Monthly Money Market Holdings Report
Mount Vernon Securities Lending Trust Prime Portfolio Unaudited Money Market Fund Holdings as-of 3/31/2014 Weighted Average Maturity (WAM)
13 Days
Weighted Average Life (WAL)
92 Days
Issuer Name
Category
CUSIP
Barton Capital LLC
Asset Backed Commercial Paper
06945JCD3
25,000,000.00
4/21/2014
5/21/2014
0.18%
25,000,000.00
Fairway Finance Corp
Asset Backed Commercial Paper
30601YNV3
24,000,000.00
4/8/2014
7/8/2014
0.17%
24,000,000.00
Fairway Finance Corp
Asset Backed Commercial Paper
30601YPC3
34,000,000.00
4/10/2014
9/10/2014
0.17%
34,000,000.00
Gemini Securitization Corp LLC
Asset Backed Commercial Paper
3686M1FC5
25,000,000.00
6/12/2014
6/12/2014
0.23%
24,988,500.00
Principal Amount Maturity Date
Final Legal Coupon/Yield Maturity Date
Amortized Cost
Gotham Funding Corp
Asset Backed Commercial Paper
38346MDB7
15,000,000.00
4/11/2014
4/11/2014
0.16%
14,999,333.33
Kells Funding LLC
Asset Backed Commercial Paper
48803AED3
49,000,000.00
4/7/2014
4/7/2014
0.19%
49,000,000.00
Kells Funding LLC
Asset Backed Commercial Paper
48803AEJ0
50,000,000.00
4/9/2014
10/9/2014
0.20%
50,000,000.00
Kells Funding LLC
Asset Backed Commercial Paper
48803AFQ3
48,500,000.00
4/13/2014
7/14/2014
0.18%
48,500,000.00
Manhattan Asset Funding Co
Asset Backed Commercial Paper
56274MD33
32,500,000.00
4/3/2014
4/3/2014
0.18%
32,499,675.00
Manhattan Asset Funding Co
Asset Backed Commercial Paper
56274ME16
16,500,000.00
5/1/2014
5/1/2014
0.18%
16,497,525.00
Nieuw Amsterdam Receivables Corp
Asset Backed Commercial Paper
65409SE95
25,000,000.00
5/9/2014
5/9/2014
0.15%
24,996,041.66
Old Line Funding LLC
Asset Backed Commercial Paper
67984YAC8
48,500,000.00
4/1/2014
5/6/2014
0.18%
48,500,000.00
Old Line Funding LLC
Asset Backed Commercial Paper
67984YAE4
50,000,000.00
4/15/2014
8/15/2014
0.18%
50,000,000.00
Thunder Bay Funding LLC
Asset Backed Commercial Paper
88603KAB7
25,000,000.00
4/7/2014
9/5/2014
0.19%
25,000,000.00
Banco del Estado de Chile/NY
Certificate of Deposit
05962PL64
50,000,000.00
4/1/2014
8/15/2014
0.24%
50,000,000.00
Banco del Estado de Chile/NY
Certificate of Deposit
05962PG52
48,500,000.00
4/15/2014
5/15/2014
0.22%
48,500,000.00
Bank of Montreal/Chicago
Certificate of Deposit
06366LCP1
73,500,000.00
4/22/2014
9/15/2014
0.26%
73,500,000.00
Bank of Montreal/Chicago
Certificate of Deposit
06366AH62
50,000,000.00
4/29/2014
10/29/2014
0.22%
50,000,000.00
Bank of Montreal/Chicago
Certificate of Deposit
06366BEW6
25,000,000.00
6/16/2014
8/15/2014
0.18%
25,000,000.00
Bank of Nova Scotia/Houston
Certificate of Deposit
06417HFT8
50,000,000.00
4/1/2014
2/25/2015
0.24%
50,000,000.00
Bank of Nova Scotia/Houston
Certificate of Deposit
06417FZ29
48,500,000.00
4/1/2014
8/22/2014
0.26%
48,500,000.00
March 31, 2014 Page 1 of 7
