0001181431-11-041903.txt : 20110829 0001181431-11-041903.hdr.sgml : 20110829 20110721154414 ACCESSION NUMBER: 0001181431-11-041903 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110721 DATE AS OF CHANGE: 20110721 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Ivy Funds Variable Insurance Portfolios CENTRAL INDEX KEY: 0000810016 IRS NUMBER: 481146010 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP/A SEC ACT: 1933 Act SEC FILE NUMBER: 811-05017 FILM NUMBER: 11979821 BUSINESS ADDRESS: STREET 1: 6300 LAMAR AVENUE CITY: OVERLAND PARK STATE: KS ZIP: 66202 BUSINESS PHONE: 9132362000 MAIL ADDRESS: STREET 1: P O BOX 29217 CITY: SHAWNEE MISSION STATE: KS ZIP: 66201-9217 FORMER COMPANY: FORMER CONFORMED NAME: Ivy Funds Variable Insurance Portfolios, Inc. DATE OF NAME CHANGE: 20080819 FORMER COMPANY: FORMER CONFORMED NAME: W&R TARGET FUNDS INC DATE OF NAME CHANGE: 20001026 FORMER COMPANY: FORMER CONFORMED NAME: TARGET UNITED FUNDS INC DATE OF NAME CHANGE: 19990506 0000810016 S000006229 Ivy Funds VIP Money Market C000017163 SAME N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2011-06-30 0000810016 S000006229 1 N N 33-11466 Waddell & Reed Investment Management Company 801-40372 Deloitte & Touche LLP Kansas City MO Waddell & Reed Services Company Waddell & Reed Services Company 0000700533 84-1062 N N Y Prime 37 59 199850904.21 640382.01 0.00 200491286.22 0.0027 1.0000 2011-06-30 1.0000 2011-06-30 C000017163 1.00 200491286.22 1.00 6775393.03 10648142.30 3872749.27 0.0002 1.0000 2011-06-30 1.0000 2011-06-30 Citigroup Inc. Citigroup Inc., 0.37% 172967CV1 Other Note N First Tier Security N/A N/A 2011-09-16 2012-03-16 N N N 541000.00 539785.10 0.0027 N/A N 540017.00 540017.00 Citigroup Inc. Citigroup Inc., 5.1% 172967DU2 Other Note N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 1799000.00 1816846.72 0.0091 N/A N 1817792.35 1817792.35 Citigroup Inc. Citigroup Inc., 5.25% 172967DZ1 Other Note N First Tier Security N/A N/A 2012-02-27 2012-02-27 N N N 955000.00 981695.57 0.0049 N/A N 982683.54 982683.54 COFCO Capital Corp. (Rabobank Nederland) COFCO Capital Corp. (Rabobank Nederland), 0.21% 1921E1V54 Other Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N Y Rabobank Nederland N/A N/A N 5200000.00 5198887.82 0.0259 N/A N 5199147.20 5199147.20 The Academy of the New Church, Taxable Var Rate Demand Bonds, Ser 2008 (Wachovia Bank, N.A.) The Academy of the New Church, Taxable Var Rate Demand Bonds, Ser 2008 (Wachovia Bank, N.A.), 0.19% 004011AA0 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Wachovia Bank, N.A. N/A N/A Y Wachovia Bank, N.A. N/A N/A N 2465000.00 2465000.00 0.0123 N/A N 2465000.00 2465000.00 American Honda Finance Corp. (Honda Motor Co.) American Honda Finance Corp. (Honda Motor Co.), 0.35% 02666QJ46 Other Note N First Tier Security N/A N/A 2011-09-29 2012-06-29 N Y Honda Motor Co. N/A N/A N 1875000.00 1875000.00 0.0094 N/A N 1875022.50 1875022.50 American Honda Finance Corp. (Honda Motor Co.) American Honda Finance Corp. (Honda Motor Co.), 0.42% 02666QZJ5 Other Note N First Tier Security N/A N/A 2011-09-27 2012-03-27 N Y Honda Motor Co. N/A N/A N 2600000.00 2603024.07 0.0129 N/A N 2599084.80 2599084.80 Axis Bank Limited (Bank of America, N.A.) Axis Bank Limited (Bank of America, N.A.), 0.4% 05463LUK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N Y Bank of America, N.A. N/A N/A N 1700000.00 1699643.00 0.0085 N/A N 1699598.80 1699598.80 Bank of America Corporation Bank of America Corporation, 5.38% 060505CK8 Other Note N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 