15% **, 10/14/2010
 
40,000,000
 
39,997,833
 
 
0.15% **, 1/27/2011
 
2,005,000
 
2,004,014
 
 
0.155% **, 1/13/2011
 
2,000,000
 
1,999,105
 
 
0.157% **, 1/13/2011
 
41,016,000
 
40,997,634
 
 
0.165% **, 12/9/2010
 
948,000
 
947,700
 
 
0.172% **, 1/6/2011
 
66,981,000
 
66,949,868
 
 
0.18% **, 2/17/2011
 
95,000,000
 
94,933,975
 
 
0.185% **, 1/6/2011
 
3,621,000
 
3,619,195
 
 
0.19% **, 11/4/2010
 
17,878,000
 
17,874,792
 
US Treasury Notes:
             
 
1.25%, 11/30/2010
 
25,000,000
 
25,039,189
 
 
4.5%, 2/28/2011
 
14,850,000
 
15,100,439
 
 
 
451,664,685
 
 
Total Government & Agency Obligations (Cost $1,779,795,341)
 
1,779,795,341
 
 
 
Short Term Notes * 15.1%
 
Abbey National Treasury Services PLC, 0.297%, 12/10/2010
 
4,500,000
 
4,497,750
 
ASB Finance Ltd., 144A, 0.377%, 1/14/2011
 
50,000,000
 
50,001,451
 
Bank of Nova Scotia:
             
 
0.266%, 11/23/2010
 
35,700,000
 
35,700,000
 
 
0.37%, 9/12/2011
 
104,450,000
 
104,450,000
 
Barclays Bank PLC:
             
 
144A, 0.407%, 2/7/2011
 
100,000,000
 
100,000,000
 
 
0.426%, 10/22/2010
 
307,450,000
 
307,450,000
 
 
0.657%, 4/21/2011
 
240,000,000
 
240,000,000
 
Bayerische Landesbank, 0.316%, 10/24/2011
 
40,000,000
 
40,000,000
 
Canadian Imperial Bank of Commerce:
             
 
0.257%, 10/15/2010
 
50,000,000
 
50,000,000
 
 
0.257%, 12/13/2010
 
100,000,000
 
100,000,000
 
 
0.39%, 11/8/2010
 
125,000,000
 
125,000,000
 
 
0.46%, 4/26/2011
 
199,850,000
 
199,850,000
 
 
0.51%, 11/22/2010
 
35,000,000
 
35,000,000
 
Dexia Credit Local, 1.624%, 4/18/2011
 
115,000,000
 
115,006,643
 
Intesa Sanpaolo SpA, 0.315%, 10/18/2010
 
75,000,000
 
74,999,466
 
JPMorgan Chase Bank NA, 0.256%, 5/31/2011
 
191,200,000
 
191,200,000
 
Kreditanstalt fuer Wiederaufbau, 0.57%, 3/2/2011
 
7,860,000
 
7,871,173
 
National Australia Bank Ltd.:
             
 
144A, 0.286%, 1/27/2011
 
160,000,000
 
160,000,000
 
 
0.317%, 6/10/2011
 
200,000,000
 
200,000,000
 
Natixis:
             
 
0.457%, 12/14/2010
 
38,000,000
 
38,000,000
 
 
0.519%, 11/1/2010
 
235,000,000
 
235,000,000
 
 
0.53%, 11/5/2010
 
151,000,000
 
151,000,000
 
 
0.549%, 12/1/2010
 
105,000,000
 
105,000,000
 
Rabobank Nederland NV:
             
 
0.246%, 11/22/2010
 
52,500,000
 
52,500,000
 
 
0.257%, 3/11/2011
 
50,000,000
 
50,000,000
 
 
0.316%, 4/26/2011
 
100,000,000
 
100,000,000
 
 
0.444%, 8/8/2011
 
238,200,000
 
238,200,000
 
 
144A, 0.446%, 9/16/2011
 
75,000,000
 
75,000,000
 
 
144A, 1.781%, 4/7/2011
 
278,000,000
 
278,000,000
 
Royal Bank of Canada:
             
