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The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 84-01100 N N Y Prime 50 77 130803461.04 1723042.41 1177111.45 131349392.00 0.0038 1.0001 2012-06-30 1.0001 2012-06-30 C000025638 1.00 131349392.00 1.00 -1482017.69 3390985.57 4873003.26 0.0001 1.0001 2012-06-30 1.0001 2012-06-30 ABN Amro Funding (USA) LLC ABN Amro Funding (USA) LLC 0.450523% 00084BH23 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 2000000.00 1999200.00 0.0152 N 1999500.00 1999500.00 ABN Amro Securities (USA) LLC ABN Amro Securities (USA) LLC 0.330001% 58739814779162ABN 0001473109 Other Repurchase Agreement N ALPHA NATURAL RESOURCES INC COM 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 108145.00 ALTRIA GROUP INC COM 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 101069.00 AMERICAN INTL GROUP INC COM NEW 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 100107.00 ANADARKO PETE CORP COM 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 104616.00 E M C CORP MASS COM 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 98989.00 GOODRICH CORP COM 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 100085.00 HUNTSMAN CORP COM 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 101261.00 INTERNATIONAL BUSINESS MACHSCOM 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 99528.00 MONSANTO CO NEW COM 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 103041.00 PROGRESS ENERGY INC COM 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 100802.00 YAHOO INC COM 2012-06-30 0.00 Other Instrument COMMON SHARES 0.00 80896.00 First Tier Security N/A N/A 2012-07-01 2012-07-05 N N N 1000000.00 1000000.00 0.0076 N 1000010.00 1000010.00 Aspen Funding Corp. 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LLC 0.440488% 3686M0G93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 2000000.00 1999804.44 0.0152 N 1999880.00 1999880.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.671148% 41068KHA9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N N 1000000.00 999255.56 0.0076 N 999720.00 999720.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.671172% 41068KHD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-13 2012-08-13 N N N 1000000.00 999199.72 0.0076 N 999690.00 999690.00 Industrial & Commercial Bank of China Ltd/New York Industrial & Commercial Bank of China Ltd/New York 0.750000% 45580AEP1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N N 2000000.00 2000000.00 0.0152 N 2001400.00 2001400.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.363751% 48125LBG6 Other Note N First Tier Security N/A N/A 2012-07-23 2013-06-21 N N N 3000000.00 3000000.00 0.0228 N 3000000.00 3000000.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.535651% 48125LER9 Other Note N First Tier Security N/A N/A 2012-07-18 2013-06-18 N N N 1000000.00 1000000.00 0.0076 N 1000400.00 1000400.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust Series T0005 0.379999% 46636YHW3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-01 2012-07-01 Y JPMorgan Chase Bank, N.A. N/A N/A N N 950000.00 950000.00 0.0072 N 950000.00 950000.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0008 0.379999% 46636YKK5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-01 2012-07-01 Y JPMorgan Chase Bank, N.A. N/A N/A N N 1000000.00 1000000.00 0.0076 N 1000000.00 1000000.00 Kells Funding, LLC Kells Funding, LLC 0.500751% 48802TGZ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N N 1000000.00 999500.00 0.0076 N 999780.00 999780.00 Kells Funding, LLC Kells Funding, LLC 0.510868% 48802XGE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 1000000.00 999872.50 0.0076 N 999940.00 999940.00 LMA Americas LLC LMA Americas LLC 0.510216% 50202TG50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 2000000.00 1999886.67 0.0152 N 1999920.00 1999920.00 Matchpoint Master Trust Matchpoint Master Trust 0.450191% 5766P0GP2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 2000000.00 1999450.00 0.0152 N 1999740.00 1999740.00 Missouri State Health & Educational Facilities Authority Missouri State Health & Educational Facilities Authority Series A 0.320001% 60635R3F2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-07 2012-07-07 Y Bank of America, N.A. N/A N/A Y Bank of America, N.A. N/A N/A N 1100000.00 1100000.00 0.0084 N 1100000.00 1100000.00 Mitsubishi UFJ Trust And Banking Corp. Mitsubishi UFJ Trust and Banking Corp. 0.419999% 60681P5V2 Certificate of Deposit