Skip Header Navigation
Skip Breadcrumb Links

Mutual Funds > Money Market Funds > Institutional > Retail > U.S. Government Money Market Fund

U.S. Government Money Market Fund

Skip Tab Navigation
Fact_Sheet Fact Sheet

  1/31/2012
Weighted Average Maturity42 days
Weighted Average Life88 days


View prior month end holdings:

As of 1/31/2012
Download in Excel format Download holdings in excel format     Number of Holdings 244
Notice: If you are experiencing trouble downloading this Excel file, please notify Client Service at 800-356-0951 or rbcgamusclientservice@rbc.com.
Security Cusip Security
Description		 Investment Category Principal Amount Holding % of Market Value Maturity Date Final Maturity Date Coupon Rate Amortized Cost Value Guarantor
242306323 CITIGROUP GLOBAL MARKETS Government Agency Repurchase Agreement 300,000,000 4.66% 2/1/12 2/1/12 0.22 300,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306323 CITIGROUP GLOBAL REPO 0.22% 2/ - 4.66% 2/1/12 2/1/12 0.22 -  
242304682 BARCLAYS CAPITAL INC Treasury Repurchase Agreement 250,000,000 3.88% 2/1/12 2/1/12 0.18 250,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242304682 BARCLAYS CAPITAL INC REPO 0.18 - 3.88% 2/1/12 2/1/12 0.18 -  
242306461 MERRILL LYNCH PIERCE FENNER & SMITH Government Agency Repurchase Agreement 225,000,000 3.50% 2/1/12 2/1/12 0.21 225,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306461 MERRILL LYNCH REPO 0.21% 2/1/2 - 3.50% 2/1/12 2/1/12 0.21 -  
242306327 DEUTSCHE BANK SECURITIES Government Agency Repurchase Agreement 200,000,000 3.11% 2/1/12 2/1/12 0.14 200,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306327 DEUTSCHE BANK SECURITIES REPO - 3.11% 2/1/12 2/1/12 0.14 -  
242182392 GOLDMAN SACHS & CO REPO 0.14% - 3.11% 2/1/12 2/1/12 0.14 -  
242182392 GOLDMAN SACHS & CO. Government Agency Repurchase Agreement 200,000,000 3.11% 2/1/12 2/1/12 0.14 200,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306033 TD SECURITIES (USA) LLC Treasury Repurchase Agreement 200,000,000 3.11% 2/1/12 2/1/12 0.18 200,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306033 TD SECURITIES (USA) LLC REPO 0 - 3.11% 2/1/12 2/1/12 0.18 -  
242306452 GOLDMAN SACHS Government Agency Repurchase Agreement 175,000,000 2.72% 2/1/12 2/1/12 0.22 175,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306452 GOLDMAN SACHS & CO REPO 0.22% - 2.72% 2/1/12 2/1/12 0.22 -  
242306304 BNP PARIBAS SECURITIES CORP RE - 2.33% 2/1/12 2/1/12 0.24 -  