 
0.256%, 2/24/2011
 
50,000,000
 
50,000,000
 
 
0.257%, 3/10/2011
 
100,000,000
 
100,000,000
 
 
0.257%, 3/14/2011
 
50,000,000
 
50,000,000
 
 
0.282%, 5/13/2011
 
100,000,000
 
100,000,000
 
 
0.41%, 8/12/2011
 
115,000,000
 
115,000,000
 
 
0.465%, 11/24/2010
 
70,000,000
 
70,000,000
 
 
0.689%, 6/23/2011
 
12,210,000
 
12,246,099
 
 
1.131%, 7/29/2011
 
2,000,000
 
2,011,268
 
Societe Generale, 0.33%, 11/16/2010
 
183,800,000
 
183,800,000
 
Standard Chartered Bank, 0.44%, 10/28/2010
 
34,000,000
 
34,000,000
 
Toronto-Dominion Bank:
             
 
0.256%, 10/29/2010
 
3,000,000
 
3,000,005
 
 
0.257%, 11/5/2010
 
5,750,000
 
5,750,003
 
 
0.257%, 2/4/2011
 
208,000,000
 
208,000,000
 
Westpac Banking Corp.:
             
 
0.28%, 10/12/2010
 
100,000,000
 
100,000,000
 
 
0.3%, 1/10/2011
 
130,000,000
 
130,000,000
 
 
144A, 0.307%, 12/13/2010
 
100,000,000
 
100,000,000
 
 
0.507%, 4/14/2011
 
65,000,000
 
65,000,000
 
 
Total Short Term Notes (Cost $4,792,533,858)
 
4,792,533,858
 
 
 
Time Deposits 15.7%
 
Bank of Nova Scotia, 0.1%, 10/1/2010
 
500,000,000
 
500,000,000
 
Branch Banking & Trust Co., 0.15%, 10/1/2010
 
1,000,000,000
 
1,000,000,000
 
Citibank NA, 0.19%, 10/1/2010
 
794,349,000
 
794,349,000
 
KBC Bank NV, 0.11%, 10/1/2010
 
490,000,000
 
490,000,000
 
Societe Generale, 0.23%, 10/4/2010
 
480,000,000
 
480,000,000
 
Svenska Handelsbanken AB, 0.15%, 10/1/2010
 
1,212,600,000
 
1,212,600,000
 
Wells Fargo Bank NA, 0.08%, 10/1/2010
 
500,000,000
 
500,000,000
 
 
Total Time Deposits (Cost $4,976,949,000)
 
4,976,949,000
 
 
 
Municipal Bonds and Notes 5.3%
 
Albany, NY, Industrial Development Agency, Civic Facility Revenue, The College of St. Rose, Series A, 0.29% ***, 7/1/2037, Bank of America NA (b) (c)
 
13,740,000
 
13,740,000
 
Arizona, Health Facilities Authority Revenue, Banner Health System, Series B, 0.27% ***, 1/1/2035, Scotiabank (c)
 
13,760,000
 
13,760,000
 
Blount County, TN, Public Building Authority, Local Government Public Improvement:
             
 
Series E-5-B, 0.27% ***, 6/1/2042, Branch Banking & Trust (c)
 
32,000,000
 
32,000,000
 
 
Series E-5-A, 0.28% ***, 6/1/2030, Branch Banking & Trust (c)
 
35,700,000
 
35,700,000
 
California, Health Facilities Financing Authority Revenue, Wells Fargo Stage Trust, Series 72C, 144A, 0.26% ***, 8/15/2039
 
28,275,000
 
28,275,000
 
California, Housing Finance Agency Revenue, Series A, AMT, 0.26% ***, 8/1/2035
 
9,520,000
 
9,520,000
 
Chicago, IL, Midway Airport Revenue, Series B, AMT, 0.33% ***, 1/1/2029, JPMorgan Chase Bank (c)
 
29,000,000
 
29,000,000
 
Cohoes, NY, Industrial Development Agency, Urban Cultural Park Facility Revenue, Eddy Cohoes Project, 0.28% ***, 12/1/2033, Bank of America NA (c)
 
5,000,000
 
5,000,000
 
Colorado, Housing & Finance Authority, Series I-A1, 144A, 0.3% ***, 10/1/2036
 
21,000,000
 
21,000,000
 
Colorado, Housing & Finance Authority, Single Family Program, Series I-A1, 0.41% ***, 11/1/2034
 
9,800,000
 
9,800,000
 
Colorado, Housing Finance Authority, Single Family Mortgage Revenue:
             