Issuer Name (continued)
Category
CUSIP
Principal Amount Maturity Date
Final Legal Coupon/Yield Maturity Date
Amortized Cost
Bank of Nova Scotia/Houston
Certificate of Deposit
06417FVF4
7,000,000.00
4/1/2014
5/13/2014
0.24%
7,000,000.00
Bank of Nova Scotia/Houston
Certificate of Deposit
06417EL76
49,000,000.00
4/9/2014
9/5/2014
0.29%
49,000,000.00
Bank of Tokyo-Mitsubishi UFJ Ltd/NY
Certificate of Deposit
06538GZK1
54,000,000.00
4/7/2014
7/7/2014
0.22%
54,000,000.00
Bank of Tokyo-Mitsubishi UFJ Ltd/NY
Certificate of Deposit
06538GKX9
54,000,000.00
4/7/2014
4/7/2014
0.21%
54,000,000.00
Canadian Imperial Bank of Commerce/NY
Certificate of Deposit
13606YYS9
45,750,000.00
4/1/2014
5/16/2014
0.28%
45,750,000.00
Canadian Imperial Bank of Commerce/NY
Certificate of Deposit
13606YF27
51,500,000.00
4/1/2014
8/14/2014
0.27%
51,511,542.52
Canadian Imperial Bank of Commerce/NY
Certificate of Deposit
13606Y2C9
50,000,000.00
4/1/2014
2/12/2015
0.23%
50,000,000.00
Canadian Imperial Bank of Commerce/NY
Certificate of Deposit
13606YME3
3,420,000.00
4/30/2014
7/31/2014
0.60%
3,424,276.14
Citibank
Certificate of Deposit
17304UNS5
50,000,000.00
4/17/2014
6/17/2014
0.22%
50,000,000.00
Credit Suisse/NY
Certificate of Deposit
22549THW1
25,000,000.00
4/8/2014
4/8/2014
0.25%
25,000,436.66
Credit Suisse/NY
Certificate of Deposit
22549TKA5
48,500,000.00
4/24/2014
10/24/2014
0.22%
48,500,000.00
Credit Suisse/NY
Certificate of Deposit
22549TVS4
25,000,000.00
5/28/2014
5/28/2014
0.19%
25,000,000.00
Deutsche Bank AG/NY
Certificate of Deposit
25153DBR3
53,500,000.00
4/1/2014
4/30/2014
0.48%
53,500,000.00
Deutsche Bank AG/NY
Certificate of Deposit
25153DBU6
55,000,000.00
4/1/2014
8/22/2014
0.32%
55,000,000.00
DnB Bank ASA/NY
Certificate of Deposit
23330L6M3
50,000,000.00
4/7/2014
6/6/2014
0.16%
50,000,000.00
DnB Bank ASA/NY
Certificate of Deposit
23330L5B8
50,000,000.00
4/7/2014
8/7/2014
0.20%
50,000,000.00
National Australia Bank/NY
Certificate of Deposit
63253TWF1
70,000,000.00
4/7/2014
7/7/2014
0.17%
70,000,000.00
National Australia Bank/NY
Certificate of Deposit
63253TVT2
50,000,000.00
4/23/2014
10/23/2014
0.22%
49,999,775.34
Nordea Bank Finland PLC/NY
Certificate of Deposit
65558EXA1
50,000,000.00
4/7/2014
4/7/2014
0.16%
50,000,000.00
Rabobank Nederland NV/NY
Certificate of Deposit
21684BFX7
50,000,000.00
4/10/2014
7/10/2014
0.27%
50,000,000.00
Rabobank Nederland NV/NY
Certificate of Deposit
21684BLK8
53,500,000.00
4/14/2014
1/13/2015
0.26%
53,500,000.00
Rabobank Nederland NV/NY
Certificate of Deposit
21684BKE3
50,000,000.00
4/30/2014
4/30/2014
0.17%
50,000,000.00
Royal Bank of Canada/NY
Certificate of Deposit
78009NJE7
58,500,000.00
4/4/2014
4/2/2015
0.33%
58,500,000.00
Skandinaviska Enskilda Banken AB/NY
Certificate of Deposit
83051HVF0
50,000,000.00
4/4/2014
