0000728889-19-000244.txt : 20190207
0000728889-19-000244.hdr.sgml : 20190207
20190207155304
ACCESSION NUMBER: 0000728889-19-000244
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190131
FILED AS OF DATE: 20190207
DATE AS OF CHANGE: 20190207
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: OPPENHEIMER VARIABLE ACCOUNT FUNDS
CENTRAL INDEX KEY: 0000752737
IRS NUMBER: 840974272
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP2
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04108
FILM NUMBER: 19575119
BUSINESS ADDRESS:
STREET 1: 6803 SOUTH TUCSON WAY
CITY: CENTENNIAL
STATE: CO
ZIP: 80112-3924
BUSINESS PHONE: 3036713200
MAIL ADDRESS:
STREET 1: 6803 SOUTH TUCSON WAY
CITY: CENTENNIAL
STATE: CO
ZIP: 80112-3924
FORMER COMPANY:
FORMER CONFORMED NAME: OPPENHEIMER VARIABLE LIFE FUNDS
DATE OF NAME CHANGE: 19860609
0000752737
S000010340
Oppenheimer Government Money Fund/VA
C000028604
Non-Service
N-MFP2
1
primary_doc.xml
N-MFP2
0000752737
XXXXXXXX
2019-01-31
0000752737
S000010340
1
N
N
002-93177
OFI Global Asset Management, Inc.
801-76771
OppeheimerFunds, Inc.
801-08253
KPMG
Denver
CO
None
OFI Global Asset Management, Inc.
0001558234
084-06477
N
N
N
Exempt Government
N
15
20
2085951372.73
1986739468.06
2086505887.95
2020101893.13
2821112096.69
2729082683.83
2762758426.31
2747852464.81
0.6684
0.6302
0.6634
0.6441
0.9039
0.8657
0.8784
0.8762
50187.65
3117919765.81
3118565222.91
738615.76
6060259.12
3113293767.20
3113268628.23
0.0245
1.0000
1.0000
1.0000
1.0000
C000028604
1.00
3113293767.20
3113268628.23
1.0000
1.0000
1.0000
1.0000
142047678.51
169819.36
143137.20
7180365.40
5957294.54
8820186.01
23206.28
10948311.43
101204362.06
43635977.32
0.0195
N
Amherst Pierpont Securities LLC
Amherst Pierpont Securities LLC 2.47%
10PIER9H3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2021-07-01
2049-01-01
3 - 6
30254438.00
22859971.90
Agency Mortgage-Backed Securities
GNMA
2048-06-20
2068-12-20
3.29 - 5.5
2147490.00
2086076.89
Agency Mortgage-Backed Securities
USTR
2019-03-26
0
310000.00
308918.41
U.S. Treasuries (including strips)
FNMA
2037-11-01
2049-02-01
2.95 - 4.75
15852652.00
16585118.01
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0250
40991560.83
40991560.83
0.0132
N
N
Y
N
Amherst Pierpont Securities LLC
Amherst Pierpont Securities LLC 2.64%
10PIER9K6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2027-03-01
2049-01-01
2.5 - 4.5
44900788.00
32233190.55
Agency Mortgage-Backed Securities
FNMA
2019-06-25
2032-01-25
1.79 - 5.61
3779.00
56.44
Agency Mortgage-Backed Securities
GNMA
2038-05-15
2048-07-20
5.5 - 6
4591656.00
4860967.18
Agency Mortgage-Backed Securities
REFC
2019-10-15
2030-04-15
0 - 8.13
6760000.00
4729165.48
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0268
40996993.33
40996993.33
0.0132
N
Y
Y
N
ASL Capital Markets Inc.
ASL Capital Markets Inc. 2.58%
181ASL9S3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
USTR
2019-03-21
2048-08-15
0 - 3.63
359037600.00
383801208.91
U.S. Treasuries (including strips)
GNMA
2060-10-15
3.98
767198.00
766410.60
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0262
376972981.67
376972981.67
0.1211
N
Y
Y
N
ASL Capital Markets Inc.