 
"I", Series B1, 0.25% ***, 5/1/2038
 
44,535,000
 
44,535,000
 
 
"I", Series A-2, 0.3% ***, 5/1/2038
 
27,145,000
 
27,145,000
 
Connecticut, State Health & Educational Facilities Authority Revenue, Danbury Hospital, Series J, 144A, 0.24% ***, 7/1/2036, Wells Fargo Bank NA (c)
 
20,020,000
 
20,020,000
 
Delaware, State Health Facilities Authority Revenue, Bayhealth Medical Center, Inc., Series C, 144A, 0.28% ***, 7/1/2039, Wells Fargo Bank NA (c)
 
6,240,000
 
6,240,000
 
District of Columbia, Metropolitan Washington Airport Authority Systems, Series C-1, 144A, AMT, 0.29% ***, 10/1/2033, Barclays Bank PLC (c)
 
66,750,000
 
66,750,000
 
District of Columbia, University Revenue, Wells Fargo Stage Trust, Series 57C, 144A,      0.27% ***, 4/1/2034
 
24,995,000
 
24,995,000
 
Florida, Jacksonville Electric Systems Revenue, Series 3D-2-B, 0.26% ***, 10/1/2037
 
23,945,000
 
23,945,000
 
Florida, Lee Memorial Heath Systems Hospital Revenue, Series B, 0.31% ***, 4/1/2033, Bank of America NA (c)
 
17,500,000
 
17,500,000
 
Georgia, Private Colleges & Universities Authority Revenue, Emory University, Series B-2, 0.23% ***, 9/1/2035
 
26,535,000
 
26,535,000
 
Illinois, Development Finance Authority Revenue, Chicago Symphony Project, 0.24% ***, 12/1/2033, Bank One NA (c)
 
11,000,000
 
11,000,000
 
Illinois, Educational Facilities Authority Revenues, Field Museum of Natural History, 144A, 0.25% ***, 11/1/2032, Bank of America NA (c)
 
16,500,000
 
16,500,000
 
Illinois, Finance Authority Revenue, "A", 144A, 0.27% ***, 12/1/2042
 
3,120,000
 
3,120,000
 
Illinois, Finance Authority Revenue, Rehabilitation Institute of Chicago, Series B, 0.23% ***, 4/1/2032, JPMorgan Chase Bank (c)
 
17,600,000
 
17,600,000
 
Indiana, IPS Multi-School Building Corp., Series R-885WF, 144A, 0.28% ***, 1/15/2025 (b)
 
7,530,000
 
7,530,000
 
Indiana, State Finance Authority Revenue, Ascension Health Credit Group, Series E-7, 144A, 0.23% ***, 11/15/2033
 
20,100,000
 
20,100,000
 
Indiana, State Finance Authority, Environmental Revenue, Duke Energy Indiana, Inc. Project, Series A-5, 0.28% ***, 10/1/2040, Bank of America NA (c)
 
9,600,000
 
9,600,000
 
Iowa, Finance Authority Health Facilities Revenue, Great River Medical Center Project,    0.34% ***, 6/1/2027, JPMorgan Chase Bank (c)
 
22,690,000
 
22,690,000
 
Iowa, Finance Authority Health Facilities Revenue, Iowa Health Systems, Series E, 0.31% ***, 7/1/2039, Bank of America NA (c)
 
4,900,000
 
4,900,000
 
Kansas, State Department of Transportation Highway Revenue, Series A-2, 0.24% ***, 9/1/2014
 
28,900,000
 
28,900,000
 
Kansas City, MO, Special Obligation, H. ROE Bartle Scout Reservation, Series E, 0.28% ***, 4/15/2034, Bank of America NA (c)
 
23,900,000
 
23,900,000
 
Los Angeles County, CA, Multifamily Housing Authority Revenue, Canyon Country Villas Project, Series H, 0.29% ***, 12/1/2032
 
15,800,000
 
15,800,000
 
Maine, State Housing Authority, Mortgage Purchase Revenue, Series D, AMT, 0.33% ***, 11/15/2042
 
10,000,000
 
10,000,000
 
Massachusetts, State Development Finance Agency Revenue, College of the Holy Cross, Series A, 0.29% ***, 9/1/2037, Bank of America NA (c)
 
