0000728889-19-000381.txt : 20190307
0000728889-19-000381.hdr.sgml : 20190307
20190307143453
ACCESSION NUMBER: 0000728889-19-000381
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190228
FILED AS OF DATE: 20190307
DATE AS OF CHANGE: 20190307
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: 19665456
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
2019-02-28
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
14
23
1630422559.02
1629763365.35
1718145973.36
1201951189.89
2683821663.62
2590233559.23
2521635535.60
2096508554.41
0.5227
0.5444
0.5997
0.4967
0.8604
0.8653
0.8801
0.8664
92402.30
1882895865.09
1882895865.09
647397.24
219968818.63
1663666846.00
1663640890.51
0.0246
1.0000
1.0000
1.0000
1.0000
C000028604
1.00
1663666846.00
1663640890.51
1.0000
1.0000
1.0000
1.0000
44912.50
22499040.97
27455.11
130805951.76
4919220.03
220565501.88
160255.09
477106494.91
5135908.98
1454763646.70
0.0194
N
Amherst Pierpont Securities LLC
Amherst Pierpont Securities LLC 2.58%
10PIER9V2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
FNMA
2019-10-09
2041-04-01
0 - 5
7926556.00
3848871.80
Agency Mortgage-Backed Securities
GNMA
2049-02-20
2.96
5246672.00
5188731.84
Agency Mortgage-Backed Securities
FMAC
2044-11-01
2049-02-01
3.5 - 4.5
8072852.00
7221223.06
Agency Mortgage-Backed Securities
USTR
2019-05-09
2020-03-31
0 - 1.5
6692406.73
6560143.83
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0262
22000000.00
22000000.00
0.0132
N
Y
Y
N
Amherst Pierpont Securities LLC
Amherst Pierpont Securities LLC 2.46%
10PIER9T7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
FMAC
2046-06-01
2049-02-01
3.5 - 4
18181329.00
18614006.54
Agency Mortgage-Backed Securities
FNMA
2019-03-25
2030-07-01
3.73 - 4.5
3133437.00
3239809.25
Agency Mortgage-Backed Securities
GNMA
2068-12-20
4.44
53296.00
57505.70
Agency Mortgage-Backed Securities
REFC
2019-10-15
2030-04-15
0 - 0
606000.00
447257.54
Agency Mortgage-Backed Securities
TVDB
2019-05-01
0
2000.00
1991.13
Agency Mortgage-Backed Securities
USTR
2019-11-15
2026-05-15
0 - 1.63
94681.89
90163.63
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0249
22000000.00
22000000.00
0.0132
N
N
Y
N
ASL Capital Markets Inc.
ASL Capital Markets Inc. 2.48%
182ASL9R4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
FMAC
2033-02-01
4
113561.00
105338.55
Agency Mortgage-Backed Securities
USTR
2019-04-15
2048-08-15
0 - 3.63
69271800.00
69288204.49
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0251
68000000.00
68000000.00
0.0409
N
N
Y
N
ASL Capital Markets Inc.
ASL Capital Markets Inc. 2.6%
182ASL9S2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
GNMA
2060-10-15
3.98
230550.00
231240.04
Agency Mortgage-Backed Securities
USTR
2019-04-15
2048-08-15
0.13 - 3.63
192469300.00
195622983.85
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0264
192000000.00
192000000.00
0.1154
N
Y
Y
N
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.56%
182CAH9Q1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
FNMA
2048-03-01
4
1000.00
989.54
Agency Mortgage-Backed Securities
GNMA
2068-06-20
4.23
17328.00
18047.10
Agency Mortgage-Backed Securities
USTR
2027-08-15
2025-05-31
2.25 - 2.88
10121400.00
10202723.50
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-03-21
2019-03-21
2019-03-21
N
N
N
0.0260
10000000.00
10000000.00
0.0060
N
N
N
Y
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.44%
182CAH9Y3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
USTR
2020-12-31
2047-08-15
1 - 2.75
8303600.00
8081261.46
U.S. Treasuries (including strips)
GNMA
2041-08-20
2044-07-20
3 - 3.63
31632882.00
1136031.24
Agency Mortgage-Backed Securities
FNMA
2026-07-15
2046-11-01
0 - 4
14641720.00
11268524.03
Agency Mortgage-Backed Securities
FMAC
2027-08-15
2045-02-15
0 - 3.9
94552748.00
49098564.85
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0247
68000000.00
68000000.00
0.0409
N
N
Y
N
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.59%
182CAH9A5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2032-05-15
2058-10-15
2.76 - 6.5
176347945.00
23991218.10
Agency Mortgage-Backed Securities
FNMA
2020-12-28
2048-10-01
1.43 - 6.5
570330634.00
64652007.25
Agency Mortgage-Backed Securities
GNMA
2039-12-20
2068-06-20
3.16 - 4.5
458880741.00
82690003.89
Agency Mortgage-Backed Securities
USTR
2021-08-31
2024-02-29
1.13 - 2.38
4142800.00
4113992.44
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0263
165000000.00
165000000.00
0.0992
N
Y
Y
N
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.56%
181CAH9A6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2037-10-15
2041-04-15
1.53 - 3.94
163829446.00
3357519.23
Agency Mortgage-Backed Securities
GNMA
2034-08-16
2068-10-20
3.6 - 4.69
149518570.00
11228013.66
Agency Mortgage-Backed Securities
FNMA
2028-02-01
2048-10-01
2.77 - 4.5
31399182.00
