-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, OkNHv5jI72qlB69i8CVPr/KcG0KUJZeQxzA1KBzbqUi4wmcUfSjApQZE+F3Km981 j08NUp8xtmb1Oy3j9tXbSg== 0001193125-04-203445.txt : 20041124 0001193125-04-203445.hdr.sgml : 20041124 20041124162724 ACCESSION NUMBER: 0001193125-04-203445 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041124 DATE AS OF CHANGE: 20041124 EFFECTIVENESS DATE: 20041124 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CDC NVEST CASH MANAGEMENT TRUST CENTRAL INDEX KEY: 0000317947 IRS NUMBER: 046447044 STATE OF INCORPORATION: MA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-02819 FILM NUMBER: 041167581 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON STREET CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 8003997788 MAIL ADDRESS: STREET 1: 399 BOYLSTON STREET CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: NVEST CASH MANAGEMENT TRUST DATE OF NAME CHANGE: 20000202 FORMER COMPANY: FORMER CONFORMED NAME: NEW ENGLAND CASH MANAGEMENT TRUST DATE OF NAME CHANGE: 19920703 N-Q 1 dnq.txt CDC CASH MANAGEMENT TRUST FORM N-Q UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANIES Investment Company Act file number: 811-2819 CDC Nvest Cash Management Trust (Exact name of registrant as specified in charter) 399 Boylston Street, Boston, Massachusetts 02116 (Address of principal executive offices) (Zip code) Coleen Downs Dinneen, Esq. IXIS Asset Management Distributors, L.P. 399 Boylston Street Boston, Massachusetts 02116 (Name and address of agent for service) Registrant's telephone number, including area code: (617) 449-2810 Date of fiscal year end: June 30, 2004 Date of reporting period: September 30, 2004 ITEM I SCHEDULE OF INVESTMENTS - -------------------------------------------------------------------------------- CASH MANAGEMENT TRUST - MONEY MARKET SERIES - -------------------------------------------------------------------------------- Investments as of September 30, 2004 (unaudited) Investments - 100.1% of Total Net Assets
Principal Amount Description Value (c) - -------------------------------------------------------------------------------------------------------- COMMERCIAL PAPER - 91.0% Asset-Backed - 16.2% 15,000,000 Clipper Receivables Co. LLC, 1.875%, 10/01/2004 15,000,000 16,000,000 Lexington Parker Capital Corp., 144A, 1.560%, 10/12/2004 15,992,373 10,000,000 CRC Funding LLC, 144A, 1.680%, 10/21/2004 9,990,667 5,000,000 ASAP Funding, Ltd., 144A, 1.900%, 12/20/2004 4,978,889 8,496,000 Apreco LLC, 144A, 1.960%, 1/18/2005 8,445,581 ------------ 54,407,510 ------------ Banking - 13.1% 5,000,000 Yorkshire Building Society, 1.520%, 10/05/2004 4,999,155 10,000,000 Kitty Hawk Funding Corp., 144A, 1.700%, 10/12/2004 9,994,806 10,000,000 Yorkshire Building Society, 1.720%, 10/14/2004 9,993,789 10,000,000 Citigroup Global Markets, 1.640%, 11/12/2004 9,980,867 9,000,000 American Health Centers, Inc., Note, 1.940%, 3/01/2019 (a) 9,000,000 ------------ 43,968,617 ------------ Banks - 14.3% 5,000,000 Banco Continental de Panama SA, 1.420%, 10/01/2004 5,000,000 10,000,000 UBS Finance Delaware LLC, 1.880%, 10/01/2004 10,000,000 10,000,000 Alliance & Leicester PLC, 144A, 1.140%, 10/12/2004 9,996,518 8,000,000 Alliance & Leicester PLC, 144A, 1.520%, 10/15/2004 7,995,271 5,000,000 Banco Continental de Panama SA, 1.750%, 11/02/2004 4,992,222 5,000,000 HBOS Treasury Services, 1.635%, 11/05/2004 4,992,052 5,000,000 Bank of America Corp., Note, 1.800%, 1/28/2005 (a) 5,000,000 ------------ 47,976,063 ------------ Financial - 9.3% 5,000,000 General Electric Capital Corp., Note, 1.868%, 2/16/2005 (a) 5,000,000 2,345,000 SSK Co. LLC, Note, 1.890%, 11/01/2021 (a) 2,345,000 17,450,000 MOB Management Two LLC, Note, 2.140%, 12/01/2026 (a) 17,450,000 3,245,000 Alpine Capital Investments LLC, Note, 1.940%, 9/15/2027 (a) 3,245,000 3,130,000 MOB Management One LLC, Note, 2.140%, 12/01/2031 (a) 3,130,000 ------------ 31,170,000 ------------ Health Care-Services - 4.4% 15,000,000 Dean Health Systems, Inc., 1.740%, 11/09/2004 14,971,725 ------------ Municipal - 12.8% 5,000,000 Michigan State, 1.400%, 12/01/2004 5,000,000 6,310,000 New York, NY, City Industrial Development Agency, (Airis