ASL Capital Markets Inc. 2.45%
181ASL9R5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
USTR
2020-10-31
2047-08-15
1.38 - 4.63
69415200.00
69393120.05
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0248
67990744.44
67990744.44
0.0218
N
N
Y
N
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.6%
181CAH9H1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2026-04-08
2048-03-01
0 - 4
6292000.00
5144876.71
Agency Mortgage-Backed Securities
USTR
2021-04-30
2048-02-15
2.25 - 3
5000200.00
5080970.42
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0264
9987722.22
9987722.22
0.0032
N
N
N
Y
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.43%
1629969B0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
USTR
2020-08-15
2027-07-15
0.38 - 2.88
69012000.00
69392810.46
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0246
67986230.00
67986230.00
0.0218
N
N
Y
N
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.6%
180CAH9A7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2040-08-20
2068-10-20
3.63 - 4.42
45161377.00
10698662.51
Agency Mortgage-Backed Securities
USTR
2021-01-31
2023-11-30
2.13 - 2.88
2019700.00
2019015.53
U.S. Treasuries (including strips)
FMAC
2037-10-15
2048-10-15
1.66 - 3.69
54443297.00
8373876.30
Agency Mortgage-Backed Securities
FNMA
2026-07-15
2048-11-25
0 - 4
73400750.00
14359205.97
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0264
32940416.67
32940416.67
0.0106
N
N
Y
N
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.59%
181CAH9U2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2027-02-07
2048-12-01
0 - 5.5
352247552.00
78192226.89
Agency Mortgage-Backed Securities
GNMA
2044-07-20
2049-01-20
0.82 - 4.5
515330431.00
116999535.46
Agency Mortgage-Backed Securities
USTR
2021-01-31
2045-11-15
0 - 2.88
192494200.00
165017477.46
U.S. Treasuries (including strips)
FMAC
2028-07-15
2049-01-15
0 - 5
19042181.00
9244060.61
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0263
356974315.83
356974315.83
0.1147
N
Y
Y
N
Credit Agricole Corp. & Investment Bank
Credit Agricole Corp. & Investment Bank 2.57%
183CAS9L6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
USTR
2024-01-31
2.5
87750000.00
87726307.50
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0261
85993860.56
85993860.56
0.0276
N
Y
Y
N
Deutsche Bank Securities, Inc.
Deutsche Bank Securities, Inc. 2.44%
187DEU9P2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLB
2020-03-13
4.13
10885000.00
11237977.87
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-13
2019-02-13
2019-02-13
N
N
N
0.0247
10986580.00
10986580.00
0.0035
N
N
N
Y
Deutsche Bank Securities, Inc.
Deutsche Bank Securities, Inc. 2.58%
187DEU9B3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2050-03-15
3.25
174393467.00
171612298.12
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0262
155988820.00
155988820.00
0.0501
N
Y
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.355382%
313312CS7
US313312CS71
313312CS7
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0236
24946145.83
24946145.83
0.0080
N
N
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.251746%
313312CD0
US313312CD03
313312CD0
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-21
2019-02-21
2019-02-21
N
N
N
0.0225
998772.22
998772.22
0.0003
N
N
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 5.125%
31331VHJ8
US31331VHJ89
31331VHJ8
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-25
2019-03-25
2019-03-25
N
N
N
0.0239
1429630.54
1429630.54
0.0005
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.260143%
313312BH2
US313312BH26
313312BH2
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0226
50000000.00
50000000.00
0.0161
N
Y
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.380028%
313312BW9
US313312BW92
313312BW9
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-14
2019-02-14
2019-02-14
N
N
N
0.0238
19982883.33
19982883.33
0.0064
N
N
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.264691%
313312CX6
US313312CX66
313312CX6
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-11
2019-03-11
2019-03-11
N
N
N
0.0226
498828.33
498828.33
0.0002
N
N
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.420514%
313312GW4
US313312GW48
313312GW4
U.S. Government Agency Debt
Y
N/A
N/A
2019-06-14
2019-06-14
2019-06-14
N
N
N
0.0242
2973732.50
2973732.50
0.0010
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.480529%
313312KH2
US313312KH25
313312KH2
U.S. Government Agency Debt
Y
N/A
N/A
2019-08-12
2019-08-12
2019-08-12
N
N
N
0.0248
987093.33
987093.33
0.0003
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.721931%