1000000.00 1005549.65 0.0050 N/A N 1005265.00 1005265.00 Bank of America, N.A. Bank of America, N.A., 0.57% 0605A05T7 Other Note N First Tier Security N/A N/A 2011-07-22 2012-07-20 N N Y Maturity Extension Option Bank of America, N.A. N/A N/A 1300000.00 1300000.00 0.0065 N/A N 1300683.80 1300683.80 BellSouth Corporation (AT&T Inc.) BellSouth Corporation (AT&T Inc.), 4.34% 079860AA0 Other Note N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 6700000.00 6895871.48 0.0344 N/A N 6896812.50 6896812.50 City of Cape Coral, FL (Bank of America, N.A.) City of Cape Coral, FL (Bank of America, N.A.), 0.13% 13937WJW1 Other Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N Y Bank of America, N.A. N/A N/A N 3900000.00 3900000.00 0.0194 N/A N 3900000.00 3900000.00 Castle Rock, CO, Cert of Part, Ser 2008 (Wells Fargo Bank, N.A.) Castle Rock, CO, Cert of Part, Ser 2008 (Wells Fargo Bank, N.A.), 0.2% 14848PAL5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Wells Fargo Bank, N.A. N/A N/A Y Wells Fargo Bank, N.A. N/A N/A N 4200000.00 4200000.00 0.0210 N/A N 4200000.00 4200000.00 Citigroup Inc. Citigroup Inc., 6% 172967BJ9 Other Note N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 2389000.00 2470134.68 0.0123 N/A N 2467676.94 2467676.94 Indl Dev Auth of Botetourt Cnty, VA, Indl Dev Rev Bonds (Altec Industries), Ser 2001 (Bank of America, N.A.) Indl Dev Auth of Botetourt Cnty, VA, Indl Dev Rev Bonds (Altec Industries), Ser 2001 (Bank of America, N.A.), 0.25% 101267AS1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Bank of America, N.A. N/A N/A Y Bank of America, N.A. N/A N/A N 1550000.00 1550000.00 0.0077 N/A N 1550000.00 1550000.00 CA Hlth Fac Fin Auth, Var Rate Hosp Rev Bonds (Adventist Hlth Sys/West), Ser 1998B (Bank of America, N.A.) CA Hlth Fac Fin Auth, Var Rate Hosp Rev Bonds (Adventist Hlth Sys/West), Ser 1998B (Bank of America, N.A.), 0.04% 13033F7N4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 Y Bank of America, N.A. N/A N/A Y Bank of America, N.A. N/A N/A N 2000000.00 2000000.00 0.0100 N/A N 2000000.00 2000000.00 CA Pollutn Ctl Fin Auth, Pollutn Ctl Rfdg Rev Bonds (Pacific Gas and Elec Co), Ser C (JPMorgan Chase Bank, N.A.) CA Pollutn Ctl Fin Auth, Pollutn Ctl Rfdg Rev Bonds (Pacific Gas and Elec Co), Ser C (JPMorgan Chase Bank, N.A.), 0.05% 130534XA3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 Y JPMorgan Chase Bank, N.A. N/A N/A Y JPMorgan Chase Bank, N.A. N/A N/A N 4250000.00 4250000.00 0.0212 N/A N 4250000.00 4250000.00 CA Statewide Cmnty Dev Auth, Multifam Hsng Rev Bonds (Wyndover Apts), Ser 2004 LL (United States Government) CA Statewide Cmnty Dev Auth, Multifam Hsng Rev Bonds (Wyndover Apts), Ser 2004 LL (United States Government), 0.08% 13077V6N7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y United States Government N/A N/A Y United States Government N/A N/A N 2210000.00 2210000.00 0.0110 N/A N 2210000.00 2210000.00 CA Statewide Cmnty Dev Auth, Multifam Hsng Rev Bonds (The Crossings Sr Apts/Phase I ), Ser 2005 I (United States Government) CA Statewide Cmnty Dev Auth, Multifam Hsng Rev Bonds (The Crossings Sr Apts/Phase I ), Ser 2005 I (United States Government), 0.09% 13077V7E6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y United States Government N/A N/A Y United States Government N/A N/A N 1050000.00 1050000.00 0.0052 N/A N 1050000.00 1050000.00 Hosp Fac Auth of Clackamas Cnty, OR, Rev Bonds (Legacy Hlth Sys), Ser 2008B (U.S. Bank, N.A.) Hosp Fac Auth of Clackamas Cnty, OR, Rev Bonds (Legacy Hlth Sys), Ser 2008B (U.S. Bank, N.A.), 