8/4/2014
0.21%
50,000,000.00
Skandinaviska Enskilda Banken AB/NY
Certificate of Deposit
83051HRH1
50,000,000.00
4/30/2014
4/30/2014
0.21%
50,000,000.00
Svenska Handelsbanken AB/NY
Certificate of Deposit
86958C4Y7
25,000,000.00
5/21/2014
5/21/2014
0.16%
24,999,999.85
Swedbank AB/NY
Certificate of Deposit
87019THY1
53,500,000.00
4/22/2014
8/18/2014
0.22%
53,499,100.22
Swedbank AB/NY
Certificate of Deposit
87019TCR1
48,500,000.00
4/22/2014
5/20/2014
0.18%
48,500,000.00
Toronto-Dominion Bank/NY
Certificate of Deposit
89112W5U7
23,500,000.00
4/17/2014
6/17/2014
0.20%
23,500,000.00
March 31, 2014 Page 2 of 7
Issuer Name (continued)
Category
CUSIP
Principal Amount Maturity Date
Final Legal Coupon/Yield Maturity Date
Amortized Cost
Toronto-Dominion Bank/NY
Certificate of Deposit
89112TDF8
30,000,000.00
4/24/2014
7/24/2014
0.22%
30,000,000.00
Wells Fargo Bank
Certificate of Deposit
9497P6J58
48,500,000.00
4/1/2014
8/6/2014
0.22%
48,500,000.00
Wells Fargo Bank
Certificate of Deposit
9497P6W61
60,000,000.00
4/1/2014
5/27/2014
0.18%
60,000,000.00
Wells Fargo Bank
Certificate of Deposit
9497P63P1
48,500,000.00
4/1/2014
2/4/2015
0.25%
48,500,000.00
ANZ National International Ltd
Financial Company Commercial Paper
00182HBW1
50,000,000.00
4/7/2014
11/7/2014
0.25%
50,000,000.00
ASB Finance LTD London
Financial Company Commercial Paper
0020P5DX4
42,400,000.00
5/12/2014
5/12/2014
0.27%
42,400,000.00
HSBC Bank Plc
Financial Company Commercial Paper
40433FCN7
53,500,000.00
4/15/2014
8/15/2014
0.26%
53,500,000.00
Macquarie Bank LTD
Financial Company Commercial Paper
55607NBY5
30,000,000.00
4/22/2014
5/21/2014
0.33%
30,000,000.00
Macquarie Bank LTD
Financial Company Commercial Paper
55607NCD0
53,500,000.00
4/22/2014
8/20/2014
0.32%
53,500,000.00
Macquarie Bank LTD
Financial Company Commercial Paper
55607NBX7
23,500,000.00
5/14/2014
5/14/2014
0.36%
23,500,000.00
Nederlandse Waterschapsbank NV
Financial Company Commercial Paper
63975WAU2
15,500,000.00
4/1/2014
7/1/2014
0.20%
15,500,925.64
Nederlandse Waterschapsbank NV
Financial Company Commercial Paper
63975WBB3
20,000,000.00
4/7/2014
12/5/2014
0.24%
20,000,000.00
Nederlandse Waterschapsbank NV
Financial Company Commercial Paper
63975WAC2
20,000,000.00
4/8/2014
7/7/2014
0.26%
20,000,511.65
Nederlandse Waterschapsbank NV
Financial Company Commercial Paper
63975WBD9
30,000,000.00
4/23/2014
12/23/2014
0.24%
30,000,000.00
Toyota Motor Credit Corp
Financial Company Commercial Paper
89233ABG3
25,000,000.00
4/14/2014
7/25/2014
0.19%
25,000,000.00
Federal Home Loan Bank
Government Agency Debt
3133815J0
75,000,000.00
4/1/2014
4/25/2014
0.15%
75,000,000.00
BNP Paribas Securities Corp
Government Agency Repurchase Agreement
CR3028600
150,000,000.00
4/1/2014
4/1/2014
0.08%
150,000,000.00
Deutsche Bank Securities Incorporated