242306304 BNP PARIBAS SECURITIES CORP. Government Agency Repurchase Agreement 150,000,000 2.33% 2/1/12 2/1/12 0.24 150,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306458 J.P. MORGAN SECURITIES INC. RE - 2.33% 2/1/12 2/1/12 0.23 -  
242306458 JP MORGAN SECURITIES INC. Government Agency Repurchase Agreement 150,000,000 2.33% 2/1/12 2/1/12 0.23 150,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
31381THX1 FNMA Government Agency Debt 125,000,000 1.94% 4/2/12 4/2/12 0.06 124,986,762  FNMA
31381THX1 FNMA DMBS #470146 4/2/2012 - 1.94% 4/2/12 4/2/12 0.06 -  
31398A6V9 FANNIE MAE - 1.90% 2/1/12 12/3/12 0.29 -  
31398A6V9 FNMA Government Agency Debt 122,420,000 1.90% 2/1/12 12/3/12 0.29 122,502,930  FNMA
242306347 DEUTSCHE BANK SECURITIES Government Agency Repurchase Agreement 120,000,000 1.86% 2/1/12 2/1/12 0.24 120,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306347 DEUTSCHE BANK SECURITIES REPO - 1.86% 2/1/12 2/1/12 0.24 -  
313588H99 FNMA Government Agency Debt 41,000,000 1.80% 10/1/12 10/1/12 0.15 40,958,488  FNMA
313588H99 FNMA DISCOUNT DN 10/1/12 - 1.80% 10/1/12 10/1/12 0.19 -  
313374SH4 FED HOME LN BANK - 1.79% 2/1/12 7/25/12 0.14 -  
313374SH4 FHLB Government Agency Debt 115,000,000 1.79% 2/1/12 7/25/12 0.14 115,000,000  FHLB
31381RR71 FNMA Government Agency Debt 113,030,700 1.76% 4/2/12 4/2/12 0.25 112,982,819  FNMA
31381RR71 FNMA DISCOUNT DN 4/2/2012 - 1.76% 4/2/12 4/2/12 0.25 -  
17290CAB2 CITIBANK NA Other Note 106,110,000 1.66% 5/7/12 5/7/12 1.88 106,575,988  FDIC (TLGP)
17290CAB2 CITIBANK NA - 1.66% 5/7/12 5/7/12 1.88 -  
31331JNJ8 FED FARM CREDIT - 1.57% 2/14/12 5/14/12 0.31 -  
31331JNJ8 FFCB Government Agency Debt 101,000,000 1.57% 2/14/12 5/14/12 0.31 101,023,365  FFCB
31398A3F7 FANNIE MAE - 1.56% 2/23/12 8/23/12 0.30 -  
31398A3F7 FNMA Government Agency Debt 100,143,000 1.56% 2/23/12 8/23/12 0.30 100,177,189  FNMA
3134G2HF2 FHLMC Government Agency Debt 100,000,000 1.55% 2/16/12 5/16/13 0.23 100,006,805  FHLMC
3134G2HF2 FREDDIE MAC - 1.55% 2/16/12 5/16/13 0.23 -  
313384XM6 FEDL HOME LOAN BK CONS DISC NT - 1.55% 5/30/12 5/30/12 0.08 -  
313384XM6 FHLB Government Agency Debt 100,000,000 1.55% 5/30/12 5/30/12 0.08 99,975,208  FHLB
3134A4SA3 FHLMC Government Agency Debt 95,000,000 1.54% 1/15/13 1/15/13 4.50 98,873,969  FHLMC
3134A4SA3 FREDDIE MAC - 1.54% 1/15/13 1/15/13 4.50 -  
3134G1RQ9 FHLMC Government Agency Debt 95,175,000 1.48% 2/13/12 5/11/12 0.28 95,187,189  FHLMC
3134G1RQ9 FREDDIE MAC - 1.48% 2/13/12 5/11/12 0.28 -  
31381TEV8 FNMA Government Agency Debt 89,000,000 1.38% 4/2/12 4/2/12 0.06 88,990,952  FNMA
31381TEV8 FNMA DMBS 470048 - 1.38% 4/2/12 4/2/12 0.06 -  