N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N N 2000000.00 2000000.00 0.0152 N 2000460.00 2000460.00 Mizuho Corporate Bank, Ltd. Mizuho Corporate Bank, Ltd. 0.429999% 57679516 Certificate of Deposit N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N N 2000000.00 2000000.00 0.0152 N 2000180.00 2000180.00 Montgomery County, VA Industrial Development Authority Montgomery County, VA Industrial Development Authority Series B 0.299999% 613755BP1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-07 2012-07-07 Y Bank of New York Mellon (The) N/A N/A N N 1120000.00 1120000.00 0.0085 N 1120000.00 1120000.00 National Bank of Canada/NY National Bank of Canada/NY 0.330749% 63307UAK7 Other Note N First Tier Security N/A N/A 2012-07-16 2012-12-14 N N N 1000000.00 1000000.00 0.0076 N 999870.00 999870.00 New Jersey State Turnpike Authority New Jersey State Turnpike Authority Series D 0.700000% 646139JR7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-07 2012-07-07 Y Societe Generale N/A N/A Y SOCIETE GENERALE N/A N/A N 1000000.00 1000000.00 0.0076 N 1000000.00 1000000.00 New York City, NY Transitional Finance Authority New York City, NY Transitional Finance Authority Series A-1 0.209999% 649716HA8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-07 2012-07-07 Y WestLB AG N/A N/A N N 1000000.00 1000000.00 0.0076 N 1000000.00 1000000.00 New York Puttable Floating Option Tax-Exempt Receipts New York Puttable Floating Option Tax-Exempt Receipts 0.330000% 74703YEA4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-07 2012-07-07 Y Bank of America, National Associ N/A N/A N N 3580000.00 3580000.00 0.0273 N 3580000.00 3580000.00 Newport Funding Corp. Newport Funding Corp. 0.460529% 65184TGW1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-30 2012-07-30 N N N 1064000.00 1063605.73 0.0081 N 1063797.84 1063797.84 NRW Bank NRW Bank 0.260054% 62939LGL7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N N 2000000.00 1999725.56 0.0152 N 1999720.00 1999720.00 Nuveen, OT Municipal Market Opportunity Fund, Inc. Nuveen, OT Municipal Market Opportunity Fund, Inc., Series 1 0.349998% 67062W608 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-07 2012-07-07 Y DEUTSCHE BANK AG-NEW YORK BRANCH N/A N/A N N 500000.00 500000.00 0.0038 N 500000.00 500000.00 RBS Securities, Inc. RBS Securities, Inc. 0.500000% 58808877779162RBS 0000808379 Other Repurchase Agreement N FREDDIE MAC 2027-03-01 3.500000 Government Agency Debt 2395000.00 2495441.00 FREDDIE MAC 2032-03-01 3.500000 Government Agency Debt 539739.00 568870.00 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 3000000.00 3000000.00 0.0228 N 3000000.00 3000000.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.230042% 7588R0GL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N N 2000000.00 1999757.22 0.0152 N 1999740.00 1999740.00 Royal Bank of Canada Royal Bank of Canada 0.368751% 78009NAG1 Other Note N First Tier Security N/A N/A 2012-07-20 2012-09-20 N N N 2000000.00 2000000.00 0.0152 N 2000000.00 2000000.00 Royal Park Investments Funding Corp. Royal Park Investments Funding Corp. 0.952261% 78064RUH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N N 1000000.00 997756.94 0.0076 N 999240.00 999240.00 Royal Park Investments Funding Corp. Royal Park Investments Funding Corp. 0.952287% 78064RUL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 1000000.00 997598.61 0.0076 N 997598.61 997598.61 San Francisco County Transportation Authority San Francisco County Transportation Authority 0.270000% 79772QNX6 Other Municipal Debt N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 850000.00 850000.00 0.0065 N 850000.00 850000.00 State of Texas State of Texas Series A 2.500000% 882722L90 Other Municipal Debt N First Tier Security N/A N/A 2012-08-30 2012-08-30 N N N 2000000.00 2007374.14 0.0153 N 2007780.00 2007780.00 Texas JPMorgan Chase Putters/Drivers Trust Texas JPMorgan Chase Putters/Drivers Trust, Series 4206 0.230001% 46636YA75 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-01 2012-07-01 Y JPMorgan Chase & Co. N/A N/A N N 985000.00 985000.00 0.0075 N 985000.00 985000.00 The Norinchukin Bank The Norinchukin Bank 0.409999% 65602QX51 Certificate of Deposit N First Tier Security N/A N/A 2012-09-21 2012-09-21 N N N 2000000.00 2000000.00 0.0152 N 2000040.00 2000040.00 U.S. Treasury Note U.S. Treasury Note 3.875000% 912828AU4 Treasury Debt N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 500000.00 511426.92 0.0039 N 511405.00 511405.00 U.S. Treasury Note U.S. Treasury Note 2.500000% 912828HV5 Treasury Debt N First Tier Security N/A N/A 2013-03-31 2013-03-31 N N N 1000000.00 1016809.93 0.0077 N 1017031.00 1017031.