0.06% 179027VK0 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y U.S. Bank, N.A. N/A N/A Y U.S. Bank, N.A. N/A N/A N 700000.00 700000.00 0.0035 N/A N 700000.00 700000.00 COFCO Capital Corp. (Rabobank Nederland) COFCO Capital Corp. (Rabobank Nederland), 0.18% 1921E1V96 Other Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N Y Rabobank Nederland N/A N/A N 2000000.00 1999610.00 0.0100 N/A N 1999628.00 1999628.00 CO Hsng and Fin Auth, Multifam Hsng Rev Bonds (Greentree Vlg Apts Proj), Ser 2007 (U.S. Bank, N.A.) CO Hsng and Fin Auth, Multifam Hsng Rev Bonds (Greentree Vlg Apts Proj), Ser 2007 (U.S. Bank, N.A.), 0.1% 196479MC0 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y U.S. Bank, N.A. N/A N/A Y U.S. Bank, N.A. N/A N/A N 1900000.00 1900000.00 0.0095 N/A N 1900000.00 1900000.00 Corporacion Andina de Fomento Corporacion Andina de Fomento, 0.7% 2198X2EF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 1800000.00 1788835.01 0.0089 N/A N 1791887.40 1791887.40 Corporacion Andina de Fomento Corporacion Andina de Fomento, 0.12% 2198X3UC9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 1000000.00 999960.27 0.0050 N/A N 999956.00 999956.00 Corporacion Andina de Fomento Corporacion Andina de Fomento, 0.19% 2198X3V87 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 5000000.00 4998997.25 0.0249 N/A N 4998980.00 4998980.00 Corporacion Andina de Fomento Corporacion Andina de Fomento, 0.78% 2198X3Z75 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 2000000.00 1993110.00 0.0100 N/A N 1997218.00 1997218.00 John Deere Credit Limited (John Deere Capital Corporation) John Deere Credit Limited (John Deere Capital Corporation), 0.11% 24423NUE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N Y John Deere Capital Corporation N/A N/A N 3000000.00 2999870.01 0.0150 N/A N 2999883.00 2999883.00 Defeased Loan Trust 2010-2 (United States Government) Defeased Loan Trust 2010-2 (United States Government), 1.04% 24462AAA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-13 2011-08-13 N Y United States Government N/A N/A N 1671321.17 1671308.84 0.0083 N/A N 1671942.90 1671942.90 E.I. du Pont de Nemours and Company E.I. du Pont de Nemours and Company, 0.12% 2635J5U64 Other Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 2500000.00 2499947.93 0.0125 N/A N 2499950.00 2499950.00 E.I. du Pont de Nemours and Company E.I. du Pont de Nemours and Company, 0.14% 2635J5UC1 Other Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 4500000.00 4499793.77 0.0224 N/A N 4499802.00 4499802.00 E.I. du Pont de Nemours and Company E.I. du Pont de Nemours and Company, 0.13% 2635J5UR8 Other Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 1000000.00 999906.67 0.0050 N/A N 999890.00 999890.00 Elmurst, IL, Adj Demand Rev Bonds, Joint Comsn on Accrediation of Hlthcare Org, Ser 1988 (JPMorgan Chase Bank, N.A.) Elmurst, IL, Adj Demand Rev Bonds, Joint Comsn on Accrediation of Hlthcare Org, Ser 1988 (JPMorgan Chase Bank, N.A.), 0.09% 289470AA4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y JPMorgan Chase Bank, N.A. N/A N/A Y JPMorgan Chase Bank, N.A. N/A N/A N 920000.00 920000.00 0.0046 N/A N 920000.00 920000.00 Fremont (Alameda Cnty, CA), Fremont Public Fin Auth (U.S. Bank, N.A.) Fremont (Alameda Cnty, CA), Fremont Public Fin Auth (U.S. Bank, N.A.), 0.06% 357122KV1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y U.S. Bank, N.A. N/A N/A Y U.S. Bank, N.A. N/A N/A N 2000000.00 2000000.00 0.0100 N/A N 2000000.00 2000000.00 General Electric Capital Corporation General Electric Capital Corporation, 