242306005 BARCLAYS CAPITAL INC Treasury Repurchase Agreement 85,000,000 1.32% 2/1/12 2/1/12 0.18 85,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306005 BARCLAYS CAPITAL INC REPO 0.18 - 1.32% 2/1/12 2/1/12 0.18 -  
313384TS8 FHLB Government Agency Debt 85,000,000 1.32% 2/29/12 2/29/12 0.07 84,995,372  FHLB
313384TS8 FHLB - 1.32% 2/29/12 2/29/12 0.07 -  
31331KAL4 FED FARM CREDIT - 1.24% 2/1/12 7/9/12 0.21 -  
31331KAL4 FFCB Government Agency Debt 80,000,000 1.24% 2/1/12 7/9/12 0.21 80,014,138  FFCB
3134G2BL5 FHLMC Government Agency Debt 75,000,000 1.17% 2/21/12 3/21/13 0.24 75,043,019  FHLMC
3134G2BL5 FREDDIE MAC - 1.17% 2/21/12 3/21/13 0.24 -  
3134G1QD9 FHLMC Government Agency Debt 75,000,000 1.17% 2/3/12 4/3/12 0.27 75,019,986  FHLMC
3134G1QD9 FREDDIE MAC - 1.17% 2/3/12 4/3/12 0.27 -  
313374SY7 FED HOME LN BANK - 1.17% 2/1/12 7/25/12 0.17 -  
313374SY7 FHLB Government Agency Debt 75,000,000 1.17% 2/1/12 7/25/12 0.17 75,000,000  FHLB
242306688 GOLDMAN SACHS Government Agency Repurchase Agreement 75,000,000 1.17% 2/1/12 2/1/12 0.20 75,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306688 GOLDMAN SACHS & CO REPO 0.2% - 1.17% 2/1/12 2/1/12 0.20 -  
31331KMD9 FED FARM CREDIT - 1.17% 2/1/12 8/1/12 0.24 -  
31331KMD9 FFCB Government Agency Debt 75,000,000 1.17% 2/1/12 8/1/12 0.24 74,996,452  FFCB
481247AE4 JPMORGAN CHASE - 1.12% 6/22/12 6/22/12 2.13 -  
481247AE4 JPMORGAN CHASE & CO. Other Note 71,365,000 1.12% 6/22/12 6/22/12 2.13 71,879,675  FDIC (TLGP)
38146FAA9 GOLDMAN SACHS GP - 1.10% 6/15/12 6/15/12 3.25 -  
38146FAA9 GOLDMAN SACHS GROUP INC. Other Note 70,000,000 1.10% 6/15/12 6/15/12 3.25 70,771,727  FDIC (TLGP)
242306023 BNP PARIBAS SECURITIES CORP RE - 1.09% 2/1/12 2/1/12 0.19 -  
242306023 BNP PARIBAS SECURITIES CORP. Treasury Repurchase Agreement 70,000,000 1.09% 2/1/12 2/1/12 0.19 70,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
313396XS7 FHLMC Government Agency Debt 70,000,000 1.09% 6/4/12 6/4/12 0.07 69,983,122  FHLMC
313396XS7 FREDDIE DISCOUNT FADN 6/4/12 - 1.09% 6/4/12 6/4/12 0.07 -  
3128X9YV6 FHLMC Government Agency Debt 69,545,000 1.08% 2/10/12 2/10/12 0.26 69,546,435  FHLMC
3128X9YV6 FREDDIE MAC - 1.08% 2/10/12 2/10/12 0.26 -  
31381TJV3 FANNIE MAE DMBS #470176 4/2/2 - 1.05% 4/2/12 4/2/12 0.07 -  
31381TJV3 FNMA Government Agency Debt 67,380,707 1.05% 4/2/12 4/2/12 0.07 67,373,286  FNMA
17313UAE9 CITIGROUP FDING INC. Other Note 66,999,000 1.05% 4/30/12 4/30/12 2.13 67,310,423  FDIC (TLGP)
17313UAE9 CITIGROUP INC - 1.05% 4/30/12 4/30/12 2.13 -  
313374YB0 FED HOME LN BANK - 1.02% 7/25/12 7/25/12 0.25 -  