JFK I LLC), 1.830%, 7/01/2008 (a) 6,310,000 1,294,000 Birmingham, AL, Special Care Facilities Financing Authority, 2.040%, 9/01/2018 (a) 1,295,000 19,000,000 New Jersey Economic Development Authority, (Marina Energy LLC), 1.830%, 9/01/2021 (a) 19,000,000 5,000,000 Connecticut State Housing Finance Authority, 1.840%, 5/15/2033 (a) 5,000,000 2,100,000 Florida Housing Finance Corp., (Stuart Pointe Partners, Ltd.), 1.840%, 4/01/2034 (a) 2,100,000 4,544,838 Los Angeles, CA, Community Redevelopment Agency, (Security Building), 1.930%, 12/15/2034 (a) 4,544,838 ------------ 43,249,838 ------------ Real Estate - 4.0% 1,125,000 Shayeson-Huff Properties LLC, Note, 1.940%, 11/01/2016 (a) 1,125,000 2,755,000 Cardiology Building Associates LLC, Note, 1.860%, 10/01/2021 (a) 2,755,000 1,970,000 Jobs Co. (The) LLC, Note, 1.940%, 2/01/2022 (a) 1,970,000 2,700,000 J&M LLC, Secured Promissory Note, 2.040%, 10/01/2026 (a) 2,700,000 4,995,000 VWS McAdory Market LLC, Note, 2.000%, 7/01/2027 (a) 4,995,000 ------------ 13,545,000 ------------ Special Purpose - 11.1% 17,500,000 Lockhart Funding LLC, 144A, 1.700%, 10/06/2004 17,495,868 10,000,000 Ciesco LLC, 144A, 1.600%, 10/25/2004 9,989,333
10,000,000 CAFCO LLC, 144A, 1.880%, 12/15/2004 9,960,833 ------------ 37,446,034 ------------ Trade Receivables - 1.9% 6,500,000 Jupiter Securitization Corp., 144A, 1.620%, 10/05/2004 6,498,830 ------------ Trust - 1.5% 5,000,000 FCAR Owner Trust I, 1.740%, 10/15/2004 4,996,617 ------------ U.S. Government & Agency - 2.4% 2,000,000 Federal Home Loan Bank, 1.500%, 5/04/2005 2,000,000 4,000,000 FNMA, 1.750%, 5/23/2005 4,000,000 2,000,000 Federal Home Loan Bank, 2.020%, 6/08/2005 2,000,000 ------------ 8,000,000 ------------ Total Commercial Paper (Cost $306,230,234) 306,230,234 ------------
Principal Amount Description Value (c) - -------------------------------------------------------------------------------------------------------- TIME DEPOSITS - 4.6% 15,600,000 Banque National de Paris Time Deposit, 1.875%, 10/01/2004 15,600,000 ------------ Total Time Deposits (Cost $15,600,000) 15,600,000 ------------
Principal Amount Description Value (c) - -------------------------------------------------------------------------------------------------------- MEDIUM TERM NOTE - 4.5% 15,000,000 Caterpillar Financial Services Corp., Note,, 1.701%, 7/09/2005 (a) 15,000,000 ------------ Total Medium Term Note (Cost $15,000,000) 15,000,000 ------------
Principal Amount Description Value (c) - -------------------------------------------------------------------------------------------------------- SHORT TERM INVESTMENT - 0.0% 78,512 Repurchase Agreement with Investors Bank & Trust Co. dated 9/30/2004 at 1.27% to be repurchased at $78,515 on 10/01/2004, collateralized by $81,138 Federal National Mortgage Bond, 5.597%, due 5/01/2032 valued at $82,437. 78,512 ------------ Total Short Term Investment (Cost $78,512) 78,512 ------------ Total Investments -- 100.1% (Identified Cost $336,908,746) (b) 336,908,746 Other assets less liabilities (404,578) ------------ Total Net Assets -- 100.0% $336,504,168 ============
(a) Floating rate notes are instruments whose interest rates vary with changes in a designated base rate (such as the prime interest rate) on a specified date (such as coupon date or interest payment date). These instruments are payable on demand and are secured by letters of credit or other credit support agreements from major banks. Maturity dates shown represent the ultimate maturity of the note. (b) The aggregate cost for federal income tax purposes was $336,908,746. At September 30, 2004, the components of distributable earnings, on a tax basis consisted of $0 of undistributed ordinary income and $0 of long-term gains. (c) Security Valuation. The Trust employs the amortized cost method of security valuation as set forth in Rule 2a-7 under the 1940 Act which, in the opinion of the Trustees of the Trust, represents the fair value of the particular security. The amortized cost of a security is determined by valuing it at original cost and thereafter assumes a constant accretion/amortization to maturity of any discount/premium. 