Monthly Money Market Holdings Report

Transcription

1 Monthly Money Market Holdings Report Mount Vernon Securities Lending Trust Prime Portfolio Unaudited Money Market Fund Holdings as-of 6/28/2013 Weighted Average Maturity (WAM) 19 Days Weighted Average Life (WAL) 116 Days Issuer Name Category CUSIP Principal Amount Final Legal Barton Capital LLC Asset Backed Commercial Paper 06945JBH5 53,500, /2/ /2/ % 53,500, Fairway Finance Corp Asset Backed Commercial Paper 30601YMH5 25,000, /12/2013 9/12/ % 25,000, Fairway Finance Corp Asset Backed Commercial Paper 30601YMN2 25,000, /16/2013 2/10/ % 25,000, Fairway Finance Corp Asset Backed Commercial Paper 30601YMD4 24,000, /22/ /19/ % 24,000, Fairway Finance Corp Asset Backed Commercial Paper 30601YML6 15,000, /25/ /25/ % 15,000, Gotham Funding Corp Asset Backed Commercial Paper 38346LUA2 10,000, /10/2013 7/10/ % 9,999, Gotham Funding Corp Asset Backed Commercial Paper 38346LUH7 20,000, /17/2013 7/17/ % 19,998, Gotham Funding Corp Asset Backed Commercial Paper 38346LV11 20,685, /1/2013 8/1/ % 20,681, Kells Funding LLC Asset Backed Commercial Paper 48803ACK9 48,600, /8/ /8/ % 48,598, Kells Funding LLC Asset Backed Commercial Paper 48803ACS2 53,000, /11/ /13/ % 53,000, Kells Funding LLC Asset Backed Commercial Paper 48803ADA0 50,000, /29/ /6/ % 50,000, Liberty Street Funding LLC Asset Backed Commercial Paper 53127TU9 23,500, /9/2013 7/9/ % 23,499, Liberty Street Funding LLC Asset Backed Commercial Paper 53127TUH4 15,000, /17/2013 7/17/ % 14,999, Manhattan Asset Funding Co Asset Backed Commercial Paper 56274LU2 22,500, /2/2013 7/2/ % 22,499, Manhattan Asset Funding Co Asset Backed Commercial Paper 56274LU85 13,000, /8/2013 7/8/ % 12,999, Manhattan Asset Funding Co Asset Backed Commercial Paper 56274LUA0 22,000, /10/2013 7/10/ % 21,999, Manhattan Asset Funding Co Asset Backed Commercial Paper 56274LUH5 20,000, /17/2013 7/17/ % 19,998, Manhattan Asset Funding Co Asset Backed Commercial Paper 56274LUR3 10,000, /25/2013 7/25/ % 9,998, Nieuw Amsterdam Receivables Corp Asset Backed Commercial Paper 65409RUB4 25,000, /11/2013 7/11/ % 24,998, Nieuw Amsterdam Receivables Corp Asset Backed Commercial Paper 65409RUG3 7,000, /16/2013 7/16/ % 6,999, Nieuw Amsterdam Receivables Corp Asset Backed Commercial Paper 65409RV23 20,000, /2/2013 8/2/ % 19,996, Page 1 of 8

