- Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (N-Q)
20 Dezembro 2012 - 7:18PM
Edgar (US Regulatory)
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT
INVESTMENT COMPANY
Investment Company Act file number
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811- 4175
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DREYFUS CASH MANAGEMENT
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(Exact name of Registrant as specified in charter)
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c/o The Dreyfus Corporation
200 Park Avenue
New York, New York 10166
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(Address of principal executive offices) (Zip code)
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Janette E. Farragher, Esq.
200 Park Avenue
New York, New York 10166
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(Name and address of agent for service)
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Registrant's telephone number, including area code:
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(212) 922-6000
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Date of fiscal year end:
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1/31
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Date of reporting period:
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10/31/12
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FORM N-Q
Item 1. Schedule of Investments.
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STATEMENT OF INVESTMENTS
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Dreyfus Cash Management
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October 31, 2012 (Unaudited)
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Negotiable Bank Certificates of Deposit--39.5%
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Principal Amount ($)
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Value ($)
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Bank of Montreal (Yankee)
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0.20%, 1/10/13
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200,000,000
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200,000,000
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Bank of Nova Scotia (Yankee)
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0.27% - 0.59%, 11/1/12
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1,050,000,000
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a
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1,050,000,000
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Bank of Tokyo-Mitsubishi Ltd. (Yankee)
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0.25%, 1/7/13
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252,000,000
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252,000,000
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Branch Banking & Trust Co.
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0.28%, 11/19/12
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120,000,000
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120,000,000
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Chase Bank USA
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0.20%, 11/20/12
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300,000,000
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300,000,000
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Credit Suisse New York (Yankee)
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0.21% - 0.33%, 12/10/12 - 4/2/13
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895,000,000
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895,000,000
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DnB Bank (Yankee)
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0.30%, 11/6/12 - 3/28/13
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800,000,000
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800,000,000
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Mitsubishi Trust and Banking Corp. (Yankee)
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0.28%, 1/9/13
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500,000,000
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500,000,000
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Mizuho Corporate Bank (Yankee)
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0.26% - 0.34%, 11/5/12 - 1/10/13
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575,000,000
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575,000,000
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National Australia Bank (Yankee)
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0.49%, 11/2/12
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250,000,000
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a
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250,000,000
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Nordea Bank Finland (Yankee)
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0.36%, 2/19/13
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1,000,000,000
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1,000,000,000
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Norinchukin Bank (Yankee)
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0.27% - 0.31%, 1/2/13 - 1/23/13
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1,070,000,000
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1,070,000,000
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Rabobank Nederland (Yankee)
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0.26% - 0.29%, 11/6/12 - 11/30/12
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450,000,000
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450,000,000
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Royal Bank of Canada (Yankee)
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0.57%, 11/1/12
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240,000,000
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a
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240,000,000
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Skandinaviska Enskilda Banken (Yankee)
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0.32% - 0.34%, 11/27/12 - 12/19/12
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800,000,000
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b
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800,005,323
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Sumitomo Mitsui Banking Corporation (Yankee)
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0.32%, 11/5/12
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10,000,000
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b
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10,000,000
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Sumitomo Trust and Banking Co. (Yankee)
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0.27% - 0.34%, 11/19/12 - 1/17/13
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1,000,000,000
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999,942,250
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Svenska Handelsbanken (Yankee)
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0.21% - 0.30%, 1/4/13 - 3/25/13
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1,000,000,000
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b
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1,000,009,985
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Toronto Dominion Bank (Yankee)
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0.26%, 3/25/13
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250,000,000
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250,000,000
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Total Negotiable Bank Certificates of Deposit
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(cost $10,761,957,558)
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10,761,957,558
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Commercial Paper--12.5%
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ASB Finance Ltd.
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0.48%, 11/13/12
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75,000,000
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a,b
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75,000,000
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General Electric Capital Corp.
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0.27% - 0.40%, 12/7/12 - 3/26/13
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685,000,000
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684,461,603
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Mizuho Funding LLC
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0.25%, 1/16/13
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500,000,000
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b
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499,736,111
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Sumitomo Mitsui Banking Corporation
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0.50%, 11/1/12
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600,000,000
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b
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600,000,000
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Toyota Motor Credit Corp.
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0.27% - 0.35%, 2/22/13 - 3/27/13
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745,000,000
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744,178,553
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Westpac Banking Corp.
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0.60% - 0.62%, 11/1/12
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800,000,000
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a,b
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800,000,000
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Total Commercial Paper
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(cost $3,403,376,267)
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3,403,376,267
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Asset
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-Backed Commercial Paper--3.8%
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Alpine Securitization Corp.
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0.35%, 3/18/13
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225,415,000
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b
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225,114,760
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Atlantis One Funding Corp.