313312MN7
US313312MN74
313312MN7
U.S. Government Agency Debt
Y
N/A
N/A
2019-10-04
2019-10-04
2019-10-04
N
N
N
0.0272
1963930.55
1963930.55
0.0006
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.276249%
313312DF4
US313312DF42
313312DF4
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-19
2019-03-19
2019-03-19
N
N
N
0.0228
498575.28
498575.28
0.0002
N
N
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.186134%
313312DW7
US313312DW74
313312DW7
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-03
2019-04-03
2019-04-03
N
N
N
0.0219
1992747.78
1992747.78
0.0006
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.38556%
3133EH5Z2
US3133EH5Z29
3133EH5Z2
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-08
2019-03-08
2019-03-08
N
N
N
0.0240
4991974.94
4991974.94
0.0016
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.42613%
3133EJFG9
US3133EJFG95
3133EJFG9
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-09
2019-07-09
2019-07-09
N
N
N
0.0243
998411.68
998411.68
0.0003
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.40419%
3133EJFQ7
US3133EJFQ77
3133EJFQ7
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-12
2019-03-12
2019-03-12
N
N
N
0.0237
998661.14
998661.14
0.0003
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.60731%
3133EJF87
US3133EJF870
3133EJF87
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-15
2019-10-15
2019-10-15
N
N
N
0.0265
9487273.29
9487273.29
0.0031
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.37188%
3133EJDX4
US3133EJDX47
3133EJDX4
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-27
2019-03-27
2019-03-27
N
N
N
0.0240
999633.16
999633.16
0.0003
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.43775%
3133EJE88
US3133EJE881
3133EJE88
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-05
2019-11-05
2019-11-05
N
N
N
0.0244
4990655.80
4990655.80
0.0016
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.43688%
3133EJHE2
US3133EJHE20
3133EJHE2
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-28
2019-03-28
2019-03-28
N
N
N
0.0240
1999458.47
1999458.47
0.0006
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.379556%
313312DV9
US313312DV91
313312DV9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-02
2019-04-02
2019-04-02
N
N
N
0.0238
29881500.00
29881500.00
0.0096
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.43%
3133EJDT3
US3133EJDT35
3133EJDT3
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-01
2019-02-20
2019-02-20
N
N
N
0.0248
995285.18
995285.18
0.0003
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.45419%
3133EJT41
US3133EJT418
3133EJT41
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-14
2019-08-14
2019-08-14
N
N
N
0.0248
2996286.74
2996286.74
0.0010
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.375317%
313384CL1
US313384CL14
313384CL1
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-28
2019-02-28
2019-02-28
N
N
N
0.0238
19964450.00
19964450.00
0.0064
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.387134%
313384CK3
US313384CK31
313384CK3
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-27
2019-02-27
2019-02-27
N
N
N
0.0239
30048238.33
30048238.33
0.0097
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.406227%
313384CZ0
US313384CZ00
313384CZ0
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-13
2019-03-13
2019-03-13
N
N
N
0.0241
29920144.44
29920144.44
0.0096
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.398373%
313384DB2
US313384DB23
313384DB2
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-15
2019-03-15
2019-03-15
N
N
N
0.0240
29916478.33
29916478.33
0.0096
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.36149%
313384CT4
US313384CT40
313384CT4
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0236
3991160.00
3991160.00
0.0013
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.407866%
313384CR8
US313384CR83
313384CR8
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0241
29936000.00
29936000.00
0.0096
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.407316%
313384CS6
US313384CS66
313384CS6
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0241
29934045.80
29934045.80
0.0096
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.371187%
313384DQ9
US313384DQ91
313384DQ9
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-28
2019-03-28
2019-03-28
N
N
N
0.0237
27898998.60
27898998.60
0.0090
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.365427%
313384CQ0
US313384CQ01
313384CQ0
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0237
29939033.34
29939033.34
0.0096
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.383179%