10,765,000
 
10,765,000
 
Massachusetts, State Development Finance Agency Revenue, Wentworth Institute of Technology, 0.26% ***, 10/1/2030, RBS Citizens NA (c)
 
27,355,000
 
27,355,000
 
Massachusetts, State General Obligation:
             
 
Series A, 0.3% ***, 9/1/2016
 
31,845,000
 
31,845,000
 
 
Series B, 0.32% ***, 3/1/2026
 
7,400,000
 
7,400,000
 
Massachusetts, State Health & Educational Facilities Authority Revenue, Pool Loan Program, Series N, 0.33% ***, 2/1/2038, TD Bank NA (c)
 
4,385,000
 
4,385,000
 
Mississippi, Business Finance Corp., Gulf Opportunity Zone, SG Resources Mississippi LLC Project, 144A, 0.26% ***, 8/1/2035, SunTrust Bank (c)
 
20,000,000
 
20,000,000
 
Missouri, Bi-State Development Agency, Illinois Metropolitan District Revenue, Metrolink, Series A, 0.28% ***, 10/1/2035, JPMorgan Chase Bank (c)
 
8,000,000
 
8,000,000
 
Missouri, State Health & Educational Facilities Authority Revenue, St. Francis Medical Center, Series A, 0.34% ***, 6/1/2026, Bank of America NA (c)
 
5,885,000
 
5,885,000
 
Montgomery County, PA, General Obligation, Series A, 0.27% ***, 8/15/2024
 
15,775,000
 
15,775,000
 
Nashville & Davidson County, TN, Metropolitan Government, Health & Educational Facilities Board Revenue, Vanderbilt University, Series A, 0.22% ***, 10/1/2030
 
24,150,000
 
24,150,000
 
New Jersey, Economic Development Authority Revenue, School Facilities Construction, Series V-3, 144A, 0.23% ***, 3/1/2026, Bank of Nova Scotia (c)
 
9,150,000
 
9,150,000
 
New Jersey, Health Care Facilities Financing Authority Revenue, Children's Specialized Hospital, Series B, 144A, 0.22% ***, 7/1/2036, Wells Fargo Bank NA (c)
 
14,445,000
 
14,445,000
 
New Jersey, Health Care Facilities Financing Authority Revenue, Southern Ocean County Hospital, 144A, 0.22% ***, 7/1/2036, Wells Fargo Bank NA (c)
 
5,245,000
 
5,245,000
 
New York, State Dormitory Authority Revenues, Non-State Supported Debt, St. John's University, Series B-2, 0.23% ***, 7/1/2037, Bank of America NA (c)
 
32,000,000
 
32,000,000
 
New York, State Energy Research & Development Authority Facilities Revenue, Consolidated Edison Co. of New York, Inc.:
             
 
Series A-1, 144A, 0.24% ***, 5/1/2039, Mizuho Corporate Bank (c)
 
22,800,000
 
22,800,000
 
 
Series C-3, 144A, AMT, 0.24% ***, 11/1/2039, Mizuho Corporate Bank (c)
 
24,500,000
 
24,500,000
 
 
Series A-2, 144A, 0.25% ***, 5/1/2039, Mizuho Corporate Bank (c)
 
21,100,000
 
21,100,000
 
New York, State Housing Finance Agency Revenue, 316 Eleventh Avenue Housing, Series A, AMT, 0.26% ***, 5/15/2041
 
48,500,000
 
48,500,000
 
New York, State Housing Finance Agency Revenue, Helena Housing, Series A, AMT,   0.28% ***, 5/15/2036
 
55,950,000
 
55,950,000
 
New York, State Mortgage Agency, Homeowner Mortgage Revenue:
             
 
Series 135, AMT, 0.32% ***, 4/1/2037
 
5,600,000
 
5,600,000
 
 
Series 150, AMT, 0.32% ***, 10/1/2037
 
33,390,000
 
33,390,000
 
New York, Triborough Bridge & Tunnel Authority Revenues, Series C, 144A, 0.29% ***, 1/1/2032
 
88,445,000
 
88,445,000
 
New York, Triborough Bridge & Tunnel Authority Revenues, Wells Fargo Stage Trust, Series 11C, 144A, 0.27% ***, 11/15/2037
 
24,610,000
 
24,610,000
 
New York City, NY, Municipal Finance Authority, Water & Sewer Systems Revenue:
             