2 Issuer Name (continued) Category CUSIP Principal Amount Final Legal Banco del Estado de Chile/NY Certificate of Deposit 05962PWD7 50,000, /1/2013 8/20/ % 50,000, Banco del Estado de Chile/NY Certificate of Deposit 05962PXT1 53,500, /17/ /18/ % 53,500, Bank of Montreal/Chicago Certificate of Deposit 06366AHH8 49,000, /5/2013 7/5/ % 49,000, Bank of Montreal/Chicago Certificate of Deposit 06366LCP1 73,500, /18/ /13/ % 73,500, Bank of Nova Scotia/Houston Certificate of Deposit 06417E6E8 60,000, /1/2013 8/15/ % 60,000, Bank of Nova Scotia/Houston Certificate of Deposit 06417FVF4 7,000, /1/2013 5/13/ % 7,000, Bank of Nova Scotia/Houston Certificate of Deposit 06417FPF1 45,000, /1/2013 2/28/ % 45,000, Bank of Nova Scotia/Houston Certificate of Deposit 06417EL76 49,000, /9/ /9/ % 49,000, Bank of Tokyo-Mitsubishi UFJ Ltd/NY Certificate of Deposit 06538F2V5 74,000, /3/2013 7/3/ % 74,000, Bank of Tokyo-Mitsubishi UFJ Ltd/NY Certificate of Deposit 06538FLA0 48,500, /11/2013 7/11/ % 48,500, BNP Paribas/Chicago Certificate of Deposit 05567VE27 13,500, /18/2013 7/18/ % 13,500, Canadian Imperial Bank of Commerce/NY Certificate of Deposit 13606YYS9 45,750, /1/2013 5/16/ % 45,750, Canadian Imperial Bank of Commerce/NY Certificate of Deposit 13606YWN2 50,000, /1/2013 9/12/ % 50,000, Canadian Imperial Bank of Commerce/NY Certificate of Deposit 13606YTW6 5,000, /1/2013 1/8/ % 5,001, Credit Suisse/NY Certificate of Deposit 22550DW47 50,000, /9/2013 9/9/ % 50,000, Credit Suisse/NY Certificate of Deposit 22550DC23 47,500, /25/ /25/ % 47,500, Deutsche Bank AG/NY Certificate of Deposit 25153DBR3 53,500, /1/2013 4/30/ % 53,500, Deutsche Bank AG/NY Certificate of Deposit 25152XPG9 48,500, /1/2013 8/19/ % 48,500, DnB Bank ASA/NY Certificate of Deposit 23330LXN1 50,000, /22/ /22/ % 50,000, Mitsubishi UFJ Trust & Banking Corp/NY Certificate of Deposit 60682AET9 50,000, /9/ /9/ % 50,000, National Australia Bank/NY Certificate of Deposit 63253TTZ1 49,000, /16/ /16/ % 49,000, National Australia Bank/NY Certificate of Deposit 63253TME5 22,750, /14/2013 2/14/ % 22,909, Nordea Bank Finland PLC/NY Certificate of Deposit 65558EBD9 50,000, /1/2013 8/1/ % 50,000, Nordea Bank Finland PLC/NY Certificate of Deposit 65558EKG2 35,000, /25/ /25/ % 34,999, Nordea Bank Finland PLC/NY Certificate of Deposit 65558EAY4 3,000, /29/2013 1/27/ % 3,008, Nordea Bank Finland PLC/NY Certificate of Deposit 65558EGZ5 44,000, /12/2013 2/11/ % 44,000, Rabobank Nederland NV/NY Certificate of Deposit 21684BDX9 50,000, /5/ /4/ % 50,000, Rabobank Nederland NV/NY Certificate of Deposit 74977M7L3 50,000, /12/2013 7/12/ % 50,000, Rabobank Nederland NV/NY Certificate of Deposit 21684BES9 45,000, /15/2013 1/15/ % 45,000, Page 2 of 8

3 Issuer Name (continued) Category CUSIP Principal Amount Final Legal Royal Bank of Canada/NY Certificate of Deposit 78009NJE7 58,500, /5/2013 7/3/ % 58,500, Skandinaviska Enskilda Banken/NY Certificate of Deposit 83051HJC1 50,000, /8/ /8/ % 50,000, Skandinaviska Enskilda Banken/NY Certificate of Deposit 83051HFL5 40,000, /9/2013 7/9/ % 40,000, Societe Generale/NY Certificate of Deposit 83368NAZ4 48,600, /8/2013 3/10/ % 48,600, Sumitomo Mitsui Banking Corp/NY Certificate of Deposit 86562DH86 48,500, /1/ /27/ % 48,500, Svenska Handelsbanken/NY Certificate of Deposit 86958CVL5 25,000, /5/ /4/ % 25,000, Svenska Handelsbanken/NY Certificate of Deposit 86958CQQ0 45,000, /10/2013 7/10/ % 45,000, Swedbank/NY Certificate of Deposit 87019QT32 50,000, /19/ /19/ % 50,000, Toronto-Dominion Bank/NY Certificate of Deposit 89112WUT2 25,000, /5/2013 8/6/ % 25,000, Toronto-Dominion Bank/NY Certificate of Deposit 89112W5U7 23,500, /17/2013 6/17/ % 23,500, Toronto-Dominion Bank/NY Certificate of Deposit 89112WDG9 21,900, /19/ /21/ % 21,902, Wells Fargo Bank Certificate of Deposit 9497P6ZE1 48,600, /1/2013 9/3/ % 48,600, Wells Fargo Bank Certificate of Deposit 9497P6F94 50,000, /1/ /9/ % 50,000, ANZ National International Ltd ANZ National International Ltd ASB Finance LTD London ASB Finance LTD London ASB Finance LTD London Commonwealth Bank of Australia DnB Bank ASA Nordea Bank AB Toyota Motor Credit Corp Paper 00182HBQ4 50,000, /8/ /6/ % 50,000, Paper 00182HBL5 50,000, /11/ /11/ % 49,998, Paper 0020P5DS5 25,000, /3/2013 7/3/ % 25,000, Paper 0020P5DX4 42,400, /12/2013 5/12/ % 42,400, Paper 0020P2WG7 20,000, /16/2013 9/16/ % 19,991, Paper 20272ADP 40,500, /8/ /8/ % 40,500, Paper 2332K4CT9 50,000, /23/2013 8/23/ % 50,000, Paper 65558FXF7 15,000, /15/ /15/ % 14,990, Paper 89233AAA7 50,000, /15/2013 9/12/ % 50,000, Federal Home Loan Bank Government Agency Debt VN4 50,000, /1/2013 4/15/ % 49,987, Federal Home Loan Bank Government Agency Debt J0 75,000, /1/2013 4/25/ % 75,000, Page 3 of 8