13479002.23
Agency Mortgage-Backed Securities
USTR
2024-02-29
2047-11-15
2.25 - 2.88
6306300.00
6298275.69
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-03-12
2019-03-12
2019-03-12
N
N
N
0.0260
33000000.00
33000000.00
0.0198
N
N
N
Y
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.58%
182CAH9M0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
USTR
2021-08-31
2048-02-15
0.88 - 3
7009700.00
7163080.92
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0262
7000000.00
7000000.00
0.0042
N
N
N
Y
Credit Agricole Corp. & Investment Bank
Credit Agricole Corp. & Investment Bank 2.57%
184CAS9J0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2048-01-01
3.5
4709701.00
4386313.14
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
4300000.00
4300000.00
0.0026
N
Y
Y
N
Deutsche Bank Securities, Inc.
Deutsche Bank Securities, Inc. 2.57%
188DEU9W6
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
1114882.00
1100079.15
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
1000000.00
1000000.00
0.0006
N
Y
Y
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
499442.50
499442.50
0.0003
N
N
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.398279%
313312DM9
US313312DM92
313312DM9
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-25
2019-03-25
2019-03-25
N
N
N
0.0240
9984066.66
9984066.66
0.0060
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
499691.67
499691.67
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
1452603.04
1452603.04
0.0009
N
N
N
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
24991840.28
24991840.28
0.0150
N
N
Y
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
1968052.78
1968052.78
0.0012
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
988975.55
988975.55
0.0006
N
N
N
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
2979262.50
2979262.50
0.0018
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
29936800.00
29936800.00
0.0180
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
1996076.67
1996076.67
0.0012
N
N
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.43188%
3133EJFG9
US3133EJFG95
3133EJFG9
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-09
2019-07-09
2019-07-09
N
N
N
0.0244
999968.76
999968.76
0.0006
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.39413%
3133EJFQ7
US3133EJFQ77
3133EJFQ7
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-12
2019-03-12
2019-03-12
N
N
N
0.0224
999999.10
999999.10
0.0006
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
9499082.63
9499082.63
0.0057
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.34913%
3133EJDX4
US3133EJDX47
3133EJDX4
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-27
2019-03-27
2019-03-27
N
N
N
0.0237
999981.08
999981.08
0.0006
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.439%
3133EJE88
US3133EJE881
3133EJE88
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-05
2019-11-05
2019-11-05
N
N
N
0.0244
4999819.07
4999819.07
0.0030
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.37763%
3133EH5Z2
US3133EH5Z29
3133EH5Z2
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-08
2019-03-08
2019-03-08
N
N
N
0.0239
4999985.07
4999985.07
0.0030
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.43375%
3133EJT41
US3133EJT418
3133EJT41
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-14
2019-08-14
2019-08-14
N
N
N
0.0245
2999972.64
2999972.64
0.0018
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.428%
3133EJHE2
US3133EJHE20
3133EJHE2
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-28
2019-03-28
2019-03-28
N
N
N
0.0227
2000000.00
2000000.00
0.0012
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.435704%
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
29929358.34
29929358.34
0.0180
N
N
Y
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
29932566.67
29932566.67
0.0180
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.400997%
313384EL9
US313384EL95
313384EL9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-17
2019-04-17
2019-04-17
N
N
N
0.0240
9968797.22
9968797.22
0.0060
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.413516%
313384EV7
US313384EV77
313384EV7
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-26
2019-04-26
2019-04-26
N
N
N
0.0241
5584074.67
5584074.67
0.0034
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.400358%
313384EE5
US313384EE52
313384EE5
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-11
2019-04-11
2019-04-11
N
N
N
0.0240
24931951.39
24931951.39
0.0150
N
N
Y
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
3988800.00
3988800.00
0.0024
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.450529%
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
0.0245
4976382.78
4976382.78
0.0030
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
3091990.38
3091990.38
0.0019