0.44% 36962GM76 Other Note N First Tier Security N/A N/A 2011-08-22 2011-11-21 N N N 930000.00 930459.68 0.0046 N/A N 930666.81 930666.81 Harris Cnty Hosp Dist, Sr Lien Rfdg Rev Bonds, Ser 2010 (JPMorgan Chase & Co.) Harris Cnty Hosp Dist, Sr Lien Rfdg Rev Bonds, Ser 2010 (JPMorgan Chase & Co.), 0.09% 41415WBT8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y JPMorgan Chase & Co. N/A N/A Y JPMorgan Chase & Co. N/A N/A N 1000000.00 1000000.00 0.0050 N/A N 1000000.00 1000000.00 Harvest Junction Metro Dist (Longmont, CO), Ltd Tax GO Var Rate Bonds, Ser 2006 (U.S Bank, N.A.) Harvest Junction Metro Dist (Longmont, CO), Ltd Tax GO Var Rate Bonds, Ser 2006 (U.S Bank, N.A.), 0.2% 417536AA7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y U.S Bank, N.A. N/A N/A Y U.S Bank, N.A. N/A N/A N 1105000.00 1105000.00 0.0055 N/A N 1105000.00 1105000.00 IBM International Group Capital LLC (International Business Machines Corporation) IBM International Group Capital LLC (International Business Machines Corporation), 0.52% 44924EAZ3 Other Note N First Tier Security N/A N/A 2011-08-26 2012-06-25 N Y International Business Machines Corporation N/A N/A Y Maturity Extension Option International Business Machines Corporation N/A N/A 1500000.00 1500000.00 0.0075 N/A N 1501698.00 1501698.00 ICICI Bank Limited (Bank of America, N.A.) ICICI Bank Limited (Bank of America, N.A.), 0.64% 45107WWG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N Y Bank of America, N.A. N/A N/A N 3500000.00 3495134.06 0.0174 N/A N 3498316.50 3498316.50 ICICI Bank Limited (Bank of America, N.A.) ICICI Bank Limited (Bank of America, N.A.), 0.4% 45107WWK8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N Y Bank of America, N.A. N/A N/A N 4600000.00 4595911.11 0.0229 N/A N 4597681.60 4597681.60 IL Fin Auth, Var Rate Demand Rev Bonds (The Carle Fndtn), Ser 2009 (JPMorgan Chase Bank, N.A.) IL Fin Auth, Var Rate Demand Rev Bonds (The Carle Fndtn), Ser 2009 (JPMorgan Chase Bank, N.A.), 0.03% 45200FVH9 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y JPMorgan Chase Bank, N.A. N/A N/A Y JPMorgan Chase Bank, N.A. N/A N/A N 400000.00 400000.00 0.0020 N/A N 400000.00 400000.00 IL Fin Auth (Loyola Univ of Chicago Fin Proj), Commercial Paper Rev Notes (JPMorgan Chase Bank, N.A.) IL Fin Auth (Loyola Univ of Chicago Fin Proj), Commercial Paper Rev Notes (JPMorgan Chase Bank, N.A.), 0.13% 45203TCG9 Other Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N Y JPMorgan Chase Bank, N.A. N/A N/A N 6000000.00 6000000.00 0.0299 N/A N 6000000.00 6000000.00 Kansas City, MO, Var Rate Demand Taxable Spl Oblig Rfdg Bonds (President Hotel Redev Proj), Ser 2009B (JPMorgan Chase & Co.) Kansas City, MO, Var Rate Demand Taxable Spl Oblig Rfdg Bonds (President Hotel Redev Proj), Ser 2009B (JPMorgan Chase & Co.), 0.15% 485106CW6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y JPMorgan Chase & Co. N/A N/A Y JPMorgan Chase & Co. N/A N/A N 1370000.00 1370000.00 0.0068 N/A N 1370000.00 1370000.00 Kellogg Co. Kellogg Co., 0% 48783DU19 Other Commercial Paper N Second Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 980000.00 980000.00 0.0049 N/A N 979994.12 979994.12 Kimberly-Clark Corporation Kimberly-Clark Corporation, 4.43% 494368AZ6 Other Note N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 2000000.00 2034649.58 0.0101 N/A N 2031832.00 2031832.00 Exempla Gen Impvt Dist of Lafayette, CO, Spl Impvt Dist No. 02-01, Spl Assmt Rev Rfdg and Impvt Bonds, Ser 2002 (Wells Fargo Bank, N.A.) Exempla Gen Impvt Dist of Lafayette, CO, Spl Impvt Dist No. 