313374YB0 FHLB Government Agency Debt 65,350,000 1.02% 7/25/12 7/25/12 0.25 65,374,177  FHLB
242306685 DEUTSCHE BANK SECURITIES Government Agency Repurchase Agreement 60,000,000 0.93% 2/1/12 2/1/12 0.22 60,000,000  COLLATERALIZED AT 102% WITH U.S. TREASURY AND AGENCY SECURITIES
242306685 DEUTSCHE BANK SECURITIES REPO - 0.93% 2/1/12 2/1/12 0.22 -  
649903ZG9 NEW YORK ST DORM AUTH REVENUES - 0.88% 2/7/12 11/15/36 0.03 -  
649903ZG9 NEW YORK ST DORMITORY AUTHORITY Variable Rate Demand Note 56,490,000 0.88% 2/7/12 11/15/36 0.03 56,490,000  FNMA
481247AJ3 JPMORGAN CHASE - 0.87% 3/15/12 6/15/12 0.78 -  
481247AJ3 JPMORGAN CHASE & CO. Other Note 55,650,000 0.87% 3/15/12 6/15/12 0.78 55,715,894  FDIC (TLGP)
313588ZF5 FANNIE MAE - 0.85% 7/11/12 7/11/12 0.10 -  
313588ZF5 FNMA Government Agency Debt 55,000,000 0.85% 7/11/12 7/11/12 0.10 54,976,633  FNMA
31350AAA6 FEDERAL HOME LOAN MTGE CORP VA - 0.84% 2/7/12 5/15/46 0.13 -  
31350AAA6 FHLMC Variable Rate Demand Note 54,005,000 0.84% 2/7/12 5/15/46 0.13 54,005,000  FHLMC
3128X9XN5 FHLMC Government Agency Debt 53,629,000 0.83% 2/2/12 2/2/12 0.22 53,629,039  FHLMC
3128X9XN5 FREDDIE MAC - 0.83% 2/2/12 2/2/12 0.22 -  
31398A2C5 FANNIE MAE - 0.81% 2/27/12 7/26/12 0.27 -  
31398A2C5 FNMA Government Agency Debt 52,080,000 0.81% 2/27/12 7/26/12 0.27 52,090,218  FNMA
313374VH0 FED HOME LN BANK - 0.78% 2/27/12 2/27/12 0.12 -  
313374VH0 FHLB Government Agency Debt 50,000,000 0.78% 2/27/12 2/27/12 0.12 49,999,527  FHLB
313375FW2 FED HOME LN BANK - 0.78% 5/1/12 5/1/12 0.15 -  
313375FW2 FHLB Government Agency Debt 50,000,000 0.78% 5/1/12 5/1/12 0.15 49,993,537  FHLB
31331KLG3 FED FARM CREDIT - 0.73% 2/15/12 8/15/12 0.34 -  
31331KLG3 FFCB Government Agency Debt 47,000,000 0.73% 2/15/12 8/15/12 0.34 46,992,367  FFCB
17314AAB8 CITIGROUP FDING INC. Other Note 46,435,000 0.72% 4/30/12 4/30/12 0.76 46,502,207  FDIC (TLGP)
17314AAB8 CITIGROUP FNDG - 0.72% 4/30/12 4/30/12 0.76 -  
64986MC78 NEW YORK ST HSG FIN AGY REV - 0.68% 2/7/12 5/1/35 0.04 -  
64986MC78 NEW YORK ST HSG FINANCE AGENCY, SERIES A Variable Rate Demand Note 43,785,000 0.68% 2/7/12 5/1/35 0.04 43,785,000  FHLMC
06050BAA9 BANK OF AMER CRP - 0.68% 6/15/12 6/15/12 3.13 -  
06050BAA9 BANK OF AMERICA CORP. Other Note 43,096,000 0.68% 6/15/12 6/15/12 3.13 43,546,310  FDIC (TLGP)
31381SSM5 FNMA Government Agency Debt 42,800,000 0.66% 2/1/12 2/1/12 0.08 42,800,000  FNMA
31381SSM5 FNMA DMBS # 469524 2/1/2012 - 0.66% 2/1/12 2/1/12 0.08 -  
31381TV49 FNMA DMBS #470535 5/1/2012 - 0.66% 5/1/12 5/1/12 0.07 -  
31381TV49 FNMA, POOL #470535 Government Agency Debt 42,800,000 0.66% 5/1/12 5/1/12 0.07 42,792,243  FNMA