 
Series F1A, 0.23% ***, 6/15/2035
 
30,500,000
 
30,500,000
 
 
Series F-1, 0.3% ***, 6/15/2033
 
8,000,000
 
8,000,000
 
New York City, NY, Municipal Finance Authority, Water & Sewer Systems Revenue, Second Generation Resolution, Series CC-2, 0.21% ***, 6/15/2038
 
5,895,000
 
5,895,000
 
New York, NY, General Obligation:
             
 
Series C-4, 0.25% ***, 8/1/2020, BNP Paribas (c)
 
46,150,000
 
46,150,000
 
 
Series G-4, 0.26% ***, 3/1/2039
 
45,000,000
 
45,000,000
 
 
Series H-2, 0.3% ***, 8/1/2014 (b)
 
14,500,000
 
14,500,000
 
 
Series I-8, 0.33% ***, 4/1/2036, Bank of America NA (c)
 
10,870,000
 
10,870,000
 
 
Series J12, 0.45% ***, 8/1/2029
 
50,280,000
 
50,280,000
 
North Carolina, Capital Facilities Finance Agency, Educational Facilities Revenue, Forsyth Country Day School, 0.27% ***, 12/1/2031, Branch Banking & Trust (c)
 
12,775,000
 
12,775,000
 
North Carolina, Medical Care Commission, Health Care Facilities Revenue, Lenoir Memorial Hospital Project, 144A, 0.27% ***, 4/1/2036, Branch Banking & Trust (c)
 
2,500,000
 
2,500,000
 
Oklahoma, State Turnpike Authority Revenue, Series D, 0.24% ***, 1/1/2028
 
2,210,000
 
2,210,000
 
Sarasota County, FL, Public Hospital District Revenue, Sarasota Memorial Hospital, Series B, 0.28% ***, 7/1/2037, Bank of America NA (c)
 
26,665,000
 
26,665,000
 
Texas, Lower Neches Valley Authority, Industrial Development Corp., Exempt Facilities Revenue, ExxonMobil Corp. Project, Series B, AMT, 0.25% ***, 11/1/2029
 
29,000,000
 
29,000,000
 
Texas, State Veterans Housing Assistance Fund II, Series C, 0.27% ***, 6/1/2031
 
11,700,000
 
11,700,000
 
Texas, University of Houston Revenues, Consolidated Systems, 0.24% ***, 2/15/2024
 
8,565,000
 
8,565,000
 
Travis County, TX, Health Facilities Development Corp., Retirement Facilities Revenue, Longhorn Village Project, Series B, 0.24% ***, 7/1/2037, Bank of Scotland (c)
 
17,500,000
 
17,500,000
 
Tulsa, OK, Airports Improvement Trust, Special Facility Revenue, Bizjet International Sales & Support, Inc., 144A, AMT, 0.29% ***, 8/1/2018, Landesbank Hessen-Thuringen (c)
 
7,000,000
 
7,000,000
 
University of California Revenues, 0.314%, 12/15/2010
 
40,000,000
 
39,974,167
 
University of New Mexico, Systems Improvement Revenues, 0.27% ***, 6/1/2026
 
41,020,000
 
41,020,000
 
University of Texas, Financing Systems Revenues, Series B, 0.22% ***, 8/1/2039
 
40,275,000
 
40,275,000
 
Washington, State Housing Finance Commission, Nonprofit Revenue, St. Thomas School Project, Series B, 0.27% ***, 7/1/2036, Bank of America NA (c)
 
10,510,000
 
10,510,000
 
Wisconsin, Housing & Economic Development Authority, Home Ownership Revenue, Series B, 0.25% ***, 3/1/2033 (d)
 
15,300,000
 
15,300,000
 
Wisconsin, University Hospitals & Clinics Authority Revenue, Series B, 0.24% ***, 4/1/2029, US Bank NA (c)
 
5,330,000
 
5,330,000
 
 
Total Municipal Bonds and Notes (Cost $1,669,914,167)
 
1,669,914,167
 
 
 
Repurchase Agreements 1.0%
 
Banc of America Securities LLC, 0.24%, dated 9/30/2010, to be repurchased at $57,561,741 on 10/1/2010 (e)
 