N
N
Y
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
3982850.00
3982850.00
0.0024
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
3982033.33
3982033.33
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.494055%
313384KS7
US313384KS74
313384KS7
U.S. Government Agency Debt
Y
N/A
N/A
2019-08-21
2019-08-21
2019-08-21
N
N
N
0.0249
3952655.67
3952655.67
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.480726%
313384KM0
US313384KM05
313384KM0
U.S. Government Agency Debt
Y
N/A
N/A
2019-08-16
2019-08-16
2019-08-16
N
N
N
0.0248
2965700.00
2965700.00
0.0018
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.494055%
313384KU2
US313384KU21
313384KU2
U.S. Government Agency Debt
Y
N/A
N/A
2019-08-23
2019-08-23
2019-08-23
N
N
N
0.0249
2964081.25
2964081.25
0.0018
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
5973925.74
5973925.74
0.0036
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.441983%
313384GG8
US313384GG82
313384GG8
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-31
2019-05-31
2019-05-31
N
N
N
0.0244
1987730.17
1987730.17
0.0012
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
3958537.77
3958537.77
0.0024
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
3977680.00
3977680.00
0.0024
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
28444667.49
28444667.49
0.0171
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.434894%
313384FX2
US313384FX25
313384FX2
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-22
2019-05-22
2019-05-22
N
N
N
0.0243
3977951.11
3977951.11
0.0024
N
N
N
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
2969901.75
2969901.75
0.0018
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.437934%
313384FZ7
US313384FZ72
313384FZ7
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0244
2983039.00
2983039.00
0.0018
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.40609%
313384DP1
US313384DP19
313384DP1
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-27
2019-03-27
2019-03-27
N
N
N
0.0241
10831213.41
10831213.41
0.0065
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.411%
3130AEDS6
2549001DPIFGXC1TOL40
US3130AEDS61
3130AEDS6
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-25
2019-11-25
2019-11-25
N
N
N
0.0245
3998911.50
3998911.50
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.399%
3130AEE48
2549001DPIFGXC1TOL40
US3130AEE480
3130AEE48
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-04
2019-06-04
2019-06-04
N
N
N
0.0244
6164253.75
6164253.75
0.0037
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.37%
3130AED72
2549001DPIFGXC1TOL40
US3130AED722
3130AED72
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-25
2019-03-25
2019-03-25
N
N
N
0.0225
2999919.26
2999919.26
0.0018
N
N
N
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
4997321.19
4997321.19
0.0030
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
1000000.00
1000000.00
0.0006
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.379%
3130AEPJ3
2549001DPIFGXC1TOL40
US3130AEPJ35
3130AEPJ3
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-26
2019-07-26
2019-07-26
N
N
N
0.0238
10000000.00
10000000.00
0.0060
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.369%
3130AEPL8
2549001DPIFGXC1TOL40
US3130AEPL80
3130AEPL8
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-26
2019-04-26
2019-04-26
N
N
N
0.0233
3000000.00
3000000.00
0.0018
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.374%
3130AEP61
2549001DPIFGXC1TOL40
US3130AEP619
3130AEP61
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-27
2019-08-27
2019-08-27
N
N
N
0.0237
4000000.00
4000000.00
0.0024
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
5999070.58
5999070.58
0.0036
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.385%
3130AENG1
2549001DPIFGXC1TOL40
US3130AENG14
3130AENG1
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-24
2019-07-24
2019-07-24
N
N
N
0.0238
1000000.00
1000000.00
0.0006
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.371%
3130ACPQ1
2549001DPIFGXC1TOL40
US3130ACPQ12
3130ACPQ1
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-22
2019-04-22
2019-04-22
N
N
N
0.0239
1999947.89
1999947.89
0.0012
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.379%
3130ADHN5
2549001DPIFGXC1TOL40
US3130ADHN55
3130ADHN5
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-26
2019-05-24
2019-05-24
N
N
N
0.0238
1000000.00
1000000.00
0.0006
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
5000278.13
5000278.13
0.0030
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
9979311.11
9979311.11
0.0060
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
4498024.35
4498024.35
0.0027
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
999852.37
999852.37
0.0006
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
2019-03-06
2019-04-05
2019-04-05