313384DJ5
US313384DJ58
313384DJ5
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-22
2019-03-22
2019-03-22
N
N
N
0.0238
26912718.74
26912718.74
0.0086
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.38123%
313384DE6
US313384DE61
313384DE6
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-18
2019-03-18
2019-03-18
N
N
N
0.0238
6979350.00
6979350.00
0.0022
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.337295%
313384DG1
US313384DG10
313384DG1
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-20
2019-03-20
2019-03-20
N
N
N
0.0234
1993968.33
1993968.33
0.0006
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.487903%
313384JQ3
US313384JQ38
313384JQ3
U.S. Government Agency Debt
Y
N/A
N/A
2019-07-26
2019-07-26
2019-07-26
N
N
N
0.0249
2964168.75
2964168.75
0.0010
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.503804%
313384FW4
US313384FW42
313384FW4
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0250
3969964.44
3969964.44
0.0013
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.460891%
313384FQ7
US313384FQ73
313384FQ7
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0246
28390410.03
28390410.03
0.0091
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 1.125%
3130A8DB6
2549001DPIFGXC1TOL40
US3130A8DB60
3130A8DB6
U.S. Government Agency Debt
Y
N/A
N/A
2019-06-21
2019-06-21
2019-06-21
N
N
N
0.0254
5959907.18
5959907.18
0.0019
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.395793%
313384EC9
US313384EC96
313384EC9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0240
3086239.88
3086239.88
0.0010
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.485853%
313384JV2
US313384JV23
313384JV2
U.S. Government Agency Debt
Y
N/A
N/A
2019-07-31
2019-07-31
2019-07-31
N
N
N
0.0249
3950900.00
3950900.00
0.0013
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.507387%
313384FK0
US313384FK04
313384FK0
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-10
2019-05-10
2019-05-10
N
N
N
0.0251
1986519.56
1986519.56
0.0006
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.432896%
313384ED7
US313384ED79
313384ED7
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-10
2019-04-10
2019-04-10
N
N
N
0.0243
28867645.14
28867645.14
0.0093
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.438691%
313384DY2
US313384DY26
313384DY2
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0244
27881192.50
27881192.50
0.0090
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.389954%
313384DX4
US313384DX43
313384DX4
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-04
2019-04-04
2019-04-04
N
N
N
0.0239
29877033.33
29877033.33
0.0096
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.483979%
313384FF1
US313384FF19
313384FF1
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0248
3974411.11
3974411.11
0.0013
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.480043%
313384FC8
US313384FC87
313384FC8
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-03
2019-05-03
2019-05-03
N
N
N
0.0248
3975227.78
3975227.78
0.0013
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.428658%
313384EF2
US313384EF28
313384EF2
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-12
2019-04-12
2019-04-12
N
N
N
0.0243
3981333.33
3981333.33
0.0013
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.407868%
313384CJ6
US313384CJ67
313384CJ6
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-26
2019-02-26
2019-02-26
N
N
N
0.0241
24958333.33
24958333.33
0.0080
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.539%
3130ADY63
2549001DPIFGXC1TOL40
US3130ADY639
3130ADY63
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-11
2019-10-11
2019-10-11
N
N
N
0.0263
4989579.08
4989579.08
0.0016
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.457%
3130ADYR7
2549001DPIFGXC1TOL40
US3130ADYR76
3130ADYR7
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0246
998430.25
998430.25
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.423%
3130ADXW7
2549001DPIFGXC1TOL40
US3130ADXW70
3130ADXW7
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-06
2019-04-05
2019-04-05
N
N
N
0.0242
1996500.11
1996500.11
0.0006
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.452%
3130ADWW8
2549001DPIFGXC1TOL40
US3130ADWW89
3130ADWW8
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0262
997607.60
997607.60
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 1.1%
3130A8WE9
2549001DPIFGXC1TOL40
US3130A8WE98
3130A8WE9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-26
2019-04-26
2019-04-26
N
N
N
0.0245
9939938.89
9939938.89
0.0032
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.41%