57,561,357
 
57,561,357
 
Barclays Capital PLC, 0.22%, dated 9/30/2010, to be repurchased at $200,001,222 on 10/1/2010 (f)
 
200,000,000
 
200,000,000
 
JPMorgan Securities, Inc., 0.23%, dated 9/30/2010, to be repurchased at $12,583,058 on 10/1/2010 (g)
 
12,582,978
 
12,582,978
 
Morgan Stanley & Co., Inc., 0.27%, dated 9/30/2010, to be repurchased at $25,000,188 on 10/1/2010 (h)
 
25,000,000
 
25,000,000
 
 
Total Repurchase Agreements (Cost $295,144,335)
 
295,144,335
 

 
% of
Net Assets
 
Value ($)
 
 
Total Investment Portfolio (Cost $31,701,707,782) †
100.0
 
31,701,707,782
 
Other Assets and Liabilities, Net
0.0
 
8,273,807
 
 
Net Assets
100.0
 
31,709,981,589
 

For information on the Portfolio's policies regarding the valuation of investments and other significant accounting policies, please refer to the Portfolio's most recent semi-annual or annual financial statements.
*
These securities are shown at their current rate as of September 30, 2010.  Floating rate securities' yields vary with a designated market index or market rate, such as the coupon-equivalent of the US Treasury bill rate.
**
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, 2010.
The cost for federal income tax purposes was $31,701,707,782.
(a)
Government-backed debt issued by financial companies or government sponsored enterprises.

(b)
Bond is insured by one of these companies:

Insurance Coverage
 
As a % of Total
Investment Portfolio
 
National Public Finance Guarantee Corp.
    0.1  

Many insurers who have traditionally guaranteed payment of municipal issues have been downgraded by the major rating agencies.
 
(c)
Security incorporates a letter of credit from the bank listed.
(d)
Federal and state taxable issue.
(e)
Collateralized by $55,596,324 Federal National Mortgage Association, 4.5%, maturing on 10/1/2040 with a value of $59,288,198.
(f)
Collateralized by $180,306,200 US Treasury Bond, 4.375%, maturing on 2/15/2038 with a value of $204,000,012.
(g)
Collateralized by $17,280,000 US Treasury STRIPS, Zero Coupon, maturing on 2/15/2021 with a value of $12,834,893.
(h)
Collateralized by $24,345,652 Federal National Mortgage Association, 5.0%, maturing on 4/1/2038 with a value of $25,750,001.
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.
FDIC: Federal Deposit Insurance Corp.
STRIPS: Separate Trading of Registered Interest and Principal Securities
 

Fair Value Measurements

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

The following is a summary of the inputs used as of September 30, 2010 in valuing the Portfolio's investments.

   
Level 1
   
Level 2
   
Level 3
   
Total
 
Assets
                 
Investments in Securities (i)
  $     $ 31,406,563,447     $     $ 31,406,563,447  
Repurchase Agreements
          295,144,335             295,144,335  
Total
  $     $ 31,701,707,782     $     $ 31,701,707,782  

There have been no significant transfers in and out of Level 1 and Level 2 fair value measurements during the period ended September 30, 2010.
(i)
See Investment Portfolio for additional detailed categorizations.




ITEM 2.
CONTROLS AND PROCEDURES
   
 
(a)     The Chief Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on the evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
   
 
(b)     There have been no changes in the registrant’s internal control over financial reporting that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal controls over financial reporting.
   
ITEM 3.
EXHIBITS
   
 
Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.



 
 
SIGNATURES

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

Registrant:
DWS Money Market Series, a series of DWS Money Market Trust
   
By:
/s/Michael G. Clark
Michael G. Clark
President
   
Date:
November 23, 2010


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


By:
/s/Michael G. Clark
Michael G. Clark
President
   
Date:
November 23, 2010
   
   
   
By:
/s/Paul Schubert
Paul Schubert
Chief Financial Officer and Treasurer
   
Date:
November 23, 2010

Grafico Azioni Scudder Money Market Series: Ins (NASDAQ:ICAXX)
Storico
Da Mag 2024 a Giu 2024 Clicca qui per i Grafici di Scudder Money Market Series: Ins
Grafico Azioni Scudder Money Market Series: Ins (NASDAQ:ICAXX)
Storico
Da Giu 2023 a Giu 2024 Clicca qui per i Grafici di Scudder Money Market Series: Ins