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0.26% - 0.27%, 12/10/12 - 1/9/13
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680,745,000
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b
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680,475,569
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CHARTA
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0.23%, 11/1/12
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43,000,000
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b
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43,000,000
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CRC Funding
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0.23%, 11/1/12
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100,000,000
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b
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100,000,000
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Total Asset-Backed Commercial Paper
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(cost $1,048,590,329)
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1,048,590,329
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Time Deposits--18.1%
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Bank of America N.A. (Grand Cayman)
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0.01%, 11/1/12
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1,240,000,000
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1,240,000,000
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Bank of Nova Scotia (Toronto)
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0.16%, 11/1/12
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250,000,000
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250,000,000
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Canadian Imperial Bank of Commerce (Grand Cayman)
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0.14%, 11/1/12
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450,000,000
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450,000,000
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Chase Bank USA (Grand Cayman)
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0.01%, 11/1/12
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200,000,000
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200,000,000
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Commonwealth Bank of Australia (Grand Cayman)
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0.16%, 11/1/12
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200,000,000
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200,000,000
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DnB Bank (Grand Cayman)
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0.16%, 11/1/12
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400,000,000
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400,000,000
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Lloyds TSB Bank (London)
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0.15%, 11/1/12
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750,000,000
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750,000,000
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National Australia Bank (Grand Cayman)
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0.16%, 11/1/12
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800,000,000
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800,000,000
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Nordea Bank Finland (Grand Cayman)
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0.17%, 11/1/12
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350,000,000
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350,000,000
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Royal Bank of Canada (Toronto)
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0.15%, 11/1/12
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300,000,000
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300,000,000
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Total Time Deposits
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(cost $4,940,000,000)
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4,940,000,000
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U.S. Government Agencies--4.5%
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Federal Farm Credit Bank
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0.24%, 11/18/13
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150,000,000
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a
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149,984,142
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Federal Home Loan Mortgage Corp.
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0.39%-0.40%, 11/1/12
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700,000,000
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a,c
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699,957,415
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Federal National Mortgage Association
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0.39%, 11/1/12
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350,000,000
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a,c
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349,994,548
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Total U.S. Government Agencies
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(cost $1,199,936,105)
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1,199,936,105
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U.S. Treasury Notes--4.4%
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0.14% - 0.19%, 12/17/12 - 5/15/13
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(cost $1,212,226,932)
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1,205,500,000
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1,212,226,932
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Repurchase Agreements--17.2%
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ABN AMRO Bank N.V.
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0.25%-0.28%, dated 10/31/12, due 11/1/12 in the
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amount of $1,910,013,472 (fully collateralized by
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$90,043,800 U.S. Treasury Inflation Protected
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Securities, 0.13%, due 1/15/22, value $99,670,869 and
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$1,798,073,100 U.S. Treasury Notes, 0.13%-3.63%, due
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4/15/13-8/15/19, value $1,848,529,227)
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1,910,000,000
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1,910,000,000
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Deutsche Bank Securities Inc.
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0.28%, dated 10/31/12, due 11/1/12 in the amount of
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$616,004,791 (fully collateralized by $596,834,300
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U.S. Treasury Notes, 0.50%-3.63%, due
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11/30/12-2/15/22, value $628,320,033)
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616,000,000
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616,000,000
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RBC Capital Markets
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0.22%-0.24%, dated 10/31/12, due 11/1/12 in the
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amount of $1,670,010,372 (fully collateralized by
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$150,555,000 Federal Home Loan Bank, 1.38%-3.25%, due
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3/20/13-6/28/27, value $151,905,277, $85,007,000
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Federal Home Loan Mortgage Corp., 0%, due 12/28/12,
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value $84,995,949, $67,135,000 Federal National
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Mortgage Association, 1.85%, due 12/28/18, value $69,098,941, $75,359,100
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U.S. Treasury Bills, due
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4/4/13-5/30/13, value $75,296,827 and $1,274,828,900
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U.S. Treasury Notes, 0.25%-4.75%, due
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7/31/13-8/31/17, value $1,322,103,209)
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1,670,000,000
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1,670,000,000
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TD Securities (USA) LLC
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0.25%, dated 10/31/12, due 11/1/12 in the amount of
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$500,003,472 (fully collateralized by $319,166,700
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U.S. Treasury Inflation Protected Securities,
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0.75%-3.88%, due 1/15/25-2/15/42, value $510,000,046)
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500,000,000
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500,000,000
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Total Repurchase Agreements
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(cost $4,696,000,000)
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4,696,000,000
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Total Investments
(cost $27,262,087,191)
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100.0
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%
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27,262,087,191
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Cash and Receivables (Net)
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.0
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%
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4,960,489
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Net Assets
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100.0
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%
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27,267,047,680
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a Variable rate security--interest rate subject to periodic change.
b Securities exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold
in transactions exempt from registration, normally to qualified institutional buyers. At October 31, 2012, these
securities amounted to $4,833,341,748 or 17.7% of net assets.
c The Federal Housing Finance Agency ("FHFA") placed Federal Home Loan Mortgage Corporation and Federal National Mortgage
Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these
companies.