3130AE7M6
2549001DPIFGXC1TOL40
US3130AE7M64
3130AE7M6
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0249
2993774.17
2993774.17
0.0010
N
Y
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.367%
3130AEJ76
2549001DPIFGXC1TOL40
US3130AEJ760
3130AEJ76
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-28
2019-02-28
2019-02-28
N
N
N
0.0245
2999211.00
2999211.00
0.0010
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.477%
3130AELM0
2549001DPIFGXC1TOL40
US3130AELM00
3130AELM0
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0262
5988908.14
5988908.14
0.0019
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.392%
3130AEE48
2549001DPIFGXC1TOL40
US3130AEE480
3130AEE48
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-04
2019-06-04
2019-06-04
N
N
N
0.0245
6152564.17
6152564.17
0.0020
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.39%
3130AED72
2549001DPIFGXC1TOL40
US3130AED722
3130AED72
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-25
2019-03-25
2019-03-25
N
N
N
0.0239
2998430.88
2998430.88
0.0010
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.449%
3130AEDS6
2549001DPIFGXC1TOL40
US3130AEDS61
3130AEDS6
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-25
2019-11-25
2019-11-25
N
N
N
0.0249
3980296.30
3980296.30
0.0013
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.393%
3130ACPQ1
2549001DPIFGXC1TOL40
US3130ACPQ12
3130ACPQ1
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-22
2019-04-22
2019-04-22
N
N
N
0.0241
1998590.92
1998590.92
0.0006
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.38%
3130ADD25
2549001DPIFGXC1TOL40
US3130ADD252
3130ADD25
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-25
2019-02-25
2019-02-25
N
N
N
0.0238
3998159.99
3998159.99
0.0013
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.449%
3130AC5L4
2549001DPIFGXC1TOL40
US3130AC5L46
3130AC5L4
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0244
1043508.85
1043508.85
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 1.375%
3130AAXX1
2549001DPIFGXC1TOL40
US3130AAXX15
3130AAXX1
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-18
2019-03-18
2019-03-18
N
N
N
0.0090
4471910.95
4471910.95
0.0014
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.632%
3130ABL53
2549001DPIFGXC1TOL40
US3130ABL531
3130ABL53
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-20
2019-06-20
2019-06-20
N
N
N
0.0261
4984630.31
4984630.31
0.0016
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.397%
3130ADHN5
2549001DPIFGXC1TOL40
US3130ADHN55
3130ADHN5
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-26
2019-05-24
2019-05-24
N
N
N
0.0240
999600.50
999600.50
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.393%
3130ADQA3
2549001DPIFGXC1TOL40
US3130ADQA34
3130ADQA3
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0248
999332.30
999332.30
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.442%
3130ADW40
2549001DPIFGXC1TOL40
US3130ADW401
3130ADW40
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-26
2019-04-26
2019-04-26
N
N
N
0.0244
999593.00
999593.00
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.393%
3130ADQ39
2549001DPIFGXC1TOL40
US3130ADQ395
3130ADQ39
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0247
999335.28
999335.28
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.397%
3130ADJY9
2549001DPIFGXC1TOL40
US3130ADJY92
3130ADJY9
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-28
2019-05-28
2019-05-28
N
N
N
0.0240
2999169.81
2999169.81
0.0010
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.379%
3130ADL91
2549001DPIFGXC1TOL40
US3130ADL917
3130ADL91
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-01
2019-03-01
2019-03-01
N
N
N
0.0239
997941.94
997941.94
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.414%
3130AENG1
2549001DPIFGXC1TOL40
US3130AENG14
3130AENG1
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-24
2019-07-24
2019-07-24
N
N
N
0.0243
999463.56
999463.56
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.383846%
313384BH1
US313384BH11
313384BH1
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0238
26997000.00
26997000.00
0.0087
N
Y
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.37385%
313384BV0
US313384BV05
313384BV0
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-13
2019-02-13
2019-02-13
N
N
N
0.0237
24980333.33
24980333.33
0.0080
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.297461%
313384BU2
US313384BU22
313384BU2
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-12
2019-02-12
2019-02-12
N
N
N
0.0230
3997213.33
3997213.33
0.0013
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.35993%