4 Issuer Name (continued) Category CUSIP Principal Amount Final Legal BNP Paribas Securities Corp HSBC Securities (USA) Inc. Government Agency Repurchase Agreement CR ,000, /1/2013 7/1/ % 100,000, Government Agency Repurchase Agreement CR ,000, /1/2013 7/1/ % 50,000, Dreyfus Institutional Cash Advantage Fund, Institutional Shares Investment Company 26200V104 38,442, /5/2013 7/5/ % 38,442, DWS Money Market Series Fund, Institutional Shares Investment Company 23337T201 40,837, /5/2013 7/5/ % 40,837, Goldman Sachs Financial Square Money Market Fund Investment Company 38141W232 40,802, /5/2013 7/5/ % 40,802, ANZ National International Ltd Other Note 00182EAN9 50,000, /20/ /20/ % 50,220, Commonwealth Bank of Australia Other Note 2027A0FP9 11,535, /17/2013 3/17/ % 11,593, General Electric Capital Corp Other Note 36962G4W1 18,546, /8/2013 1/7/ % 18,628, General Electric Capital Corp Other Note 36962G5B6 13,513, /8/2013 4/7/ % 13,580, General Electric Capital Corp Other Note B1W8JG7 17,000, /20/2013 6/20/ % 17,007, HSBC Bank Plc Other Note 44328MAD6 7,700, /12/2013 8/12/ % 7,712, HSBC Bank Plc Other Note 44328MAE4 10,940, /12/2013 8/12/ % 10,948, International Bank for Reconstruction & Development Other Note 45905ULZ5 30,000, /1/2013 1/3/ % 30,000, Kreditanstalt fuer Wiederaufbau Other Note EJ9 24,000, /17/2013 3/17/ % 24,005, MassMutal Global Funding LLC Other Note 57629WBN9 33,010, /15/2013 1/14/ % 33,085, MassMutal Global Funding LLC Other Note 57629WAX8 3,950, /6/ /6/ % 3,953, MetLife Global Funding I Other Note 59217FCA7 38,000, /10/ /9/ % 38,000, MetLife Global Funding I Other Note 59217GAF6 19,060, /10/2013 1/10/ % 19,132, MetLife Global Funding I Other Note 59217GAS8 4,000, /12/ /12/ % 4,006, MetLife Institutional Funding II Other Note 59157BAF9 16,595, /5/2013 4/4/ % 16,705, MetLife Institutional Funding II Other Note 59157BAL6 14,750, /10/2013 1/10/ % 14,750, MetLife Institutional Funding II Other Note 59157BAK8 10,000, /12/2013 9/12/ % 10,000, National Australia Bank Other Note 6325C0BS9 25,400, /8/ /8/ % 25,461, Nederlandse Waterschapsbank NV Other Note B5L1Z78 30,000, /27/2013 5/27/ % 30,103, New York Life Global Funding Other Note 64952WBB8 10,065, /5/2013 4/4/ % 10,087, Nordea Bank AB Other Note 65557CAG8 5,000, /15/2013 1/14/ % 5,024, Svenska Handelsbanken AB Other Note 86959JCN6 52,500, /4/2013 7/3/ % 52,500, Svenska Handelsbanken AB Other Note 86959JDE5 35,000, /15/ /13/ % 35,000, Page 4 of 8