64986MJ55 NEW YORK ST HSG FIN AGY - 0.65% 2/7/12 11/15/36 0.06 -  
64986MJ55 NEW YORK ST HSG FINANCE AGENCY, NORTH END SERIES A Variable Rate Demand Note 41,750,000 0.65% 2/7/12 11/15/36 0.06 41,750,000  FNMA
3134G2MJ8 FHLMC Government Agency Debt 40,000,000 0.62% 2/17/12 6/17/13 0.24 39,989,334  FHLMC
3134G2MJ8 FREDDIE MAC - 0.62% 2/17/12 6/17/13 0.24 -  
31381SSP8 FANNIE MAE DMBS 2/1/2012 #4695 - 0.61% 2/1/12 2/1/12 0.08 -  
31381SSP8 FNMA Government Agency Debt 39,500,000 0.61% 2/1/12 2/1/12 0.08 39,500,000  FNMA
31398AKY7 FANNIE MAE - 0.61% 2/12/13 2/12/13 3.63 -  
31398AKY7 FNMA Government Agency Debt 38,000,000 0.61% 2/12/13 2/12/13 3.63 39,344,039  FNMA
313375ES2 FED HOME LN BANK - 0.60% 3/23/12 3/23/12 0.15 -  
313375ES2 FHLB Government Agency Debt 38,700,000 0.60% 3/23/12 3/23/12 0.15 38,698,515  FHLB
64970HAC8 NEW YORK CITY, HSG DEV CORP., SERIES A Variable Rate Demand Note 36,770,000 0.57% 2/7/12 11/15/19 0.03 36,770,000  FNMA
64970HAC8 NYC HDC MF MONTEREY 97-A - 0.57% 2/7/12 11/15/19 0.03 -  
64986M4E2 NEW YORK ST HSG FIN AGY - 0.57% 2/7/12 5/15/39 0.04 -  
64986M4E2 NEW YORK ST HSG FINANCE AGENCY Variable Rate Demand Note 36,625,000 0.57% 2/7/12 5/15/39 0.04 36,625,000  FNMA
00037NPB6 ABAG CA FIN AUTH FOR NONPROFIT - 0.56% 2/7/12 10/1/46 0.06 -  
00037NPB6 ABAG FINANCE AUTHORITY FOR NONPROFIT CORPS Variable Rate Demand Note 36,000,000 0.56% 2/7/12 10/1/46 0.06 36,000,000  FHLMC
31381TUX6 FNMA DMBS #470498 5/1/2012 - 0.55% 5/1/12 5/1/12 0.08 -  
31381TUX6 FNMA, POOL #470498 Government Agency Debt 35,326,000 0.55% 5/1/12 5/1/12 0.08 35,319,376  FNMA
31350AAN8 FEDERAL HOME LOAN MTGE CORP VA - 0.52% 2/7/12 6/15/36 0.13 -  
31350AAN8 FHLMC Variable Rate Demand Note 33,350,000 0.52% 2/7/12 6/15/36 0.13 33,350,000  FHLMC
31381TCA6 FANNIE MAE DMBS #469965 4/2/20 - 0.48% 4/2/12 4/2/12 0.07 -  
31381TCA6 FNMA, POOL #469965 Government Agency Debt 31,053,000 0.48% 4/2/12 4/2/12 0.07 31,049,448  FNMA
61757UAL4 MORGAN STANLEY Other Note 30,000,000 0.47% 2/10/12 2/10/12 0.72 30,002,480  FDIC (TLGP)
61757UAL4 MORGAN STANLEY - 0.47% 2/10/12 2/10/12 0.72 -  
13077V4F6 CALIFORNIA ST STWD CMNTYS DEV - 0.46% 2/7/12 11/15/37 0.07 -  
13077V4F6 CALIFORNIA STWIDE COMMUNITIES DEV AUTHORITY Variable Rate Demand Note 29,320,000 0.46% 2/7/12 11/15/37 0.07 29,320,000  FNMA
3128X9ZJ2 FHLMC Government Agency Debt 28,220,000 0.44% 2/16/12 2/16/12 0.25 28,222,020  FHLMC
3128X9ZJ2 FREDDIE MAC - 0.44% 2/16/12 2/16/12 0.25 -  
455284EC9 INDIANAPOLIS IN MF REVENUE - 0.43% 2/7/12 11/15/37 0.07 -  