313384BQ1
US313384BQ10
313384BQ1
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-08
2019-02-08
2019-02-08
N
N
N
0.0236
43455087.53
43455087.53
0.0140
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.362963%
313384BN8
US313384BN88
313384BN8
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0236
29140475.83
29140475.83
0.0094
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.364806%
313384CH0
US313384CH02
313384CH0
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-25
2019-02-25
2019-02-25
N
N
N
0.0236
12251693.63
12251693.63
0.0039
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.388562%
313384BX6
US313384BX60
313384BX6
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0239
20057451.96
20057451.96
0.0064
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.31777%
313384BW8
US313384BW87
313384BW8
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-14
2019-02-14
2019-02-14
N
N
N
0.0232
3996677.78
3996677.78
0.0013
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.363409%
313384CB3
US313384CB32
313384CB3
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0236
19976400.00
19976400.00
0.0064
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.382261%
313384CE7
US313384CE70
313384CE7
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0238
17975144.17
17975144.17
0.0058
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.379976%
313384CC1
US313384CC15
313384CC1
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-20
2019-02-20
2019-02-20
N
N
N
0.0238
22721597.91
22721597.91
0.0073
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.387%
3130AEPL8
2549001DPIFGXC1TOL40
US3130AEPL80
3130AEPL8
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-26
2019-04-26
2019-04-26
N
N
N
0.0239
2998806.50
2998806.50
0.0010
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.422%
3130AEZA1
2549001DPIFGXC1TOL40
US3130AEZA16
3130AEZA1
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-26
2019-09-26
2019-09-26
N
N
N
0.0245
2998789.00
2998789.00
0.0010
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.397%
3130AEPJ3
2549001DPIFGXC1TOL40
US3130AEPJ35
3130AEPJ3
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-26
2019-07-26
2019-07-26
N
N
N
0.0241
9996005.00
9996005.00
0.0032
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.337729%
313384BT5
US313384BT58
313384BT5
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0234
24983784.72
24983784.72
0.0080
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.397%
3130AEP61
2549001DPIFGXC1TOL40
US3130AEP619
3130AEP61
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-27
2019-08-27
2019-08-27
N
N
N
0.0240
3998668.33
3998668.33
0.0013
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.618%
3130AEZT0
2549001DPIFGXC1TOL40
US3130AEZT07
3130AEZT0
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-28
2019-06-28
2019-06-28
N
N
N
0.0265
4987273.61
4987273.61
0.0016
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.44%
3130AFQY6
2549001DPIFGXC1TOL40
US3130AFQY67
3130AFQY6
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-01
2020-01-17
2020-01-17
N
N
N
0.0247
998975.83
998975.83
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.511%
3130AFSU2
2549001DPIFGXC1TOL40
US3130AFSU28
3130AFSU2
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-25
2019-07-25
2019-07-25
N
N
N
0.0252
3998047.00
3998047.00
0.0013
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.41%
3130AFQX8
2549001DPIFGXC1TOL40
US3130AFQX84
3130AFQX8
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-01
2019-07-17
2019-07-17
N
N
N
0.0242
998988.33
998988.33
0.0003
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.443%
3130AF6V4
2549001DPIFGXC1TOL40
US3130AF6V46
3130AF6V4
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-17
2019-10-17
2019-10-17
N
N
N
0.0247
1997964.17
1997964.17
0.0006
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.458%
3130AFMH7
2549001DPIFGXC1TOL40
US3130AFMH70
3130AFMH7
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-20
2019-06-20
2019-06-20
N
N
N
0.0247
12989348.67
12989348.67
0.0042
N
N
N
N
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 2.38%
3134GSU60
S6XOOCT0IEG5ABCC6L87
US3134GSU600
3134GSU60
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-01
2019-04-17
2019-04-17
N
N
N
0.0241
4995004.17
4995004.17
0.0016
N
N
N
N
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 1.125%
3137EADZ9
S6XOOCT0IEG5ABCC6L87
US3137EADZ99
3137EADZ9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-15
2019-04-15
2019-04-15
N
N
N
0.0145
17421833.57
17421833.57
0.0056
N
N
N
N
Federal National Mortgage Assn.