5 Issuer Name (continued) Category CUSIP Principal Amount Final Legal Toronto-Dominion Bank Other Note 89114QAD0 38,750, /26/2013 7/26/ % 38,756, Total Capital Canada Ltd Other Note 89153UAA9 51,359, /17/2013 1/17/ % 51,477, Westpac Banking Corp Other Note 9612E0BV8 48,000, /18/ /18/ % 48,085, Westpac Banking Corp Other Note 91621CCH2 53,250, /3/2013 7/1/ % 53,250, BNP Paribas Securities Corp Other Repurchase Agreement CR69999A4 80,000, /2/2013 8/2/ % 80,000, HSBC Securities (USA) Inc. Other Repurchase Agreement CR ,000, /1/2013 7/1/ % 29,000, ING Financial Markets LLC Other Repurchase Agreement CR ,000, /1/2013 7/1/ % 75,000, J.P. Morgan Securities Other Repurchase Agreement CR49929P8 100,000, /2/2013 8/2/ % 100,000, Arlington County, Virginia, Ballston Public Parking Project Variable Rate Demand Note AA8 9,400, /5/2013 7/5/ % 9,400, Ascension Parish, IMTT- Geismar Project, Series 2007 Variable Rate Demand Note 04350RAC2 7,810, /5/2013 7/5/ % 7,810, Burlington Kansas, Environmental Improvement Revenue Refunding Bonds, Kansas City Power & Light, Series 2007A Variable Rate Demand Note AY6 34,000, /5/2013 7/5/ % 34,000, Camden County New Jersey, Cooper Health System, Series 2004B Variable Rate Demand Note 13281QAA3 13,925, /5/2013 7/5/ % 13,925, District of Columbia, Carnegie Endowment for International Peace, Series 2006 Variable Rate Demand Note 25483VAE4 33,250, /5/2013 7/5/ % 33,250, District of Columbia, Multimodal Revenue Bonds, Series 1998A Variable Rate Demand Note RZ8 18,300, /5/2013 7/5/ % 18,300, Fauquier County, Virginia, Wakefield School, Series 2008 Variable Rate Demand Note AN7 6,720, /5/2013 7/5/ % 6,720, Florida Higher Educational Facilities Financing Authority, Ringling College of Art and Design, Series 2008 Variable Rate Demand Note 34073TAZ0 6,000, /5/2013 7/5/ % 6,000, Halifax Hospital Medical Center, Daytona Beach, Series 2008 Variable Rate Demand Note HE4 49,600, /5/2013 7/5/ % 49,600, Harris County Cultural Education Facilities Finance Corp Variable Rate Demand Note BF6 11,100, /5/2013 7/5/ % 11,100, Illinois Finance Authority, Illinois Wesleyan University, Series 2008 Variable Rate Demand Note 45200FLF4 8,900, /5/2013 7/5/ % 8,900, Jackson Township Industrial Development Authority Variable Rate Demand Note AH8 14,350, /5/2013 7/5/ % 14,350, Louisiana Public Facilities Authority, Inter-Community Health Care, Series 1999 Variable Rate Demand Note 54640A2C3 6,405, /5/2013 7/5/ % 6,405, Maryland Health & Higher Educational Facilities Authority, University of Maryland Medical System, Series 2007A Variable Rate Demand Note G74 15,935, /5/2013 7/5/ % 15,935, Middletown Educational Buildings Revenue, Christian Academy of Louisville, Series 2004 Variable Rate Demand Note AA4 4,555, /5/2013 7/5/ % 4,555, Minnesota Housing Finance Agency, Series 2007E Variable Rate Demand Note 60415NJ78 3,600, /5/2013 7/5/ % 3,600, New Hampshire Health & Education Facilities Authority Variable Rate Demand Note WS4 17,000, /5/2013 7/5/ % 17,000, Northstar Student Loan Trust II, Series 2012A Variable Rate Demand Note 66705GAA1 22,400, /5/2013 7/5/ % 22,400, Page 5 of 8

