-----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, NGqAjMGkb+duYr/jDZJvorvcEH+ojRibarQyToZuLH2Klvnqf6aG771/HVGltmPq rdnMZblWlofS0zHX+XLbIA== 0001193125-06-242994.txt : 20061128 0001193125-06-242994.hdr.sgml : 20061128 20061128172534 ACCESSION NUMBER: 0001193125-06-242994 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061128 DATE AS OF CHANGE: 20061128 EFFECTIVENESS DATE: 20061128 FILER: COMPANY DATA: COMPANY CONFORMED NAME: IXIS Advisor 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: 061243030 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON STREET CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 800-399-7788 MAIL ADDRESS: STREET 1: 399 BOYLSTON STREET CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: CDC NVEST CASH MANAGEMENT TRUST DATE OF NAME CHANGE: 20010503 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 0000317947 S000006634 IXIS Cash Management Trust - Money Market Series C000018116 Class A NEMXX C000018117 Class B NMBXX C000018118 Class C NVCXX N-Q 1 dnq.txt IXIS ADVISOR CASH MANAGEMENT TRUST 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: 811-02819 IXIS Advisor 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 Date of reporting period: September 30, 2006 ITEM I SCHEDULE OF INVESTMENTS IXIS CASH MANAGEMENT TRUST - MONEY MARKET SERIES -- PORTFOLIO OF INVESTMENTS Investments as of September 30, 2006 (Unaudited)
Principal Amount Description Value (+) - --------- ---------------------------------------------------------------------------------- ------------ Commercial Paper -- 48.7% of Net Assets Asset-Backed -- 10.0% $ 5,000,000 Windmill Funding Corp., 5.260%, 10/18/2006(d) $ 4,987,580 10,000,000 Lockhart Funding LLC, 5.280%, 10/25/2006(d) 9,964,800 5,000,000 Windmill Funding Corp., 5.250%, 10/26/2006(d) 4,981,771 5,400,000 Apreco, Inc., 5.270%, 12/12/2006(d) 5,343,084 ------------ 25,277,235 ------------ Banking -- 11.3% 10,000,000 Yorkshire Building Society, 5.255%, 11/27/2006 9,916,796 4,000,000 ICICI Bank Ltd., (Credit Support: Fortis Bank) 5.365%, 12/01/2006 3,963,637 10,000,000 HBOS Treasury Services PLC, 5.260%, 12/08/2006 9,900,644 5,000,000 Societe Generale North America, 5.190%, 5/14/2007 4,837,813 ------------ 28,618,890 ------------ Diversified Financial Services -- 4.0% 10,000,000 Caisse Centrale Desjardins, Du Quebec, 5.380%, 10/05/2006 9,994,022 ------------ Education -- 4.8% 12,000,000 Johns Hopkins University, 5.320%, 11/15/2006 12,000,000 ------------ Financial -- 3.9% 5,000,000 Nationwide Building Society, 5.255%, 1/11/2007 4,925,554 5,000,000 Nationwide Building Society, 5.260%, 1/11/2007 4,925,484 ------------ 9,851,038 ------------ Health Care - Services -- 4.0% 10,000,000 Dean Health Systems, Inc., (Credit Support: Marshall & Ilsley), 5.290%, 10/05/2006 9,994,122 ------------ Special Purpose -- 8.7% 6,000,000 Chesham Finance LLC, 5.380%, 10/02/2006(d) 5,999,103 5,000,000 Greyhawk Funding LLC, 5.260%, 10/12/2006(d) 4,991,964 5,000,000 Greyhawk Funding LLC, 5.260%, 10/25/2006(d) 4,982,467 6,000,000 Charta, LLC, (Credit Support: AMBAC Indemnity), 5.400%, 10/19/2006(d) 5,983,800 ------------ 21,957,334 ------------ Trade Receivables -- 2.0% 5,000,000 Govco Incorporated, 5.390%, 10/06/2006(d) 4,996,257 ------------ Total Commercial Paper (Identified Cost $122,688,898) $122,688,898 ------------ Certificates of Deposit -- 25.8% $ 5,000,000 Wilmington Trust Company, 5.460%, 10/20/2006 5,000,055 10,000,000 UBS Finance Delaware LLC, 5.290%, 10/31/2006 10,000,000 10,000,000 DZ Bank AG Deutsche Zentral-Genossenschafts bank, 5.380%, 11/17/2006 10,000,000 5,000,000 Canadian Imperial Bank of Commerce, 5.320%, 11/24/2006(c) 5,000,000 5,000,000 Royal Bank Scotland PLC, 4.805%, 1/16/2007 5,000,071 5,000,000 Wilmington Trust Company, 5.410%, 1/22/2007 5,000,000 5,000,000 Wells Fargo Bank NA, 4.865%, 1/31/2007 4,999,908 5,000,000 Canadian Imperial Bank of Commerce, 5.340%, 2/12/2007 5,000,000 5,000,000 Wells Fargo Bank NA, 5.250%, 4/20/2007 5,000,000 5,000,000 KBC Bank N.V., 5.350%, 5/22/2007 5,000,000 5,000,000 Calyon North America, Inc., 5.425%, 6/04/2007 5,000,162 ------------ Total Certificates