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828NN6 Treasury Debt N First Tier Security N/A N/A 2013-07-15 2013-07-15 N N N 300000.00 302321.78 0.0023 N 302285.10 302285.10 U.S. Treasury Note U.S. Treasury Note 0.625000% 912828QK9 Treasury Debt N First Tier Security N/A N/A 2013-02-28 2013-02-28 N N N 1000000.00 1002768.59 0.0076 N 1002890.00 1002890.00 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828QL7 Treasury Debt N First Tier Security N/A N/A 2013-03-31 2013-03-31 N N N 1600000.00 1606528.56 0.0122 N 1606436.80 1606436.80 University of Alabama University of Alabama Series B 0.339999% 914029X24 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-07 2012-07-07 Y THE UNIVERSITY OF ALABAMA SYSTEM N/A N/A N N 1400000.00 1400000.00 0.0107 N 1400000.00 1400000.00 University of California University of California, Series AA-1 0.479999% 91412GFB6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-01 2012-07-01 Y Barclays Bank PLC N/A N/A N N 300000.00 300000.00 0.0023 N 300000.00 300000.00 University of Illinois University of Illinois 0.320001% 914331HD8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-07 2012-07-07 Y Bank of America, National Associ N/A N/A N N 1000000.00 1000000.00 0.0076 N 1000000.00 1000000.00 Utah Wells Fargo Stage Trust Utah Wells Fargo Stage Trust, Series 33C 0.190001% 94987KFG5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-07 2012-07-07 Y Intermountain Health Care Inc. N/A N/A N N 1000000.00 1000000.00 0.0076 N 1000000.00 1000000.00 Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.510200% 92512LG21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 2000000.00 1999971.67 0.0152 N 1999960.00 1999960.00 Washington State Housing Finance Commission Washington State Housing Finance Commission, Series A 0.209999% 93978PFK8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-07 2012-07-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 795000.00 795000.00 0.0061 N 795000.00 795000.00 Wells Fargo Securities LLC Joint Account III 0.179999% 779162WEL 0000740906 Government Agency Repurchase Agreement N FANNIE MAE 2021-09-01 3.000000 Government Agency Debt 192702.82 168563.02 FANNIE MAE 2022-06-01 3.000000 Government Agency Debt 244840.28 255926.00 FANNIE MAE 2027-03-01 3.000000 Government Agency Debt 126860.34 130744.81 FANNIE MAE 2027-05-01 3.000000 Government Agency Debt 216168.22 227580.14 FANNIE MAE 2027-06-01 3.000000 Government Agency Debt 154934.24 162548.46 FANNIE MAE 2039-12-01 5.000000 Government Agency Debt 309122.32 230518.17 FANNIE MAE 2042-03-01 4.000000 Government Agency Debt 100798.21 108695.59 FANNIE MAE 2042-04-01 4.000000 Government Agency Debt 166969.40 178446.23 FANNIE MAE 2042-06-01 4.000000 Government Agency Debt 216532.77 231416.39 FANNIE MAE 2042-07-01 3.500000 Government Agency Debt 198253.00 210058.61 FANNIE MAE 2042-07-01 3.500000 Government Agency Debt 137607.53 145780.34 FREDDIE MAC 2027-02-01 3.000000 Government Agency Debt 196104.69 200619.37 FREDDIE MAC 2027-04-01 3.000000 Government Agency Debt 156511.34 162734.53 FREDDIE MAC 2027-05-01 2.500000 Government Agency Debt 198484.37 204130.15 FREDDIE MAC 2038-03-01 5.000000 Government Agency Debt 396922.99 145181.00 FREDDIE MAC 2042-05-01 4.000000 Government Agency Debt 208739.36 224807.93 FREDDIE MAC 2042-06-01 3.500000 Government Agency Debt 131001.61 139395.43 FREDDIE MAC 2042-06-01 4.000000 Government Agency Debt 137680.52 149336.71 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-09-15 4.500000 Government Agency Debt 123290.17 124428.28 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-04-15 3.000000 Government Agency Debt 113120.23 118785.95 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-05-15 3.500000 Government Agency Debt 235074.88 249743.45 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-06-15 3.500000 Government Agency Debt 203754.19 219209.40 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-06-20 3.500000 Government Agency Debt 131008.86 140793.68 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 4009168.57 4009168.57 0.0305 N 4009168.57 4009168.57 Westpac Banking Corp. Westpac Banking Corp. 0.549151% 91621CBT7 Other Note N First Tier Security N/A N/A 2012-07-09 2012-11-06 N N N 1000000.00 1000000.00 0.0076 N 1000018.00 1000018.00