455284EC9 INDIANAPOLIS, IN, LAKESIDE POINTE & FOX CLUB Variable Rate Demand Note 27,700,000 0.43% 2/7/12 11/15/37 0.07 27,700,000  FNMA
69351CAC7 PNC FDING CORP. Other Note 27,341,000 0.43% 6/22/12 6/22/12 2.30 27,563,781  FDIC (TLGP)
69351CAC7 PNC FUNDING CORP - 0.43% 6/22/12 6/22/12 2.30 -  
3134A4QD9 FHLMC Government Agency Debt 25,053,000 0.40% 7/15/12 7/15/12 5.13 25,600,360  FHLMC
3134A4QD9 FREDDIE MAC - 0.40% 7/15/12 7/15/12 5.13 -  
06050BAJ0 BANK OF AMER CRP - 0.39% 6/22/12 6/22/12 2.38 -  
06050BAJ0 BANK OF AMERICA CORP. Other Note 25,000,000 0.39% 6/22/12 6/22/12 2.38 25,210,533  FDIC (TLGP)
79765TBY0 SAN FRANCISCO CITY & CNTY CA R - 0.39% 2/7/12 6/15/34 0.06 -  
79765TBY0 SAN FRANCISCO, CA, CITY & CNTY REDEV AGENCY Variable Rate Demand Note 25,200,000 0.39% 2/7/12 6/15/34 0.06 25,200,000  FNMA
36967HAH0 GEN ELEC CAP CRP - 0.39% 6/8/12 6/8/12 2.20 -  
36967HAH0 GENERAL ELECTRIC CAPITAL CORP. Other Note 25,000,000 0.39% 6/8/12 6/8/12 2.20 25,167,810  FDIC (TLGP)
06050BAE1 BANK OF AMER CRP - 0.39% 3/22/12 6/22/12 0.95 -  
06050BAE1 BANK OF AMERICA CORP. Other Note 25,000,000 0.39% 3/22/12 6/22/12 0.95 25,046,160  FDIC (TLGP)
3135G0CE1 FANNIE MAE - 0.39% 2/13/12 8/12/13 0.29 -  
3135G0CE1 FNMA Government Agency Debt 25,000,000 0.39% 2/13/12 8/12/13 0.29 25,004,011  FNMA
3135G0FU2 FANNIE MAE - 0.39% 2/14/12 11/14/13 0.26 -  
3135G0FU2 FNMA Government Agency Debt 25,000,000 0.39% 2/14/12 11/14/13 0.26 24,986,604  FNMA
3134G16A7 FHLMC Government Agency Debt 22,950,000 0.36% 2/2/12 11/2/12 0.24 22,957,228  FHLMC
3134G16A7 FREDDIE MAC - 0.36% 2/2/12 11/2/12 0.24 -  
79765PCL5 SAN FRANCISCO CITY & CNTY CA M - 0.32% 2/7/12 6/15/25 0.07 -  
79765PCL5 SAN FRANCISCO, CA, CITY & CNTY HSG AUTHORITY Variable Rate Demand Note 20,800,000 0.32% 2/7/12 6/15/25 0.07 20,800,000  FNMA
17290CAA4 CITIBANK NA Other Note 20,280,000 0.32% 2/7/12 5/7/12 0.47 20,286,052  FDIC (TLGP)
17290CAA4 CITIBANK NA - 0.32% 2/7/12 5/7/12 0.47 -  
64986MLH6 NEW YORK ST HSG FIN AGY - 0.31% 2/7/12 5/15/32 0.07 -  
64986MLH6 NEW YORK ST HSG FINANCE AGENCY Variable Rate Demand Note 20,000,000 0.31% 2/7/12 5/15/32 0.07 20,000,000  FNMA
06050BAG6 BANK OF AMER CRP - 0.28% 4/30/12 4/30/12 2.10 -  
06050BAG6 BANK OF AMERICA CORP. Other Note 18,015,000 0.28% 4/30/12 4/30/12 2.10 18,098,987  FDIC (TLGP)
481247AK0 JPMORGAN CHASE - 0.26% 6/15/12 6/15/12 2.20 -  
481247AK0 JPMORGAN CHASE & CO. Other Note 16,715,000 0.26% 6/15/12 6/15/12 2.20 16,833,403  FDIC (TLGP)
13033KP52 CALIFORNIA HSG FINANCE AGENCY Variable Rate Demand Note 15,945,000 0.25% 2/7/12 8/1/34 0.05 15,945,000  FNMA, FHLMC