N
N
N
0.0238
2000000.00
2000000.00
0.0012
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.424%
3130ADW40
2549001DPIFGXC1TOL40
US3130ADW401
3130ADW40
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-26
2019-04-26
2019-04-26
N
N
N
0.0242
1000000.00
1000000.00
0.0006
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.388%
3130ADJY9
2549001DPIFGXC1TOL40
US3130ADJY92
3130ADJY9
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-28
2019-05-28
2019-05-28
N
N
N
0.0239
2999976.09
2999976.09
0.0018
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
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0238
1000000.00
1000000.00
0.0006
N
Y
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
29994100.00
29994100.00
0.0180
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
29992000.00
29992000.00
0.0180
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.380969%
313384DH9
US313384DH92
313384DH9
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-21
2019-03-21
2019-03-21
N
N
N
0.0238
9886937.50
9886937.50
0.0059
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.38%
3130AFVU8
2549001DPIFGXC1TOL40
US3130AFVU80
3130AFVU8
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-01
2019-11-13
2019-11-13
N
N
N
0.0241
10000000.00
10000000.00
0.0060
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.405%
3130AFWY9
2549001DPIFGXC1TOL40
US3130AFWY93
3130AFWY9
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-01
2020-02-21
2020-02-21
N
N
N
0.0244
2500000.00
2500000.00
0.0015
N
N
N
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
3998440.00
3998440.00
0.0024
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
6992198.89
6992198.89
0.0042
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
1997561.67
1997561.67
0.0012
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
29972159.45
29972159.45
0.0180
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.363874%
313384CU1
US313384CU13
313384CU1
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-08
2019-03-08
2019-03-08
N
N
N
0.0236
16992198.89
16992198.89
0.0102
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
29976043.33
29976043.33
0.0180
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.435%
3130AFMH7
2549001DPIFGXC1TOL40
US3130AFMH70
3130AFMH7
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-20
2019-06-20
2019-06-20
N
N
N
0.0243
13000000.00
13000000.00
0.0078
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.416%
3130AF6V4
2549001DPIFGXC1TOL40
US3130AF6V46
3130AF6V4
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-17
2019-10-17
2019-10-17
N
N
N
0.0244
2000000.00
2000000.00
0.0012
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
4000000.00
4000000.00
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.39%
3130AFQX8
2549001DPIFGXC1TOL40
US3130AFQX84
3130AFQX8
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-01
2019-07-17
2019-07-17
N
N
N
0.0241
1000000.00
1000000.00
0.0006
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.394053%
313384CM9
US313384CM96
313384CM9
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0239
29000000.00
29000000.00
0.0174
N
Y
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.42%
3130AFQY6
2549001DPIFGXC1TOL40
US3130AFQY67
3130AFQY6
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-01
2020-01-17
2020-01-17
N
N
N
0.0246
1000000.00
1000000.00
0.0006
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
5000000.00
5000000.00
0.0030
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.404%
3130AEZA1
2549001DPIFGXC1TOL40
US3130AEZA16
3130AEZA1
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-26
2019-09-26
2019-09-26
N
N
N
0.0243
3000000.00
3000000.00
0.0018
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
17497575.08
17497575.08
0.0105
N
N
N
N
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 2.36%
3134GSU60
S6XOOCT0IEG5ABCC6L87
US3134GSU600
3134GSU60
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-01
2019-04-17
2019-04-17
N
N
N
0.0239
5000000.00
5000000.00
0.0030
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
7483936.76
7483936.76
0.0045
N
N
N
N
Federal National Mortgage Assn.
Federal National Mortgage Assn. 2.49%
3136G4TG8
B1V7KEBTPIMZEU4LTD58
US3136G4TG81
3136G4TG8
U.S. Government Agency Debt
Y
N/A
N/A
2019-03-01
2019-07-30
2019-07-30
N
N
N
0.0251
6000000.00
6000000.00
0.0036
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
28908707.71
28908707.71
0.0174
N
N
Y
N
Guggenheim Securities LLC
Guggenheim Securities LLC 2.57%
010GUG9H9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2039-12-01
2047-04-01
3.5 - 4.5
24130184.00
13545558.43
Agency Mortgage-Backed Securities
FMAC
2029-10-01
2046-10-01
3 - 5
1976441.00
735461.03
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
14000000.00
14000000.00
0.0084
N
Y
Y
N
INTL FCStone Financial, Inc.
