Cma Treasury Money Fund - Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (N-Q)
26 August 2008 - 4:18AM
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 811-06196
811-21298
Name of Fund: CMA Treasury Fund and Master Treasury LLC
Fund Address: 100 Bellevue Parkway, Wilmington, DE 19809
Name and address of agent for service: Donald C. Burke, Chief Executive Officer, CMA Treasury
Fund and Master Treasury LLC, 800 Scudders Mill Road, Plainsboro, NJ, 08536. Mailing
address: P.O. Box 9011, Princeton, NJ, 08543-9011
Registrants telephone number, including area code: (800) 221-7210
Date of fiscal year end: 03/31/2009
Date of reporting period: 04/01/2008 06/30/2008
Item 1 Schedule of Investments
|
CMA Treasury Fund
|
|
|
|
|
|
|
Schedule of Investments June 30, 2008 (Unaudited)
|
|
(Percentages shown are based on Net Assets)
|
|
|
|
Beneficial
|
|
|
|
|
|
|
Interest
|
|
|
|
|
|
|
(000)
|
|
Mutual Fund
|
|
|
|
Value
|
|
|
|
|
|
|
|
$ 1,723,375
|
|
Master Treasury LLC
|
|
|
|
$ 1,815,603,607
|
|
|
|
|
|
|
|
|
|
Total Investments (Cost - $1,815,603,607) - 100.0%
|
|
1,815,603,607
|
|
|
Liabilities in Excess of Other Assets - (0.0%)
|
|
(898,732)
|
|
|
|
|
|
|
|
Net Assets - 100.0%
|
|
|
|
$ 1,814,704,875
|
|
|
|
|
|
|
|
|
Effective April 1, 2008, the Fund adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, "Fair Value Measurements" ("FAS 157"). FAS 157 clarifies
the definition of fair value, establishes a framework for measuring fair values and requires additional disclosures about the use of fair value measurements. Various inputs are used in determining the fair value of investments, which are as
follows:
|
|
|
|
Level 1 - price quotations in active markets/exchanges for identical securities
|
|
|
|
Level 2 - other observable inputs (including, but not limited to: quoted prices for similar assets or liabilities in markets that are not active, inputs other than quoted prices that are
observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, and default rates) or other market-corroborated inputs)
|
|
|
|
Level 3 - unobservable inputs based on the best information available in the circumstance, to the extent observable inputs are not available (including the Fund's own assumption used 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 information about the Fund's policy
regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements as contained in its annual report.
|
|
The following table summarizes the inputs used as of June 30, 2008 in determining the fair valuation of the Fund's investments:
Valuation
|
|
Investments in
|
Inputs
|
|
Securities
|
|
|
|
Level 1
|
|
-
|
Level 2
|
|
$ 1,815,603,607
|
Level 3
|
|
-
|
|
|
|
Total
|
|
$ 1,815,603,607
|
|
|
|
Master Treasury LLC
|
|
|
|
|
|
|
|
|
Schedule of Investments June 30, 2008 (Unaudited)
|
|
|
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
Interest
|
|
Maturity
|
|
Par
|
|
|
Issue
|
|
Rate(s)
|
|
Date
|
|
(000)
|
|
Value
|
|
|
|
|
|
|
|
|
|
U.S. Government Obligations - 108.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Bills*
|
|
1.21 - 3.192 %
|
|
7/03/2008
|
|
$ 344,583
|
|
$ 344,541,186
|
|
|
1.44 - 1.957
|
|
7/10/2008
|
|
295,332
|
|
295,192,472
|
|
|
0.90 - 1.85
|
|
7/17/2008
|
|
253,191
|
|
252,975,766
|
|
|
1.205 - 2.386
|
|
7/24/2008
|
|
418,951
|
|
418,530,911
|
|
|
1.395 - 1.41
|
|
7/31/2008
|
|
80,000
|
|
79,903,513
|
|
|
1.801
|
|
8/07/2008
|
|
68,000
|
|
67,870,728
|
|
|
1.80
|
|
8/14/2008
|
|
30,000
|
|
29,932,500
|
|
|
1.872
|
|
8/21/2008
|
|
180,000
|
|
179,513,280
|
|
|
1.89 - 1.897
|
|
8/28/2008
|
|
281,000
|
|
280,129,029
|
|
|
1.866 - 1.869
|
|
9/04/2008
|
|
200,000
|
|
199,315,571
|
|
|
1.47 - 1.84
|
|
9/11/2008
|
|
348,000
|
|
346,738,669
|
|
|
1.841 - 1.85
|
|
9/25/2008
|
|
123,000
|
|
122,451,392
|
|
|
1.892 - 1.90
|
|
10/02/2008
|
|
218,000
|
|
216,954,431
|
|
|
1.72
|
|
10/30/2008
|
|
20,000
|
|
19,883,422
|
|
|
1.941
|
|
12/04/2008
|
|
30,000
|
|
29,746,052
|
|
|
2.25
|
|
12/26/2008
|
|
26,000
|
|
25,709,125
|
|
|
2.125
|
|
1/02/2009
|
|
12,000
|
|
11,870,375
|
|
|
|
|
|
|
|
|
|
Total Investments (Cost - $2,921,258,422**) - 108.3%
|
|
|
|
|
|
|
|
2,921,258,422
|
Liabilities in Excess of Other Assets - (8.3%)
|
|
|
|
|
|
|
|
(223,220,897)
|
|
|
|
|
|
|
|
|
|
Net Assets - 100.0%
|
|
|
|
|
|
|
|
$ 2,698,037,525
|
|
|
|
|
|
|
|
|
|
* The interest rates shown reflect the discount rates at the time of purchase.