13033KP52 CALIFORNIA ST HSG FIN AGY - 0.25% 2/7/12 8/1/34 0.05 -  
17313YAN1 CITIGROUP FDING INC. Other Note 15,519,000 0.24% 11/15/12 11/15/12 1.88 15,717,950  FDIC (TLGP)
17313YAN1 CITIGROUP FNDG - 0.24% 11/15/12 11/15/12 1.88 -  
31381THW3 FNMA Government Agency Debt 15,000,000 0.23% 4/2/12 4/2/12 0.06 14,998,411  FNMA
31381THW3 FNMA DMBS #470145 4/2/2012 - 0.23% 4/2/12 4/2/12 0.06 -  
196483DH1 COLO HSG FIN AUTH - 0.23% 2/7/12 5/1/38 0.12 -  
196483DH1 COLORADO HSG & FINANCE AUTHORITY, CLASS I, SERIES B1 Variable Rate Demand Note 14,700,000 0.23% 2/7/12 5/1/38 0.12 14,700,000  FNMA
13077V3R1 CALIFORNIA STATEWIDE COMMUNITY - 0.23% 2/7/12 10/15/36 0.07 -  
13077V3R1 CALIFORNIA STWIDE COMMUNITIES DEV AUTHORITY, AGAVE AT ELK GROVE, SERIES DD Variable Rate Demand Note 14,600,000 0.23% 2/7/12 10/15/36 0.07 14,600,000  FNMA
64970VBL6 NEW YORK CITY NY HSG DEV SER A - 0.22% 2/7/12 10/15/35 0.06 -  
64970VBL6 NEW YORK CITY, HSG DEV CORP., FIRST AVENUE DEV, SERIES A Variable Rate Demand Note 14,205,000 0.22% 2/7/12 10/15/35 0.06 14,205,000  FNMA
546398KH0 LOUISIANA PUB FACS AUTHORITY Variable Rate Demand Note 12,600,000 0.20% 2/7/12 4/1/36 0.07 12,600,000  FHLMC
546398KH0 LOUISIANA ST PUBLIC FACS AUTH - 0.20% 2/7/12 4/1/36 0.07 -  
79728FJL6 SAN DIEGO CA HSG AUTH MF HSG R - 0.20% 2/7/12 1/15/35 0.08 -  
79728FJL6 SAN DIEGO, CA, HSG AUTHORITY Variable Rate Demand Note 12,595,000 0.20% 2/7/12 1/15/35 0.08 12,595,000  FNMA
13077V2X9 CALIFORNIA ST STWD CMNTYS DEV - 0.17% 2/7/12 12/15/35 0.07 -  
13077V2X9 CALIFORNIA STWIDE COMMUNITIES DEV AUTHORITY Variable Rate Demand Note 10,750,000 0.17% 2/7/12 12/15/35 0.07 10,750,000  FNMA
196483CT6 COLO HSG FIN AUTH - 0.16% 2/7/12 5/1/38 0.14 -  
196483CT6 COLORADO HSG & FINANCE AUTHORITY, CLASS I, SERIES A2 Variable Rate Demand Note 10,100,000 0.16% 2/7/12 5/1/38 0.14 10,100,000  FNMA
313374H86 FED HOME LN BANK - 0.16% 2/27/12 12/27/12 0.22 -  
313374H86 FHLB Government Agency Debt 10,000,000 0.16% 2/27/12 12/27/12 0.22 10,002,304  FHLB
196483CK5 COLO HSG FIN AUTH SING - 0.15% 2/7/12 11/1/33 0.14 -  
196483CK5 COLORADO HSG & FINANCE AUTHORITY, SERIES B1 Variable Rate Demand Note 9,775,000 0.15% 2/7/12 11/1/33 0.14 9,775,000  FNMA
85748KAA1 STATE STREET COR - 0.15% 4/30/12 4/30/12 2.15 -  
85748KAA1 STATE STREET CORP. Other Note 9,500,000 0.15% 4/30/12 4/30/12 2.15 9,545,870  FDIC (TLGP)
196483DF5 COLO HSG FIN AUTH - 0.15% 2/7/12 11/1/32 0.12 -  
196483DF5 COLORADO HSG & FINANCE AUTHORITY, CLASS I, SERIES C1 Variable Rate Demand Note 9,535,000 0.15% 2/7/12 11/1/32 0.12 9,535,000  FNMA