INTL FCStone Financial, Inc. 2.44%
1639989T6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2019-09-01
2048-06-01
2.5 - 7
18001850.00
11012536.67
Agency Mortgage-Backed Securities
FNMA
2019-12-01
2049-07-25
2 - 8.01
44492005.00
11716480.63
Agency Mortgage-Backed Securities
GNMA
2021-03-15
2049-01-20
2 - 6
114168826.00
21229105.69
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0247
43000000.00
43000000.00
0.0258
N
N
Y
N
INTL FCStone Financial, Inc.
INTL FCStone Financial, Inc. 2.44%
1639989U3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLB
2021-02-22
2026-02-25
2.65 - 3.2
115000.00
114901.11
Agency Mortgage-Backed Securities
FMAC
2019-03-15
2048-11-01
2.5 - 8.5
86432183.00
27775249.90
Agency Mortgage-Backed Securities
USTR
2021-01-31
2045-08-15
2.51 - 2.88
21131400.00
21182398.95
U.S. Treasuries (including strips)
GNMA
2022-07-20
2064-04-20
0 - 5.5
6629953.00
3154984.54
Agency Mortgage-Backed Securities
FNMA
2022-06-01
2049-01-01
2.5 - 6.5
33258427.00
18201199.92
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0247
69000000.00
69000000.00
0.0415
N
N
Y
N
Oppenheimer Institutional Government Money Market Fund
Oppenheimer Institutional Government Money Market Fund 2.37%
68383G108
549300VIX63QANOLHZ88
US68383G1085
68383G108
Investment Company
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0237
15615631.45
15615631.45
0.0094
N
Y
Y
N
RBC Dominion Securities, Inc.
RBC Dominion Securities, Inc. 2.56%
49RBCD9E4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2041-09-01
4.5
4602.00
728.79
Agency Mortgage-Backed Securities
GNMA
2048-10-20
2048-11-20
4 - 4
4998335.00
5099634.40
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0260
5000000.00
5000000.00
0.0030
N
Y
Y
N
South Street Securities LLC
South Street Securities LLC 2.45%
45SSTS9V5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2027-12-01
2047-05-01
2.5 - 5.55
6344045.00
2412760.64
Agency Mortgage-Backed Securities
GNMA
2020-02-15
3.5
2420.00
2416.14
Agency Mortgage-Backed Securities
FNMA
2027-06-01
2048-07-01
2.5 - 4.74
22489148.00
8153159.76
Agency Mortgage-Backed Securities
USTR
2022-02-15
2026-02-15
1.63 - 2.63
790500.00
775906.91
U.S. Treasuries (including strips)
FHLB
2032-02-02
3.45
930000.00
910750.55
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-11
2019-03-11
2019-03-11
N
N
N
0.0248
12000000.00
12000000.00
0.0072
N
N
N
Y
South Street Securities LLC
South Street Securities LLC 2.58%
46SSTS9N1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2025-03-01
2048-09-01
2.33 - 5.55
600378819.00
283648558.28
Agency Mortgage-Backed Securities
GNMA
2045-11-15
4.5
1000.00
717.28
Agency Mortgage-Backed Securities
FNMA
2019-11-01
2050-05-01
2.25 - 5.91
809016737.00
111119014.15
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0262
387000000.00
387000000.00
0.2326
N
Y
Y
N
South Street Securities LLC
South Street Securities LLC 2.45%
46SSTS9H4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2026-03-01
2048-09-01
2.5 - 5
75633869.00
4968112.92
Agency Mortgage-Backed Securities
FMAC
2030-11-01
2048-06-01
2.87 - 5.55
6322480.00
5229837.31
Agency Mortgage-Backed Securities
USTR
2022-02-15
2026-02-15
1.63 - 2.63
6900.00
6908.95
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0248
10000000.00
10000000.00
0.0060
N
Y
Y
N
South Street Securities LLC
South Street Securities LLC 2.44%
46SSTS9L5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2027-06-01
2045-06-01
2.5 - 4.74
154220320.00
10146644.04
Agency Mortgage-Backed Securities
USTR
2022-02-15
2.5
2400.00
2403.67
U.S. Treasuries (including strips)
FMAC
2030-11-01
2048-09-01
3.08 - 5.55
56410.00
53026.31
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0247
10000000.00
10000000.00
0.0060
N
N
Y
N
TD Securities (USA) LLC
TD Securities (USA) LLC 2.56%
183TDS9B8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2049-02-20
4
12178330.00
12556893.39
Agency Mortgage-Backed Securities
FNMA
2047-05-01
4.5
55783303.00
46607313.85
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0260
58000000.00
58000000.00
0.0349
N
Y
Y
N
Oppenheimer Government Money Fund/VA
2019-03-06
Jan Miller
Jan Miller
Assistant Fund Treasurer