02-01, Spl Assmt Rev Rfdg and Impvt Bonds, Ser 2002 (Wells Fargo Bank, N.A.), 0.08% 506053AA5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Wells Fargo Bank, N.A. N/A N/A Y Wells Fargo Bank, N.A. N/A N/A N 250000.00 250000.00 0.0012 N/A N 250000.00 250000.00 LA Pub Fac Auth, Rev Bonds (Air Products and Chemicals Proj), Ser 2009A (Air Products and Chemicals, Inc.) LA Pub Fac Auth, Rev Bonds (Air Products and Chemicals Proj), Ser 2009A (Air Products and Chemicals, Inc.), 0.1% 546398C48 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Air Products and Chemicals, Inc. N/A N/A Y Air Products and Chemicals, Inc. N/A N/A N 2350000.00 2350000.00 0.0117 N/A N 2350000.00 2350000.00 LA Pub Fac Auth, Var Rate Rev Rfdg Bonds (CHRISTUS Hlth), Ser 2009B-1 (Bank of New York (The)) LA Pub Fac Auth, Var Rate Rev Rfdg Bonds (CHRISTUS Hlth), Ser 2009B-1 (Bank of New York (The)), 0.05% 546398C71 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Bank of New York (The) N/A N/A Y Bank of New York (The) N/A N/A N 1750000.00 1750000.00 0.0087 N/A N 1750000.00 1750000.00 MD Hlth and Higher Edu Fac Auth Rev Bonds, Anne Arundel Hlth Sys Issue, Ser 2009A (Toronto Dominion Bank) MD Hlth and Higher Edu Fac Auth Rev Bonds, Anne Arundel Hlth Sys Issue, Ser 2009A (Toronto Dominion Bank), 0.12% 5742165U7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Toronto Dominion Bank N/A N/A Y Toronto Dominion Bank N/A N/A N 945000.00 945000.00 0.0047 N/A N 945000.00 945000.00 MA Hlth and Edu Fac Auth, Var Rate Rev Bonds, Dana-Farber Cancer Institute Issue, Ser 2008L-1 (JPMorgan Chase Bank, N.A.) MA Hlth and Edu Fac Auth, Var Rate Rev Bonds, Dana-Farber Cancer Institute Issue, Ser 2008L-1 (JPMorgan Chase Bank, N.A.), 0.07% 57586CY90 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y JPMorgan Chase Bank, N.A. N/A N/A Y JPMorgan Chase Bank, N.A. N/A N/A N 3000000.00 3000000.00 0.0150 N/A N 3000000.00 3000000.00 MS Bus Fin Corp, Adj Mode Indl Dev Rev Bonds (Belk, Inc. Proj), Ser 2005 (Wachovia Bank, N.A.) MS Bus Fin Corp, Adj Mode Indl Dev Rev Bonds (Belk, Inc. Proj), Ser 2005 (Wachovia Bank, N.A.), 0.19% 605275QQ2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Wachovia Bank, N.A. N/A N/A Y Wachovia Bank, N.A. N/A N/A N 3936000.00 3936000.00 0.0197 N/A N 3936000.00 3936000.00 MS Bus Fin Corp, Gulf Opp Zone Indl Dev Var Rate Rev Bonds (Chevron U.S.A. Inc. Proj), Ser 2007D (Chevron Corporation) MS Bus Fin Corp, Gulf Opp Zone Indl Dev Var Rate Rev Bonds (Chevron U.S.A. Inc. Proj), Ser 2007D (Chevron Corporation), 0.04% 60528AAV6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 Y Chevron Corporation N/A N/A Y Chevron Corporation N/A N/A N 7600000.00 7600000.00 0.0379 N/A N 7600000.00 7600000.00 MS Business Fin Corp, Gulf Opp Zone Indl Dev Rev Bonds (Chevron U.S.A. Inc. Proj) (Chevron Corporation) MS Business Fin Corp, Gulf Opp Zone Indl Dev Rev Bonds (Chevron U.S.A. Inc. Proj) (Chevron Corporation), 0.04% 60528ACA0 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 Y Chevron Corporation N/A N/A Y Chevron Corporation N/A N/A N 1750000.00 1750000.00 0.0087 N/A N 1750000.00 1750000.00 Muni Elec Auth of GA (Wells Fargo Bank, N.A.) Muni Elec Auth of GA (Wells Fargo Bank, N.A.), 0.33% 62621EMH8 Other Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 9573000.00 9573003.27 0.0478 N/A N 9573191.46 9573191.46 NYC Hsng Dev Corp, Multi-Fam Mtg Rev Bonds (Target V Apt), Ser 2006 A (Citibank, N.A.) NYC Hsng Dev Corp, Multi-Fam Mtg Rev Bonds (Target V Apt), Ser 2006 A (Citibank, N.A.), 0.1% 64966TAE4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Citibank, N.A. N/A