of Deposit (Identified Cost $65,000,196) 65,000,196 ------------ Medium Term Notes -- 9.5% Banking -- 3.6% 5,000,000 Bank of America Corp., 5.310%, 12/15/2006(c) 5,000,000 4,000,000 Bank of America Corp., 5.315%, 5/15/2007(c) 4,000,000 ------------ 9,000,000 ------------ Broker/Dealer -- 3.9% 5,000,000 Merrill Lynch & Co., Inc., 5.295%, 5/14/2007(c) 5,000,000 5,000,000 Merrill Lynch & Co., Inc, 5.390%, 10/04/2007(c) (d) 5,002,680 ------------ 10,002,680 ------------ Financial -- 2.0% 5,000,000 General Electric Capital Corp, 5.430%, 10/17/2007(c) (d) 5,000,000 ------------ Total Medium Term Notes (Identified Cost $24,002,680) 24,002,680 ------------ Variable Rate Demand Notes -- 9.6% Auto Parts & Equipment -- 0.2% 400,000 White Hydraulics Inc., (Credit Support: Amsouth Bank), 5.520%, 12/01/2006(b) 400,000 ------------
IXIS CASH MANAGEMENT TRUST - MONEY MARKET SERIES -- PORTFOLIO OF INVESTMENTS (continued) Investments as of September 30, 2006 (Unaudited)
Principal Amount Description Value (+) - --------- --------------------------------------------------------------------------------------------- ------------ Financial -- 1.2% $3,130,000 MOB Management One LLC, (Credit Support: Columbus Bank & Trust), 5.630%, 12/01/2031(b) $ 3,130,000 ------------ Municipal -- 3.8% 5,000,000 Connecticut State Housing Finance Authority, (Credit Support: AMBAC Indemnity), 5.330%, 5/15/2033(b) 5,000,000 4,544,838 Los Angeles, CA, Community Redevelopment Agency, (Security Building), (Credit Support: FNMA), 5.430%, 12/15/2034(b) 4,544,838 ------------ 9,544,838 ------------ Real Estate -- 4.2% 156,000 Sheffield Realty LLC, (Credit Support: Amsouth Bank), 5.400%, 4/01/2012(b) 156,000 915,000 Shayeson-Huff Properties LLC, (Credit Support: Firstar Bank), 5.420%, 11/01/2016(b) 915,000 1,825,000 Jobs Co. LLC, (Credit Support: First Commercial), 5.420%, 2/01/2022(b) 1,825,000 641,000 Pine Tree Country Club, (Credit Support: Amsouth Bank), 5.400%, 8/01/2023(b) 641,000 4,495,000 Storage World, LLC, (Credit Support: Regions Bank), 5.320%, 12/01/2024(b) 4,495,000 2,610,000 J&M, LLC, (Credit Support: First Commercial), 5.520%, 10/01/2026(b) 2,610,000 ------------ 10,642,000 ------------ Special Purpose -- 0.2% 495,000 Tanner & Guin LLC, (Credit Support: Amsouth Bank), 5.400%, 9/01/2029(b) 495,000 ------------ Total Variable Rate Demand Notes (Identified Cost $24,211,838) 24,211,838 ------------ Time Deposit -- 2.5% 6,400,000 BNP Paribas, 5.320%, 10/02/2006 6,400,000 ------------ Total Time Deposit (Identified Cost $6,400,000) 6,400,000 ------------ Government Agencies -- 4.0% 5,000,000 Federal Home Loan Mortgage Corp., 4.760%, 2/09/2007 5,000,000 5,000,000 Federal Home Loan Mortgage Corp., 5.350%, 5/25/2007 4,999,523 ------------ Total Government Agencies (Identified Cost $9,999,523) 9,999,523 ------------ Total Investments -- 100.1% (Identified Cost $252,303,135)(a) 252,303,135 Other assets less liabilities--(0.1)% (155,902) ------------ Total Net Assets -- 100% $252,147,233 ============
(+) The Fund employs the amortized cost method of security valuation as set forth in Rule 2a-7 under the Investment Company Act of 1940 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. By using amortized cost valuation, the Fund seeks to maintain a constant net asset value of $1.00 per share despite minor shifts in the market value of its portfolio securities. In September, 2006, Statement of Financial Accounting Standards No. 157, Fair Value Measurements ("SFAS 157"), was issued and is effective for fiscal years beginning after November 15, 2007. SFAS 157 defines fair value, establishes a framework for measuring fair value and expands disclosures about fair value measurements. Management is currently evaluating the impact, if any, the adoption of SFAS 157 will have on the Funds' financial statements disclosures. (a) The aggregate cost for federal income tax purposes was $252,303,135. (b) Variable rate demand 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 or other financial institutions. Maturity dates shown represent the ultimate maturity of the note. (c) Floating rate note. Rate shown is as