Federal National Mortgage Assn. 1%
3135G0J53
B1V7KEBTPIMZEU4LTD58
US3135G0J535
3135G0J53
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-26
2019-02-26
2019-02-26
N
N
N
0.0212
4765163.49
4765163.49
0.0015
N
N
N
N
Federal National Mortgage Assn.
Federal National Mortgage Assn. 1%
3136G3YG4
B1V7KEBTPIMZEU4LTD58
US3136G3YG44
3136G3YG4
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-25
2019-04-25
2019-04-25
N
N
N
0.0242
7474509.12
7474509.12
0.0024
N
N
N
N
Federal National Mortgage Assn.
Federal National Mortgage Assn. 2.51%
3136G4TG8
B1V7KEBTPIMZEU4LTD58
US3136G4TG81
3136G4TG8
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-01
2019-07-30
2019-07-30
N
N
N
0.0252
5999161.67
5999161.67
0.0019
N
N
N
N
Federal National Mortgage Assn.
Federal National Mortgage Assn. 1.875%
3135G0ZA4
B1V7KEBTPIMZEU4LTD58
US3135G0ZA44
3135G0ZA4
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0139
3122659.82
3122659.82
0.0010
N
N
N
N
Freddie Mac
Freddie Mac 2.428634%
313396EL3
US313396EL34
313396EL3
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-17
2019-04-17
2019-04-17
N
N
N
0.0243
28854320.83
28854320.83
0.0093
N
N
N
N
INTL FCStone Financial, Inc.
INTL FCStone Financial, Inc. 2.44%
1639979L5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2019-03-01
2048-07-01
2.5 - 8.5
153830318.00
33017366.60
Agency Mortgage-Backed Securities
FNMA
2022-06-01
2048-08-01
2.5 - 7
76197815.00
33806463.03
Agency Mortgage-Backed Securities
GNMA
2032-11-15
2064-04-20
0 - 7
10387948.00
3368467.06
Agency Mortgage-Backed Securities
USTR
2019-02-12
2027-05-15
0 - 2.38
338700.00
334994.79
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0247
68990646.67
68990646.67
0.0222
N
N
Y
N
INTL FCStone Financial, Inc.
INTL FCStone Financial, Inc. 2.43%
1639979K7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2019-07-01
2049-07-25
2.5 - 8.01
6211939.00
2953815.24
Agency Mortgage-Backed Securities
USTR
2019-08-15
2046-08-15
0 - 2.25
33176993.79
33031396.91
U.S. Treasuries (including strips)
FMAC
2019-02-15
2047-08-01
0 - 6
6122289.00
4011702.71
Agency Mortgage-Backed Securities
GNMA
2019-02-15
2068-11-20
1.77 - 6.5
4728136.00
3872662.24
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0246
42991292.50
42991292.50
0.0138
N
N
Y
N
Oppenheimer Institutional Government Money Market Fund
Oppenheimer Institutional Government Money Market Fund 2.35%
68383G108
549300VIX63QANOLHZ88
US68383G1085
68383G108
Investment Company
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0235
15584394.09
15584394.09
0.0050
N
Y
Y
N
RBC Dominion Securities, Inc.