At October 31, 2012, the cost of investments for federal income tax purposes was substantially the same as the cost for financial
reporting purposes.
The following is a summary of the inputs used as of October 31, 2012 in valuing the fund's investments:
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Valuation Inputs
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Short-Term Investments ($)+
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Level 1 - Unadjusted Quoted Prices
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-
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Level 2 - Other Significant Observable Inputs
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27,262,087,191
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Level 3 - Significant Unobservable Inputs
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-
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Total
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27,262,087,191
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+ See Statement of Investments for additional detailed categorizations.
The Financial Accounting Standards Board (“FASB”) Accounting
Standards Codification (“ASC”) is the exclusive reference of
authoritative U.S. generally accepted accounting principles (“GAAP”)
recognized by the FASB to be applied by nongovernmental entities.
Rules and interpretive releases of the Securities and Exchange
Commission (“SEC”) under authority of federal laws are also sources
of authoritative GAAP for SEC registrants. The fund's
financial statements are prepared in accordance with GAAP, which
may require the use of management estimates and assumptions. Actual
results could differ from those estimates.
Portfolio valuation: Investments in securities are valued at amortized
cost in accordance with Rule 2a-7 under the Act. If amortized cost is
determined not to approximate market value, the fair value of the portfolio
securities will be determined by procedures established by and under
the general supervision of the Board of Trustees.
The fair value of a financial instrument is the amount that would be
received to sell an asset or paid to transfer a liability in an orderly transaction
between market participants at the measurement date (i.e. the
exit price). GAAP establishes a fair value hierarchy that prioritizes the
inputs of valuation techniques used to measure fair value. This hierarchy
gives the highest priority to unadjusted quoted prices in active
markets for identical assets or liabilities (Level 1 measurements) and the
lowest priority to unobservable inputs (Level 3 measurements).
Additionally, GAAP provides guidance on determining whether the
volume and activity in a market has decreased significantly and
whether such a decrease in activity results in transactions that are not
orderly. GAAP requires enhanced disclosures around valuation inputs
and techniques used during annual and interim periods.
Various inputs are used in determining the value of the fund’s investments
relating to fair value measurements. These inputs are summarized
in the three broad levels listed below:
Level 1—unadjusted quoted prices in active markets for
identical investments.
Level 2—other significant observable inputs (including quoted
prices for similar investments, interest rates, prepayment speeds,
credit risk, etc.).
Level 3—significant unobservable inputs (including the fund’s
own assumptions in determining the fair value of investments).
The inputs or methodology used for valuing securities are not necessarily
an indication of the risk associated with investing in those
securities. For example, money market securities are valued using
amortized cost, in accordance with rules under the Act. Generally,
amortized cost approximates the current fair value of a security, but
since the value is not obtained from a quoted price in an active market,
such securities are reflected as Level 2.
The fund may enter into repurchase agreements with financial institutions, deemed to be creditworthy by the Manager, subject to
the sellers agreement to repurchase and the funds agreement to resell such securities at a mutually agreed upon price. Pursuant to
the terms of the repurchase agreement, such securities must have an aggregate market value greater than or equal to the terms of the
repurchase price plus accrued interest at all times. If the value of the underlying securities falls below the value of the repurchase
price plus accrued interest, the fund will require the seller to deposit additional collateral by the next business day. If the request for
additional collateral is not met, or the seller defaults on its repurchase obligation, the fund maintains its right to sell the underlying
securities at market value and may claim any resulting loss against the seller.
Additional investment related disclosures are hereby incorporated by reference to the annual
and semi-annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.
Item 2. Controls and Procedures.
(a) The Registrant's principal executive and principal financial officers have concluded, based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the Registrant's disclosure controls and procedures are reasonably designed to ensure that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the required time periods and that information required to be disclosed by the Registrant in the reports that it files or submits on Form N-Q is accumulated and communicated to the Registrant's management, including its principal executive and principal financial officers, as appropriate to allow timely decisions regarding required disclosure.
(b) There were no changes to the Registrant's internal control over financial reporting that occurred during the Registrant's most recently ended fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.
Item 3. Exhibits.
(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.
FORM N-Q
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.
DREYFUS CASH MANAGEMENT
By:
/s/ Bradley J. Skapyak
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Bradley J. Skapyak
President
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Date:
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December 19, 2012
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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.
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By:
/s/ Bradley J. Skapyak
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Bradley J. Skapyak
President
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Date:
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December 19, 2012
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By:
/s/ James Windels
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James Windels
Treasurer
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Date:
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December 19, 2012
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EXHIBIT INDEX
(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940. (EX-99.CERT)
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