of September 30, 2006. (d) Security exempt from registration under Section 4(2) of the Securities Act of 1933. These securities may only be resold in exempt transactions to qualified buyers. Private resales of these securities to qualified institutional buyers are also exempt from registration pursuant to Rule 144A under the Securities Act of 1933. At September 30, 2006, these securities amounted to $62,233,506 which represents 24.7% of net assets. AMBAC American Municipal Bond Assurance Corp. FNMA Federal National Mortgage Association IXIS CASH MANAGEMENT TRUST - MONEY MARKET SERIES -- PORTFOLIO OF INVESTMENTS (continued) Investments as of September 30, 2006 (Unaudited) HOLDINGS AT SEPTEMBER 30, 2006 AS A PERCENTAGE OF NET ASSETS Certificate of Deposit 25.8% Banking 14.9 Asset Backed 10.0 Special Purpose 8.9 Financial 7.1 Education 4.8 Real Estate 4.2 Government Agencies 4.0 Diversified Financial Services 4.0 Health Care - Services 4.0 Broker/Dealer 3.9 Municipal 3.8 Time Deposit 2.5 Trade Receivables 2.0 Auto Parts & Equipment 0.2
ITEM 2. CONTROLS AND PROCEDURES. The registrant's principal executive officer and principal financial officer have concluded that the registrant's disclosure controls and procedures are sufficient to ensure that information required to be disclosed by the registrant 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 changes in the registrant's internal control over financial reporting that occurred during the registrant's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting. 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 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 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. IXIS Advisor Cash Management Trust By: /s/ John T. Hailer ----------------------------------- Name: John T. Hailer Title: President and Chief Executive Officer Date: November 28, 2006 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 28, 2006 By: /s/ Michael C. Kardok ----------------------------------- Name: Michael C. Kardok Title: Treasurer Date: November 28, 2006 EX-99.CERT 2 dex99cert.txt SECTION 302 CERTIFICATIONS OF CEO AND CFO Exhibit (a)(1) IXIS Advisor Cash Management Trust Exhibit to SEC Form N-Q Section 302 Certification I, John T. Hailer, certify that: 1. I have reviewed this report on Form N-Q of IXIS Advisor 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; 3. Based on my knowledge, the schedules of investments included in this report fairly present in all material 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-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures, or caused such disclosure 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. Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of such disclosure controls and procedures, as of a date within 90 days prior to the filing of this report, based on such evaluation; and d. 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 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 28, 2006 /s/ John T. Hailer ------------------------------------- John T. Hailer President and Chief Executive Officer Exhibit (a)(2) IXIS Advisor Cash Management Trust Exhibit to SEC Form N-Q Section 302 Certification I, Michael C. Kardok, certify that: 1. I have reviewed this report on Form N-Q of IXIS Advisor 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; 3. Based on my knowledge, the schedules of investments included in this report fairly present in all material 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-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures, or caused such disclosure 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. Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of such disclosure controls and procedures, as of a date within 90 days prior to the filing of this report, based on such evaluation; and d. 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 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 28, 2006 /s/ Michael C. Kardok ---------------------------------- Michael C. Kardok Treasurer IXIS Advisor Cash Management Trust -----END PRIVACY-ENHANCED MESSAGE-----