6 Issuer Name (continued) Category CUSIP Principal Amount Final Legal Ohio State Higher Education Facility, Case Western Reserve University, Series 2008A Variable Rate Demand Note 67756BVL1 8,000, /5/2013 7/5/ % 8,000, Pima County Industrial Development Authority Variable Rate Demand Note AC0 11,385, /5/2013 7/5/ % 11,385, Saint Paul Housing & Redevelopment Authority, Allina Health System, Series 2007C-1 Variable Rate Demand Note FQ5 33,350, /5/2013 7/5/ % 33,350, Summit County Port Authority, Summa Enterprises Group, Series 2006 Variable Rate Demand Note 86605VAE9 13,410, /5/2013 7/5/ % 13,410, Virginia Small Business Financing Authority, Hampton University, Series 2008A Variable Rate Demand Note KQ0 11,000, /5/2013 7/5/ % 11,000, Warren County, WKU Student Life Foundation, Series 2008 Variable Rate Demand Note AC9 9,900, /5/2013 7/5/ % 9,900, Wisconsin Housing & Economic Development Variable Rate Demand Note UY6 12,670, /5/2013 7/5/ % 12,670, PORTFOLIO MATURITY 1,2 Overnight 22.0% 2-7 days 20.7% 8-29 days 40.1% days 11.3% days 4.7% 121+ days 1.2% PORTFOLIO ALLOCATION 2 Asset Backed Commercial Paper 11.9% Certificates of Deposit 41.0% Paper 7.8% Government Agency Debt 2.8% Government Agency Repurchase Agreements 3.4% Investment Companies 2.7% Other Notes 15.3% Other Repurchase Agreements 6.4% Variable Rate Demand Notes 8.7% Page 6 of 8

7 BANK EXPOSURE BY COUNTRY OF DOMICILE 2,3 Australia 11.1% Canada 16.6% Chile 2.3% France 4.4% Germany 2.3% Japan 8.1% Netherlands 6.9% Norway 2.3% Sweden 10.2% Switzerland 2.2% United Kingdom 1.1% United States 11.8% 1 Calculated using maturity date as defined below 2 Shown as a percentage of amortized cost 3 Some securities held by the fund may not have bank exposure, therefore the chart provided may not include the fund's entire investment portfolio Terms: Weighted Average Maturity (WAM): The average time to maturity of all the securities held in the fund, weighted by each security s percentage of total investments. WAM measures a fund s sensitivity to interest rate changes. Weighted Average Life (WAL): The average time to final legal maturity of all the securities held in the fund, weighted by each security s percentage of total investments. WAL measures a fund s sensitivity to potential credit spread changes. : The earlier of the date the principal amount must unconditionally be paid, the next interest rate reset date, or in the case of a security called for redemption, the date on which the redemption payment must be made. Final Legal : The date the principal amount must unconditionally be paid, or in the case of a security called for redemption, the date on which the redemption payment must be made. : Represents either the annualized yield at the date of purchase, the stated coupon rate, or, for floating rate securities, the rate at period-end. : Pursuant to Rule 2a-7, portfolio securities are valued at the fund s acquisition cost adjusted for amortization of premium or accretion of discount rather than at their current market value. Bank Exposure: The combination of either direct exposure when an investment is issued by a bank, or indirect exposure where a bank provides full liquidity and/or other credit support to a security. Page 7 of 8

8 The information contained in this report relates to Mount Vernon Securities Lending Prime Portfolio (the "Portfolio"), a series of Mount Vernon Securities Lending Trust (the "Trust"). Shares of the Portfolio have not been registered under the Securities Act of 1933, as amended (the "1933 Act"), and, because they are offered only on a private placement basis to a limited number of qualified investors who participate in U.S. Bank's securities lending program, it is anticipated that they will be exempt from the registration provisions of the 1933 Act. Shares of the Portfolio may not be transferred or resold without registration under the 1933 Act, or pursuant to an exemption from such registration. However, shares of the Portfolio may be redeemed in accordance with the terms of the Trust's Agreement and Declaration of Trust and the Trust's offering memorandum. Effective November 30, 2010, the Portfolio is required to provide the Securities and Exchange Commission ( SEC ) with a monthly electronic filing of more detailed portfolio holdings information on Form N-MFP. The SEC will make the Form N-MFP available to the public 60 days after the end of the month to which the filing pertains. Beginning on or about January 31, 2011, you may access the Portfolio s publicly available Form N-MFP filings on the SEC s website by clicking here. The fund s holdings are as of the date indicated and are subject to change without notice. The listing of holdings does not constitute a recommendation of any individual security. Current and future holdings are subject to risk. Security names may not represent the official legal name. Please read the fund s most recent annual report for an audited portfolio holdings list. An investment in money market funds is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other governmental agency. Although these funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in these funds. U.S. Bancorp Asset Management, Inc., a registered investment advisor and subsidiary of U.S. Bank National Association, manages the portfolio. U.S. Bank is not responsible for and does not guarantee the products, service or performance of its affiliates and third party providers. NOT FDIC INSURED NO BANK GUARANTEE MAY LOSE VALUE Page 8 of 8