N/A Y Citibank, N.A. N/A N/A N 1200000.00 1200000.00 0.0060 N/A N 1200000.00 1200000.00 Novartis Finance Corp. Novartis Finance Corp., 0% 6698M5U15 Other Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 2000000.00 2000000.00 0.0099 N/A N 1999996.00 1999996.00 NYC Indl Dev Agy, Var Rate Demand Civic Fac Rfdg and Impvt Rev Bonds (Touro College Proj), Ser 2007 (JPMorgan Chase Bank, N.A.) NYC Indl Dev Agy, Var Rate Demand Civic Fac Rfdg and Impvt Rev Bonds (Touro College Proj), Ser 2007 (JPMorgan Chase Bank, N.A.), 0.08% 649438FP8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y JPMorgan Chase Bank, N.A. N/A N/A Y JPMorgan Chase Bank, N.A. N/A N/A N 510000.00 510000.00 0.0025 N/A N 510000.00 510000.00 NY Hsng Fin Agy, Related-Caroline Apt Hsng Rev Bonds, Ser 2008A (Federal Home Loan Mortgage Corporation) NY Hsng Fin Agy, Related-Caroline Apt Hsng Rev Bonds, Ser 2008A (Federal Home Loan Mortgage Corporation), 0.07% 64986MT54 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Federal Home Loan Mortgage Corporation N/A N/A Y Federal Home Loan Mortgage Corporation N/A N/A N 900000.00 900000.00 0.0045 N/A N 900000.00 900000.00 Overseas Private Investment Corporation (United States Government) Overseas Private Investment Corporation (United States Government), 0.09% 690353LD7 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y United States Government N/A N/A Y United States Government N/A N/A N 1802325.91 1802325.91 0.0090 N/A N 1802325.91 1802325.91 Overseas Private Investment Corporation (United States Government) Overseas Private Investment Corporation (United States Government), 0.09% 690353QZ3 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y United States Government N/A N/A Y United States Government N/A N/A N 2008937.15 2008936.98 0.0100 N/A N 2008937.15 2008937.15 Overseas Private Investment Corporation (United States Government) Overseas Private Investment Corporation (United States Government), 0.09% 690353RD1 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y United States Government N/A N/A Y United States Government N/A N/A N 2583333.33 2583333.33 0.0129 N/A N 2583333.33 2583333.33 Peninsula Ports Auth of VA, Coal Terminal Rev Rfdg Bonds (Dominion Terminal Assoc Proj), Ser 1987-A (U.S. Bank, N.A.) Peninsula Ports Auth of VA, Coal Terminal Rev Rfdg Bonds (Dominion Terminal Assoc Proj), Ser 1987-A (U.S. Bank, N.A.), 0.18% 70716RKM9 Other Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N Y U.S. Bank, N.A. N/A N/A N 1000000.00 1000000.00 0.0050 N/A N 1000000.00 1000000.00 Pinellas Cnty Edu Fac Auth, Rfdg Prog Rev Bonds (Pooled Independent Higher Edu Institutions Loan Prog), Ser 1985 (Wachovia Bank, N.A.) Pinellas Cnty Edu Fac Auth, Rfdg Prog Rev Bonds (Pooled Independent Higher Edu Institutions Loan Prog), Ser 1985 (Wachovia Bank, N.A.), 0.13% 72316XVK8 Other Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N Y Wachovia Bank, N.A. N/A N/A N 3500000.00 3500000.00 0.0175 N/A N 3500000.00 3500000.00 Port Arthur Navigation Dist Indl Dev Corp, Exempt Fac Var Rate Rev Bonds (Air Products Proj), Ser 2005 (Air Products and Chemicals, Inc.) Port Arthur Navigation Dist Indl Dev Corp, Exempt Fac Var Rate Rev Bonds (Air Products Proj), Ser 2005 (Air Products and Chemicals, Inc.), 0.04% 733508AD7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 Y Air Products and Chemicals, Inc. N/A N/A Y Air Products and Chemicals, Inc. N/A N/A N 2250000.00 2250000.00 0.0112 N/A N 2250000.00 2250000.00 Port Arthur Navigation Dist Indl Dev Corp, Exempt Fac