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