RBC Dominion Securities, Inc. 2.56%
48RBCD9J5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2048-10-20
2048-11-20
4 - 4
60786718.00
62224424.90
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0260
60995662.22
60995662.22
0.0196
N
Y
Y
N
Royal Bank of Canada
Royal Bank of Canada 2.56%
48RBCN9T1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2042-06-01
2047-08-01
3.5 - 4
7888491.00
3349686.69
Agency Mortgage-Backed Securities
FNMA
2027-06-01
2049-01-01
3 - 5
25079822.00
24906322.85
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0260
27698030.22
27698030.22
0.0089
N
Y
Y
N
South Street Securities LLC
South Street Securities LLC 2.44%
45SSTS9F0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2023-12-01
2045-06-01
2.12 - 4.5
484900638.00
55259377.30
Agency Mortgage-Backed Securities
FMAC
2025-10-01
2048-09-01
2.92 - 4.5
21003613.00
5953066.85
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0247
59987800.00
59987800.00
0.0193
N
N
Y
N
South Street Securities LLC
South Street Securities LLC 2.44%
45SSTS9C0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FCSB
2036-06-09
3.03
522000.00
468621.59
Agency Mortgage-Backed Securities
FMAC
2025-09-01
2048-06-01
2.5 - 5.5
25161360.00
14945680.35
Agency Mortgage-Backed Securities
FNMA
2026-03-01
2048-09-01
2.77 - 5
75580669.00
4965595.21
Agency Mortgage-Backed Securities
FHLB
2032-02-02
3.45
30000.00
29781.55
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0247
19990511.11
19990511.11
0.0064
N
Y
Y
N
South Street Securities LLC
South Street Securities LLC 2.56%
45SSTS9H6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2019-03-01
2050-05-01
2.25 - 6
674750304.00
75307826.50
Agency Mortgage-Backed Securities
FHLB
2019-06-14
2041-09-09
1.63 - 5.63
81965000.00
78082520.28
Agency Mortgage-Backed Securities
FMAC
2024-05-01
2048-09-01
2.5 - 5.55
397235393.00
202314083.91
Agency Mortgage-Backed Securities
FCSB
2031-05-16
2035-06-25
2.9 - 3.84
4735000.00
4381173.69
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0260
352974897.78
352974897.78
0.1134
N
Y
Y
N
South Street Securities LLC
South Street Securities LLC 2.47%
44SSTS9L0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLB
2032-02-02
3.45
930000.00
923228.05
Agency Mortgage-Backed Securities
FNMA
2030-01-01
2046-04-01
2.85 - 3.58
22309808.00
8104920.60
Agency Mortgage-Backed Securities
FMAC
2033-05-01
2047-06-01
2.83 - 4.33
6714211.00
2675643.76
Agency Mortgage-Backed Securities
USTR
2020-12-15
2023-08-31
1.88 - 2.75
559500.00
554683.49
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0250
11981886.67
11981886.67
0.0039
N
N
N
Y
TD Securities (USA) LLC
TD Securities (USA) LLC 2.57%
182TDS9F0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2045-10-01
2048-02-01
3.5 - 4
43113200.00
31622257.79
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0261
30997786.94
30997786.94
0.0100
N
Y
Y
N
Tennessee Valley Authority
Tennessee Valley Authority 2.409508%
880592BU3
549300HE1ISW43LNKM54
US880592BU36
880592BU3
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-12
2019-02-12
2019-02-12
N
N
N
0.0241
29977954.16
29977954.16
0.0096
N
N
Y
N
Tennessee Valley Authority
Tennessee Valley Authority 2.404288%
880592BM1
549300HE1ISW43LNKM54
US880592BM10
880592BM1
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0240
49986667.77
49986667.77
0.0161
N
N
Y
N
Tennessee Valley Authority
Tennessee Valley Authority 2.354304%
880592CJ7
549300HE1ISW43LNKM54
US880592CJ71
880592CJ7
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-26
2019-02-26
2019-02-26
N
N
N
0.0235
15474704.86
15474704.86
0.0050
N
N
Y
N
Tennessee Valley Authority
Tennessee Valley Authority 2.39144%
880592CB4
549300HE1ISW43LNKM54
US880592CB46
880592CB4
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0239
12984484.50
12984484.50
0.0042
N
N
Y
N
United States Treasury Bills
United States Treasury Bills 2.263979%
912796QY8
254900HROIFWPRGM1V77
US912796QY89
912796QY8
U.S. Government Agency Debt
Y
N/A
N/A
2019-02-21
2019-02-21
2019-02-21
N
N
N
0.0226
24968611.11
24968611.11
0.0080
N
Y
Y
N
Oppenheimer Government Money Fund/VA
2019-02-07
Jan Miller
Jan Miller
Assistant Fund Treasurer