Var Rate Rev Bonds (Air Products Proj), Ser 2006 (Air Products and Chemicals, Inc.) Port Arthur Navigation Dist Indl Dev Corp, Exempt Fac Var Rate Rev Bonds (Air Products Proj), Ser 2006 (Air Products and Chemicals, Inc.), 0.04% 733508AE5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 Y Air Products and Chemicals, Inc. N/A N/A Y Air Products and Chemicals, Inc. N/A N/A N 3585000.00 3585000.00 0.0179 N/A N 3585000.00 3585000.00 Rabobank Nederland Rabobank Nederland, 0.33% 74977RBR4 Other Note N First Tier Security N/A N/A 2011-08-16 2012-06-15 N N Y Maturity Extension Option Rabobank Nederland N/A N/A 1000000.00 1000000.00 0.0050 N/A N 1000209.00 1000209.00 Rabobank Nederland Rabobank Nederland, 0.47% 74977RCH5 Other Note N First Tier Security N/A N/A 2011-07-26 2012-01-26 N N Y Maturity Extension Option Rabobank Nederland N/A N/A 2000000.00 2002127.61 0.0100 N/A N 2000498.00 2000498.00 River Fuel Trust #1 (Bank of Nova Scotia) River Fuel Trust #1 (Bank of Nova Scotia), 0.21% 76822KUF6 Other Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N Y Bank of Nova Scotia N/A N/A N 2712000.00 2711758.46 0.0135 N/A N 2711842.70 2711842.70 River Fuel Company #2, Inc. (Bank of Nova Scotia) River Fuel Company #2, Inc. (Bank of Nova Scotia), 0.22% 7682E1UF5 Other Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N Y Bank of Nova Scotia N/A N/A N 7000000.00 6999346.69 0.0349 N/A N 6999594.00 6999594.00 Royal Bank of Scotland plc (The) Royal Bank of Scotland plc (The), 0.66% 78010QES1 Other Note N First Tier Security N/A N/A 2011-07-28 2011-10-28 N N N 5300000.00 5300000.00 0.0264 N/A N 5299390.50 5299390.50 Parish of St. Bernard, LA, Exempt Fac Var Rate Rev Bonds (Mobil Oil Corp Proj), Ser 1996 (Exxon Mobil Corporation) Parish of St. Bernard, LA, Exempt Fac Var Rate Rev Bonds (Mobil Oil Corp Proj), Ser 1996 (Exxon Mobil Corporation), 0.02% 787490AB7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 Y Exxon Mobil Corporation N/A N/A Y Exxon Mobil Corporation N/A N/A N 1000000.00 1000000.00 0.0050 N/A N 1000000.00 1000000.00 Sheridan Redev Agy CO Tax, Var Rfdg S Santa Fe Dr Corridor Redev PJ-Ser A-1 (JPMorgan Chase & Co.) Sheridan Redev Agy CO Tax, Var Rfdg S Santa Fe Dr Corridor Redev PJ-Ser A-1 (JPMorgan Chase & Co.), 0.35% 82382LAK5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y JPMorgan Chase & Co. N/A N/A Y JPMorgan Chase & Co. N/A N/A N 550000.00 550000.00 0.0027 N/A N 550000.00 550000.00 Sonoco Products Co. Sonoco Products Co., 0% 83549SU18 Other Commercial Paper N Second Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 900000.00 900000.00 0.0045 N/A N 899994.60 899994.60 St. Jude Medical, Inc. St. Jude Medical, Inc., 0% 8522W3U19 Other Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 980000.00 980000.00 0.0049 N/A N 979995.10 979995.10 Dev Auth of Talbot Cnty, Incr Taxable Indl Dev Rev Bonds (Junction City Mining Co, LLC Proj), Ser 2000 (Wachovia Bank, N.A.) Dev Auth of Talbot Cnty, Incr Taxable Indl Dev Rev Bonds (Junction City Mining Co, LLC Proj), Ser 2000 (Wachovia Bank, N.A.), 0.24% 874135AB2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Wachovia Bank, N.A. N/A N/A Y Wachovia Bank, N.A. N/A N/A N 240000.00 240000.00 0.0012 N/A N 240000.00 240000.00 Totem Ocean Trailer Express, Inc. (United States Government Guaranteed Ship Financing Obligations) Totem Ocean Trailer Express, Inc. (United States Government Guaranteed Ship Financing Obligations), 0.5% 89152TAB1 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N Y United States Government Guaranteed Ship Financing