144A Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these securities amounted to $111,338,969 or 33.1% of net assets. ITEM 2. CONTROLS AND PROCEDURES. The Trust's principal executive officer and principal financial officer have concluded that the Trust's disclosure controls and procedures are sufficient to ensure that information required to be disclosed by the Trust in this Form N-Q was recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms, based upon such officers' evaluation of these controls and procedures as of a date within 90 days of the filing date of the report. There were no significant changes or corrective actions with regard to significant deficiencies or material weaknesses in the Trust's internal controls or in other factors that could significantly affect the Trust's internal controls subsequent to the date of their evaluation. ITEM 3. EXHIBITS (a)(1) Certification for the principal executive officer as required by Rule 30a-2(a) of the Investment Company Act of 1940, as amended (the "Act") filed herewith. (a)(2) Certification for the principal financial officer as required by Rule 30a-2(a) of the Investment Company Act of 1940, as amended (the "Act") filed herewith. 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. CDC Nvest Cash Management Trust By: /s/ JOHN T. HAILER ---------------------------------------- Name: John T. Hailer Title: President and Chief Executive Officer Date: November 19, 2004 Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed by the following persons on behalf of the registrant and in the capacities and on the dates indicated. By: /S/ JOHN T. HAILER ---------------------------------------- Name: John T. Hailer Title: President and Chief Executive Officer Date: November 19, 2004 By: /S/ MICHAEL KARDOK ---------------------------------------- Name: Michael Kardok Title: Treasurer Date: November 19, 2004 EX-99.CERT 2 dex99cert.txt CERTIFICATION PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT Exhibit (a)(1) CDC Nvest Cash Management Trust Exhibit to SEC Form N-Q Section 302 Certifications I, John T. Hailer, certify that: 1. I have reviewed this report on Form N-Q of CDC Nvest Cash Management Trust; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; and 3. Based on my knowledge, the schedules of investments included in this report fairly present in all materials respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-2(c) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures, or caused such discosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing of this report, based on such evaluation; and c. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer and I have disclosed, based on our most recent evaluation, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a. All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize and report financial information; and b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. Date: November 19, 2004 /s/ JOHN T. HAILER ---------------------------------------- John T. Hailer President & Chief Executive Officer Exhibit (a)(2) CDC Nvest Cash Management Trust Exhibit to SEC Form N-Q Section 302 Certifications I, Michael Kardok, certify that: 1. I have reviewed this report on Form N-Q of CDC Nvest Cash Management Trust; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; and 3. Based on my knowledge, the schedules of investments included in this report fairly present in all materials respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-2(c) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures, or caused such discosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing of this report, based on such evaluation; and c. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer and I have disclosed, based on our most recent evaluation, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a. All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize and report financial information; and b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. Date: November 19, 2004 /s/ MICHAEL KARDOK ---------------------------------------- Michael Kardok Treasurer CDC Nvest Cash Management Trust -----END PRIVACY-ENHANCED MESSAGE-----