** The cost and unrealized appreciation (depreciation) of investments as of June 30, 2008, as
computed for federal income tax purposes, were as follows:
|
Aggregate cost
|
|
$ 2,921,259,855
|
|
|
|
Gross unrealized appreciation
|
|
-
|
Gross unrealized depreciation
|
|
$ (1,433)
|
|
|
|
Net unrealized depreciation
|
|
$ (1,433)
|
|
|
|
1
|
Master Treasury LLC
|
|
|
Schedule of Investments June 30, 2008 (Unaudited)
|
|
|
Effective April 1, 2008, the Master LLC adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, "Fair Value Measurements" ("FAS 157"). FAS 157
clarifies the definition of fair value, establishes a framework for measuring fair values and requires additional disclosures about the use of fair value measurements. Various inputs are used in determining the fair value of investments, which are
as follows:
|
|
|
|
Level 1 - price quotations in active markets/exchanges for identical securities
|
|
|
|
Level 2 - other observable inputs (including, but not limited to: quoted prices for similar assets or liabilities in markets that are not active, inputs other than quoted prices that are
observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, and default rates) or other market-corroborated inputs)
|
|
|
|
Level 3 - unobservable inputs based on the best information available in the circumstance, to the extent observable inputs are not available (including the Master LLC's own assumption used
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 information about the Master LLC's
policy regarding valuation of investments and other significant accounting policies, please refer to the Master LLC's most recent financial statements as contained in its annual report.
The following table summarizes the inputs used as of June 30, 2008 in determining the fair valuation of the Master LLC's investments:
Valuation
|
|
Investments in
|
Inputs
|
|
Securities
|
|
|
|
Level 1
|
|
-
|
Level 2
|
|
$ 2,921,258,422
|
Level 3
|
|
-
|
|
|
|
Total
|
|
$ 2,921,258,422
|
|
|
|
2
Item 2 Controls and Procedures
2(a) The registrants principal executive and principal financial officers or persons performing
similar functions have concluded that the registrants disclosure controls and procedures (as
defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the
1940 Act)) are effective as of a date within 90 days of the filing of this report based on the
evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act
and Rule 15d-15(b) under the Securities Exchange Act of 1934, as amended.
2(b) There were no changes in the registrants internal control over financial reporting (as
defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrants last fiscal
quarter that have materially affected, or are reasonably likely to materially affect, the
registrants internal control over financial reporting.
Item 3 Exhibits
Certifications Attached hereto
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.
CMA Treasury Fund and Master Treasury LLC
By:
/s/ Donald C. Burke
Donald C. Burke
Chief Executive Officer of
CMA Treasury Fund and Master Treasury LLC
Date: August 22, 2008
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/ Donald C. Burke
Donald C. Burke
Chief Executive Officer (principal executive officer) of
CMA Treasury Fund and Master Treasury LLC
Date: August 22, 2008
By:
/s/ Neal J. Andrews
Neal J. Andrews
Chief Financial Officer (principal financial officer) of
CMA Treasury Fund and Master Treasury LLC
Date: August 22, 2008
|
Cma Treasury Fund (NASDAQ:CMTXX)
Historical Stock Chart
From Jun 2024 to Jul 2024
Cma Treasury Fund (NASDAQ:CMTXX)
Historical Stock Chart
From Jul 2023 to Jul 2024
Real-Time news about Cma Treasury Fund (MM) (NASDAQ): 0 recent articles
More Cma Treasury Money Fund News Articles