Government Agency Repurchase Agreement
CR3051339
75,000,000.00
4/1/2014
4/1/2014
0.12%
75,000,000.00
ING Financial Markets LLC
Government Agency Repurchase Agreement
CR3089602
100,000,000.00
4/1/2014
4/1/2014
0.07%
100,000,000.00
Societe Generale/NY
Government Agency Repurchase Agreement
CR3141270
100,000,000.00
4/1/2014
4/1/2014
0.07%
100,000,000.00
March 31, 2014 Page 3 of 7
Issuer Name (continued)
Category
CUSIP
Principal Amount Maturity Date
Final Legal Coupon/Yield Maturity Date
Amortized Cost
Dreyfus Institutional Cash Advantage Fund
Investment Company
26200V104
82,520,376.46
4/7/2014
4/7/2014
0.05%
82,520,376.46
Goldman Sachs Financial Square Money Market Fund
Investment Company
38141W232
85,558,007.35
4/7/2014
4/7/2014
0.07%
85,558,007.35
Bank of America
Other Note
06052W2X0
50,000,000.00
4/8/2014
4/8/2014
0.20%
50,000,000.00
Bank of America
Other Note
06052W5N9
50,000,000.00
6/20/2014
6/20/2014
0.21%
50,000,000.00
Barclays Bank Plc
Other Note
06740BAF4
97,500,000.00
4/7/2014
4/7/2014
0.31%
97,500,000.00
Barclays Bank Plc
Other Note
06740BAG2
97,500,000.00
4/7/2014
4/7/2014
0.21%
97,500,000.00
General Electric Capital Corp
Other Note
36962G5B6
28,125,000.00
4/7/2014
4/7/2014
0.92%
28,128,087.72
General Electric Capital Corp
Other Note
36962G6T6
7,695,000.00
4/9/2014
1/9/2015
0.62%
7,718,733.27
General Electric Capital Corp
Other Note
36962G5X8
17,800,000.00
4/24/2014
4/24/2014
0.94%
17,807,999.05
General Electric Capital Corp
Other Note
36962G5E0
3,760,000.00
6/2/2014
6/2/2014
0.87%
3,763,884.05
General Electric Capital Corp
Other Note
B1W8JG7
18,420,000.00
6/20/2014
6/20/2014
0.36%
18,421,957.62
ING Bank NV
Other Note
449786AN2
51,550,000.00
6/9/2014
6/9/2014
1.64%
51,683,736.64
MetLife Global Funding I
Other Note
59217FCA7
38,000,000.00
4/10/2014
9/5/2014
0.47%
38,000,000.00
MetLife Institutional Funding II
Other Note
59157BAF9
71,123,000.00
4/4/2014
4/4/2014
1.14%
71,128,400.16
MetLife Institutional Funding II
Other Note
59157BAM4
22,185,000.00
4/7/2014
1/6/2015
0.61%
22,244,899.92
Nederlandse Waterschapsbank NV
Other Note
B5L1Z78
30,000,000.00
5/27/2014
5/27/2014
0.63%
30,017,573.40
New York Life Global Funding
Other Note
64952WBB8
15,565,000.00
4/4/2014
4/4/2014
0.50%
15,565,380.19
Svenska Handelsbanken AB
Other Note
86959JCN6
54,250,000.00
4/4/2014
4/2/2015
0.37%
54,245,745.13
Svenska Handelsbanken AB
Other Note
86959JDE5
35,000,000.00
4/15/2014
9/15/2014
0.26%
35,000,000.00
Toyota Motor Credit Corp
Other Note
89236TAP0
24,000,000.00
4/14/2014
7/14/2014
0.24%
24,000,000.00
Westpac Banking Corp/NY
Other Note
91621CCH
53,250,000.00
6/2/2014
4/1/2015
0.41%
53,250,000.00
BNP Paribas Securities Corp
Other Repurchase Agreement
CR69999A4
80,000,000.00
4/1/2014
5/5/2014
0.19%
80,000,000.00
HSBC Securities (USA) Inc.
