N-Q 1 form.htm FORM NQ-521 form
    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 811-4723 
 
    DREYFUS TREASURY CASH MANAGEMENT 
    (Exact name of Registrant as specified in charter) 
 
 
    c/o The Dreyfus Corporation 
    200 Park Avenue 
    New York, New York 10166 
    (Address of principal executive offices) (Zip code) 
 
    Mark N. Jacobs, Esq. 
    200 Park Avenue 
    New York, New York 10166 
    (Name and address of agent for service) 
 
Registrant's telephone number, including area code: (212) 922-6000 
 
Date of fiscal year end:    1/31 
 
Date of reporting period:    10/31/04 


FORM N-Q

Item 1. Schedule of Investments.

Dreyfus Treasury Cash Management             
Statement Of Investments             
10/31/2004 (Unaudited)             
 
    Annualized         
    Yield on         
    Date of    Principal     
U.S. Treasury Bills - 47.4%    Purchase (%)    Amount ($)    Value ($) 




11/18/2004    1.68    850,000,000    849,325,667 
2/10/2005    1.70    500,600,000    498,232,072 
2/17/2005    1.70    50,000,000    49,746,500 
3/17/2005    1.85    100,000,000    99,308,667 
3/24/2005    1.90    250,000,000    248,127,594 
4/21/2005    2.00    300,000,000    297,178,500 
Total U.S. Treasury Bills             
(cost $2,041,919,000)            2,041,919,000 
 
U.S. Treasury Notes - 11.9%             




7.875%, 11/15/2004    1.58    118,841,000    119,120,599 
10.375%, 11/15/2004    1.77    76,000,000    76,245,156 
11.625%, 11/15/2004    1.81    110,422,000    110,828,338 
2.00%, 11/30/2004    1.42    150,000,000    150,066,621 
1.75%, 12/31/2004    1.06    54,000,000    54,057,485 
Total U.S. Treasury Notes             
(cost $510,318,199)            510,318,199 
 
Repurchase Agreements - 40.2%             




ABN AMRO Inc.             
dated 10/29/2004, due 11/1/2004 in the amount             
of $245,035,933 (fully collateralized by $118,089,000         
U.S. Treasury Bills, due 1/20/2005-4/21/2005, and         
$111,738,000 U.S. Treasury Bonds, 6.25%, due             
8/15/2023, value $249,900,045)    1.76    245,000,000    245,000,000 
Banc of America Securities             
dated 10/29/2004, due 11/1/2004 in the amount             
of $200,029,167 (fully collateralized by             
$194,300,000 U.S. Treasury Notes,             
6.50%, due 5/15/2005, value $204,524,455)    1.75    200,000,000    200,000,000 
Barclays Capital Inc.             
dated 10/29/2004, due 11/1/2004 in the amount             
of $350,050,417 (fully collateralized by $315,309,000         
U.S. Treasury Bills, due 4/7/2005-4/14/2005, and         
$34,529,000 U.S. Treasury Notes, 3.375%,             
due 1/15/2007, value $357,001,315)    1.73    350,000,000    350,000,000 
Credit Suisse First Boston             
dated 10/29/2004, due 11/1/2004 in the amount             
of $200,029,167 (fully collateralized by             
$204,864,000 U.S. Treasury Bills, due 1/20/2005,         
value $203,999,474)    1.75    200,000,000    200,000,000 
Goldman, Sachs & Co.             
dated 10/29/2004, due 11/1/2004 in the amount             
of $135,018,000 (fully collateralized by             
$17,717,000 U.S. Treasury Bonds             
7.625%, due 2/15/2025, and $110,454,000             
U.S. Treasury Notes, 3.375%-4.25%             
due 9/15/2009-11/15/2013, value $137,700,912)    1.60    135,000,000    135,000,000 
J.P. Morgan Securities, Inc.             
dated 10/29/2004, due 11/1/2004 in the amount             
of $200,029,667 (fully collateralized by             
$199,505,000 U.S. Treasury Notes, 1.625%-5.875%,         
due 11/15/2004-1/31/2005, value $203,999,649)    1.78    200,000,000    200,000,000 
Morgan Stanley Dean Witter & Co. Inc.             
dated 10/29/2004, due 11/1/2004 in the amount             
of $200,029,667 (fully collateralized by             
$383,158,000 U.S. Treasury Strips,             
due 11/15/2016-5/15/2019, value $210,120,218)    1.78    200,000,000    200,000,000 
UBS Warburg, Inc.             
dated 10/29/2004, due 11/1/2004 in the amount             
of $200,029,500 (fully collateralized by             
$201,749,000 U.S. Treasury Notes, 1.625%-5.875%,         
due 11/15/2004-9/30/2005, value $204,140,893)    1.77    200,000,000    200,000,000 
Total Repurchase Agreements             
(cost $1,730,000,000)            1,730,000,000 
 
Total Investments (cost $4,282,237,199)        99.5%    4,282,237,199 
Cash and Receivables (Net)        .5%    22,894,462 
Net Assets        100.0%    4,305,131,661 

Securities valuation policies and other 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.


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 TREASURY CASH MANAGEMENT

By:    /s/ Stephen E. Canter 
    Stephen E. Canter 
    President 
 
Date:    December 15, 2004 

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/ Stephen E. Canter 
    Stephen E. Canter 
    Chief Executive Officer 
 
Date:    December 15, 2004 
 
By:    /s/ James Windels 
James Windels
    Chief Financial Officer 
 
Date:    December 15, 2004 

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)