51641CAJ0 LANSING MICH ECONOMIC DEV CORP - 0.15% 2/7/12 3/1/42 0.27 -  
51641CAJ0 LANSING, MI, ECO DEV CORP. Variable Rate Demand Note 9,435,000 0.15% 2/7/12 3/1/42 0.27 9,435,000  FHLB
36967HAP2 GEN ELEC CAP CRP - 0.14% 3/12/12 3/12/12 0.74 -  
36967HAP2 GENERAL ELECTRIC CAPITAL CORP. Other Note 8,945,000 0.14% 3/12/12 3/12/12 0.74 8,947,885  FDIC (TLGP)
798165JQ0 SAN JOSE CA MF HSG REVENUE - 0.13% 2/7/12 2/1/37 0.08 -  
798165JQ0 SAN JOSE, CA Variable Rate Demand Note 8,600,000 0.13% 2/7/12 2/1/37 0.08 8,600,000  FHLMC
3134G1P65 FHLMC Government Agency Debt 8,456,000 0.13% 12/28/12 12/28/12 0.75 8,497,766  FHLMC
3134G1P65 FREDDIE MAC - 0.13% 12/28/12 12/28/12 0.75 -  
5946534H7 MICHIGAN ST HSG DEV AUTH - 0.13% 2/7/12 6/1/39 0.18 -  
5946534H7 MICHIGAN ST HSG DEV AUTHORITY, SERIES C Variable Rate Demand Note 8,400,000 0.13% 2/7/12 6/1/39 0.18 8,400,000  FNMA
82170HAG9 SHELBY CNTY TENN HEALTH EDL & - 0.13% 2/7/12 12/15/37 0.08 -  
82170HAG9 SHELBY CNTY, TN, HEALTH EDUCATIONAL & HSG FACILITIES BOARD, HEDGEROW APARTMENTS, SERIES A1 Variable Rate Demand Note 8,210,000 0.13% 2/7/12 12/15/37 0.08 8,210,000  FNMA
64986MQU2 NEW YORK ST HSG FIN AGY - 0.12% 2/7/12 5/15/33 0.14 -  
64986MQU2 NEW YORK ST HSG FINANCE AGENCY, SERIES B Variable Rate Demand Note 8,000,000 0.12% 2/7/12 5/15/33 0.14 8,000,000  FNMA
69351CAD5 PNC FDING CORP. Other Note 7,500,000 0.12% 4/2/12 4/1/12 0.78 7,503,328  FDIC (TLGP)
69351CAD5 PNC FUNDING CORP - 0.12% 4/2/12 4/1/12 0.78 -  
64986MXY6 NEW YORK ST HSG FIN AGY - 0.12% 2/7/12 5/15/33 0.14 -  
64986MXY6 NEW YORK ST HSG FINANCE AGENCY, 38ST SERIES B Variable Rate Demand Note 7,500,000 0.12% 2/7/12 5/15/33 0.14 7,500,000  FNMA
13033K5L9 CALIFORINA HSG FIN AGY - 0.12% 2/7/12 8/1/36 0.14 -  
13033K5L9 CALIFORNIA HSG FINANCE AGENCY, SERIES B Variable Rate Demand Note 7,400,000 0.12% 2/7/12 8/1/36 0.14 7,400,000  FNMA
36967HAW7 GEN ELEC CAP CRP - 0.11% 2/8/12 5/8/12 0.39 -  
36967HAW7 GENERAL ELECTRIC CAPITAL CORP. Other Note 6,780,000 0.11% 2/8/12 5/8/12 0.39 6,780,622  FDIC (TLGP)
3137EACP2 FHLMC Government Agency Debt 5,395,000 0.08% 11/30/12 11/30/12 0.38 5,403,097  FHLMC
3137EACP2 FREDDIE MAC - 0.08% 11/30/12 11/30/12 0.38 -  
690353LD7 OVERSEAS PRI INV - 0.08% 2/1/12 11/15/13 0.08 -  
690353LD7 OVERSEAS PRIVATE INVESTMENT Government Agency Debt 5,282,355 0.08% 2/1/12 11/15/13 0.08 5,282,355  UNITED STATES OF AMERICA
31398A6F4 FANNIE MAE - 0.08% 12/28/12 12/28/12 0.38 -  
31398A6F4 FNMA Government Agency Debt 5,151,000 0.08% 12/28/12 12/28/12 0.38 5,158,993  FNMA
313384SX8 FHLB Government Agency Debt 3,950,000