Other Repurchase Agreement
CR3114673
23,000,000.00
4/1/2014
4/1/2014
0.14%
23,000,000.00
ING Financial Markets LLC
Other Repurchase Agreement
CR2956710
75,000,000.00
4/1/2014
4/1/2014
0.14%
75,000,000.00
JP Morgan Securities LLC
Other Repurchase Agreement
CR49929P8
100,000,000.00
4/1/2014
5/5/2014
0.28%
100,000,000.00
SG Americas Securities LLC
Other Repurchase Agreement
CR3155460
85,000,000.00
4/1/2014
4/1/2014
0.19%
85,000,000.00
Illinois Educational Facilities Authority, National-Louis University, Series 1999B
Variable Rate Demand Note
452001Q78
9,950,000.00
4/7/2014
4/7/2014
0.07%
9,950,000.00
Maryland Health & Higher Educational Facilities Authority, University of Maryland Medical System, Series 2007A
Variable Rate Demand Note
574217G74
13,375,000.00
4/7/2014
4/7/2014
0.06%
13,375,000.00
March 31, 2014 Page 4 of 7
Issuer Name (continued)
Category
CUSIP
Principal Amount Maturity Date
Final Legal Coupon/Yield Maturity Date
Amortized Cost
Minnesota Housing Finance Agency, Series 2007E
Variable Rate Demand Note
60415NJ78
3,325,000.00
4/7/2014
4/7/2014
0.15%
3,325,000.00
Mobile Solid Waste Authority Waste Management, Series 2003
Variable Rate Demand Note
607208AA3
4,175,000.00
4/7/2014
4/7/2014
0.07%
4,175,000.00
Northstar Student Loan Trust II, Series 2012A
Variable Rate Demand Note
66705GAA1
20,700,000.00
4/7/2014
4/7/2014
0.10%
20,700,000.00
Pima County Industrial Development Authority
Variable Rate Demand Note
721661AC0
11,155,000.00
4/7/2014
4/7/2014
0.20%
11,155,000.00
Warren County, WKU Student Life Foundation, Series 2008
Variable Rate Demand Note
934899AC9
12,000,000.00
4/7/2014
4/7/2014
0.07%
12,000,000.00
PORTFOLIO MATURITY1,2 Overnight
32.9%
2-7 days
27.4%
8-29 days
28.3%
30-60 days
6.4%
61-120 days
5.0%
121+ days
0.0%
PORTFOLIO ALLOCATION2 Asset Backed Commercial Paper
10.3%
Certificates of Deposit
40.5%
Financial Company Commercial Paper
8.0%
Government Agency Debt
1.6%
Government Agency Repurchase Agreements
9.4%
Investment Companies
3.7%
Other Notes
16.9%
Other Repurchase Agreements
8.0%
Variable Rate Demand Notes
1.6%
March 31, 2014 Page 5 of 7
BANK EXPOSURE BY COUNTRY OF DOMICILE2,3 Australia
8.2%
Canada
16.9%
Chile
2.2%
France
2.3%
Germany
2.9%
Japan
2.6%
Netherlands
7.6%
Sweden
8.1%
Switzerland
2.2%
United Kingdom
5.5%
United States
10.2%
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. Maturity Date: 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 Maturity Date: 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. Coupon/Yield: Represents either the annualized yield at the date of purchase, the stated coupon rate, or, for floating rate securities, the rate at period-end. Amortized Cost: 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.
March 31, 2014 Page 6 of 7
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
March 31, 2014 Page 7 of 7