Obligations N/A N/A N 1625660.10 1625660.10 0.0081 N/A N 1625660.10 1625660.10 Toyota Motor Credit Corporation Toyota Motor Credit Corporation, 0.32% 89233P4Q6 Other Note N First Tier Security N/A N/A 2011-07-01 2011-12-14 N N N 4000000.00 4000000.00 0.0200 N/A N 4001460.00 4001460.00 Trap Rock Industries, Inc., Taxable Var Rate Demand Bonds, Ser 2005 (Wachovia Bank, N.A.) Trap Rock Industries, Inc., Taxable Var Rate Demand Bonds, Ser 2005 (Wachovia Bank, N.A.), 0.19% 894123AB4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Wachovia Bank, N.A. N/A N/A Y Wachovia Bank, N.A. N/A N/A N 1360000.00 1360000.00 0.0068 N/A N 1360000.00 1360000.00 Uinta Cnty, WY, Pollutn Ctl Rfdg Rev Bds (Chevron U.S.A. Inc. Proj), Ser 1992 (Chevron Corporation) Uinta Cnty, WY, Pollutn Ctl Rfdg Rev Bds (Chevron U.S.A. Inc. Proj), Ser 1992 (Chevron Corporation), 0.04% 903592AP8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 Y Chevron Corporation N/A N/A Y Chevron Corporation N/A N/A N 750000.00 750000.00 0.0037 N/A N 750000.00 750000.00 Wachovia Corporation Wachovia Corporation, 0.4% 92976WAK2 Other Note N First Tier Security N/A N/A 2011-09-01 2012-03-01 N N N 2400000.00 2401549.11 0.0120 N/A N 2403004.80 2403004.80 Westminster Econ Dev Auth, Tax Incr Rev Rfdg Bonds (Mandalay Gardens Urban Renewal Proj), Ser 2009 (U.S. Bank, N.A.) Westminster Econ Dev Auth, Tax Incr Rev Rfdg Bonds (Mandalay Gardens Urban Renewal Proj), Ser 2009 (U.S. Bank, N.A.), 0.2% 960660AN8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y U.S. Bank, N.A. N/A N/A Y U.S. Bank, N.A. N/A N/A N 1145000.00 1145000.00 0.0057 N/A N 1145000.00 1145000.00 City of Whittier, Hlth Fac Rev Bonds (Presbyterian Intercmnty Hosp), Ser 2009 (U.S. Bank, N.A.) City of Whittier, Hlth Fac Rev Bonds (Presbyterian Intercmnty Hosp), Ser 2009 (U.S. Bank, N.A.), 0.04% 966769CY5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y U.S. Bank, N.A. N/A N/A Y U.S. Bank, N.A. N/A N/A N 2715000.00 2715000.00 0.0136 N/A N 2715000.00 2715000.00 City of Whittier, Hlth Fac Rev Bonds (Presbyterian Intercmnty Hosp), Ser 2009 (U.S. Bank, N.A.) City of Whittier, Hlth Fac Rev Bonds (Presbyterian Intercmnty Hosp), Ser 2009 (U.S. Bank, N.A.), 0.04% 966769CZ2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y U.S. Bank, N.A. N/A N/A Y U.S. Bank, N.A. N/A N/A N 2895000.00 2895000.00 0.0144 N/A N 2895000.00 2895000.00 Wisconsin Electric Power Co. Wisconsin Electric Power Co., 0% 97665SU16 Other Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 1238000.00 1238000.00 0.0062 N/A N 1237993.81 1237993.81 Wisconsin Electric Power Co. Wisconsin Electric Power Co., 0.11% 97665SU81 Other Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 2750000.00 2749930.48 0.0137 N/A N 2749881.75 2749881.75 WI Hlth and Edu Fac Auth, Var Rate Demand Rev Bonds (Wausau Hosp, Inc.), Ser 1998B (JPMorgan Chase Bank, N.A.) WI Hlth and Edu Fac Auth, Var Rate Demand Rev Bonds (Wausau Hosp, Inc.), Ser 1998B (JPMorgan Chase Bank, N.A.), 0.1% 97710BLV2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y JPMorgan Chase Bank, N.A. N/A N/A Y JPMorgan Chase Bank, N.A. N/A N/A N 700000.00 700000.00 0.0035 N/A N 700000.00 700000.00 WI Hlth and Edu Fac Auth, Var Rate Demand Rev Bonds (Aurora Hlth Care Inc.), Ser 2008-A (U.S. Bank, N.A.) WI Hlth and Edu Fac Auth, Var Rate Demand Rev Bonds (Aurora Hlth Care Inc.), Ser 2008-A (U.S. Bank, N.A.), 0.06% 97710VND6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y U.S. Bank, N.A. N/A N/A Y U.S. Bank, N.A. N/A N/A N 2700000.00 2700000.00 0.0135 N/A N 2700000.00 2700000.00